, . 1, 2,, m , Y. . .
() :
Y = f ( 1, 2, , m), (2.1)
.. (2.1):
(Y / 1, 2, , m) = f ( 1, 2, , m). (2.2)
, :
Y = 0 + 1 1 + 2 2 + + m m + , (2.3)
i, i = 1,2,, n:
yi = 0 + 1 xi 1 + 2 xi 2 + + m xi m + i, (2.4)
= ( 0, 1, 2, , m) , .
:
Y = b 0 + b 1 1 + b 2 2 + + bm m + e. (2.5)
:
i = b 0 + b 1 xi 1 + b 2 xi 2 + + bm xim + ei. (2.5)
= (b 0, b 1, b 2, , b m) - .
b 0, b 1, b 2, , b m . :
, , , .
: = . (2.6)
. (2.7)
(2.7) :
B = (XT X)-1 XT Y. (2.8)
(2.8) , [1].
b 0, b 1, b 2, , b m, , 0, 1, 2, , m . .
.
[1]:
, (2.9)
(2.9) S 2 , :
S 2 = ( (i 2))/(n m 1), (2.10)
- j - (j = 0, 1,, m)
Z -1 = (XT X)-1. (2.11)
2- :
- ;
- ;
- ;
-
1. .