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MULTIPLE REGRESSION STATISTICA.
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1. Multiple Regression STATISTICA.
2. Multiple Regression STATISTICA.
3. Multiple Regression.
4. .
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Multiple Regression .
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, X º (x 1 ,..., xp) Y = (y 1 ,..., ym).
, - () Y - (). (Xi, Yi), i = 1,..., n f (X), Y X. : f (X) = f (X, q) + e, q - , e - , f (X, q) Y X Y X.
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f (x, q) f (x, q) = A + bx, q = (A, b) - . (xi, yi), i = 1,..., n, , yi = A + bxi + ei. e1 ,..., e n Y . .
:
= min (A, b)
, xi = xi - ; :
yi = a + b (xi - ) + ei, i = 1,..., n,
= , a = A + b . (a,b), a b; a b. () :
, ,
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. , M e i = 0, D e i = s2,
1) M = , = b, .. ;
2) D = s2 / n, D = s2 / ;
3) cov () = 0;
e i,
4) ;
5)
Q 2 =
(, ), Q 2 / s2 - n -2 .
Multiple Regression (.1). (. 2) Variables (dependent) () (independent) .
MD deletion :
casewise - , ;
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mean Substitution - ;
pairwise - , .
select cases.
1 Multiple Regression
2 Multiple Regression
OK.
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Y = a1 + a2X1 + + a3X2 + + a3X3 + + + anXn
Multiple Regressions Results ( ) (. 3), .
3 Multiple Regressions Results ( )
. . , .
:
Dependent (Y);
Multiple R - ;
. 0 1.
R2 RI - ;
, . R2, , .
No. Of Cases , ;
adjusted R - ;
. RI , , F- 1. RI adjusted R2.
adjusted R2 adjusted RI - ;
R2 ( R2)
F - F-;
df - F-;
p - F-;
Standard error of estimate - ();
Intercept - , 1;
Std.Error - ;
t - t- ;
p - .
Beta - b- .
, . , b- . 0.
Multiple Regressions Results (. 3) .
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Summary: Regression results - (. 4, 5): BETA - b- ; St. Err. of BETA - b-; - ; St. Err. of B - ; t (95) - t- ; -level - .
- 4
(Y) ():
Y = 17,52232 0,06859
5% (p-level < 0,05). . 0,028% (R2 = 0,000283) .
- 5
( ) ( ).
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