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李建强 · 2019年11月24日

问一道题:NO.PZ201512020300000201

问题如下:

1. Batten wants to determine whether the sample correlation between the Stellar and CPIENG variables (-0.1452) is statistically significant. The critical value for the test statistic at the 0.05 level of significance is approximately 1.96. Batten should conclude that the statistical relationship between Stellar and CPIENG is:

选项:

A.

significant, because the calculated test statistic has a lower absolute value than the critical value for the test statistic.

B.

significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

C.

not significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

解释:

B is correct.

because the calculated test statistic is

t=rn21r2=0.145224821(0.1452)2=2.3017t=\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}=\frac{-0.1452\sqrt{248-2}}{\sqrt{1-{(-0.1452)}^2}}=-2.3017

Because the absolute value of t = -2.3017 is greater than 1.96, the correlation coefficient is statistically significant. For a regression with one independent variable, the t-value (and significance) for the slope coefficient (which is -2.3014) should equal the t-value (and significance) of the correlation coefficient. The slight difference between these two t-values is caused by rounding error.

-2.7不是小于1.96吗?

1 个答案

星星_品职助教 · 2019年11月24日

同学你好,这里面t统计量-2.3017应该和-1.96相比。所以选项里都强调了absolute value,即比较绝对值。这道题掌握如何比较和是否拒绝原假设即可,相关性的t统计量的算法今年已经被删除了。加油