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摩羯大小姐 · 2022年01月30日

如果题目问的是intercept coefficient的自由度,答案是什么

* 问题详情,请 查看题干

NO.PZ202106160300004306

问题如下:

Anh Liu is an analyst researching whether a company's debt burden affects investors' decision to short the company's stock. She calculates the short interest ratio (the ratio of short interest to average daily share volume, expressed in days) for 50 companies as of the end of 2016 and compares this ratio with the companies' debt ratio (the ratio of total liabilities to total assets, expressed in decimal form).

Liu provides a number of statistics in Exhibit 1. She also estimates a simple regression to investigate the effect of the debt ratio on a company's short interest ratio. The results of this simple regression, including the analysis of variance (ANOVA), are shown in Exhibit 2.

In addition to estimating a regression equation, Liu graphs the 50 observations using a scatter plot, with the short interest ratio on the vertical axis and the debt ratio on the horizontal axis.



Critical t-values for a 0.05 level of significance:

One-sided, left side: -1.677

One-sided, right side: +1.677

Two-sided: ±2.011

Liu is considering three interpretations of these results for her report on the relationship between debt ratios and short interest ratios:

Interpretation 1 Companies' higher debt ratios cause lower short interest ratios.

Interpretation 2 Companies' higher short interest ratios cause higher debt ratios.

Interpretation 3 Companies with higher debt ratios tend to have lower short interest ratios.

She is especially interested in using her estimation results to predict the short interest ratio for MQD Corporation, which has a debt ratio of 0.40.


Based on Exhibit 2, the degrees of freedom for the t-test of the slope coefficient in this regression are:

选项:

A. 48

B. 49

C. 50

解释:

A is correct. The degrees of freedom are the number of observations minus the number of parameters estimated, which equals 2 in this case (the intercept and the slope coefficient). The number of degrees of freedom is 50-2=48.

如题~~~~~~~~~并且,有这种问法吗

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星星_品职助教 · 2022年01月30日

同学你好,

也是n-2。

一元回归里今年新加了这部分内容,但原版书例题和课后题等都没有涉及到。考b1的概率更大一些。