开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

我是一条鱼 · 2020年06月01日

问一道题:NO.PZ201709270100000208 第8小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下:

8. Should Honoré have estimated the models in Exhibit 1 and Exhibit 2 using probit or logit models instead of traditional regression analysis?

选项:

A.

Both should be estimated with probit or logit models.

B.

Neither should be estimated with probit or logit models.

C.

Only the analysis in Exhibit 1 should be done with probit or logit models.

解释:

B is correct. Probit and logit models are used for models with qualitative dependent variables, such as models in which the dependent variable can have one of two discreet outcomes (i.e., 0 or 1). The analysis in the two exhibits are explaining security returns, which are continuous (not 0 or 1) variables.

Exhibits 1的dummy variable 不是选0和1吗?为什么不能选,谢谢
1 个答案

星星_品职助教 · 2020年06月02日

同学你好,

probit or logit models 指得是Y变量只能取0或1,并不是X 为dummy.

这道题Exhibits 1方程对应的Y变量为“return”,return是连续型的变量,取值不限于0或1,所以不能使用probit or logit models 

  • 1

    回答
  • 1

    关注
  • 405

    浏览
相关问题

NO.PZ201709270100000208 问题如下 8. ShoulHonoré have estimatethe mols in Exhibit 1 anExhibit 2 using probit or logit mols insteof trationregression analysis? Both shoulestimatewith probit or logit mols. Neither shoulestimatewith probit or logit mols. Only the analysis in Exhibit 1 shoulne with probit or logit mols. B is correct. Probit anlogit mols are usefor mols with qualitative pennt variables, sumols in whithe pennt variable chave one of two screet outcomes (i.e., 0 or 1). The analysis in the two exhibits are explaining security returns, whiare continuous (not 0 or 1) variables. Exhibit 2.....establish whether bonmarket returns (proxiereturns of long-term US Treasuries) anstomarket returns(proxiereturns of the S P 500 Inx) explain the returns of a portfolio of utility stocks being recommento clients.这句话的意思不是说,是否bonmarket returns和stomarket returns可以什么什么吗?答案不就是要么能,要么不能吗?这个不是逻辑函数吗?

2022-12-09 12:58 1 · 回答

NO.PZ201709270100000208 请问,因为两个模型都用了WHETHER这个变量作为PENNT VARIABLE,那为什么不能属于Probit anlogit,答案也可以是O 或者1呀, 1 就是YES, O 就是NO。谢谢

2021-04-07 10:51 1 · 回答

老师好 一般什么情况下要用probit anlogit mols?谢谢

2020-10-02 18:39 1 · 回答

Exhibit2验证的不是whether bonmarket return anstomarket return explain the return of a portfolio…不应该是定性的Y?虽然没有这个

2019-04-11 21:14 1 · 回答