|
- UID
- 223219
- 帖子
- 149
- 主题
- 135
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-29
|
| 原版书Reading12,15B 答案里说 " for the debt-to-equity ratio, the absolute value of the estimated coefficient substantially increases from 0.1043 to 0.1829, while its standard error declines. Consequently, it becomes significant in the new model,in contrast to the original model, in which it is not significant at the 5 percent level. The value of the estimated coefficient of the S&P 500 dummy substantially declines from 1.2222 to 0.4218. These changes imply that size should be included in the model." 怎么知道debt-to-equity ratio是significant 呢？怎么知道原来是not significant呢？ 5%的significant,题目没有给出critical value，怎么判断是否significant呢？ 问题二：dummy substantially declines from 1.2222 to 0.4218. 为什么 These changes imply that size should be included in the model.？是否需要背一些常用的critical value？谢谢 |
|
发表于 2013-8-20 11:47
|