老師您好! 我想問一下,關于回歸方程的檢驗,我記得為了檢驗回歸模型是正確的,那么原假設應該統(tǒng)一設定的是:H0:βi = 0。因為如果這個檢驗不能拒絕原假設,說明這個回歸系數統(tǒng)計上與零沒有差異,那么這個回歸模型就有問題。請問什么題目中第二個人的假設寫成βi = 1是正確的? 謝謝老師。
所屬:FRM Part I 視頻位置 相關試題
來源: 視頻位置 相關試題
2個回答
Crystal助教
2018-07-23 17:23
該回答已被題主采納
同學你好,請你把具體題目的圖片貼上來。
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追問
John, FRM, and George, FRM, are discussing the hypothesis they wish to test with respect to the model represented by Yi = B0 B1?Xi εi. They wish to use the standard statistical methodology in their test. George indicates an appropriate hypothesis to test is B1 = 1 with the goal of rejecting it. John indicates an appropriate hypothesis would be that B1 = 0 with the goal of proving it to be true. With respect to these hypotheses:The hypothesis of George is appropriate but not that of John.就是關于回歸方程的假設檢驗,原假設應該是默認為βi=0,并且目標是拒絕原假設?為什么G的說法是正確的?
Cindy助教
2018-07-27 10:09
該回答已被題主采納
同學您好,原假設并不是所有的都是βi=0的,具體的假設應該結合題目的意思
