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Yaooo · 2023年05月21日

C

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000309

问题如下：

9.The best rationale for Quinni’s caution about the three-variable model is that the:

选项：

A.

dependent variable is defined differently.

B.

sample sizes are different in the two models.

C.

dividend growth rate is positively correlated with the other independent variables.

解释：

B is correct. If we use adjusted R2 to compare regression models, it is important that the dependent variable be defined the same way in both models and that the sample sizes used to estimate the models are the same. Varden’s first model was based on 40 observations, whereas the second model was based on 500.

dvd加进来后，不会和tenure有关系，存在multi collinear 因此R高吗

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1 个答案

星星_品职助教 · 2023年05月22日

同学你好，

1）本题之前已经说明新变量divgr没有多重共线性的问题。

2）当sample size改变的情况下（从40变为500），adj.R-squared不能进行比较。即无论此时adj R-squared变高还是变低，都没有意义。

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