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天天1102 · 2019年05月02日

问一道题:NO.PZ2015120204000015 [ CFA II ]

老师您好 这道题我做对了 但是我想就t的test statistic提一个问题。在significant test检验量计算公式 什么时候用 (r-0)/[(1-r^2)/n-2] 什么时候用 r-b/Se 谢谢🙏

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案
已采纳答案

菲菲_品职助教 · 2019年05月02日

同学你好,这就要看题目让我们做的检验是什么。

如果说做的是相关性的检验,那么就用 (r-0)/[(1-r^2)/n-2] ,如果做的是回归分析系数的检验,就用 b-假设值/Se。这个题目都会明确说的。

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NO.PZ2015120204000015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 retaineinsirsHe also believes thfor ea1 percent increase in pre-offer priaustment, the initireturn will increase less th0.5 percent, holng other variables constant. Hansen wishes to test this hypothesis the 0.05 level of significance.Hansen 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)SelecteValues for the t-stribution ( = ∞)The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance)A.H0: bj=0.5RejeH0B.H0: bj≥0.5Fail to rejeH0C.H0: bj≥0.5RejeH0C is correct.C To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0:bj≥0.5b_j\geq0.5bj​≥0.5 . The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance.老师您好,请问计算公式中的mean这一项为什么带入的是系数b的对应的那个数呢

2024-10-20 10:48 1 · 回答

NO.PZ2015120204000015 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 retaineinsirsHe also believes thfor ea1 percent increase in pre-offer priaustment, the initireturn will increase less th0.5 percent, holng other variables constant. Hansen wishes to test this hypothesis the 0.05 level of significance.Hansen 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)SelecteValues for the t-stribution ( = ∞)The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.C To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0:bj≥0.5b_j\geq0.5bj​≥0.5 . The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. H0 =0.5,H0.5 的情况下,t critic不是与Ha的方向相反么,答案应该是rejeH0。这样的逻辑是什么地方出错了?

2024-06-06 17:41 1 · 回答

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2024-05-23 14:10 1 · 回答

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2024-05-18 16:57 1 · 回答

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