问题如下:
Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable. He compiles the summary statistics for the 248 months between January 1980 and August 2000.
Batten wants to determine whether the sample correlation between the Stellar and CPIENG variables is statistically significant. The calculated t test-statistics is -2.3017.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 absolute value of t = -2.3017 is greater than 1.96, the correlation coefficient is statistically significant.
请问助教老师可不可以看看我都思路?为什么遇到这个问题我选错
题目中问“ whether the relationship between XXX and YYY is statistically significant?" 所以我把H0 设定为:relationship is significant
最终根据t分布得到-2.3 说明落在尾巴上,说明小概率发生,应当拒绝原假设...
这样的思路我直接选择了”insignificant...."