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janetrr · 2023年03月21日

请问这道题判断是否显著是看R^2还是F检验统计量呢?有点混乱了

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NO.PZ202208220100000405

问题如下:

Determine using Exhibit 2 which one of the following statements is most likely to be correct. Monthly seasonality in the firm’s portfolio is________.

选项:

A.highly likely B.highly unlikely C.not able to be determined from the given data

解释:

B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevariance explained by the model (R-squared) is only 10.3%, and after adjusting forthe number of independent variables (adjusted R-squared), it becomes negative.Also, the insignificant F-statistic indicates a 56.3% chance that all variable coefficients are zero. Finally, t-statistics and associated p-values indicate that all thevariable coefficients are insignificant (i.e., not significantly different from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio.

如题。

1 个答案

星星_品职助教 · 2023年03月22日

同学你好,

判断方程整体是否成立(即显著性)只看F-test。

R squared只能做辅助说明,不起决定性作用。

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