作者Eath1119 (天山肥黑龙)
看板Statistics
标题[问题] 这题不会...请高手帮忙解答
时间Thu Nov 29 02:24:14 2007
Consider an equation to explain salaries of CEOs in terms of annual firm
sales, return on equity (roe, in % form), return in firm stocks ( ros, in %
firm):
假设有个式子可以解释CEO的年度销售薪水, 回报在股票 (roe, 用%的方式表示)以及公司
配股 firm stock (ros, 用%表示):
log (salary): β0 +β1log(sales) +β2roe +β3ros+u
(1) In terms of model parameters, state the null hypothesis that, after
controlling for sales and roe, ros has no effect on CEO salary. State the
alternative that better stock market performance increases a CEO’s salary.
在变数模式中, 设定虚无假设.在控制销售以及roe和ros之後,并不会影响CEO的薪水. 请
找出相对的好的股市表现以增加CEO的薪水
(2) using the data in CEOSAL1.RAW, the following equation was obtained by OLS
根据CEOSAL1.RAW,下列公式根据OLS成立:
log(salary)= 4.32 + 2.80 log(sales) + 0.174 roe + 0.00024 ros
( 0.32) (0.035) (0.0041) (0.00054)
n=209, R^2 =0.283
, by what percentage is salary predicted to increase if ros increases by 50
points? Does ros have a practically large effect on salary?
当ros增加50个unit,薪水的涨幅预计会是多少? 根据得出的结果,ros对薪水的影响相对比
较大吗?
(3) Test the null hypothesis that ros has no effect on salary against the
alternative that ros has a positive effect. Carry out the test at the 10%
significance level.
试验两个假设: 一,若ros对CEO薪水没有影响, 相对於此,另试验ros对CEO 薪水有正面影
响. 试验数据: 以10%为准
(4) Would you include ros in a final model explaining CEO compensation in
terms of firm performance? Explain.
在用最後根据公司表现解释CEO薪水时,你会不会将ros 包括在最後模型里?请解释
感激不尽,兄弟初学统计,很多东西实在搞不懂!
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 198.96.35.153