User Tools

Site Tools


regression

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revisionPrevious revision
Next revision
Previous revision
Next revisionBoth sides next revision
regression [2019/12/06 08:25] hkimscilregression [2020/11/05 17:40] – [E.g., 3. Simple regression: Adjusted R squared & Slope test] hkimscil
Line 748: Line 748:
    * $\displaystyle t=\frac{b_{1}}{s_{b_{1}}}$    * $\displaystyle t=\frac{b_{1}}{s_{b_{1}}}$
  
-   * $\displaystyle s_{b_{1}} = \frac {MSE}{SS_{X}} = \frac{\sqrt{\frac{SSE}{n-2}}}{\sqrt{SS_{X}}} = \display\frac{\sqrt{\frac{\Sigma{(Y-\hat{Y})^2}}{n-2}}}{\sqrt{\Sigma{(X_{i}-\bar{X})^2}}} $+   * $\displaystyle s_{b_{1}} = \frac {MSE}{SS_{X}} = \frac{\sqrt{\frac{SSE}{n-2}}}{\sqrt{SS_{X}}} = \displaystyle \frac{\sqrt{\frac{\Sigma{(Y-\hat{Y})^2}}{n-2}}}{\sqrt{\Sigma{(X_{i}-\bar{X})^2}}} $
  
 ^ X  ^ Y  ^ $X-\bar{X}$  ^ ssx  ^ sp  ^ y<sub>predicted</sub>  ^ error  ^ error<sup>2</sup>  ^ ^ X  ^ Y  ^ $X-\bar{X}$  ^ ssx  ^ sp  ^ y<sub>predicted</sub>  ^ error  ^ error<sup>2</sup>  ^
Line 761: Line 761:
 SSE = Sum of Square Error SSE = Sum of Square Error
 기울기 beta(b)에 대한 표준오차값은 아래와 같이 구한다.  기울기 beta(b)에 대한 표준오차값은 아래와 같이 구한다. 
-$$se_{\beta} = \frac {\sqrt{SSE/n-2}}{\sqrt{SSX}} \\ +\begin{eqnarray*} 
- & = &  \frac {\sqrt{1.1/3}}{\sqrt{10}} = 0.191485 $$+se_{\beta} = \frac {\sqrt{SSE/n-2}}{\sqrt{SSX}} \\ 
 +& = & \frac {\sqrt{1.1/3}}{\sqrt{10}}  \\ 
 +0.191485  
 +\end{eqnarray*}
 그리고 b = 0.7 그리고 b = 0.7
 따라서 t = b / se = 3.655631 따라서 t = b / se = 3.655631
regression.txt · Last modified: 2023/05/24 08:53 by hkimscil

Donate Powered by PHP Valid HTML5 Valid CSS Driven by DokuWiki