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James · 2024年01月04日

这道题的考点是什么?

* 问题详情,请 查看题干

NO.PZ202306130100003104

问题如下:

Is the relationship between the ratio of cash flow to operations and the ratio of

net income to sales significant at the 0.05 level?

选项:

A.

No, because the R2 is greater than 0.05

B.

No, because the p-values of the intercept and slope are less than 0.05

C.

Yes, because the p-values for F and t for the slope coefficient are less than

0.05

解释:

C is correct. The p-value is the smallest level of significance at which the null hypotheses concerning the slope coefficient can be rejected. In this case, the p-value is less than 0.05, and thus the regression of the ratio of cash flow from operations to sales on the ratio of net income to sales is significant at the 5 percent level.

我理解考点是检验b1=0,直接看t检验值7.988就可以下判断了,但是跟c选项的表述又不一样。

1 个答案

品职助教_七七 · 2024年01月05日

嗨,努力学习的PZer你好:


我理解考点是检验b1=0--------------对

直接看t检验值7.988就可以下判断了-----------------对

但是跟c选项的表述又不一样---------------实际是一样的。根据t统计量判断的方法和根据p-value判断的方法是等价的。本题的p-value=0说明其小于significance level 0.05,所以拒绝t检验的原假设,同样得到结论b1≠0和significant。

C选项里说的F检验看不看都行,在一元回归中,F检验的结果和t检验是一致的,看其中任意一个就行。


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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