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消极小狗 · 2024年03月05日

可以解释一下这道题的每个选项为什么错或者对嘛

* 问题详情,请 查看题干

NO.PZ201904080100004601

问题如下:

1. According to the statistical results of linear regression, which of the following conclusions can Frank get?

选项:

A.

the dummy variable has no statistical significance.

B.

biotechnology industry PEs are statistically significantly larger than medical equipmentindustry PEs.

C.

biotechnology industry PEs are statistically significantly larger than medical equipment industry PEs, holding DPO, G, and B constant.

D.

medical equipment PEs are statistically significantly larger than biotechnology industry PEs, holding DPO, G, and B constant.

解释:

C is correct.

考点:Dummy Variables

解析:在其他变量保持不变的前提下,当哑变量IND=1时,意味着选取的是生物科技行业股;当哑变量IND=0时,意味着选取的是医疗设备行业股。又因为IND前的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高。


1. According to the statistical results of linear regression, which of the following conclusions can Frank get?

您的回答C, 正确答案是: C

A

the dummy variable has no statistical significance.

B

biotechnology industry PEs are statistically significantly larger than medical equipmentindustry PEs.

C

正确biotechnology industry PEs are statistically significantly larger than medical equipment industry PEs, holding DPO, G, and B constant.

D

medical equipment PEs are statistically significantly larger than biotechnology industry PEs, holding DPO, G, and B constant.

数据统计(全部)

做对次数: 549

做错次数: 209

正确率: 72.43%

数据统计(个人)

做对次数: 1

做错次数: 1

正确率: 50.00%

解析

C is correct.

考点:Dummy Variables

解析:在其他变量保持不变的前提下,当哑变量IND=1时,意味着选取的是生物科技行业股;当哑变量IND=0时,意味着选取的是医疗设备行业股。又因为IND前的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高。







没太看懂解析

1 个答案

李坏_品职助教 · 2024年03月05日

嗨,爱思考的PZer你好:


A说的是哑变量(就是题目表格里的IND)是不显著的。但是表格里明显t-significance带一个星号,而且是3.25很大的t统计量,所以IND是显著的。A错误。


BCD说的是biotechnology的PE和medical 的PE的大小关系。

当哑变量IND=1时,意味着选取的是biotechnology,而IND本身的系数(coefficient)是大于0的。如果其他变量都保持不变,那么biotechnology天然就比medical多了一个正的IND系数带来的作用,所以biotechnology的PE显著大于medical的PE(前提是保持其他变量不变)。所以选C

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