问题如下图:
选项:
A.
B.
C.
解释:
可否帮忙辨析一下,关于置信区间上下限的计算公式中,标准误什么时候需要除以根号n呢?
NO.PZ2015120204000014 问题如下 Baseon past research, Hansen selects the following inpennt variables to preIPO initireturns: Unrwriter rank = 1–10, where 10 is highest rankPre-offer priaustment (Expressea cimal) = (Offer pri– Initifiling price)/Initifiling priceOffer size ($ millions) = Shares sol× Offer priceFraction retaine(Expressea cimal) = Fraction of totcompany shares retaineinsirsHansen collects a sample of 1,725 recent IPOs for his regression mol.\Hansen’s Regression Results pennt Variable: IPO InitiReturn (Expressein cimForm, i.e., 1% = 0.01)The 95 percent confinintervfor the regression coefficient for the pre-offer priaustment is closest to: A.0.156 to 0.714. B.0.395 to 0.475. C.0.402 to 0.468. B is correct.The 95% confinintervis 0.435 ± (0.0202 × 1.96) = (0.395, 0.475). 第一个表格中的t统计量是做什么用的,和第二个表中t value 的区别
NO.PZ2015120204000014 问题如下 Baseon past research, Hansen selects the following inpennt variables to preIPO initireturns: Unrwriter rank = 1–10, where 10 is highest rankPre-offer priaustment (Expressea cimal) = (Offer pri– Initifiling price)/Initifiling priceOffer size ($ millions) = Shares sol× Offer priceFraction retaine(Expressea cimal) = Fraction of totcompany shares retaineinsirsHansen collects a sample of 1,725 recent IPOs for his regression mol.\Hansen’s Regression Results pennt Variable: IPO InitiReturn (Expressein cimForm, i.e., 1% = 0.01)The 95 percent confinintervfor the regression coefficient for the pre-offer priaustment is closest to: A.0.156 to 0.714. B.0.395 to 0.475. C.0.402 to 0.468. B is correct.The 95% confinintervis 0.435 ± (0.0202 × 1.96) = (0.395, 0.475). 计算中不用考虑n=1700多这个信息吗
NO.PZ2015120204000014问题如下 Baseon past research, Hansen selects the following inpennt variables to preIPO initireturns: Unrwriter rank = 1–10, where 10 is highest rankPre-offer priaustment (Expressea cimal) = (Offer pri– Initifiling price)/Initifiling priceOffer size ($ millions) = Shares sol× Offer priceFraction retaine(Expressea cimal) = Fraction of totcompany shares retaineinsirsHansen collects a sample of 1,725 recent IPOs for his regression mol.\Hansen’s Regression Results pennt Variable: IPO InitiReturn (Expressein cimForm, i.e., 1% = 0.01)The 95 percent confinintervfor the regression coefficient for the pre-offer priaustment is closest to: A.0.156 to 0.714.B.0.395 to 0.475.C.0.402 to 0.468.B is correct.The 95% confinintervis 0.435 ± (0.0202 × 1.96) = (0.395, 0.475).为什么是双尾?题目里没看到提示双尾的词语
NO.PZ2015120204000014 问题如下 Baseon past research, Hansen selects the following inpennt variables to preIPO initireturns: Unrwriter rank = 1–10, where 10 is highest rankPre-offer priaustment (Expressea cimal) = (Offer pri– Initifiling price)/Initifiling priceOffer size ($ millions) = Shares sol× Offer priceFraction retaine(Expressea cimal) = Fraction of totcompany shares retaineinsirsHansen collects a sample of 1,725 recent IPOs for his regression mol.\Hansen’s Regression Results pennt Variable: IPO InitiReturn (Expressein cimForm, i.e., 1% = 0.01)The 95 percent confinintervfor the regression coefficient for the pre-offer priaustment is closest to: A.0.156 to 0.714. B.0.395 to 0.475. C.0.402 to 0.468. B is correct.The 95% confinintervis 0.435 ± (0.0202 × 1.96) = (0.395, 0.475). coefficient不应该是这些吗,为啥用coefficient来当作x(mean)
NO.PZ2015120204000014 问题如下 Baseon past research, Hansen selects the following inpennt variables to preIPO initireturns: Unrwriter rank = 1–10, where 10 is highest rankPre-offer priaustment (Expressea cimal) = (Offer pri– Initifiling price)/Initifiling priceOffer size ($ millions) = Shares sol× Offer priceFraction retaine(Expressea cimal) = Fraction of totcompany shares retaineinsirsHansen collects a sample of 1,725 recent IPOs for his regression mol.\Hansen’s Regression Results pennt Variable: IPO InitiReturn (Expressein cimForm, i.e., 1% = 0.01)The 95 percent confinintervfor the regression coefficient for the pre-offer priaustment is closest to: A.0.156 to 0.714. B.0.395 to 0.475. C.0.402 to 0.468. B is correct.The 95% confinintervis 0.435 ± (0.0202 × 1.96) = (0.395, 0.475). 这个考点是不是在新考纲里已经删掉了?我看视频没讲