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

SHAO · 2023年07月20日

老师，请指教

  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.

老师，请问下面题目中的这句话：Varden answers both questions correctly and says he wants to check two more ideas. He believes the following:

1. ROE is less correlated with the dividend growth rate in firms whose CEO has been in office more than 15 years.

这个意思不是说div growth rate和CEO tenure有关系吗？所以这道题我理解为这两个自变量有多重共线性的问题，选了C。

添加评论
1 个答案
已采纳答案

星星_品职助教 · 2023年07月21日

同学你好，

1）这句话的意思说的是Y变量（ROE）和X变量（divgr）的关系不是固定的线性关系，而是会随着其他变量的变化而变化。这说明的是Y和X的关系非线性。即违背的是Y和X需要线性相关的假设。

2）这里发生变化的是Y和X之间的关系，不是X和引发变化的其他变量（CEO tenure）之间的关系。不涉及到多重共线性。

3）题干中已经给出了divgr和CEO tenure之间的相关系数（0.028），由于该相关系数非常小，所以不构成多重共线性。

  • 1

    回答

  • 0

    关注

  • 358

    浏览
相关问题

NO.PZ201709270100000309问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 老师没太懂这题问的是什么，并且解析也没看懂

2024-01-09 21:41 1 · 回答

NO.PZ201709270100000309问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 进来后，不会和tenure有关系，存在multi colline因此R高吗

2023-05-21 18:17 1 · 回答

NO.PZ201709270100000309 问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 这题的考点是不是太偏了，好像基础课没提到吧？AUESTER还有A B 2个要求。

2022-10-26 01:12 1 · 回答

sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. A下，，没看懂。

2020-11-19 00:31 1 · 回答