NO.PZ2018101001000042
问题如下:
Which of the following statements about probit and logit model is most likely correct?
选项:
A.This model is used to create an overall score, or ranking, for an observation.
B.We can use this model when the dependent variable is qualitative.
C.The dependent variable’s estimated value is 0 or 1.
解释:
B is correct.
考点: Qualitative Dependent Variables.
解析: A选项是对discriminant model的描述,所以是错误的。C选项说因变量的估计值为0或1,是不正确的,通过这个模型算出来的因变量的估计值应该是某一件事情发生的概率。所以C错误。B选项的描述是正确的,当因变量为虚拟变量时,我们可以用这个模型来构建方程。
逻辑函数的因变量是Y(破产=0,不破产=1)还是LOG ODDS?