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乔乔 · 2020年05月16日

问一道题:NO.PZ2015120204000006 [ CFA II ]

问题如下:

The independent variable is the ratio of net income to sales for restaurants with a market cap of more than $100 million and the dependent variable is the ratio of cash flow from operations to sales for those restaurants.

Is the relationship between the ratio of cash flow to operations and the ratio of net income to sales significant at the 5 percent level?

选项:

A.

No, because the R-squared is greater than 0.05.

B.

No, because the p-values of the intercept and slope are less than 0.05.

C.

Yes, because the p-values for F and t for the slope coefficient are less than 0.05.

解释:

C is correct.

The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less than 0.05, and thus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant at the 5 percent level.

这道题的假设检验中,原假设应该是什么?

1 个答案
已采纳答案

星星_品职助教 · 2020年05月17日

同学你好,

如果直接用了表格里的t-statistics和p-value,那么原假设对应的就是 1、H0:b0=0(intercept对应情况); 2、 H0:b1=0(slope coefficient对应情况)

这道题里还涉及到F检验,F检验的原假设是所有的slope coefficient都等于0,即b1=b2=...=bk=0。但这道题是一元回归,所以原假设仍然是b1=0

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NO.PZ2015120204000006 No, because the p-values of the intercept anslope are less th0.05. Yes, because the p-values for F ant for the slope coefficient are less th0.05. C is correct. The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less th0.05, anthus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant the 5 percent level. 解析只说了p小于0.05

2021-08-24 13:38 1 · 回答

NO.PZ2015120204000006 The p-value reflects the strength of the relationship between the two variables. 这句话不理解。针对题目最后的问题,为什么是看p来判断呢

2021-02-01 21:37 1 · 回答

No, because the p-values of the intercept anslope are less th0.05. Yes, because the p-values for F ant for the slope coefficient are less th0.05. C is correct. The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less th0.05, anthus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant the 5 percent level. 老师,我感觉我现在很confuse一点是,F 不是64吗,就是大于1.96,所以拒绝,所以significant,但是好像没有。请教老师,这个到底是谁跟谁比啊

2020-03-04 14:49 2 · 回答

问两个问题。1,B为什么错了??2,这道题目不是一元回归吗,为什么C还要用F检验,不应该就T检验就够了吗??

2020-01-11 23:10 2 · 回答