多元回归书后28题
After responding to her intern’s questions, Chiesa concludes with the following statement: “Predictions from Exhibit 1 are subject to parameter estimate uncertainty, but not regression model uncertainty.”
(Institute 390)
Is Chiesa’s concluding statement correct regarding parameter estimate uncertainty and regression model uncertainty?
Yes.
No, predictions are not subject to parameter estimate uncertainty.
No, predictions are subject to regression model uncertainty and parameter estimate uncertainty
(Institute 392)
Institute, CFA. 2018 CFA Program Level II Volume 1 Ethical and Professional Standards, Quantitative Methods, and Economics. CFA Institute, 07/2017. VitalBook file.
所提供的引文是一个指南。请在使用之前查看每个引文以确保准确性。
此题答案明确写出多元回归面临参数不确定和回归模型不确定- 问题一 这里参数不确定是指系数估计的不确定性吗，模型不确定又是指什么？
- 问题二 答案特别提出是多元回归，那么一元回归的不确定性有什么不同？
