1 / 84

????. ???????????? ?????????? ????????????? ??????????????? ???????????? ???????????? ?????????????? ???????????? . ????. 14.1 ??????14.2 ????????14.3 ????????????

andrew
Télécharger la présentation

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


    1. ???? ???????????????

    2. ???? ???????????? ?????????? ????????????? ??????????????? ???????????? ???????????? ?????????????? ????????????

    3. ???? 14.1 ?????? 14.2 ???????? 14.3 ????????????—????? 14.4 ????????? 14.5 ???????? 14.6 ??????????????? 14.7 ????

    4. 14.1 ?????? 14.1.1 ??????? 14.1.2 ??????? 14.1.3 ??????? 14.1.4 ???????

    5. 14.1 ??????(?) ????(correlation analysis) ????????????????????,????(covariance)?????????????????????? ????????????????(dependent variable)????(?????)(independent variable)?,??????????????????;???????????,?????????????????????

    6. 14.1.1 ??????? ????(covariance) ??????????????? ???? ????????,?????????????????

    7. 14.1.1???????(?) ?????? ??N??????? ?????? ??n??????

    8. 14.1.1???????(?1) ??????? ????????-?????? X?Y????????,??X?Y?????? X?Y????????,??X?Y?????? X?Y????????,??????????????,??????????????????

    9. 14.1.1???????(?3) ??????????????,?????????????????,??????????????,????????? (??14.1????) ??????????????,?????????????????,??????????????,?????????(??14.1????) ??????????????,???????????????,??????????????,?????????????? (??14.1?????)

    10. 14.1.1???????(?2) ?14.1:??????????X?Y????

    11. ?14.1 ??????????? ??????????????????????,?????10????????14.1 ?14.1 10????????????

    12. ??14.1 ??14.1??

    13. 14.1.2 ??????? ????(correlation coefficient)??????????(Pearson correlation coefficient) ,???????????????????? ?????????,??????????????,???????????,??????????

    14. ????????? ??????????

    15. ????????? ??????????????, ??????????????????, ??????????? : ????????????????????????? ?????????????????????????, ????????,????????????????????????????????,?????????????????????????????????,??????????????????, ??????????, ????????????????????, ?????????, ??????????????????????? 0?“?????, ???????????” ?????, ?????????—????, ??????? (??????????(?????) )

    16. 14.1.2 ???????(?) ?????? ??µX,sX?????X????????; µY,sY?????Y????????; sXY?????X?Y??????

    17. 14.1.2 ???????(?1) ?X?Y???????????????

    18. 14.1.2 ???????(?2) ???????: ???????? –1 ? 1 ??? ??XY=1,??X?Y??????,???X???, Y????????;??,??? ??XY= –1 ,??X?Y??????,???X???, Y?????????;??,??? ??XY= 0 ,??X?Y????????,??????????????????(??????)???

    19. 14.1.3 ??????? ?????????????????(Bivariate normal distribution),???????? ,?????????,??????: ??

    20. ?14.2 ??14.1 ??????????????????,???Excel???????, ????: ???14.1???? ???????????????????? ? ??????$A$1:$B$10 ,????? ????rXY=0.425265 ?

    21. 14.1.3 ???????(?) ?14.2 ????XY?,X?Y????

    22. 14.1.4 ??????? ?XY=0??? ?? H0: ?XY = 0 H1: ?XY ? 0 ????? ??XY=0?(x,y)?????????,????? t* ?????? n-2 ? t ???

    23. ?14.3 ??14.2 ??14.1?,??a=0.05????,????????????????????????????? H0: ?XY = 0 H1: ?XY? 0 ?????: ???:

    24. ?14.3 ??14.2(?) ????: ???????: ?????H0,????????????????????????

    25. 14.1.4???????(?) ?XY = ?0??? ?? H0: ?XY = ?0 H1: ?XY ? ?0 ???????Fisher?? Zr

    26. 14.1.4 ???????(?1) ?XY = ?0??? ?n > 30?, Zr???????,? ,?? ??????Z?????,??

    27. ?14.4 ???????? ???????????????????,???????36?????,?????????0.68,??0.05??????,???????: H0:?XY = 0.75 H1:?XY ? 0.75 ??

    28. ?14.4 ????????(?) ???????? ? ,?????H0 ,??????????????????????????0.75 ?

    29. 14.2 ???????? 14.2.1 ????????????? 14.2.2 ???????

    30. 14.2 ????????(?) ????????(simple regression analysis) : ?????????(???)?????,???????????????? ???(scatter diagram) ???: ?????? X ???? Y ??,?????????????(????????????,? X ? Y ??????????????????????)?

    31. ??????? ??????????????????,????????????????????,??????,?????,??????????????,????????????????? ???????????,???????????,????????: ????????????????????? ?????????????????????? ????????????? ???????????????? ???????????????? (????????—???????????????)

    32. ????? ?????????????????, ??????????????? ?1,?????????,??????

    33. ?14.5 ???????? ABC????????????????(X)????(Y)????????????10???????????????14.3,???(?)?????????????????????????????

    34. ?14.5 ????????(?) ?14.3 10????????????(??:??)

    35. ?14.5 ????????(?1) ??14.3???????14.3,??14.3????,??????????????????,??????????????????????????????? ?14.3 ????????????

    36. 14.2.1 ????????????? ????????(simple regression model) : Y=? + ?X + ? ? X=xi????,?yi?X=xi?????,? ??ei?X=xi??????

    37. 14.2.1 ?????????????(?) ???? Y????,??????(?)????? ? X????,????????,????? ????????? ?~N(0, ?2)? Cov(?i, ?j)=0;?i?j?

    38. 14.2.2 ??????? ?????????(simple linear regression equation)????????(simple linear regression line) ??? X=xi????,?yi?X=xi?????,??

    39. 14.2.2 ???????(?) ????,E(Y)?????X??????Y????(???)? a??????X=0?,E(Y)??? ß??????X??????,E(Y)??????? ??,??????????X????,?????Y?????????,????????? ??????????,??????????????????????14.4???????

    40. 14.2.2 ???????(?1) ?14.4 ??????Y?????

    41. 14.3 ???????????? —????? ??a?b,????a?ß??????, ??Y????,??????????(estimated linear regression equation) : ?X=xi????,??????????:

    42. 14.3 ???????????? —?????(?) ?????(least square method) ? Q ???? ? ???????,???????????? Q ???????,???? a ? b ,??? ? ? ?????

    43. 14.3 ???????????? —?????(?1) ??????

    44. 14.3 ???????????? —?????(?2) ???????????: ??, ?X????, ?X?Y????????

    45. ????????? ?????????(Stigler) “?????????????????????????,???????????????????????”

    46. ?14.6 ??14.5 ???14.3?????????????????????????? ??14.3??????14.4?????a?b?

    47. ?14.6 ??14.5(?) ?14.4 ABC???????????????

    48. 14.4 ????????? ??????????????????????????????????????,?????????????(goodness of fit)? ??????????,???????(coefficient of determination)????????????????,???????????,????????????Y????????

    49. 14.4 ?????????(?) ?????????

    50. 14.4 ?????????(?1) ?????:

    51. 14.4 ?????????(?2) ???????:

    52. 14.4 ?????????(?3) ????(coefficient of determination; R2) R2 ????0?1??? R2 ??,?????????????????? ?????????????,?R2 ????????????????????,???Y???X????? ?

    53. 14.4 ?????????(?4) ?????????:

    54. 14.4 ?????????(?5) ???????,??????SST?SSE????,??????????,????????????????,?????????(adjusted coefficient of determination),??? ???,? ???? ??R2?,????????????,?????????,????????????

    55. ?14.7 ??14.6 ????14.6?????????????,???14.4??

    56. ?14.7 ??14.6(?) ????? ?ABC???????,????85.07%????????????????,??????????????????85.07%? ???????

    57. 14.5 ???????? 14.5.1 ? ? ? ?????? 14.5.2 ??????F??

    58. 14.5 ????????(?) ??a?ß????a?b?????Y???,?Y???????????e????s2 ,??????s2????? ???????e????s2 : SSE?????(mean square error) MSE?????????s2??????,? ,??

    59. 14.5.1 ? ? ??????? ??Y??????,??a?b???????????, ??

    60. 14.5.1 ? ? ???????(?) ?? ? ??? ??:H0: ? = 0 vs. H1: ? ? 0 ?????: ????: ? ?,??H0? ?: ????????30?,????z??,????????? ?????? ? ??????

    61. 14.5.1 ? ? ???????(?1) ? ?(1-?)%????:

    62. ?14.8 ??14.7 ???????0.05????,???????????????? ????????: H0:? = 0 vs. H1:? ? 0 ???????: ??

    63. ?14.8 ??14.7(?) ?? ,???? H0,?????????????????? ?ABC???????,ß?95%??????:

    64. 14.5.1 ? ? ???????(?2) ?? ? ??? ??:H0:? = 0 vs. H1:? ? 0 ?????: ????: ? ?,??H0? ?: ????????30?,????z??,?????????

    65. 14.5.1 ? ? ???????(?3) ? ?(1-?)%?????

    66. 14.5.2 ?????? F ?? ????????????? ??????? H0:???????????(? = 0) H1:??????????(? ? 0) ?????: ????: ,???H0?

    67. 14.5.2 ?????? F ??(?) ?14.5 ??????

    68. ?14.9 ??14.6 ??F??????????????????,???14.6????????,???????14.6 ?14.6 ABC???????? ????H0,???????????????????

    69. 14.6 ??????????????? ???????????,?????????,??????R2??,????????????????????,???????? ? ?,????????????,???????????????,? ??,???????????,? ???

    70. 14.6 ??????????? ????(?) X=x0??? ???? , ?(1-a)%???? ?:?????, tn-2,a/2?za/2???

    71. ?14.10 ??14.6 ???????????????25???,????????????95%???????? ???????? ??????25???,?????????99.07???

    72. ?14.10 ??14.6(?) ??????95%????? ??,??????25??,95%????????,???????????96.97???101.17?????

    73. 14.6 ??????????? ????(?1) X=x0??? ??

    74. 14.6??????????? ????(?2) ?(1-a)%???? ?:?????,tn-2,a/2?za/2???

    75. ?14.11 ??14.6 ?????25??????????????95%???????? ??????25???????????99.07???

    76. ?14.11 ??14.6(?) 95%????? ??????25??,95%??????,?????????92.19???105.95?????

    77. 14.6 ???????????????(? 3) ? ?? ?????? ?? ? ??? ,? ? ??,?????????? ??,???????? ??? X ?????,? ? ??,??????????

    78. 14.7 ???? ????????????? ????? ? ????????? ????? ? ??????? ????? ? ????? ??????????

    79. 14.7 ????(?) ????,??????????????????????: ???: ?????????????,?????????????? ???: ??????,???????????x??????,??????????,?????? ???: ??????,??????????????????????,??????????????????,???????????,????????

    80. 14.7 ????(?1) ????(residual analysis) ??????? X ??????????? Y ?????????????,??????????????? ??(residual) : ??????????????????????????,???e??,??i??????ei,??

    81. 14.7 ????(?2) ??????X???? ?14.6 ??????????X????

    82. 14.7 ????(?3) ?14.6 ??????????X????(?)

    83. 14.7 ????(?4) ?ABC??????X???????14.7 ?14.7 ABC??????X????

    84. 14.7 ????(?5) ??14.7?,?????,??????????????????,???????ABC???????????????(????Excel??)

    85. 14.7 ????(?6) ??????Y???? ???,????????X?????????? ???????? (normal probability plot) ????? ? ????????,???????????????,???????????? ??

More Related