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安宝123 · 2020年02月29日

问一道题:NO.PZ201512020300000206

* 问题详情,请 查看题干

问题如下:

6. For the analysis run by Batten, which of the following is an incorrect conclusion from the regression output?

选项:

A.

The estimated intercept coefficient from Batten’s regression is statistically significant at the 0.05 level.

B.

In the month after the CPIENG declines, Stellar’s common stock is expected to exhibit a positive return.

C.

Viewed in combination, the slope and intercept coefficients from Batten’s regression are not statistically significant at the 0.05 level.

解释:

C is correct.

C is the correct response, because it is a false statement. The slope and intercept are both statistically significant.

significant.

一般是表示落在在拒绝域还是接受域啊?

1 个答案

星星_品职助教 · 2020年02月29日

同学你好,

significant是落在拒绝域拒绝原假设。

以系数的假设检验为例,原假设一般默认为H0:b1=0,这个说法的全称是b1 is statistically significant different from 0. 所以也就是拒绝原假设的意思。

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