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wenxing · 2019年12月12日

问一道题:NO.PZ201709270100000506 第6小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:B1应该接受原假设等于零才对,为什么等于0.1279?

选项:

A.

B.

C.

解释:

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已采纳答案

星星_品职助教 · 2019年12月13日

同学你好,
这道题的考点逻辑是:根据数据得出了系数(即题干中给出的b0,b1...等)并建立了一组回归方程。然后根据这组回归方程,给出一系列X的值进行预测Y。无论系数是否显著,只要方程建立出来了,就可以通过这个回归方程来得出一个Y的预测值。
而系数的检验则是证明预测结果是否正确的一种方法。如果检验后发现不能拒绝b1=0的原假设。就说明这个回归方程本身就是不成立的,也就不能使用。Y的预测结果自然也就是错误的。这个时候就需要修正后重新建立一组全新的回归方程来再度预测Y。而并不是将b1=0代入这个原有的错误的方程再预测。
举个直观的例子,如果所有系数b0,b1,b2....bn检验后发现都应该是0,这并不代表最后Y预测出来就是0,而是代表这个方程建立错误,需要重建方程再重新进行预测。
上课时讲的逻辑是先建立方程,然后检验系数,检验没问题后再预测。这道题的逻辑是先预测,然后通过检验系数来检验结果是否正确。这两种方法的本质都是预测Y和检验的过程,只是顺序不同。加油~

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