NO.PZ2018101001000019
问题如下:
When we want to check that whether the regression model as a whole is significant at the 0.1 level or not, which two data should be compared?
选项:
A.
T-statistic and the critical value for T at 0.1 level.
B.
F-statistic and the critical value for F at 0.1 level.
C.
-statistic and the critical value for at 0.1 level.
解释:
B is correct.
考点: Interpret Regression Coefficient, Assumptions and F-test.
解析: 根据定义,当我们想要知道这个回归模型作为一个整体在α =0.1时是否显著,我们需要进行F检验,当F统计量的绝对值大于α =0.1的临界点时,我们拒绝原假设,此时可以说the regression model as a whole is significant at the 0.1 level。所以选择B选项。
如题,想请问一下什么时候用卡方分布呢