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jacqie · 2022年01月05日

P value是画分布图的时候左右两边阴影相加么?

NO.PZ2018122801000062

问题如下:

For a sample of 400 firms, the relationship between corporate revenue (Yi) and the average years of experience per employee (Xi) is modeled as follows:

Y i = β 1 + β 2 X i + ε i ,i=1,2,...,400  

You wish to test the joint null hypothesis that at the 95% confidence level. The p-value for the t-statistic for β1 is 0.07, and the p-value for the t-statistic for β2 is 0.06. The p-value for the F-statistic for the regression is 0.045. Which of the following statements is correct?

选项:

A.

You can reject the null hypothesis because each β is different from 0 at the 95% confidence level.

B.

You cannot reject the null hypothesis because neither β is different from 0 at the 95% confidence level.

C.

You can reject the null hypothesis because the F-statistic is significant at the 95% confidence level.

D.

You cannot reject the null hypothesis because the F-statistic is not significant at the 95% confidence level.

解释:

C is correct.

考点 Regression Coefficient Confidence Interval and Significance test

解析 The T-test would not be sufficient to test the joint hypothesis. In order to test the joint null hypothesis, examine the F-statistic, which in this case is statistically significant at the 95% confidence level. Thus, the null can be rejected.

在双尾测试的时候,P-value是小于 α 还是小于α/2拒绝啊?就比如说置信区间95%,那P-value是小于5%还是2.5%拒绝?还是说不管单尾双尾,P-value都是小于 α 就拒绝?





1 个答案

DD仔_品职助教 · 2022年01月06日

嗨,努力学习的PZer你好:


同学你好

双尾的情况下,p-value是小于5%,也就是α时,我们拒绝原假设。

p-value是总的尾部面积,单尾就是一个尾巴的面积,双尾就是两个尾巴一共的面积,都是直接和α比的。


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