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标题: Reading 11- LOS F (Part 2): Q11 [打印本页]

作者: cfaedu    时间: 2008-4-1 13:45     标题: [2008] Session 3 - Reading 11- LOS F (Part 2): Q11

11.ch of the following is the CORRECT value of the correlation coefficient between aggregate revenue and advertising expenditure?

A)   0.9500.

B)   0.3947.

C)   0.6053.

D)   0.7780.


作者: cfaedu    时间: 2008-4-1 13:45

The correct answer was D)

The R2 = (SST - SSE)/SST = RSS/SST = (20,922.5 - 8,257.374) / 20,922.5 = 0.6053.

The correlation coefficient is the square root of the R2 in a simple linear regression which is the square root of 0.6053 = 0.7780.






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