第十章 统计回归模型

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第十章 统计回归模型 10.1 牙膏的销售量 10.2 软件开发人员的薪金 10.3 酶促反应 10.4 投资额与国民生产总值和物价指数 10.5 教学评估 10.6 冠心病与年龄

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第十章 统计回归模型. 10.1 牙膏的销售量 10.2 软件开发人员的薪金 10.3 酶促反应 10.4 投资额与国民生产总值和物价指数 10.5 教学评估 10.6 冠心病与年龄. 数学建模的基本方法. 机理分析. 测试分析. 由于客观事物内部规律的复杂及人们认识程度的限制 , 无法分析实际对象内在的因果关系,建立合乎机理规律的数学模型. 通过对数据的 统计分析 ,找出与数据拟合最好的模型. 回归模型 是用统计分析方法建立的最常用的一类模型. 不涉及回归分析的数学原理和方法. - PowerPoint PPT Presentation

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  • 10.1 10.2 10.3 10.4 10.5 10.6

  • . . . . . ,.

  • 10.1 ;. 30 .

  • y ~x1~x2~x1, x2~(, ) y~ 0, 1 , 2 , 3 ~ ~

  • MATLAB [b,bint,r,rint,stats]=regress(y,x,alpha) alpha(,0.05) b~ bint~b r ~y-xb rint~r Stats~ R2,F, p,s2 y~n y,x1,x2

  • y90.54% FF p=0.05 2() x2y x22 x2

  • x1=x3-x4x3x4x1=0.2x2=6.5 [7.82308.7636]95% x3=3.9x4=3.795% 7.83203.7 29

  • x1x2y

  • [7.82308.7636] [7.89538.7592] x1=0.2x2=6.5

  • x2=6.5x1=0.2

  • x1=0.1 x1=0.3 x26

  • MATLABrstool

  • , , (). (MATLAB). : R2,F, p, s2, . , . .

  • 10.2 ~ ~ 1=,0=~ 1=2=3=...

  • y~ x1 ~x2 = 1~ x2 = 0~ 1=2=3=. a0, a1, , a4

  • R2,F, p 1546 6883 2994 148 a4!

  • ,,. 3,6.x2x3, x4 .

  • x2x3, x4R2,F,, (33)!

  • R2: 0.9567 0.99880.9998F226 554 36701 s2: 104 3104 4103

  • 6(0x3=1, x4=0 x3=0, x4=1 x3=0, x4=0 x1= 0 x2 = 1~ x2 = 0~ . .

  • ()0-10-11. . .650-1.

  • 10.3 . . . .

    (ppm)0.020.060.110.220.561.107647971071231391591521912012072006751848698115131124144158160/

  • Michaelis-Menteny ~ , x ~ 1 , 2 ~ .

  • 1 , 2

    10-310-315.1072[3.5386 6.6758]20.2472[0.1757 0.3188]R2=0.8557 F=59.2975 p

  • xy 1/x1/x x1/x

  • [beta,R,J] = nlinfit (x,y,model,beta0) betaMATLAB x~y ~beta ~R ~J ~Jacobi model ~Mbeta0 ~ betaci =nlparci(beta,R,J) function y=f1(beta, x)y=beta(1)*x./(beta(2)+x);x= ; y= ;beta0=[195.8027 0.04841];[beta,R,J]=nlinfit(x,y,f1,beta0);betaci=nlparci(beta,R,J);beta, betaci beta0~

  • Export .ys= 10.9337nlintool

    1212.6819[197.2029 228.1609]20.0641[0.0457 0.0826 ]

  • x1 x2 x2=1x2=0 1 1 2 2

  • nlinfit nlintools= 10.4000 22y()

    1160.2802[145.8466 174.7137]20.0477[0.0304 0.0650 ]152.4035[32.4130 72.3941 ]20.0164[-0.0075 0.0403]

  • . s = 10.5851.

    1166.6025[154.4886 178.7164]20.0580[0.0456 0.0703 ]142.0252[28.9419 55.1085]

  • .

    ((6747.34439.207842.73585.44465147.34439.207842.73585.44468489.28569.571084.73567.0478191190.83299.1484189.05748.8438201190.83299.1484189.05748.8438207200.968811.0447198.183710.1812200200.968811.0447198.183710.1812

  • R2 s.

  • 10.4 ( GNP ) ( PI ) .GNPPI. 20

  • ... ..

  • GNPt ~ yt ~ x1t~ GNP, x2t ~ 0, 1, 2 ~ t ~t

  • MATLAB s=12.7164 .R20.9908.

    0322.7250[224.3386 421.1114]10.6185[0.4773 0.7596]2-859.4790[-1121.4757 -597.4823 ] R2= 0.9908 F= 919.8529 p

  • et~et-1 1, 3 2, 4 MATLABett

  • ~ 0, 1, 2 ~ = 0> 0< 0 D-W ut ~t

  • D-WD-W ,dLdUDW

  • *0, 1 , 2 DW

  • DWold < dL etn=20, k=3, =0.05 dL=1.10, dU=1.54

  • snew= 9.8277 < sold=12.7164

    *0163.4905[1265.4592 2005.2178]10.6990[0.5751 0.8247]2-1009.0333[-1235.9392 -782.1274]R2= 0.9772 F=342.8988 p

  • dU< DWnew < 4-dU etn=19, k=3, =0.05 dL=1.08, dU=1.53

  • et.

  • yt x1t x2t t=21 x1t =3312x2t=2.1938t yt-1=424.5

  • 10.5 15. X1 ~X2 ~X3 ~X4 ~X5 ~X6 ~Y ~.Y X1~ X6.

    X1X2X3X4X5X6Y2014.464.424.234.104.564.374.112244.113.823.293.603.993.823.384244.244.384.354.484.154.504.33

  • X1~ X6Y.YXX. . XS0 . S0XY, S0 S1 . S1X, S1 S2 . .

  • MATLABx~nk n, k y~n stepwise (x,y,inmodel,penter,premove) Inmodel~S0x penter~0.05 premove~0.10 .

  • MATLABstepwise (x,y) xX1~ X6, yY

  • MATLAB: Move x3 in, Move x1 in, Move x2 out

  • X1~ X6, Y (MATLABcorrcoef ): 1.0000 0.9008 0.6752 0.7361 0.2910 0.6471 0.8973 0.9008 1.0000 0.8504 0.7399 0.2775 0.8026 0.9363 0.6752 0.8504 1.0000 0.7499 0.0808 0.8490 0.9116 0.7361 0.7399 0.7499 1.0000 0.4370 0.7041 0.8219 0.2910 0.2775 0.0808 0.4370 1.0000 0.1872 0.1783 0.6471 0.8026 0.8490 0.7041 0.1872 1.0000 0.8246 0.8973 0.9363 0.9116 0.8219 0.1783 0.8246 1.0000 Y0.85X1, X2, X3 . X2X1, X3 0.85.X1, X2 ?

  • X11Y0.5, X31Y0.77.X1 ~X2 ~X3 ~X4 ~X5 ~X6 ~Y ~. . .

  • 10.6 , . , . . 100 ,,.

    1200263505144176551253405044075551100691

  • x~, Y~ (Y=1~, Y=0~) ,01S-. ,.

    20-2924.51010.130-34321520.1360-6964.51080.80100430.43

  • yxY Y 0, 1 ; y [0, 1] y[0,1]. 0,1, , .! Y().Y

  • Logit (x)~x(y)(x) ~ S-, [0,1] Logit (Logistic)

  • Logit : k(=8).xi~i, ni~, mi~, i=1,, k 0,1~ .

  • LogitMATLABglmfit b = glmfit(x, y, distr, link) [b,dev,stats] = glmfit(x, y, distr, link)x~(11).y~(distr =binomial, y: 1 , 2). distr ~(binomial,poisson ), normal .link ~logit,probit (logit). b~, dev~, stats~

  • [yhat, dylo, dyhi] = glmval(b, x, 'logit')0.5242

    0-5.03821.086310.10500.0231

    x( )(y)20-2924.50.10.0783[0.0282, 0.1992]60-6964.50.800.8501[0.6855, 0.9366]

  • Logitx2pval = 1 - chi2cdf(dev-dev2,1) =0.9371 Probit() (S-)

  • glmfitlogitprobit. Probit0.6529

    x( )1Logit2Probit20-2924.50.10.07830.071560-6964.50.800.85010.8489

    0-2.99330.601110.06240.0128

  • 1 Odds~()(). x 1Odds()1OddskOdds

  • 20 (103060

  • . LogitProbit, (), , . Logit