Opgaver til matrix algebra - Jesper Lund
Opgaver til matrix algebra - Jesper Lund
Opgaver til matrix algebra - Jesper Lund
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Opgave 1-3<br />
Regressorer incl. konstantled X Forklarende variabel Y<br />
1 2 3 7<br />
1 5 6 14<br />
1 4 2 5<br />
1 2 1 4<br />
1 -4 5 3<br />
1 9 2 15<br />
1 4 4 7<br />
1 2 8 9<br />
1 3 1 6<br />
1 -1 2 1<br />
Beregning af X'X Beregning af X'y<br />
10 26 34 71<br />
26 176 77 298<br />
34 77 164 272<br />
Regressionskoefficienter beta-hat = inv(X'X)*X'y<br />
1.070496<br />
1.140875<br />
0.90095<br />
Resultatet af at bruge Tools:Data Analysis findes nedenfor<br />
SUMMARY OUTPUT<br />
Regression Statistics<br />
Multiple R 0.92633<br />
R Square 0.858088<br />
Adjusted R Square 0.817542<br />
Standard Error 1.925607<br />
Observations 10<br />
ANOVA<br />
df SS MS F Significance F<br />
Regression 2 156.9443 78.47213 21.16315 0.001077<br />
Residual 7 25.95573 3.707962<br />
Total 9 182.9<br />
Coefficients<br />
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%<br />
Intercept 1.070496 1.289218 0.830345 0.433746 -1.97802 4.119009 -1.97802 4.119009311<br />
X Variable 11.140875 0.187284 6.091699 0.000495 0.69802 1.58373 0.69802 1.583729644<br />
X Variable 2 0.90095 0.28028 3.214468 0.014766 0.238194 1.563705 0.238194 1.563705379
Change language