statistika

18
Увод...................................................... 2 1. Појам регресионе анализе...............................3 2.Trодимензионални линеарни модел.........................3 2.1. Регресиони коефицијенти.............................7 2.2. Стандардна грешка регресије.........................8 2.3. Линеарни регресиони модел са више независно променљивих..............................................9 3.Вишеструка корелациона анализа.........................10 3.1.Коефицијент вишеструке линеарне корелације..........10 3.2.Коефицијент парцијалне линеарне корелације..........11 Закључак................................................. 13 Литература............................................... 14

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Seminarski rad Statistika

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2

31.

32.Tr

72.1.

82.2.

92.3.

103.

103.1.

113.2.

13

14

, , , , .

, , , , , , , . , , , .

.

, .

.

x1, x2, ..., xk y ( ), x1, x2, ..., xk y ) () =y- y ) , . , y =f(x1, x2, ..., xk) .

. . , ,

, . . , , . .

1.

, . . x1, x2, ..., xk y. , .

(, ) . ( ) F. Galton XIX . , , , . , , . :

x1, x2, ..., xk y

( ), x1, x2, ..., xk y) () = y - y) , .

, , .

2.Tr

, , , . .

. : , . , , , .

, :

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2

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1

0

)

2

x

a

x

a

a

+

+

+

2

1

0

,

ia

a

a

, :

1.

=

+

+

y

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a

x

N

a

a

2

2

1

2

1

2.

y

x

x

x

a

x

a

x

a

=

+

+

1

2

1

2

2

1

1

1

0

3.

y

x

x

a

x

x

a

x

a

=

+

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2

2

2

2

2

1

1

2

0

.

0

a

:

2

2

1

1

0

x

a

x

a

y

a

-

-

=

-

-

=

2

2

1

2

2

2

1

2

2

1

1

2

2

1

)

(

d

d

d

d

dy

d

d

d

dy

d

d

a

-

-

=

2

2

1

2

2

2

1

1

2

1

2

2

1

2

)

(

d

d

d

d

dy

d

d

d

dy

d

d

a

,

x1=(x1 x1 bar) = d1; x2= (x2 x2 bar)=d2; y=(y-ybar)=dy.

dy

y

y

y

d

x

x

x

d

x

x

x

=

-

=

=

-

=

=

-

=

)

(

;

)

(

;

)

(

2

2

2

2

1

1

1

1

( 1.), , .

000.000

000.000

%

1

2

3

4

5

92

88

81

68

61

77

75

72

62

59

78

64

63

57

52

390

345

314

1.

:

. : .

, . , . .

, :

1

,

0

b

b

2

b

.

2

1

0

,

ib

b

b

.

, , . , , 1. :

2

1

0

314

345

10

390

b

b

b

+

+

=

:

2

1

1

63529

,

0

52431

,

0

2042

,

0

x

x

Y

+

+

=

)

1

b

Y

1

X

.

2

b

Y

2

X

1

X

.

2.1.

(

2

1

ia

a

) . .

- (, , ..) , .

, , .

i

a

,

i

X

, ,

Y

, :

( )

EMBED Equation.3

y

x

a

i

i

i

=

a

.

y

x

i

i

s

s

, :

( )

y

xi

i

a

s

s

b

=

.

2.2.

, , . . , :

N

y

y

x

yx

S

-

=

2

2

1

2

)

'

(

:

2

2

2

1

0

'

x

a

x

a

a

y

+

+

+

=

)

(

1

1

x

x

-

)

(

2

2

1

x

x

d

-

)

(

2

y

y

d

-

:

y

y

y

y

d

d

a

d

d

a

d

d

a

d

a

a

d

-

-

=

-

-

-

2

2

1

1

2

2

2

2

1

1

0

)

(

:

N

dy

d

a

dy

d

a

y

d

x

yx

S

-

-

=

-

2

2

1

1

2

2

1

2

, :

( ) Syx1x2 = d na kvadrat y a1d1dy a2d2dy kroz N a sve to kroz koren.

N

dy

d

a

dy

d

a

y

d

Syx

-

-

=

2

2

1

1

2

2

2.3.

, p :

p

p

x

a

x

a

x

a

a

Y

+

+

+

+

=

...

'

2

2

1

1

0

a0, a1, a2,ap , :

1.

=

+

+

+

y

x

a

x

a

x

a

N

p

p

a

2

2

1

1

0

2.

y

x

x

x

a

x

x

a

x

a

x

a

p

p

=

+

+

+

1

1

2

1

2

2

1

1

1

0

.

3.

y

x

x

x

a

x

a

x

x

a

x

a

p

p

=

+

+

+

+

2

2

2

2

2

2

1

1

2

0

...

y

x

x

a

x

x

a

x

a

P

p

p

p

p

p

=

+

+

+

2

2

2

0

)

1

(

N, , :

1.

y

G

G

a

G

a

G

a

p

p

1

1

12

2

11

1

...

=

+

+

2.

y

G

p

G

a

G

a

G

a

p

2

2

22

2

21

1

...

=

+

+

.

.

.

.

3..a1Gp1 + a2Gp2 +... apGpp = Gpy

EMBED Equation.3

y

G

G

a

G

a

G

a

p

pp

p

p

p

=

+

+

...

2

2

1

1

G :

j

i

j

i

ij

x

x

x

x

N

G

-

=

y

x

x

N

G

i

jy

ij

-

=

(i = 1,2,3,... p) (j = 1,2,3,... p)

G , Gij = Gji, i = j,

xixj = xi na kvadrat

=

2

i

j

i

x

x

x

:

(. .)

-

-

-

-

=

p

p

p

yx

a

yx

a

yx

a

y

a

y

x

x

Syx

2

2

1

1

0

2

2

1

..

3.

3.1.

.

Y,

1

2

1

,.....

,

-

k

X

X

X

, . , ( ) . .

,

1

2

1

,.....

,

..

-

k

X

X

X

y

r

0 1 , . , .

, . , a :

2

2

...

2

1

...

2

1

1

12

12

y

x

x

y

x

x

yx

s

s

r

k

k

e

r

-

=

=

-

-

EMBED Equation.3

:

2

e

s

2

y

s

a .

, :

9352

.

0

3698

.

81

3325

,

5

1

1

2

2

...

2

1

...

2

1

12

12

=

-

=

-

=

=

-

-

y

x

x

y

x

x

yx

s

s

r

k

k

e

r

, .

, , . , . .

3.2.

. , . . , :

)

1

(

)

1

(

2

2

2

1

2

j

i

j

j

i

j

i

i

x

x

yx

x

x

yrx

yx

x

yx

x

yx

r

r

r

r

r

r

-

-

-

-

=

=

r

:

2

x

yx

i

r

,

j

i

j

x

x

yrx

r

r

, .

, , Y, ,

1

X

,

2

X

, :

2

2

2

2

1

)

1

(

)

90

.

0

)(

963

,

0

(

949

,

0

)

1

(

)

1

(

2

1

2

j

j

j

i

j

j

i

j

i

i

yx

yx

x

x

yx

x

x

yrx

yx

x

yx

x

yx

r

r

r

r

r

r

r

r

-

-

-

=

-

-

-

-

=

=

r

, Y, ,

2

X

, ,

2

X

, :

)

90

,

0

1

(

)

949

,

0

1

(

)

90

.

0

)(

949

,

0

(

963

,

0

)

1

(

)

1

(

2

2

2

2

2

1

2

-

-

-

=

-

-

-

-

=

=

j

i

j

j

i

j

i

i

x

x

yx

x

x

yrx

yx

x

yx

x

yx

r

r

r

r

r

r

r

. . .

, . . . -.

, , , .

. , .

1) , , , 1989,

2) , , , , , 3. , , 1991,

:

www.stat.gov.rs

, , , 1989,

) , , , , , 3. , , 1991,

PAGE

14

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