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落了一地 · 2021年05月20日

关于0.05是单尾还是双尾

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NO.PZ201709270100000306

问题如下:

6. Based on Exhibit 1, Varden’s best answer to Quinni’s question about the F-statistic is:

选项:

A.

both independent variables are significant at the 0.05 level.

B.

neither independent variable is significant at the 0.05 level.

C.

at least one independent variable is significant at the 0.05 level.

解释:

C is correct. Exhibit 1 indicates that the F-statistic of 4.161 is significant at the 0.05 level. A significant F-statistic means at least one of the independent variables is significant.

老师您好,有点记不清了,有两个问题:


1)这里的 at 0.05 level指的到底是单尾5%(置信区间90%),还是双尾5%(单尾2.5%,置信区间95%)?

2)如果是指单尾5%那可以直接用0.05和F-significance比较,如果是双尾5%是不是就要用0.025和F-significance比较?


谢谢

2 个答案

星星_品职助教 · 2021年05月28日

@落了一地

也是和0.05比,p-value不需要考虑单双尾,也不需要考虑是否除以2.

星星_品职助教 · 2021年05月21日

同学你好,

首先明确这道题是F test。

检验方程整体是否成立的F-test都是单尾的(one-tailed F-test),这是因为F统计量计算出来都是相对较大的正值,此时设置左尾拒绝域没有意义。

所以“at the 0.05 level”指得是单尾概率面积为5%。要注意此时置信区间是95%。confidence level=1- significance level。

----

Significance F的概念类似p-value,即直接和计算出来的F统计量去比较,不考虑单双尾。无论单尾双尾都不需要考虑除以2。

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