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kkyy · 2020年07月06日

问一道题：NO.PZ201709270100000301

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

1. Based on Exhibit 1 and given Varden’s expectations, which is the best null hypothesis and conclusion regarding CEO tenure?

选项：

A.

b2≤ 0; reject the null hypothesis

B.

b2 = 0; cannot reject the null hypothesis

C.

b2 ≥ 0; reject the null hypothesis

解释：

A is correct. Varden expects to find that CEO tenure is positively related to the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will be greater than zero (b2 > 0) and statistically significant. The null hypothesis supposes that the "suspected" condition is not true, so the null hypothesis should state the variable is less than or equal to zero. The t-statistic for tenure is 2.308, significant at the 0.027 level, meeting Varden’s 0.05 significance requirement. Varden should reject the null hypothesis.

为什么2.308就显著了呢？这里p值有什么用呢？比p值大就显著吗

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1 个答案

星星_品职助教 · 2020年07月07日

同学你好，

判断是否显著有两种方法：

1. 比较计算出来的t-statistics和t critical value，本题t-statistics=2.308，5% significance level对应的t critical value大约是1.96，所以可以拒绝原假设，即显著

2. 直接比较p-value和significance level（α），p“越小越拒绝，本题的p-value=0.027，小于0.05，所以结论是显著

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2020-12-08 10:44 1 · 回答

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