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比如世界 · 2020年04月07日

问一道题:NO.PZ201904080100007702

* 问题详情,请 查看题干

问题如下:

2.Using F-statistic for testing the null hypothesis that all of the independent variables are simultaneously equal to zero at the 5% significance level, the result is :

选项:

A.

fail to reject the null hypothesis because the F-statistic is smaller than the critical F-value of 3.19.

B.

reject the null hypothesis because the F-statistic is larger than the critical F-value of 3.19.

C.

reject the null hypothesis because the F-statistic is larger than the critical F-value of 2.66.

D.

fail to reject the null hypothesis because the F-statistic is smaller than the critical F-value of 2.66.

解释:

C is correct.

考点:多元回归分析

解析:ESS= 233.1 - 75.2 = 157.9, F值等于 (157.9/3) / (75.2/176) = 123.2. F统计表里单尾5%自由度3和176的值是2.66,,123.2>2.66,所以自变量系数都等于零的原假设被拒绝。

问一下关于F分布查表的问题:分布表的横轴是统计量分子的自由度,纵轴是分母的自由度。这道题F-statisic公式应该是n-k-1(即176)是横轴,k(即3)是纵轴啊(尽管这道题分布表已经给出3是纵轴,176是横轴)

1 个答案

品职答疑小助手雍 · 2020年04月07日

同学你好,图片来自原版书

横轴在分母里除,纵轴在分子里除。

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NO.PZ201904080100007702问题如下 2.Using F-statistic for testing the null hypothesis thall of the inpennt variables are simultaneously equto zero the 5% significanlevel, the result is : A.fail to rejethe null hypothesis because the F-statistic is smaller ththe criticF-value of 3.19. B.rejethe null hypothesis because the F-statistic is larger ththe criticF-value of 3.19.C.rejethe null hypothesis because the F-statistic is larger ththe criticF-value of 2.66.fail to rejethe null hypothesis because the F-statistic is smaller ththe criticF-value of 2.66.C is correct.考点多元回归分析解析ESS= 233.1 - 75.2 = 157.9, F值等于 (157.9/3) / (75.2/176) = 123.2. F统计表里单尾5%自由度3和176的值是2.66,,123.2>2.66,所以自变量系数都等于零的原假设被拒绝。 什么时候用单尾,什么时候用双尾?

2022-04-20 16:12 1 · 回答

NO.PZ201904080100007702问题如下2.Using F-statistic for testing the null hypothesis thall of the inpennt variables are simultaneously equto zero the 5% significanlevel, the result is : A.fail to rejethe null hypothesis because the F-statistic is smaller ththe criticF-value of 3.19. B.rejethe null hypothesis because the F-statistic is larger ththe criticF-value of 3.19.C.rejethe null hypothesis because the F-statistic is larger ththe criticF-value of 2.66.fail to rejethe null hypothesis because the F-statistic is smaller ththe criticF-value of 2.66.C is correct.考点多元回归分析解析ESS= 233.1 - 75.2 = 157.9, F值等于 (157.9/3) / (75.2/176) = 123.2. F统计表里单尾5%自由度3和176的值是2.66,,123.2>2.66,所以自变量系数都等于零的原假设被拒绝。 麻烦您详细代数字讲一下

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