第四讲 假设检验和回归局限性.pdfVIP

CFA Level Ⅱ: Quantitative Methods 主讲人：Evelyn 高 Introduction to Linear Regression • Frame ü Linear Regression ü Assumptions of the Linear Regression Model ü Analysis of Variance ü Hypothesis Testing ü Limitations of Regression Analysis 假设检验和 回归局 限性 Hypothesis Testing and Limitations Hypothesis Testing • The hypothesis that is tested is whether the true slope is zero (b1 = 0). The appropriate test structure for the null and alternative hypotheses is: H : b =0 H : b ≠0