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大老王 · 2021年03月12日

p-value的问题

* 问题详情,请 查看题干

NO.PZ201512020300000106

问题如下:

Kenneth McCoin, CFA, is a fairly tough interviewer. Last year, he handed each job applicant a sheet of paper with the information in the following table, and he then asked several questions about regression analysis. Some of McCoin’s questions, along with a sample of the answers he received to each, are given below. McCoin told the applicants that the independent variable is the ratio of net income to sales for restaurants with a market cap of more than $100 million and the dependent variable is the ratio of cash flow from operations to sales for those restaurants. Which of the choices provided is the best answer to each of McCoin’s questions?


6. Is the relationship between the ratio of cash flow to operations and the ratio of net income to sales significant at the 5 percent level?

选项:

A.

No, because the R-squared is greater than 0.05.

B.

No, because the p-values of the intercept and slope are less than 0.05.

C.

Yes, because the p-values for F and t for the slope coefficient are less than 0.05.

解释:

C is correct.

The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less than 0.05, and thus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant at the 5 percent level.

请问老师,此题中anova 表里significance F就是F检验的P-value 是吗;另外我们说p-value小于a时拒绝原假设,此题的a是不是就是0.05呢

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已采纳答案

星星_品职助教 · 2021年03月12日

同学你好,

significance F就是F检验的p-value,有的时候t检验的p-value也叫做significance of t。

α题干中会给,例如本题中的“at the 5 percent level”,就是0.05,不需要调整。

p-value直接和给出的α对比就可以了,不需要考虑单双尾。

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相关问题

NO.PZ201512020300000106 No, because the p-values of the intercept anslope are less th0.05. Yes, because the p-values for F ant for the slope coefficient are less th0.05. C is correct. The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less th0.05, anthus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant the 5 percent level. 如标题这道题中的原假设是什么?拒绝原假设代表显著还是不显著?c中的for F ant 是什么意思?

2021-06-23 22:28 1 · 回答

No, because the p-values of the intercept anslope are less th0.05. Yes, because the p-values for F ant for the slope coefficient are less th0.05. C is correct. The p-value reflects the strength of the relationship between the two variables. In this case the p-value is less th0.05, anthus the regression of the ratio of cash flow fromoperations to sales on the ratio of net income to sales is significant the 5 percent level. P value=0,怎么样都小于5%的1.96criticvalue啊,所以应该接受原假设,not significant啊,应该选B啊

2020-06-11 07:47 1 · 回答

significant 5%? 1.这里的原假设是二者关系=0 ? 2.然后在5% 的范围内是接受域, 就是原假设在接受域是不显著的? 3。=0是否意味着x和Y无关? 4.如果是接受就是 not significant , 如果拒绝就是significant? 5.是不是所有significant都是检验x和Y是否为0 接受就是not significant?

2020-03-13 15:04 1 · 回答

老师,您好!这道题c为什么要看p-valve for F?F-statistic不是等于t的平方吗?

2019-05-14 23:25 1 · 回答