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seven-zhu · 2021年02月02日

CI

NO.PZ2019040801000038

问题如下:

Determine if this proposition is correct: In a simple linear regression, the appropriate number of degrees of freedom for the critical t-value used to calculate a confidence interval equals to the number of observations minus two.

选项:

A.

correct.

B.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is the number of observations.

C.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is the number of observations minus one.

D.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is uncertain.

解释:

A is correct.

考点:Hypothesis Test and Linear Regression

解析:在一元线性回归中,用于用t检验值构造置信区间的自由度数量,等于样本数减去2。因此命题正确。

老师你好,想问下在linear regression里面用到hypothesis test的有检验b0和b1是否为0,这里的df是等于n-1吗。然后用于检测CI的话,用的也是t test, 但是里面的df=n-k-1对吧。为什么呢,df跟用什么test没有关系跟检测什么有关吗。还有就是用t-test检测CI的话是指什么,就是检测b1是不是等于一个hypothesis value吗?谢谢

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已采纳答案

袁园_品职助教 · 2021年02月03日

同学你好!

t分布的自由度是n-1

这里是一个回归公式里检验参数,所以自由度是n-1-k,其中n-1是本身用t分布的自由度,k是自由回归中自变量的个数,不矛盾的~

不知道这样讲你理解了吗?如果不明白可以继续提问,加油!

袁园_品职助教 · 2021年02月02日

同学你好!


按照df = n-k-1, 一元(k=1)的df 应该都是 n-2



还有就是用t-test检测CI的话是指什么?

这里是说用 t-test 计算 CI(置信区间),可以是b0 也可以是 b1,都可以计算置信区间

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