问题如下:
4. In response to Question 4, the 95 percent confidence interval for the regression coefficient for the default spread is closest to:
选项:
A.0.13 to 5.95.
B.1.72 to 4.36.
C.1.93 to 4.15.
解释:
B is correct.
The confidence interval is computed as . From Exhibit 1, a1 = 3.04 and t(a1) = 4.52, resulting in a standard error of a1 = s(a1) = 3.04/4.52 = 0.673. The critical value for t from Exhibit 3 is 1.96 for p = 0.025. The confidence interval for a1 is 3.04 ± 0.673 × 1.96 = 3.04 ± 1.31908 or from 1.72092 to 4.35908.
关键值为什么是1.96不是1.645,表3不是t分布单尾检验显著水平应该是0.05吧?有同学问过但回答没看懂