6．at is the R-squared for the regression? A) 62%. B) 65%. C) 76%. D) 82%. The correct answer was B) SST = RSS + SSE = 215.10 + 115.10 = 330.20 R2 = RSS/SST = 215.10/330.20 = 0.65 7．at is the predicted income of a 40-year-old person with 16 years of education? A) $63,970. B) $62,120. C) $52,780. D) $74,890. The correct answer was A) income
= 5.65 + 0.53 (age) + 2.32 (education) = 5.65 + 0.53 (40) + 2.32 (16) = 63.97 or $63,970 8．at is the F-value? A) 14.36. B) 2.16. C) 29.88. D) 1.88. The correct answer was C) F = MSR/MSE = 107.55/3.60 = 29.88 9．ca Basenj, CFA, has been given an assignment by her boss. She has been requested to review the following regression output to answer questions about the relationship between the monthly returns of the Toffee Investment Management (TIM) High Yield Bond Fund and the returns of the index (independent variable). Regression Statistics | R-squared | ?? |
| Standard Error | ?? | Observations | 20 |
| ANOVA |
| df | SS | MS | F | Significance F | Regression | 1 | 23,516 | 23,516 | ? | ? | Residual | 18 | ? | 7 |
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| Total | 19 | 23,644 |
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| Regression Equation |
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| Coefficients | Std. Error | t- statistic | p-value | Intercept |
| 5.2900 | 1.6150 | ? | ? | Slope |
| 0.8700 | 0.0152 | ? | ? |
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What is the value of the correlation coefficient? A) -0.9973. B) 0.8700. C) 0.9973. D) -0.8700. The correct answer was C) R2 is the correlation coefficient squared, taking into account whether the relationship is positive or negative. Since the value of the slope is positive, the TIM fund and the index are positively related. R2 is calculated by taking the (RSS/SST) = 0.99459. (0.99459)1/2 = 0.9973. 10．t is the sum of squared errors (SSE)? A) 128. B) 23,515. C) 23,644. D) 3,283. The correct answer was A) SSE = SST – RSS = 23,644 – 23,516 = 128 | 
发表于 2008-4-1 18:00
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