Muammoning qo’yilishi

Regressiya koeffitsientlari uchun ishonch oraliqlari
Regressiya koeffitsientlari uchun ishonch intervallari bu biz tahlil qilayotgan regressiya tenglamasining koeffitsientlari qaysi ishonch oraliqida yotishini bildiradi va uning umumiy formulasi quyidagicha:

Predictor Coef SE Coef T P VIF

Constant 88,774 2,951 30,08 0,000
X3-Savings 0,10734 0,02788 3,85 0,001 1,3
X4-Foiz stavkasining o’zgarishi 1,9021 0,1904 9,99 0,000 1,3
/2=0,975 ahamiyatlilik darajasi bilan regressiya tenglamasi koeffitsientlari uchun ishonch oraliqlarini topamiz
t_cr=t_α/2(n-k)=t_0,975(19)= 2,09302 ; n=22, k=3
Inverse Cumulative Distribution Function
Student's t distribution with 19 DF
P( X <= x ) x
0,975 2, 09302
a) b₃ parametr uchun ishonch oralig’i: b₃-(S_b3 * t_/2 (n-k)) ≤ b₃ ≤ b₁ + (S_b3 * t_/2 (n-k))
0,10734-(0,02788*2,09302) ≤ b₃ ≤ 0,10734+(0,02788*2,09302)
0,04899≤ b₃ ≤ 0,1656
Izoh: X₃ (Savings) Y(Invsetitsiya) 95% ishonchlilik bilan shu (0,04899;0,1656) oraliqda yotishini ko’rsatadi.
a) b₄ parametr uchun ishonch oralig’i: b₄ - (S_b4 * t_/2 (n-k)) ≤ b₄ ≤ b₄ + (S_b4 * t_/2 (n-k))
1,9021-(0,1904*2,09302) ≤ b₄ ≤ 1,9021+ (0,1904*2,09302)
1,5036 ≤ b₄ ≤ 2,3006
Izoh: X4(Foiz stavkasining o’zgarishi) Y(Invsetitsiya) 95% ishonchlilik bilan shu (1,5036;2,3006)oraliqda yotishini ko’rsatadi.

2.3. Berilgan qiymat uchun bashorat. Baho uchun ikki turdagi ishonch intervallari

Tanlanmada uchramaydigan biror bir ko’rsatkich uchun o’tkaziladigan bashorat berilgan qiymat uchun bashorat hisoblanadi.
Regressiya tenglamasi: Y(Invsetitsiya) = 88,8 + 0,107 *X3(Savings) + 1,90* X4(Foiz stavkasining o’zgarishi)
Y (X₃ X₄)=Y (114,5 ; 5,5)
Predicted Values for New Observations

New
Obs Fit SE Fit 95% CI 95% PI

1 111,525 0,414 (110,653; 112,398) (107,950; 115,101)

Values of Predictors for New Observations

X3-Yashashga X4-Foiz

New ketgan stavkasining
Obs xarajatlar o’zgarishi
1 115 5,50