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Pina · 2020年07月26日

问一道题:NO.PZ2018101001000048

问题如下:

Steven does the F-test of 8 variables and gets that the significance of F is 0.023, which is smaller than the significant level at 0.05, so he makes a conclusion that at least one of the dependent variables in the regression model makes a significant contribution to explain the independent variable. Is this conclusion most likely correct?

选项:

A.

Yes.

B.

No, it should be all of the independent variables in the regression model make a significant contribution to explain the dependent variable.

C.

No, it should be at least one of the independent variables in the regression model makes a significant contribution to explain the dependent variable.

解释:

C is correct.

考点: Regression Coefficient: F-test.

解析: The significance of F is 0.023就意味着P-value等于0.023,小于α = 0.05,所以拒绝原假设,得到的结论应该是at least one of the independent variables in the regression model makes a significant contribution to explain the dependent variable,题干中的结论把自变量和因变量说反了。所以应该选择C选项。

老师好, 这列significant level 是指F critical value 是吗? F significance value 指Ftest's pvalue 是吗?

1 个答案
已采纳答案

星星_品职助教 · 2020年07月26日

同学你好,

the significance of F相当于F检验中的“p-value”,判断法则依然和p-value一致,越小越拒绝,即当significance of F<significant level α时,拒绝F检验的原假设。

significant level 是指α,即题目中的0.05,F critical value 是在这个α下查表得出来的临界值。