( ), STATISTICA 6.0 Multiple Regression ( ).
( ).
1. : StatisticsMultiple Regression ( ).
3.4 Multiple Linear Regression ( )
2. Variables () . (Dependent var.) Y, (Independent var.) X1 X2.
3.5
3. Review descriptive statistics, correlation matrix ( ) .
4. Review Descriptive Statistic Advanced.
3.6
: Means & Standard Deviation ( ), Correlations (), Covariances (), Box & whisker plot (), Matrix plot of correlations ( ).
5. Correlations, , ( 3.2).
, , X2 Y (.. 0,868), X1 . 1 2 ( -0,117 ).
3.2 -
X1 | X2 | Y | |
X1 | 1,000 | -0,117 | -0,351 |
X2 | -0,117 | 1,000 | 0,868 |
Y | -0,351 | 0,868 | 1,000 |
, Matrix plot of correlations ( 3.6), 3.7.
3.7 -
: , .
6. Multiple Linear Regression ( 3.4), Review Descriptive Statistic Cancel (), Review descriptive statistics, correlation matrix.
, , .
3.8
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: Quick ( ) Summary: Regression results. : , ; .
Advanced ( ) - , .
Summary: Regression results (: )
ANOVA (Overall goodness of fit)
Covariance of coefficients
Current sweep matrix
Partial correlations ( )
Redundancy
Stepwise regression summary
ANOVA adjusted for mean
Residuals/assumptions/prediction ( / / ) , , .
7. Summary: Regression results (: ) Workbook ( ) .
3.3
Value | |
Multiple R | 0,903 |
Multiple R? | 0,816 |
Adjusted R? | 0,785 |
F(2,12) | 26,616 |
p | 0,000 |
Std.Err. of Estimate | 5,413 |
Multiple R - . . 0 1. R 1, .
0,903 , Y X1 X2 .
Multiple R? - . Y, . R2 0 1. R2 1, . R2 , .
3.3, R2 = 0,816 , 81,6% Y X1, X2.
Adjusted R? - . , R2 - , . . , . .
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F(2,12) - F - , . F - p. a, , 0,5, . p . , . , a=0,05 v1 =2, v2 =12 3,88 F(2,12)= 26,616, .. F < F .
, F - . t - , F - , ( 3.4), ( )
3.4
Beta | Std.Err. of Betta | B | Std.Err. of B | t(12) | p-level | |
Intercept | -25,686 | 11,459 | -2,242 | 0,045 | ||
X1 | -0,253 | 0,125 | -0,214 | 0,105 | -2,032 | 0,065 |
X2 | 0,838 | 0,125 | 1,479 | 0,220 | 6,723 | 0,000 |
. , Intercept .
b -, () 1 . . () X2 (b2 =0,838).
aj 3.1, .. :
-25,686 - 0,214× X1ij + 1,479× X2ij
. (1 = - 0,214) 1 ., 0,214 ./.
(2 = 1,479) 1 , 1,479 ./..
Std. Error (Standart error) . . , 2 3 , 95 100 . .
t(12) t . .
p-level - . , . , a. a, 0 .
, 5% , .. Prob.< 0,05 2 .
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a2 X2 a , 0,0002. a1 a = 0,05, .. 0,065 0,05.
t - , a=0,05 df= 12 2,1788, .. :
0 |-2,242| > 2,1788 Þ ;
1 |-2,032| < 2,1788 Þ ;
2 |6,723| > 2,1788 Þ ;
8. , X1, X1. Cancel, , (Independent var.) X2. :
3.5
Value | |
Multiple R | 0,868 |
Multiple R? | 0,753 |
Adjusted R? | 0,734 |
F(1,13) | 39,571 |
p | 0,000 |
Std.Err. of Estimate | 6,030 |
, , , .
, 3.5, .
3.6
Beta | Std.Err. of Betta | B | Std.Err. of B | t(12) | p-level | |
Intercept | -35,110 | 11,673 | -3,008 | 0,010 | ||
X2 | 0,868 | 0,138 | 1,531 | 0,243 | 6,291 | 0,000 |
, , , t - ( 3.6), F - ( 3.5).