NO.PZ202304050200003207
问题如下：
Determine, using the significant variable(s) in Logistic Regression 2
and the information provided, which of the following is closest to the
probability of the Alpha ETF being a winning fund and whether it would be
classified as a winning fund.
Alpha ETF variable values: small_fund = 0, medium_fund = 0, portfolio_stocks=
99.3%, portfolio_bonds = 0.7%, price_earnings = 25.0, price_book =1.1,
price_sales = 4.0, and price_cashflow = 5.7.
Use significance level of
5% and probability threshold for being a winner of 65%.
选项：
A.
27.4%, and the Alpha ETF is not classified as a
winning fund
B.
36.0%, and the Alpha ETF is not classified as a
winning fund
C.
82.2%, and the Alpha ETF is classified as a winning
fund
解释：
B is correct. Besides the significant intercept, the
only significant (at 5% level) variable in Logistic Regression 2 is
price_sales. Using these factors, the probability of this ETF being a winning
fund is calculated to be 35.95%, as follows:
Probability of
being a winning fund = 0.3595 =
Because this probability is well below the 65%
threshold for being a winner, the Alpha EFT would not be classified as a
winning fund.
老师好，我看到这边求P的公式是P=1/{1+exp[-(b0+b1x1+b2x2+…..]}
因此代入本题，怎么都得不出答案，我的计算是这样的
P=1/{1+exp[-(-1.9589+0.3543*4.0)]}
而答案给的公式是：
P=1/{1+exp[-(-1.9589)+0.3543*4.0]}
总感觉答案个公式这个开头的负号和求P的公式不对呢，负号应该是在最外面的。
请问老师我是哪个知识点没掌握，麻烦帮忙做个辨析对比，什么时候用什么，谢谢！
