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
tcr=tα/2(n-k)=t0,975(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-(Sb3 * t/2 (n-k)) ≤ b3 ≤ b1 + (Sb3 * 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 - (Sb4 * t/2 (n-k)) ≤ b4 ≤ b4 + (Sb4 * 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.
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
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