Alliance Data Systems(ADS)??? ???????????(customer relationship management, CRM)? ?????

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? 14 ?

• ????

2
????

• Alliance Data Systems(ADS)??????????????(customer
  relationship management, CRM)??????
• ADS????????????????????????????????????????????,
  ADS??????????????????????????????????
• Analytical Development Group??????????,???????????
  ??????????????????
• ????????????????????

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?14? ????

• 14.1 ????????

• 14.2 ?????

• 14.3 ????

• 14.4 ????

• 14.5 ?????

• 14.6 ????????????????

• 14.7 ????

• 14.8 ??????????

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14.1 ????????

• ????
• ??? (y)??????
• ??? (x)?????????????
• ??
• ???????????????,????????????,????????????????????
  ??????????????,y ?????,? x ??????

5
????????

• ?????????????????????,???????????????????????????
  ?(simple linear regression)?
• ??????????????????????????(multiple regression
  analysis)

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????????

• ??y?x???????????,??????(regression model)

• ????????

y b0 b1x e

• ??
• b0 ? b1????????(parameter),
• e ???????,??????

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????????

• ?????????

E(y) ?0 ?1x

• ?????????????????

• b0????? y ??

• b1 ???

• E(y)????? x ?? y ?????????

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????????

• ?????

???
?? b0
?? b1 ??
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????????

• ?????

???
?? b0
?? b1 ??
10
????????

• ???

???
?? b0
?? b1 ? 0
11
???????????

• ???????????

• ??????????????????

• b0 ? y ??

• b1 ???

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????
???? y b0 b1x e ????? E(y) b0
b1x ???? b0, b1
b0 ? b1???? b0 ? b1????
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14.2 ?????

• ?????

?? yi ????? i ????????
14
?????

• ??????????? y ??

15
?????

• ??????????? y ??

?? xi ????? i ????
yi ????? i ????
n ??????
16
?????(??)

• ??????????????????????10????????????????? i
  ?????? i ?????,xi ?????(????)yi??????(??1,000)
  ?10???? x ? y ?????14.1?
• ???????1? x12? y158?????????2,000???????????58
  ,000???2? x26? y2105,??????????6,000???????????
  105,000??????????10,????????26,000????,??????202,
  000?

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?????(??)
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?????(??)

• ?14.3??14.1???????(scatter diagram),???????,??????
  ???????????????? x ??????,??? y
  ??????????????????????????,????????????????
• ??????????????,????????????,??????????????????????
  ?????,x?y???????????????,????????????????????????
  ???????????????????14.1?????????????????????b0?b1?
  ??

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(No Transcript)
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?????(??)

• ?? i ?????,?????????? ?i????????????(1,000)
  b0 ?????? y ?? b1 ???????? xi ? i
  ????????????(??)
• ?yi???? i ????????(??)?,???(14.4)?? ???? i
  ??????,???????????????????? yi????
  ??????????????????,????yi? ???????

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?????(??)

• ??????????????????????????????14.2??????,??10???(?
  ??)
• ??????????????????????

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?????(??)
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?????(??)

• ???????????????????14.4??????????
• ??????????(b15)??,??????????,???????????,????????
  (??????1,000,?????????)???????1,000?,??????????
  5,000???,??????????? 5?????

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(No Transcript)
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?????(??)

• ???????????????????????x?y???,???????????????x????
  ?y???????????,??????????????16,000????????????,???
  ????,???????????????140,000?

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14.3 ????

• SST?SSR?SSE????

SST SSR SSE
?? SST ???? SSR ????? SSE
?????
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????(??)

• ??????????,??????????? 605x???????x??????y???
  ????????????????????????????????

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????(??)
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????(??)
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(No Transcript)
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????(??)

• ??????????,???????????????????????,??SSE1530?SST
  15730,????(14.11)??SSR,???????? SSRSST-SSE15730
  -153014200
• ?????(a perfect fit)SSE 0
• ?????SSR0?SSESST?

32
????

• ????

r2 SSR/SST
?? SSR ????? SST ????
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????(??)

• ???????????,?????
• ??????????????,r2?????????????????????????????????
  ????,?????????????????? 605x???????,????????90.
  27??
• ???,?????????90.27 ??????????????????????????????
  ????????????????

34
??????
?? b1 ??????? ????????????(bgt0),??????????
?????????????????(blt0),???????????????
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??????(??)

• ????????,??????? 605x???????0.9027??????????
  ????,??(14.13)?????????
  ????????? rxy0.9501,???????????x,
  y???????????

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14.4 ??????????e?????
1. ???e?????????0?????
2. ???x???,e????(???s2)????
3. e????????
4. ???e?????????????
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??????????e?????

• ??
• 1. ? ???
• 2. ???x????? y ?,?????s2?????? x ???,??????
• 3. ?? x ??e??? x ??e?????,??,?? x???? y ???????
  x ???? y ????
• 4. ? y ?e?????,? y ??????????????

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(No Transcript)
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14.5 ?????
??????????????,??????ß1??? 0 ??????
??????????
t ??
F ??
?
??????????,??????????? e ???? s 2 ?
40
?????

• s 2 ????

??
41
?????

• s ????

• ???? s ??????????(standard error of the
  estimate)

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s 2 ????(??)

• 14.3??????????SSE1530,????s2???????

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b1 ?????

• ???

• ???

• ????
• ??

• b1 ??????

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????? t ??

• ????
• ?????

45
????? t ??

• ????

?? H0 ? p-? a ? t -t????? t t????
?? t??? ????? n - 2 ? t ????
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????? t ??(??)

• ??????????10???????????????,??????????????????????
  ?,???????????? 605x???,???????????????(????60
  ,????5)????????????,???????b0?b1????????????????
• ????????,s13.829,??,???14.2?????b1???????

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????? t ??(??)
1. ??????
2. ??????
a 0.05
3. ???????
?? H0 ? p-? 0.05 ? t gt 3.355 (????10-28)
4. ??????
48
????? t ??(??)
5. ?????????
6. ?????? H0
t 3.355 ??????0.005? ??,????????
t8.62????????0.005???????????,????????,???????t
8.62????p????0.005?20.01? Minitab?Excel??p??0.0
00???p?lta 0.01,????H0,????? ß???0??????????????
????????????????????
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?1 ?????

• ????? t ?????1 ?95???????????

• ??1 ????????1??????,???H0

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?1 ?????

• ?1 ??????????

b1? ????
?????1- a ,t ?????? ta/2? t ?,t ???????n-2?
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?1 ?????(??)

• ??,??????????? ß1 ??99 ????????B??2??,??? a
  0.01??n-210-28????,t0.0053.355?
• ??,ß1?99 ???????? b1 ta/2sb15
  3.355(0.5803)5 1.95???3.05?6.95?

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?1 ?????(??)

• ? a 0.01??????,??????99 ??????????????????????
  ß1?????0,???????3.05?6.95??,??????????H0,??????,??
  ???????????????????
• ????,?????????????? ß1???????? ß1??????????,????H0
  ,?????H0?

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????? F ??

• ????
• ?????

F MSR/MSE
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????? F ??

• ????

?? H0 ? p-? a ? F F?
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????? F ??(??)
1. ??????
a 0.05
2. ??????
F MSR/MSE
3. ???????
?? H0 ? p-? 0.05 ? F 74.24 (????10-28)
4. ??????
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????? F ??(??)
5. ?????????
F MSR/MSE 14200/191.2574.25
6. ?????? H0
F74.25?????????0.01? ??,??????p????0.01????Minita
b?Excel????p?0.000??p??? a0.01,???H0???????????
???????????????
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????? F ??(??)
58
?????????????

• ??????H0ß10??? x ? y ?????????,?????? x ? y
  ????????????????????????????????????,????????????

• ?????H0ß10??????????,????? x ? y ??????????? x
  ? y ?????,?????????? x ???,?????????? y ????

59
?????????????
60
?????????????(??)
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14.6 ????????????????

• E(yp) ?????

• yp ?????

?? ?????1- a,?t?/2????? n-2? t ???????
62
???(??)

• ??????????,? x10(?10,000???)??????????????11
  0,000?

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E(yp) ?????(??)
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E(yp) ?????(??)
??????10,000????????????????????95????,???????a/
20.025?????n-210-28??????B??2,?? ta/2 2.306?
110 ? 11.415 98.585 ? 121.415
??????,????????10,000???????????????95 ?????
110,000 11,415???,??????10,000??,?????????????
??? 98,585? 121,415?
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(No Transcript)
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??y????????(??)
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Prediction Interval for yp
?? t2.306? s14.69,?????Talbot??????????????95
????
110 ? 33.875 79.125 ? 143.875
??????,????? 110,000 33,875? 76,125?
143,875???,????????????????10,000????????????????
???(98,585? 121,415)??????????y?????????????????
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(No Transcript)
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14.7 ????
70
14.8 ??????????

• ????????? e ????????,????????????????????????????
  ??

• ???????e?????,?????????e?????????????

• ? i ???????

• ???????????????

71
??????????

• ????? e ???
• 1. E(e)0?
• 2. e ????,??? s2,??? x ????
• 3. e ??????
• 4. ??? e ???????

72
??????????(??)
73
(No Transcript)
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??x?????

• ????????,?????x???

e ???????????????????????????????,????????????????
,??14.12???A?
e ??????????,??,?x????,????????????,???????14.12??
B,??,e ??????????????
???????????C??,??,????????????????????????????????
?(curvilinear)???????????
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??x?????(?14.12(A))
????
??
0
x
76
??x?????(?14.12(B))
???????
??
0
x
77
??x?????(?14.12(C))
???????
??
0
x
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??x?????(??)

• ???14.11?????????????????14.12??A?????,???????????
  ??????????????????????????????????????,???????????
  ????????????????????

79
?? ?????

• ????????????? ????,????????????????????????
• ?14.13??????????14.13?????? x ????????????????????
  ???????????????,?? y ??????? x ???????????????????
  ?,????????????,?????????? y ?????

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(No Transcript)
81
?????

• ??????????????????????????????,???????????????????
  ,?????????????????,???????0???,???????????????????
  ???(standardized residual)?

82
?????
83
?????(??)
84
?????(??)
85
?????

• ???????????????????????????????(normal
  probability plot)??????????????,?????????(normal
  score)????
• ????????0????1??????????10??,??10????????,????????
  ????????????????????????????????????????????????(f
  irst-order statistic)?

86
?????

• ???????,??????????,?????10???????,??????????-1.55?
  ???????????????????10,??10?????,??10?????(??14.9)?
  ????,??????n????,??n?????n??????

87
?????(??)

• ???????,???10?????????????????????????????????14.8
  ?10????????,????????????????????14.10???????????,?
  ???????????????????,????????????????????,?????
• ?????????,???????????,???????,??????????????,?????
  ???????45?????????????????(normal probability
  plot)?

88
?????(??)
89
?????(??)

• ?14.15?????????????????????45?????????????????????
  ????????????14.15??????45?,??,????????????????????
  ????
• ??,??????45??,????????????????????????????????,???
  ??????????????Minitab???????????????????????????

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(No Transcript)
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14.9 ????????????????

• ?14.16???????(outlier)????????????????????????????
  ?????(???)?
• ??????????????????????????????,????,??????????????
  ?????????????,?????????
• ??,????????????????,?????,???????

92
????????????????
93
?????(??)

• ???14.11?????14.17?????????????????(x43,
  y475)?,??????????????????
• ?????????????????????????????????????(??14.16????)
  ,??????????????????????????????????????????????
• ?14.18???Minitab??14.11????????????????

94
?????(??)
95
?????(??)
96
?????(??)
97
?????(??)
98
??????????

• ?14.20?????????????????(influential
  observation)??????????????????,?????????????????,?
  ??????????????,?? y ??????????,?????????,?????????
  ?????????????????????,????????????
• ????????????????????(high leverage
  point)??14.20??????????????????

99
??????????
100
??????????(??)

• ?14.21??14.12???????,??????7????(x70,
  y100)???x????,???????????????

101
??????????(??)
102
??????????(??)

• ???????,???(14.33)????????????????????,Minitab
  ?higt6/n?????????????14.12??????,6/n6/70.86???h7
  0.94gt0.86,Minitab???7??????????
• ?14.22????????????Minitab????7????(x70,
  y100)????????????,???????????,??????X?

103
??????????(??)
104
End of Chapter 14