Shuangshuang · 2021年03月17日

您好 t检验值和p值还有显著性的关系能劳烦老师总结一下么？

1. FRM I
2. Quantitative

* 问题详情，请 查看题干

NO.PZ201904080100008002

问题如下：

2. Are the intercept term and the slope coefficient statistically significantly different from zero at the 5% significance level?

Give the t-critical values as follow:

the t-critical values are all two-tails

选项：

Intercept term significant?

Slope coefficient significant?

A.

Yes

No

B.

No

No

C.

No

Yes

D.

Yes

Yes

解释：

C is correct

考点：Hypothesis Test in Linear Regression

解析：因为是48个月的数据，所以n=48，所以本题应该去查双尾95%的df=48-2=46的数据，即 the critical two-tailed 95% t-value = 2.013.

截距项的 t检验值=0.0053/0.0042=1.262<2.013，斜率项的t检验值=1.5863/0.0744=21.32>2.013  所以，截距项不显著，斜率项显著

您好 t检验值和p值还有显著性的关系能劳烦老师总结一下么？