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Mercury. · 2024年07月14日

没有说significance level就可以直接代是吗

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202208220100000508

问题如下：

Based on the output for Logistic Regression 1 in the table below, which of the following alternatives is closest to the probability that any ETF will be a winning fund?


选项：

A.

6.75%

B.

5.96%

C.

5.67%

解释：

C is correct. We calculate the probability that an that an ETF will be a winning fund by using the variable estimates and the average values of the independent variables. Using the equation for the probability, where we have seven independent variables,


Using the mean values and coefffcient estimates of the independent variables, the probability of the average ETF being a winner is


This implies that for an ETF with the average values of the independent variables, there is a 5.67% probability that it will be a winning ETF.

我看前面有的题说了5%的significance level，就还得先看看哪个变量是significant的。这题没说所以不用看，直接代入就可以是吗？

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品职助教_七七 · 2024年07月15日

嗨，爱思考的PZer你好：


正常求Y值的题目都不考虑假设检验和是否significant。除非题干专门说了需要考虑，才去考虑。

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