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AndyTSOI · 2021年07月11日

0.05level对应多少呢

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000301

问题如下：

1. Based on Exhibit 1 and given Varden’s expectations, which is the best null hypothesis and conclusion regarding CEO tenure?

选项：

A.

b2≤ 0; reject the null hypothesis

B.

b2 = 0; cannot reject the null hypothesis

C.

b2 ≥ 0; reject the null hypothesis

解释：

A is correct. Varden expects to find that CEO tenure is positively related to the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will be greater than zero (b2 > 0) and statistically significant. The null hypothesis supposes that the "suspected" condition is not true, so the null hypothesis should state the variable is less than or equal to zero. The t-statistic for tenure is 2.308, significant at the 0.027 level, meeting Varden’s 0.05 significance requirement. Varden should reject the null hypothesis.

He considers a relationship meaningful when it is statistically significant at the 0.05 level.请问如何判断2.308在0.05level里面呢

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1 个答案

星星_品职助教 · 2021年07月11日

同学你好，直接看p value即可。由于p value(0.027)＜0.05，所以直接拒绝原假设。

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