() - , , .
x y, y - (, ), x (, ). y = f(*) , . : y = f (x).
f(X) = E(y| X).
, , = ((1), (2),, (k)).
()=f()+ε(X),
E(ε(X))= 0.
ε() . , , . E(ε(X))= 0 .
, .
, .
, , F-, , , - -.
- - , .. , Var(u1)=Var(u2)=.=Var(un)=σ2
-. Cov(ui;uj)=0 i≠j. . .
. (y-ˆyx) (). , .
, n-
F- - - 0 . F () F F- . F
F= (R2/k)/((1-R2)/n-k-1)= ESS/k)/(RSS/n-k-1), n ; m -
F<F, 0 - . F>F, 0 , .
. t-, (n-2) . .
t-