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Pina · 2020年10月02日

问一道题:NO.PZ201709270100000208

* 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.

老师好 一般什么情况下要用probit and logit models?谢谢

1 个答案
已采纳答案

星星_品职助教 · 2020年10月08日

同学你好,

当题干描述Y为二值变量的时候,也就是Y的选择只有两种可能性的时候(比如要么outperform,要么非outperform),需要使用probit model或者logit model

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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

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