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

Ivana 🍭 · 2024年01月09日

请问

  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.

老师没太懂这题问的是什么，并且解析也没看懂


添加评论
1 个答案

品职助教_七七 · 2024年01月10日

嗨，从没放弃的小努力你好：


Quinni的caution是增加第三个变量，adjusted R-squared看似上升了，但不能得出三个变量模型更好的结论。case中位置定位如下：

这个提示是对的。新的三变量模型的adjusted R-squared基于的是500个样本（如上图）。但在与之对比的此前的两变量模型中，其adjusted R-squared基于的是40个样本（如下图）。样本数量不同，两个模型的adjusted R-squared是无法对比的，或者说不基于相同前提下的对比并没有意义。


----------------------------------------------
努力的时光都是限量版，加油！

  • 1

    回答

  • 1

    关注

  • 203

    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，请问下面题目中的这句话Varn answers both questions correctly ansays he wants to chetwo more ias. He believes the following:1. ROE is less correlatewith the vingrowth rate in firms whose CEO hbeen in offimore th15 years.这个意思不是说v 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。

2023-07-20 11:22 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