Download - 1. 簡單迴歸分析
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PowerPoint _973248870.unknown
300
400
500
500
800
1000
1000
1300
-4
0.0001338302
-3.5
0.0008726827
-3
0.0044318484
-2.5
0.0175283005
-2
0.0539909665
-1.5
0.1295175957
-1
0.2419707245
-0.5
0.3520653268
0
0.3989422804
0.5
0.3520653268
1
0.2419707245
1.5
0.1295175957
2
0.0539909665
2.5
0.0175283005
3
0.0044318484
3.5
0.0008726827
4
0.0001338302
-3
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
3
0.0044318484
0.0175283005
0.0539909665
0.1295175957
0.2419707245
0.3520653268
0.3989422804
0.3520653268
0.2419707245
0.1295175957
0.0539909665
0.0175283005
0.0044318484
-3
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
3
0.0044318484
0.0175283005
0.0539909665
0.1295175957
0.2419707245
0.3520653268
0.3989422804
0.3520653268
0.2419707245
0.1295175957
0.0539909665
0.0175283005
0.0044318484
300
-449.1428571429
9949.1428571429
-0.8603146914
400
-202.2857142857
10502.2857142857
-0.3874699755
500
-55.4285714286
11055.4285714286
-0.1061711515
500
944.5714285714
11055.4285714286
1.8092877669
800
-314.8571428571
12714.8571428571
-0.6030959223
1,000
-421.1428571429
13821.1428571429
-0.8066818416
1,000
678.8571428571
13821.1428571429
1.3003229686
1,300
-180.5714285714
15480.5714285714
-0.3458771533
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-440
1
-300
2
-50
3
680
1
950
1
0
-440
-300
-50
680
950
0
0
5
0
13
1
5.8
1
12.2
2
6.6
2
11.4
3
7.4
3
10.6
4
8.2
4
9.8
5
9
5
9
6
9.8
6
8.2
7
10.6
7
7.4
8
11.4
8
6.6
9
12.2
9
5.8
10
13
10
5
11
13.8
11
4.2
12
14.6
12
3.4
13
15.4
13
2.6
14
16.2
14
1.8
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
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0
0
0
0
0
0
0
0
-0.89
1.54
-3.36364
20
0.89
3.32
-0.83146
30
1.78
4.21
0.43463
40
2.67
5.1
1.70072
50
3.56
5.99
2.96681
60
4.45
6.88
4.2329
70
5.34
7.77
5.49899
80
6.23
8.66
6.76508
90
7.12
9.55
8.03117
100
8.01
10.44
9.29726
110
8.9
11.33
10.56335
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
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0
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0
0
0
0
0
0
0
0
0
0
0
0
0
2.816964395
2.8753145201
2.9296993029
2.9199844961
2.9404837993
3.0149955397
3.0865779569
3.0814052553
3.0962108921
3.1502971533
3.2165932217
3.2769937782
3.3086799651
3.3471986766
3.3662608118
3.434019462
Sheet1
k
j
i
r
j
i
X
X
L
1
E(Yi)
Sheet1
0
0
0
1
1
1
*
8.86
B
9.22
C
11.32
*
1772.bin
1773.bin
(autocorrelation) (homoscedasticity)
*
corr(i, j)0
0
y (fitted value)
o1… k (Partial Regression Coefficient)b0b1…bk
x,(Multicollinearity)
,N>K+2
ANOVAF
H1bi ≠0xyx(multicollinearity)xVIF(variance inflation factor)VIF≥10
*
FANOVAsig=0.0000.05
*
*
1.Analyze/regression/linear/MethodStepwise
(y) = 55.058+1.728(x1) + 0.931(x2)−68.270(x3)
$1000$17281$931(x3=1)(x3=0) $68270
*
*
*
8.1
Analyze/Regression/Linear/Dependent; Independent(s)female*female
(8.5)
(8.6)
*
OLS (8.7)(fitted value)( )( )(8.8)(Y1)OLS(8.8)
2SLSOLS(8.7)((8.7)(fitted value)( )(8.8)(Y1)OLS(8.8)
(8.9)
(8.10)
OLSE )
µ{«×¤j¤pªº²Îp¤èªk
¡C
X
Y
Z
Y
i
ε
i
=Y
i
- E(Y
i
7,840,000
1,190,000
4,000,000
650,000
1,690,000
292,500
90,000
67,500
10,000
7,500
1,210,000
302,500
4,840,000
605,000
9,000,000
1,725,000
28,680,000
4,840,000
3,585,000
605,000
m
å
å
å
å
å
å
å
xz xy zy
6 7 38 -6.2 -1 -9.2 38.44 1 84.64 6.2 57.04 9.2
9 5 40 -3.2 -3 -7.2 10.24 9 51.84 9.6 23.04 21.6
12 14 53 -0.2 6 5.8 0.04 36 33.64 -1.2 -1.16 34.8
16 8 50 3.8 0 2.8 14.44 0 7.84 0 10.64 0
18 6 55 5.8 -2 7.8 33.64 4 60.84 -11.6 45.24 -15.6
61 40 236 0 0 0 96.80 50 238.80 3 134.80 50.0
b
ˆ
g
ˆ
X
Y
Z
(
å
å
å
¡C
-
F
XY
r
Y
X
Y 157 125 283 395 358 393 273 297 649 658 800 892
D
1
0 0 0 0 0 0 1 1 1 1 1 1
D
2
0 0 0 0 0 0 0 0 0 0 0 0
D
3
0 0 0 0 0 0 0 0 0 0 0 0
Y 386 494 1124 928 1198 1441 502 731 1662 1259 1610 2019
D
1
0 0 0 0 0 0 0 0 0 0 0 0
D
2
1 1 1 1 1 1 0 0 0 0 0 0
D
3
0 0 0 0 0 0 1 1 1 1 1 1
1
)(YE
A
825 660 1200 500 1050 480 1810 1350 980 630 1050
22.6 14.26 46.11 20.22 33.39 15.6 53.56 45.22 26.51 21.73 47.28
2 1 2 1 1.5 1 1 2 1 2 2
4 4 5 4 4 1 1 4 4 3 3
D
1 1 1 0 1 0 1 0 1 0 0
1680 500 730 1180 480 2200 1280 687 620 1380 920
56.66 20.22 21.76 30.85 15.6 36.58 30.46 28.59 21.5 34.5 31.68
2 1 1 2 1 2 2 2 1 2 2
1 4 3 4 1 1 1 3 4 3 4
D
0 0 1 1 0 0 0 0 0 1 0
D
D=1
Dependent Variable:
Observed Cum Prob
300
400
500
500
800
1000
1000
1300
-4
0.0001338302
-3.5
0.0008726827
-3
0.0044318484
-2.5
0.0175283005
-2
0.0539909665
-1.5
0.1295175957
-1
0.2419707245
-0.5
0.3520653268
0
0.3989422804
0.5
0.3520653268
1
0.2419707245
1.5
0.1295175957
2
0.0539909665
2.5
0.0175283005
3
0.0044318484
3.5
0.0008726827
4
0.0001338302
-3
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
3
0.0044318484
0.0175283005
0.0539909665
0.1295175957
0.2419707245
0.3520653268
0.3989422804
0.3520653268
0.2419707245
0.1295175957
0.0539909665
0.0175283005
0.0044318484
-3
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
3
0.0044318484
0.0175283005
0.0539909665
0.1295175957
0.2419707245
0.3520653268
0.3989422804
0.3520653268
0.2419707245
0.1295175957
0.0539909665
0.0175283005
0.0044318484
300
-449.1428571429
9949.1428571429
-0.8603146914
400
-202.2857142857
10502.2857142857
-0.3874699755
500
-55.4285714286
11055.4285714286
-0.1061711515
500
944.5714285714
11055.4285714286
1.8092877669
800
-314.8571428571
12714.8571428571
-0.6030959223
1,000
-421.1428571429
13821.1428571429
-0.8066818416
1,000
678.8571428571
13821.1428571429
1.3003229686
1,300
-180.5714285714
15480.5714285714
-0.3458771533
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-440
1
-300
2
-50
3
680
1
950
1
0
-440
-300
-50
680
950
0
0
5
0
13
1
5.8
1
12.2
2
6.6
2
11.4
3
7.4
3
10.6
4
8.2
4
9.8
5
9
5
9
6
9.8
6
8.2
7
10.6
7
7.4
8
11.4
8
6.6
9
12.2
9
5.8
10
13
10
5
11
13.8
11
4.2
12
14.6
12
3.4
13
15.4
13
2.6
14
16.2
14
1.8
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
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0
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0
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0
0
0
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0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0.89
1.54
-3.36364
20
0.89
3.32
-0.83146
30
1.78
4.21
0.43463
40
2.67
5.1
1.70072
50
3.56
5.99
2.96681
60
4.45
6.88
4.2329
70
5.34
7.77
5.49899
80
6.23
8.66
6.76508
90
7.12
9.55
8.03117
100
8.01
10.44
9.29726
110
8.9
11.33
10.56335
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2.816964395
2.8753145201
2.9296993029
2.9199844961
2.9404837993
3.0149955397
3.0865779569
3.0814052553
3.0962108921
3.1502971533
3.2165932217
3.2769937782
3.3086799651
3.3471986766
3.3662608118
3.434019462
Sheet1
k
j
i
r
j
i
X
X
L
1
E(Yi)
Sheet1
0
0
0
1
1
1
*
8.86
B
9.22
C
11.32
*
1772.bin
1773.bin
(autocorrelation) (homoscedasticity)
*
corr(i, j)0
0
y (fitted value)
o1… k (Partial Regression Coefficient)b0b1…bk
x,(Multicollinearity)
,N>K+2
ANOVAF
H1bi ≠0xyx(multicollinearity)xVIF(variance inflation factor)VIF≥10
*
FANOVAsig=0.0000.05
*
*
1.Analyze/regression/linear/MethodStepwise
(y) = 55.058+1.728(x1) + 0.931(x2)−68.270(x3)
$1000$17281$931(x3=1)(x3=0) $68270
*
*
*
8.1
Analyze/Regression/Linear/Dependent; Independent(s)female*female
(8.5)
(8.6)
*
OLS (8.7)(fitted value)( )( )(8.8)(Y1)OLS(8.8)
2SLSOLS(8.7)((8.7)(fitted value)( )(8.8)(Y1)OLS(8.8)
(8.9)
(8.10)
OLSE )
µ{«×¤j¤pªº²Îp¤èªk
¡C
X
Y
Z
Y
i
ε
i
=Y
i
- E(Y
i
7,840,000
1,190,000
4,000,000
650,000
1,690,000
292,500
90,000
67,500
10,000
7,500
1,210,000
302,500
4,840,000
605,000
9,000,000
1,725,000
28,680,000
4,840,000
3,585,000
605,000
m
å
å
å
å
å
å
å
xz xy zy
6 7 38 -6.2 -1 -9.2 38.44 1 84.64 6.2 57.04 9.2
9 5 40 -3.2 -3 -7.2 10.24 9 51.84 9.6 23.04 21.6
12 14 53 -0.2 6 5.8 0.04 36 33.64 -1.2 -1.16 34.8
16 8 50 3.8 0 2.8 14.44 0 7.84 0 10.64 0
18 6 55 5.8 -2 7.8 33.64 4 60.84 -11.6 45.24 -15.6
61 40 236 0 0 0 96.80 50 238.80 3 134.80 50.0
b
ˆ
g
ˆ
X
Y
Z
(
å
å
å
¡C
-
F
XY
r
Y
X
Y 157 125 283 395 358 393 273 297 649 658 800 892
D
1
0 0 0 0 0 0 1 1 1 1 1 1
D
2
0 0 0 0 0 0 0 0 0 0 0 0
D
3
0 0 0 0 0 0 0 0 0 0 0 0
Y 386 494 1124 928 1198 1441 502 731 1662 1259 1610 2019
D
1
0 0 0 0 0 0 0 0 0 0 0 0
D
2
1 1 1 1 1 1 0 0 0 0 0 0
D
3
0 0 0 0 0 0 1 1 1 1 1 1
1
)(YE
A
825 660 1200 500 1050 480 1810 1350 980 630 1050
22.6 14.26 46.11 20.22 33.39 15.6 53.56 45.22 26.51 21.73 47.28
2 1 2 1 1.5 1 1 2 1 2 2
4 4 5 4 4 1 1 4 4 3 3
D
1 1 1 0 1 0 1 0 1 0 0
1680 500 730 1180 480 2200 1280 687 620 1380 920
56.66 20.22 21.76 30.85 15.6 36.58 30.46 28.59 21.5 34.5 31.68
2 1 1 2 1 2 2 2 1 2 2
1 4 3 4 1 1 1 3 4 3 4
D
0 0 1 1 0 0 0 0 0 1 0
D
D=1
Dependent Variable:
Observed Cum Prob
