Tsu-2011 - ieeetsu

F -statistika SeiZleba Caiweros mravlobiTi determinaciis koeficientis
saSualebiT:
2 2
R / k n( k 1)
R
F ,
2 2
(1 R )/( n( k 1)) k 1
R
e. i. F -statistika [ n( k 1)]/ k Tanamamravlis sizustiT emTxveva statistikas:
R
2 /(1 R
2 ) , romelic warmoadgens axsnili variaciis fardobas auxsnelTan
da Tu es fardoba sakmarisad didia, bunebrivia uarvyoT H
0
hipoTeza
H
1
alternativis sasargeblod. Sesabamisad, kritikul are iqneba --
F F krit saxis.
gadawyvetilebis miRebis wesi: Tu F statistikis dakvirvebuli mni-
SvnelobisaTvis f da mniSvnelovnebis donisaTvis sruldeba piroba
2
n( k 1)
R
f F
2 k, nk1,
,
k 1
R
maSin uarvyofT H
0
hipoTezas, winaaRmdeg SemTxvevaSi H0
-is uaryofis safuZveli
ar gagvaCnia.
5. statistikuri daskvnebi mravlobiTi modelis parametrebis Sesaxeb.
Tu H 0
hipoTeza dawunebulia, maSin vamowmebT hipoTezas calkeuli
regresiis koeficientis nulTan tolobis Sesaxeb. amrigad, yoveli j -saTvis
( j 1,2,..., k) mowmdeba H 0
: B 0 hipoTeza H 1
: B 0 alternativis winaa-
Rmdeg. am SemTxvevaSi testis statistikaa T b / S
j
b j b
j
j
j
, romelsac nulovani
hipoTezis samarTlianobisas aqvs stiudentis ganawileba Tavisuflebis
xarisxiT n( k 1) : T b / S t( n( k 1)) .
b j b
j
gadawyvetilebis miRebis wesi: Tu
j
T
b j
statistikis dakvirvebuli mni-
SvnelobisaTvis t
b j
da mniSvnelovnebis donisaTvis sruldeba piroba
| tb
| tnk
1, /2,
j
maSin H
0
hipoTezas uarvyofT, winaaRmdeg SemTxvevaSi H0
-is uaryofis safuZveli
ar gagvaCnia.
mniSvnelovnebis donis ndobis intervali B
j
koeficientisaTvis
Semdegia: bj sb t j nk1, /2 Bj bj sb t
j nk1, /2, sadac tn k 1, /2
-- Tavisuflebis
n( k 1) xarisxis mqone stiudentis ganawilebis zeda /2-kritikuli wertilia.
davubrundeT uZravi qonebis agentis amocanas, romelsac Cven vixilavdiT
martivi wrfivi regresiis konteqstSi. rogorc vnaxeT, saxlis fasis
cvalebadobis axsna mxolod farTobis cvalebadobis xarjze ar iZle-
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