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karweillas · 2024年08月12日

关于F值

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000306

问题如下：

6. Based on Exhibit 1, Varden’s best answer to Quinni’s question about the F-statistic is:

选项：

A.

both independent variables are significant at the 0.05 level.

B.

neither independent variable is significant at the 0.05 level.

C.

at least one independent variable is significant at the 0.05 level.

解释：

C is correct. Exhibit 1 indicates that the F-statistic of 4.161 is significant at the 0.05 level. A significant F-statistic means at least one of the independent variables is significant.

这里F值显著更准确的解释应该是：all coefficients are joint significant at the 0.05 level吗？

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1 个答案

品职助教_七七 · 2024年08月13日

嗨，从没放弃的小努力你好：


不是，就是答案解析里给的解释：A significant F-statistic means at least one of the independent variables is significant，即至少有一个自变量是显著的 / 不是所有的自变量都不显著。

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NO.PZ201709270100000306 问题如下 6. Baseon Exhibit 1, Varn’s best answer to Quinni’s question about the F-statistic is: both inpennt variables are significant the 0.05 level. neither inpennt variable is significant the 0.05 level. least one inpennt variable is significant the 0.05 level. C is correct. Exhibit 1 incates ththe F-statistic of 4.161 is significant the 0.05 level. A significant F-statistic means least one of the inpennt variables is significant. 如题

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NO.PZ201709270100000306 6. Baseon Exhibit 1, Varn’s best answer to Quinni’s question about the F-statistic is: both inpennt variables are significant the 0.05 level. neither inpennt variable is significant the 0.05 level. least one inpennt variable is significant the 0.05 level. C is correct. Exhibit 1 incates ththe F-statistic of 4.161 is significant the 0.05 level. A significant F-statistic means least one of the inpennt variables is significant. 老师您好，有点记不清了，有两个问题 1）这里的 0.05 level指的到底是单尾5%（置信区间90%），还是双尾5%（单尾2.5%，置信区间95%）？ 2）如果是指单尾5%那可以直接用0.05和F-significance比较，如果是双尾5%是不是就要用0.025和F-significance比较？ 谢谢

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