Ch16-回归分析及相关性分析讲述.pptVIP

2009-2-18 Ch16-回归分析及相关性分析 ?张国锋 ?zgf@ ?商务信息学院B423 学习目标 通过案例分析，引入回归分析、相关性分析等统计学概念和理论知识，基本掌握运用Excel工具解决数据处理与分析等商务决策的方法。 掌握回归分析理论及模型建立的方法 理解拟合度等相关参数的意义 掌握相关性分析理论及模型建立的方法 理解相关系数等参数的经济意义 教学目的、重点与难点 教学目的 重点 难点 上周课回顾 模拟随机行为 如何模拟需求的随机变化？ 不确定条件下的决策 决策规则 风险条件下的决策 在非等概率情况下需求的变化 Diaper Beer Several years ago, a manager of a retail store on the East Coast received some interesting information – diaper sales on Friday evening accounted for a large percentage of total diaper sales for the week. Most people in this situation would immediately decide to make sure that diaper are well stocked on Friday or run a special on diapers during that time to increase sales. She first looked at the information and decided it was not complete. That is, she needed more information before she could act. She decided the information she needed was why a rash of diaper sales occurred during that time and who was buying them (define the information you needed). That information was not stored within the system, so she stationed an employee in the diaper aisle on Friday evening who recorded any information pertinent to the situation (know how and where to obtain information). The store manager learned that young businessmen purchased the most diapers on Friday evening. Apparently, they had been instructed to buy the weekend supply of diapers on their way home from work (understand what the information means). Her response was to stock premium domestic and imported beer near the diapers. Since then, Friday evening is not only a big sale time for diapers but also for premium domestic and imported beer. 光明牛奶 产品种类 鲜奶 酸奶 包装大小 影响销售量因素分析 天气(温度、季节、天气变化) 广告投入量及促销手段和力度 竞争对手销售促销手段及力度 消费者消费习惯及品牌忠诚度(包装) 问题 根据以往数据进行预测 化肥的施用量对庄稼产量 广告投入与利润 两个或多个变量之间关系 失业率与通货膨胀率(Phillips curve) 联邦债券利率与商品期货指数 两个航空公司股价的起落 销售额与人口密度、竞争者数、店的规模、广告情况 简单回归(Simple Regression) 回归基本上可视为一种拟合过程，即用最恰当的数学方程去拟合一组由一个因变量和一个或多个自变量所组成的原始数据。 最简单的形式是线性回归，它有一个因变量(dependent variable)和一个自变量(independent variable) ，因此就是用一个线性方程y=a+bx去拟合一系列对变量x和y的数据