. , u s2, .
Y = β, , -. : Y = β (*) Y = βu (**) Y = β + u (***)
(, β) , :
1 Y = β0 + β 1 + u, (#)
1 Y = β0 + β 1 + 1 u, (# #)
1 Y = 1 ( β + u). (# # #).
(#) (*) , ' .
(**) (# #) u 1 u . (# #) , 1 u : N(0, s2).
(***) .
3 볻
:
1. ˳ .
2. .
3. .
:
1. Y, 1, 2:
: , , ;
: , .
2. .
3. .
Y (. ), ,
1 (. . .), 2 1 (. . .)
Y | 1 | 2 |
3,600 | 1,470 | 1,200 |
3,800 | 1,200 | 1,000 |
3,800 | 1,140 | 0,900 |
5,300 | 1,080 | 1,200 |
5,600 | 1,050 | 1,300 |
5,700 | 0,900 | 1,400 |
5,800 | 0,840 | 1,500 |
6,300 | 0,780 | 1,600 |
6,600 | 0,750 | 1,200 |
7,100 | 0,630 | 1,100 |
7,600 | 0,580 | 1,100 |
8,100 | 0,570 | 1,200 |
8,600 | 0,570 | 1,000 |
9,100 | 0,540 | 2,000 |
9,600 | 0,510 | 1,900 |
˲I | -6,172 | 11,629 | |
0,620 | 0,550 | ||
0,884 | 0,676 | ||
99,144 | 13,000 | ||
45,332 | 5,944 |
1. ˳ : Ŷ = + û
˳ :
Ŷ = x + û = 11,629 6,117 + û,
2. R2 = 0,884: 88,4% (. ) , 11,6 % .
3. F- :
F = > F =4,67 − .
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4. ậ0 ậ1 - : t ậ0 = 11,63 / 0,55 = 21,145, t ậ1 =6,172 / 0,62 = 9,95 > t =2,160
− ậ0 ậ1 .
2. : Ŷ = + 2 + û,
- 2 = Z, : Ŷ = + Z + û, ˲Iͻ:
Z=X^2 | Y | Y | u = Y- Ŷ | u^2 | Y-Y | (Y-Y)^2 | |
1,47 | 2,161 | 3,600 | 3,652 | -0,052 | 0,003 | -2,840 | 8,066 |
1,20 | 1,440 | 3,800 | 4,141 | -0,341 | 0,116 | -2,640 | 6,970 |
1,14 | 1,300 | 3,800 | 4,357 | -0,557 | 0,310 | -2,640 | 6,970 |
1,08 | 1,166 | 5,300 | 4,611 | 0,689 | 0,474 | -1,140 | 1,300 |
1,05 | 1,103 | 5,600 | 4,753 | 0,847 | 0,718 | -0,840 | 0,706 |
0,90 | 0,810 | 5,700 | 5,607 | 0,093 | 0,009 | -0,740 | 0,548 |
0,84 | 0,706 | 5,800 | 6,017 | -0,217 | 0,047 | -0,640 | 0,410 |
0,78 | 0,608 | 6,300 | 6,466 | -0,166 | 0,027 | -0,140 | 0,020 |
0,75 | 0,563 | 6,600 | 6,704 | -0,104 | 0,011 | 0,160 | 0,026 |
0,63 | 0,397 | 7,100 | 7,757 | -0,657 | 0,431 | 0,660 | 0,436 |
0,58 | 0,336 | 7,600 | 8,241 | -0,641 | 0,411 | 1,160 | 1,346 |
0,57 | 0,325 | 8,100 | 8,341 | -0,241 | 0,058 | 1,660 | 2,756 |
0,57 | 0,325 | 8,600 | 8,341 | 0,259 | 0,067 | 2,160 | 4,666 |
0,54 | 0,292 | 9,100 | 8,648 | 0,452 | 0,204 | 2,660 | 7,076 |
0,51 | 0,260 | 9,600 | 8,964 | 0,636 | 0,404 | 3,160 | 9,986 |
3,291 | 51,276 | ||||||
5,393 | -16,211 | 15,830 | ˲I | ||||
1,734 | 3,263 | 1,416 | |||||
0,936 | 0,524 | #/ | |||||
87,488 | 12,000 | #/ | Y c | Y =6,440 | R2 | R2=0,936 | |
47,985 | 3,291 | #/ | |||||
1. : Ŷ = 15,83 -16,21∙ + 5,393∙2 + û,
2. R2 = 0,936: 93,6 % (. ) (...), 6,4 % . , ˲Iͻ, .
3. F- :
F = > F = 3,89 − .
4. ậ0, ậ1 ậ2 - : tậ0 = 15,83 / 1,416 = 11,179, tậ1 =16,211 / 3,263 = 4,97, tậ2 = 5,393 /1,734 = 3,11 > t =2,179 − ậ0, ậ1 ậ2 .
: Ŷ =
Ŷ = − : .
II, :
Z = lnŶ, = , = , = ,
Z = ,
( ͻ) .
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|
Y , . :
R2 = 1 - = , D = , = .
/ | Y | Y- | ( Y- )2 | ||||
Σ | → 0 |
II , , . , , , Y X.
X | V = ln x | Y | Z = ln Y | Y | Y | u^ =Y-Y | (u^)2 | Y - Y | (Y-Y) 2 |
1,47 | 0,385 | 3,600 | 1,281 | 3,600 | 3,536 | 0,064 | 0,004 | -2,840 | 8,066 |
1,20 | 0,182 | 3,800 | 1,335 | 3,800 | 4,249 | -0,449 | 0,202 | -2,640 | 6,970 |
1,14 | 0,131 | 3,800 | 1,335 | 3,800 | 4,451 | -0,651 | 0,424 | -2,640 | 6,970 |
1,08 | 0,077 | 5,300 | 1,668 | 5,300 | 4,675 | 0,625 | 0,391 | -1,140 | 1,300 |
1,05 | 0,049 | 5,600 | 1,723 | 5,600 | 4,796 | 0,804 | 0,647 | -0,840 | 0,706 |
0,90 | -0,105 | 5,700 | 1,740 | 5,700 | 5,514 | 0,186 | 0,035 | -0,740 | 0,548 |
0,84 | -0,174 | 5,800 | 1,758 | 5,800 | 5,870 | -0,070 | 0,005 | -0,640 | 0,410 |
0,78 | -0,248 | 6,300 | 1,841 | 6,300 | 6,277 | 0,023 | 0,001 | -0,140 | 0,020 |
0,75 | -0,288 | 6,600 | 1,887 | 6,600 | 6,505 | 0,095 | 0,009 | 0,160 | 0,026 |
0,63 | -0,462 | 7,100 | 1,960 | 7,100 | 7,617 | -0,517 | 0,268 | 0,660 | 0,436 |
0,58 | -0,545 | 7,600 | 2,028 | 7,600 | 8,210 | -0,610 | 0,372 | 1,160 | 1,346 |
0,57 | -0,562 | 8,100 | 2,092 | 8,100 | 8,340 | -0,240 | 0,058 | 1,660 | 2,756 |
0,57 | -0,562 | 8,600 | 2,152 | 8,600 | 8,340 | 0,260 | 0,067 | 2,160 | 4,666 |
0,54 | -0,616 | 9,100 | 2,208 | 9,100 | 8,759 | 0,341 | 0,116 | 2,660 | 7,076 |
0,51 | -0,673 | 9,600 | 2,262 | 9,600 | 9,225 | 0,375 | 0,141 | 3,160 | 9,986 |
2,739 | 51,276 | ||||||||
˲I | |||||||||
-0,906 | 1,612 | a0 | 0 = 5,01 | ||||||
0,068 | 0,027 | a1 | 1= -0,91 | ||||||
0,932 | 0,085 | R2 | R2= 0,95 | ||||||
179,075 | 13,000 | ||||||||
1,307 | 0,095 |
1. : Ŷ = 5,112 ∙ -0,906 ∙ ,
2. R2 = 0,947: 94,7 % (. ) (. . .), 5,3 % .
3. F- :
F = > F = 3,89 − .
4. = - 0,906 , , Y 1 .
4. ˳ : Y = 0 + 1 X1 + 2X2 + u.
( ͻ)
1,09 | -5,69 | 9,80 |
0,55 | 0,61 | 1,05 |
0,91 | 0,61 | #/ |
62,53 | 12,00 | #/ |
46,79 | 4,49 | #/ |
1. ˳ :
Ŷ = 1 + 2 + û = 9,80 5,69 1 + 1,09 2 + û,
2. R2 = 0,91: 91% (. ) , 9 % .
3. F- :
F = > F =3,89 − .
4. ậ0, ậ1 ậ2 - : tậ0 = 9,80 / 1,05 = 9,33, tậ1 =5,69 / 0,61 = 9,32 7 > t =2,179,
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tậ3 = 1,09 /0,55 = 1,98 < t =2,179
− ậ0 ậ1 ,
ậ2 .
: , , , 0,957.