开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

succi_z · 2023年02月26日

为什么tc=1.65？

  1. CFA II
  2. Quantitative

NO.PZ2018101001000014

问题如下：

Harry is a supermarket’s employer and he is interested in using math model to solve some problems. Recently, he wants to know the relationship among commodity demand volume(V), commodity prices(P) and consumer income level(I). The dependent variable is commodity demand volume and the other two is the independent variables. After doing the multiple regression analysis, he gets the following results:

What is the upper confidence interval of consumer income level’s regression coefficient at 0.1 level?

选项：

A.

3.467

B.

8.919

C.

9.798

解释：

B is correct.

考点: Interpret Regression Coefficient, Assumptions and F-test.

解析: Regression Coefficient Confidence Interval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（df）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择B选项。

alpha=0.1，双尾的话，不是应该是80%的置信区间吗？1.65是如何得出的呢？

添加评论
1 个答案

星星_品职助教 · 2023年02月27日

同学你好，

α=0.1说明置信度为1-0.1=0.9.，即双尾总面积为0.1，对应90%置信区间。并不是单尾面积为0.1,。

  • 1

    回答

  • 0

    关注

  • 453

    浏览
相关问题

NO.PZ2018101001000014 问题如下 Harry is a supermarket’s employer anhe is interestein using math mol to solve some problems. Recently, he wants to know the relationship among commoty manvolume(V), commoty prices(P) anconsumer income level(I). The pennt variable is commoty manvolume anthe other two is the inpennt variables. After ing the multiple regression analysis, he gets the following results:Whis the upper confinintervof consumer income level’s regression coefficient 0.1 level? A.3.467 B.8.919 C.9.798 B is correct.考点: Interpret Regression Coefficient, Assumptions anF-test.解析: Regression Coefficient ConfinInterval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择 题干里给了每个x变量的coefficient、stanrerror和T统计量，分别代表什么啊？为什么是给这三个条件？他是想告诉我们什么？题干中的0.1又是什么意思？为什么会对应到1.65？

2024-08-12 23:00 1 · 回答

NO.PZ2018101001000014 问题如下 Harry is a supermarket’s employer anhe is interestein using math mol to solve some problems. Recently, he wants to know the relationship among commoty manvolume(V), commoty prices(P) anconsumer income level(I). The pennt variable is commoty manvolume anthe other two is the inpennt variables. After ing the multiple regression analysis, he gets the following results:Whis the upper confinintervof consumer income level’s regression coefficient 0.1 level? A.3.467 B.8.919 C.9.798 B is correct.考点: Interpret Regression Coefficient, Assumptions anF-test.解析: Regression Coefficient ConfinInterval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择 为什么计算置信区间的时候不用题干表格里给的t-statistic而是用1.65呢

2024-05-23 14:38 1 · 回答

NO.PZ2018101001000014 问题如下 Harry is a supermarket’s employer anhe is interestein using math mol to solve some problems. Recently, he wants to know the relationship among commoty manvolume(V), commoty prices(P) anconsumer income level(I). The pennt variable is commoty manvolume anthe other two is the inpennt variables. After ing the multiple regression analysis, he gets the following results:Whis the upper confinintervof consumer income level’s regression coefficient 0.1 level? A.3.467 B.8.919 C.9.798 B is correct.考点: Interpret Regression Coefficient, Assumptions anF-test.解析: Regression Coefficient ConfinInterval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择 这是哪个点啊 一点印象没有 了解即可还是考察“重中之重”？

2024-03-22 09:23 1 · 回答

NO.PZ2018101001000014问题如下Harry is a supermarket’s employer anhe is interestein using math mol to solve some problems. Recently, he wants to know the relationship among commoty manvolume(V), commoty prices(P) anconsumer income level(I). The pennt variable is commoty manvolume anthe other two is the inpennt variables. After ing the multiple regression analysis, he gets the following results:Whis the upper confinintervof consumer income level’s regression coefficient 0.1 level?A.3.467B.8.919C.9.798B is correct.考点: Interpret Regression Coefficient, Assumptions anF-test.解析: Regression Coefficient ConfinInterval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择B。第一部分的知识点哪里讲到了这部分内容？

2024-02-25 11:42 1 · 回答

NO.PZ2018101001000014 问题如下 Harry is a supermarket’s employer anhe is interestein using math mol to solve some problems. Recently, he wants to know the relationship among commoty manvolume(V), commoty prices(P) anconsumer income level(I). The pennt variable is commoty manvolume anthe other two is the inpennt variables. After ing the multiple regression analysis, he gets the following results:Whis the upper confinintervof consumer income level’s regression coefficient 0.1 level? A.3.467 B.8.919 C.9.798 B is correct.考点: Interpret Regression Coefficient, Assumptions anF-test.解析: Regression Coefficient ConfinInterval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择 coefficient=6.193=t-stat*SE=（3.749）*（1.652）但是t-stat*SE不应该= X bar-μ0吗？

2023-12-04 22:50 1 · 回答