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裴佳慧 · 2025年01月22日

老师可否把这个题翻译讲解一下 看得晕晕的

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000308

问题如下：

8.If Varden’s beliefs about ROE and CEO tenure are true, which of the following would violate the assumptions of multiple regression analysis?

选项：

A.

The assumption about CEO tenure distribution only

B.

The assumption about the ROE/dividend growth correlation only

C.

The assumptions about both the ROE/dividend growth correlation and CEO tenure distribution

解释：

C is correct. Multiple linear regression assumes that the relationship between the dependent variable and each of the independent variables is linear.

Varden believes that this is not true for dividend growth because he believes the relationship may be different in firms with a long-standing CEO. Multiple linear regression also assumes that the independent variables are not random. Varden states that he believes CEO tenure is a random variable.

老师可否把这个题翻译讲解一下 看得晕晕的

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1 个答案

品职助教_七七 · 2025年01月22日

嗨，从没放弃的小努力你好：


题目问如果Varden对ROE和CEO任期这两者关系的看法（belief）为真，那么会违背多元回归的哪一条假设。据此定位到case中的这个位置：

第一条说的是如果公司CEO的任期超过了15年，ROE和这些公司的股利增长率（dividend growth rate）的相关性就会变低。从前面case的背景可知，ROE是Y变量。dividend growth rate是新加进来的X变量。所以，第一条相当于在说Y变量和一个X变量的关系是变化的，也就不是线性关系。这就违背了Y变量和每一个X变量都需要是线性关系的假设。


第二条说的是CEO任期这个自变量服从正态分布。只有随机变量才会服从正态分布。这一条相当于在说这个X变量是随机的。这就违背了 每一个X变量都不能是随机变量 的这条假设。

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此前已经提示过，提问请具体给出不理解的地方。如什么地方看不懂需要翻译。重复解析里已经讲过和已经会了的内容是没有意义的。

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