??Regression

1

• ???????
• ??Regression

2
?????????

• ???? ?????????
• ???? linear relationship ,????????????????????????
  ??,?????????
• ????????Ybxa,b???(??y/?x,????X???,?Y???????)
• ???????????????

3
???????

• ??????????
• ???????????????????????????
• ??????????????,??????????????????????
• ??????????????,???????????????,????????
• ????????,?????????????,???????,?X
  Y??????????????????????????????,X?Y?????????,?????
  ????,X?Y????????,?X Y?Y X???

4
??????????
5
????

• ?????YbXa
• B??
• ???????????,???????X?????,Y???????
• B?????????????????
• ???
• ???b???X?????????Y??????,?????????,????????????,??
  ?????(Beta),????????????????
• ??????X?Y?????????Z???,??????????????,??????ZX,ZY?
  ??,?????0?
• ???????????????,?????-1?1??,???????,????????,????
  ??X?Y????????
• ??????????????,??????

6
??????F??

• ???????,???Y????????????????????
• ???????????????
• SSySSregSSres

7
?????????

• ?????????,???R2(R square),????X???Y??????,?Y??????
  ????????????????????????????????(goodness of fit)
  
• ????????????(coefficient of determination),R2?????
  multiple R,??????????????
• ??????????????,???????????????????????,????F?????
  

8
adjusted R square

• ???????????R2???????????,??????????,???????
• ?????,?????,??????????,?????,???????
• ???R2(adjusted R2),?????????????R2???????????,????
  ??R2?

9
????????
10
?????????

• (?)???????(fixed variable)
• ??????????????????,?????????Xi????????????
• (?)??????(linear relationship)
• ?X?Y??????????,??????????????????????????
• (?)?????(normality)
• ???????????Y???????,?Y????????????????????????????
  ???e,????Xi?????????Yi?????,???????????e?????0?
• (?)???????(independence)
• ???????????????,???X?????????????,?????,????????(n
  onautocorrelation)?
• (?)????????(homoscedasticity)
• ??X??????,????????????,????????,????????
• (?)???????
• ??????????,?????????????,??????,???????????????,??
  ?????????????????,???????(multicollinearnality)

11
????????

• ??????????????,???????(tolerance)????????(variance
  inflation factor, VIF)????
• Ri2??????????????????????,????????????,1-
  Ri2(???)???????????????????
• Ri2????,?????,??????????????,VIF??,???????????????
  ,???????
• ???????????????????(eigenvalue)?????(conditional
  index CI)????
• ???????????(variance proportions),????????????????
  ????????????????????????1?,??????????

12
????????

• ???????(simultaneous multiple regression)????????
  ???????????
• (?)?????
• ????????,?????????????????????????,???????????,???
  ?????????
• (?)?????
• ????????,?????????????????,??????????????????,????
  ???????,??????????????,?????????????????????????
• ???????(stepwise multiple regression)
• ???????????????????,??????????,???????????????,???
  ?????
• (?)?????(forward)
• ?????????,?????????????????????????,??????????,???
  ???????????????????
• (?)?????(backward)
• ???????????,?????????????????????????????,????????
  ???????????,??????????????????????????????????????
  ???
• (?)?????(stepwise)
• ?????????????,