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

大老王 · 2023年04月11日

P-LEVEL

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000302

问题如下：

2. At a significance level of 1%, which of the following is the best interpretation of the regression coefficients with regard to explaining ROE?

选项：

A.

ESG is significant, but tenure is not.

B.

Tenure is significant, but ESG is not.

C.

Neither ESG nor tenure is significant.

解释：

C is correct. The t-statistic for tenure is 2.308, indicating significance at the 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, which means we fail to reject the null hypothesis for ESG at the 0.01 significance level.

请问P-LEVEL 都是和1%来比较嘛，还是说因为题干里说了1%？

添加评论
2 个答案

星星_品职助教 · 2023年04月12日

@大老王

考题都会标明significance level，不会让考生自己判断的。

星星_品职助教 · 2023年04月11日

同学你好，

与p-value相比的是significance level。，如果p-value＜significance level，则拒绝原假设。

本题和1%比较的原因是因为题目中标明significance level为1%（At a significance level of 1%）。

  • 2

    回答

  • 1

    关注

  • 279

    浏览
相关问题

NO.PZ201709270100000302 问题如下 2. a significanlevel of 1%, whiof the following is the best interpretation of the regression coefficients with regarto explaining ROE? ESG is significant, but tenure is not. Tenure is significant, but ESG is not. Neither ESG nor tenure is significant. C is correct. The t-statistic for tenure is 2.308, incating significanthe 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, whimeans we fail to rejethe null hypothesis for ESG the 0.01 significanlevel. 这里也有T值，我是否可以用T检验

2023-04-24 21:41 1 · 回答

NO.PZ201709270100000302 2. a significanlevel of 1%, whiof the following is the best interpretation of the regression coefficients with regarto explaining ROE? ESG is significant, but tenure is not. Tenure is significant, but ESG is not. Neither ESG nor tenure is significant. C is correct. The t-statistic for tenure is 2.308, incating significanthe 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, whimeans we fail to rejethe null hypothesis for ESG the 0.01 significanlevel. 下次碰到这种题目的问法，也是直接比较即可么

2021-12-03 09:18 1 · 回答

2. a significanlevel of 1%, whiof the following is the best interpretation of the regression coefficients with regarto explaining ROE? ESG is significant, but tenure is not. Tenure is significant, but ESG is not. Neither ESG nor tenure is significant. C is correct. The t-statistic for tenure is 2.308, incating significanthe 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, whimeans we fail to rejethe null hypothesis for ESG the 0.01 significanlevel. 怎么判断 原假设和H谢谢

2020-07-15 17:06 1 · 回答

2. a significanlevel of 1%, whiof the following is the best interpretation of the regression coefficients with regarto explaining ROE? ESG is significant, but tenure is not. Tenure is significant, but ESG is not. Neither ESG nor tenure is significant. C is correct. The t-statistic for tenure is 2.308, incating significanthe 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, whimeans we fail to rejethe null hypothesis for ESG the 0.01 significanlevel. 老师好， 这里题目要看这两个东西是否是显著的 所以原假设是该两个变量不显著 Ha是该两个变量是显著的是吗? Ha 一般是题目研究的东西 对吗? 谢谢。

2020-07-15 16:21 1 · 回答