我核对了一下,题目是完全一样的,贴在这里。
也不再求回答了,估计以后GARP不会这样ambiguous.
Question:
Paul Graham, FRM is analyzing the sales growth of a baby product launched three years ago by a regional
company. He assesses that three factors contribute heavily towards the growth and comes up with the
following results:
Y = b + 1.5 X1 + 1.2X2 + 3X3
Sum of Squared Regression [SSR] = 869.76
Sum of Squared Errors [SEE] = 22.12
Determine what proportion of sales growth is explained by the regression results.
a. 0.36
b. 0.98
c. 0.64
d. 0.55
Practice Exam的答案:
Answer: c
a. Incorrect. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = ( SSE/(n-2) )1/2 , SST = SSR + SSE
b. Incorrect. The candidate will choose this if he/she confuses SEE with SSE in the calculation explained
in choice ‘c’.
c. Correct. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = (SSE/(n-2) )1/2 , SST = SSR + SSE. Therefore, SSE = 489.29, SST =
1359.05, R2 = 0.64
d. Incorrect. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = ( SSE/(n-2) )1/2 , SST = SSR + SSE