CFA二級考綱中的Quantitative Method科目變化是怎樣的？

發(fā)布時間：2021-06-19 09:25編輯：融躍教育CFA

CFA二級考綱中的Quantitative Method科目變化是怎樣的，2022年CFA考綱已經(jīng)出來，報考2022年CFA二級考試的考生要選弄清楚CFA二級考綱的變化，那是怎樣的呢？和小編一起看看吧！

原內容：Reading 4 Introduction to Linear Regression by Richard A. DeFusco, PhD, CFA,Dennis W. McLeavey, DBA, CFA, Jerald E. Pinto, PhD, CFA, and David E. Runkle, PhD, CFA

變化為： Reading 1 Introduction to Linear Regression by Pamela Peterson Drake, PhD, CFA

原內容： Reading 4

a) distinguish between the dependent and independent variables in a linear regression;

b） explain the assumptions underlying linear regression and interpret regression coefficients;

c） calculate and interpret the standard error of estimate, the coefficient of determination,and a confidence interval for a regression coefficient;

d) formulate a null and alternative hypothesis about a population value of a regression coefficient and determine the appropriate test statistic and whether the null hypothesis is rejected at a given level of significance;

e） calculate the predicted value for the dependent variable, given an estimated regression model and a value for the independent variable;

f) calculate and interpret a confidence interval for the predicted value of the dependent variable;

g) describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the F-statistic;

h) describe limitations of regression analysis.

變化為： Reading 1

a) describe a simple linear regression model and the roles of the dependent and independent variables in the model;

b) describe the least squares criterion, how it is used to estimate regression coefficients, and their interpretation;

c) explain the assumptions underlying the simple linear regression model, and describe how residuals and residual plots indicate if these assumptions may have been violated;

d) calculate and interpret the coefficient of determination and the F-statistic in a simple linear regression;

e) describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the standard error of estimate in a simple linear regression;

f) formulate a null and an alternative hypothesis about a population value of a regression coefficient, and determine whether the null hypothesis is rejected at a given level of significance;

g） calculate and interpret the predicted value for the dependent variable, and a prediction interval for it, given an estimated linear regression model and a value for the independent variable;

h） describe different functional forms of simple linear regressions.

Reading 2 Multiple Regression(原為Reading 5)；

e) calculate and interpret 1) a confidence interval for the population value of a regression coefficient and 2) a predicted value for the dependent variable, given an estimated regression model and assumed values for the independent variables;

修改為：calculate and interpret a predicted value for the dependent variable, given an estimated regression model and assumed values for the independent variables；

CFA備考怎么能少了CFA備考資料呢？小編為各位考生準備了CFA備考資料，有需要可以點擊下方鏈接獲??！

戳：各科必背定義+歷年真題中文解析+學習備考資料（PDF版）

原內容READING5： distinguish between and interpret the R2 and adjusted R2 in multiple regression

修改為：h) contrast and interpret the R2 and adjusted R2 in multiple regression

j )：formulate a multiple regression equation by using dummy variables to represent qualitative factors and interpret the coefficients and regression results

變化為：formulate and interpret a multiple regression, including qualitative independent variables;

原內容：n) describe models with qualitative dependent variables

修改為： n) interpret an estimated logistic regression;

CFA考試知識點的內容就這么多，學員如果對知識點還有更多的疑問，可以咨詢！