所屬科目：研究所、轉學考(插大)◆統計學
3. Given thatare independently sampled from N(2,9), then Law of Large Num- ber suggests that (5%)
8.試說明在一個存在多元變數{X1,X2,X3,X4,X5}的資料集中,你如何評估/計算 给定X3,X4,X5之下的X1與X2的條件相關係數,i.e.,Corr(X1.X2|X3,X4,X5)? (10%)
9張三欲反駁學歷無用論的說法,因此想研究學位種類是否對工作所得有顯著 影響,打算收集n個社會新鮮人畢業後第一份工作薪水作為研究樣本,估計 以下線性迴歸模型:
10.估計此線迴歸模型 Yi=+β0+β1X1+β2X2+β3X3+μi後,欲檢驗 H0:β1=β2=0請問是否只要H0=β1=0及 H0:β2=0這兩種定結果 有任一拒絕或同時拒絕即等於H0:β1=β2=0,你是否同意此說法?請完整 說明你的理由(假設β1的定量t1與t2的檢定量的分配為獨立) (10%)
11. Michael wants to examine whether the gender of CEOs affects the probability of default in 2008. Michael collects 200 firm data and estimates the following the logit regression model: where L( ㆍ) is the logistic function is a dummy variable which equals one if firm i defaulted in 2008 and zero otherwise; is a dummy variable which equals one if the CEO of firm i is female in 2007 and zero otherwise. The results are shown below: From the results, Michael argues that the presence of female CEOs would decrease the default probability of the firm by 1.674 percent. Please comment. In addition, the odds ratio of Female is 0.1875. Please explain the meaning of this value and how do we get the value from the estimation results. (10%)
(一)請估計。
(二)請根據歸分析計算過程完成以下 ANOVA表格:
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are independently sampled from N(2,9), then Law of Large Num-
ber suggests that 
(5%)
is a dummy variable which
equals one if firm i defaulted in 2008 and zero otherwise;
is a
dummy variable which equals one if the CEO of firm i is female in 2007 and zero
otherwise. The results are shown below:
。