第十七 章相分析与回归分析.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * 多元回归 Table 17.3 多元 R 0.97210 R2 0.94498 调整的 R2 0.93276 标准误 0.85974 ANALYSIS OF VARIANCE df Sum of Squares Mean Square 回归方程 2 114.26425 57.13213 残差 9 6.65241 0.73916 F = 77.29364 Significance of F = 0.0000 VARIABLES IN THE EQUATION 变量 b SEb Beta (?) T Significance of T 天气重要性 0.28865 0.08608 0.31382 3.353 0.0085 居住年限 0.48108 0.05895 0.76363 8.160 0.0000 (常数项 0.33732 0.56736 0.595 0.5668 Conducting Multiple Regression AnalysisStrength of Association 联系的强度 SSy = SSreg + SSres where S S r e g = ( Y i - Y ) 2 S i = 1 n S S y = ( Y i - Y ) 2 S i = 1 n S S r e s = ( Y i - Y i ) 2 S i = 1 n Conducting Multiple Regression AnalysisStrength of Association 联系的强度 The strength of association is measured by the square of the multiple correlation coefficient, R2, which is also called the coefficient of multiple determination. 变量之间联系的强度可以用多元相关系数的平方R2,来测量，也称多元可决系数。 R 2 = S S r e g S S y R2 is adjusted for the number of independent variables and the sample size by using the following formula: R2可以根据自变量的数量和样本规模按照如下公式调整 Adjusted R2 = R 2 - k ( 1 - R 2 ) n - k - 1 Conducting Multiple Regression AnalysisSignificance Testing 显著性检验 H0 : R2pop = 0 This is equivalent to the following null hypothesis: 这与以下零假设等同： H 0 : b 1 = b 2 = b 3 = . . . = b k = 0 The overall test can be conducted by using an F statistic: 总体检验可以用F统计量来进行 F = S S r e g / k S S r e s / ( n - k - 1 ) = R 2 / k ( 1 - R 2 ) / ( n - k - 1 ) which has an F distribution with k and (n - k -1) degrees of freedom. F统计量服从F分布，自由度为k 和 (n - k -1) 。 Conducting Multiple Regression AnalysisSignificance Testing 显著性检验 Testing for the sig