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ruby5ltc · 2023年01月25日

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NO.PZ202208220100000507

问题如下:

Determine, using the significant variable(s) in Logistic Regression 2 and the information provided, which of the following is closest to the probability of the Alpha ETF being a winning fund and whether it would be classified as a winning fund.

Alpha ETF variable values: small_fund = 0, medium_fund = 0, portfolio_stocks= 99.3%, portfolio_bonds = 0.7%, price_earnings = 25.0, price_book =1.1, price_sales = 4.0, and price_cashflow = 5.7.

Use significance level of 5% and probability threshold for being a winner of 65%.

选项:

A.27.4%, and the Alpha ETF is not classified as a winning fund B.36.0%, and the Alpha ETF is not classified as a winning fund C.82.2%, and the Alpha ETF is classified as a winning fund

解释:

B is correct. Besides the significant intercept, the only significant (at 5% level) variable in Logistic Regression 2 is price_sales. Using these factors, the probability of this ETF being a winning fund is calculated to be 35.95%, as follows:


Because this probability is well below the 65% threshold for being a winner, the Alpha EFT would not be classified as a winning fund.

p value小于5%还是2.5%?这个跟单尾双尾有关系吗?

另外,我还想问另外一个问题:

F统计量和t统计量和α相比还是和critical value相比?考试时是否会给出critical value?


1 个答案

星星_品职助教 · 2023年01月29日

同学你好,

1)p-value直接跟significance level比,和单双尾无关。本题为“significance level of 5%”,也就是跟5%比。

2)计算出来的检验统计量(test statistic)跟查表所得的critical value比。原则为:|test statistic|>|critical value|时拒绝原假设;

3)p-value直接跟significance level比。原则为:当p-value<significance level时拒绝原假设;

4)上述两种方式是等价的。但p-value法不需要计算和查表,更为简单。所以当题目中给出p-value时,优先用这种方式来解题。

5)考试的时候不一定会给出critical value,有可能需要考生从多个值中挑出正确的那个critical value,所以查表是需要掌握的。

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