Kenneth McCoin, CFA, is a fairly tough interviewer. Last year, he handed each job applicant a sheet
Question:
Regression Statistics
Multiple R.........................0.8623
R-squared..........................0.7436
Standard error.....................0.0213
Observations.........................24
Where did the F-value in the ANOVA table come from?
A. You look up the F-value in a table. The F depends on the numerator and denominator degrees of freedom.
B. Divide the "Mean Square" for the regression by the "Mean Square" of the residuals.
C. The F-value is equal to the reciprocal of the t-value for the slope coefficient.
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Related Book For
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
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