Juft korrelyatsion- regression tahlil

Regressiya parametrlarini baholash

Regressiya parametrlarini baholash

Hosila olingandan so'ng, chiziqli regressiya parametrlarini aniqlash uchun normal tenglamalar tizimini olamiz:

Chiziqli tenglamalar tizimini Kramer usuli bilan echish

bu erda "a" va "b" - bu tenglamaning koeffitsientlari, va "c" – ozod had

Lineer tenglamalar tizimini Kramer usuli bilan echish

Tizimning determinanti (a1b2-a2b1) deb nomlanadi va quyidagicha yoziladi

Misol

№	Х (ekzogen)	У (endogen)
2011	8	1
2012	9	3
2013	11	5
2014	12	7
2015	14	9

Jadvalga binoan Y ning X ga regressiya tenglamasini toping

Misol

№	х	у	x2	x·y
1	8	1	64	8
2	9	3	81	27
3	11	5	121	55
4	12	7	144	84
5	14	9	196	126
∑	54	25	606	300

Biz barcha kerakli qiymatlarni hisoblaymiz:

Misol

№	х	у	x2	x·y
1	8	1	64	8
2	9	3	81	27
3	11	5	121	55
4	12	7	144	84
5	14	9	196	126
∑	54	25	606	300

5a	+	54b	=	25
54a	+	606b	=	300

Misol

Tenglamalar tizimini kramer usuli bilan quyidagicha yechamiz:

Javob:

№	х	у	x2	x·y	Ŷ	εi=Y-Ŷ
1	8	1	64	8	1,35	-0,35
2	9	3	81	27	2,67	0,33
3	11	5	121	55	5,31	-0,31
4	12	7	144	84	6,63	0,37
5	14	9	196	126	9,27	-0,27
∑	54	25	606	300		0

Y
X

0
Yxi
Yi
εi
εi=Y-Ŷ
Ŷ=a+b·x
Ŷ1=-9,21+1,32·8=1,35
Ŷ2=-9,21+1,32·9=2,67
Ŷ3=-9,21+1,32·11=5,31
Ŷ4=-9,21+1,32·12=6,63
Ŷ5=-9,21+1,32·14=9,27

E'TIBORINGIZ UCHUN RAHMAT !!!

http://fayllar.org