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省略号 · 2024年03月29日

请问F检验怎么查表

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201512020300000401

问题如下：

1. Regarding the intern’s Question 1, is the regression model as a whole significant at the 0.05 level?

选项：

A.

No, because the calculated F-statistic is less than the critical value for F.

B.

Yes, because the calculated F-statistic is greater than the critical value for F.

C.

Yes, because the calculated χ 2 statistic is greater than the critical value for [#PZMATH172#].

解释：

B is correct.

The F-test is used to determine if the regression model as a whole is significant.

F = Mean square regression (MSR) ÷ Mean squared error (MSE)

MSE = SSE/[n – (k + 1)] = 19,048 ÷ 427 = 44.60

MSR = SSR/k = 1071 ÷ 3 = 357

F = 357 ÷ 44.60 = 8.004

The critical value for degrees of freedom of 3 and 427 with α=0.05 (one-tail) is F = 2.63 from Exhibit 5. The calculated F is greater than the critical value, and Chiesa should reject the null hypothesis that all regression coefficients are equal to zero.

本题中为什么df2是427？df1和df2分别指什么什么数值？

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已采纳答案

品职助教_七七 · 2024年03月29日

嗨，爱思考的PZer你好：


1）图表中有提示，df1为分子自由度，df2为分母自由度。


2）检验方程整体是否有效的F统计量公式为F=MSR/MSE，其中分子自由度为k，即3。分母自由度为n-k-1，即431-3-1=427。


3）根据df1=3和df2=427，以及significance level=5%。查出关键值为2.63.

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老师好，这题我没有疑问，题目和的显示有问题，烦请修正，谢谢

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