CFA二級考綱中的Quantitative Method科目變化是怎樣的,2022CFA考綱已經出來,報考2022CFA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;

bexplain the assumptions underlying linear regression and interpret regression coefficients;

ccalculate 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;

ecalculate 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;

gcalculate 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;

hdescribe 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


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;