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欢欢 · 2021年11月09日

为什么用shift的t-value?以及为什么是双尾的,能否把H0写下来,谢谢。

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NO.PZ202106160300003904

问题如下:

An analyst is examining the annual growth of the money supply for a country over the past 30 years. This country experienced a central bank policy shift 15 years ago, which altered the approach to the management of the money supply. The analyst estimated a model using the annual growth rate in the money supply regressed on the variable (SHIFT) that takes on a value of O before the policy shift and 1 after. She estimated the following:


Critical t-values, level of significance of 0.05:

One-sided, left side: -1.701

One-sided, right side: ±1.701

Two-sided: ±2.048


Testing whether there is a change in the money supply growth after the shift in policy, using a 0.05 level of significance, we conclude that there is:

选项:

A.sufficient evidence that the money supply growth changed B.not enough evidence that the money supply growth is different from zero C.not enough evidence to indicate that the money supply growth changed

解释:

A is correct. The null hypothesis of no difference in the annual growth rate is rejected at the 0.05 level: The calculated test statistic of-8.16188 is outside the bounds of ±2.048.

如题。。。。。。。。

1 个答案

星星_品职助教 · 2021年11月10日

同学你好,

“after the shift in policy”后,SHIFT(即X变量)的取值从0变成1,此时问 the money supply growth(即Y变量)是否变化,就相当于在问SHIFT这个变量的系数是否为0。

所以原假设就是H0:b1=0,备择假设即为Ha:b1≠0,根据备择假设可知本题为双尾检验。