11 coklu regresyon

7/25/2019 11 Coklu Regresyon

1/15

16.07.2012

1

OKL REGRESON MODEL,ANOA ABLOS,

MARSLERLE REGRESONMLEMES,REGRESON

KASAILARININ ORM

1Prof.Dr.A.KARACABEY

Do.Dr.F.GKGZ

OKL REGRESON MODEL

E . E , .

. B . B , . B " ( )" .


Do.Dr.F.GKGZ


2/15

16.07.2012

2

..

;

0+11+22+++0++

EKK . .


Do.Dr.F.GKGZ

EKK :

(2 3) ()

+2+3+ . B

B


Do.Dr.F.GKGZ


3/15

16.07.2012

3

K :

. A , . F .(=1,2,3)

YYy

i XXx ii=

=


Do.Dr.F.GKGZ


Do.Dr.F.GKGZ


4/15

16.07.2012

4

.. R

R2 . B , . G R2 ; (,,..,

)


Do.Dr.F.GKGZ

D R2: R2

. R2

. B R2 .( R2 )

: : (+)


Do.Dr.F.GKGZ


5/15

16.07.2012

5

..

1

().


Do.Dr.F.GKGZ

.. M

. B .

R , ,

. B .

G .


Do.Dr.F.GKGZ


6/15

16.07.2012

6

ANOA ABLOS R

.

SS:

SSE:

SSR:

= )(2

YYiSST

=

)(

^ 2

YY iiSSE

YYYYn

ii

SSR2

22

^^

)( == 11Prof.Dr.A.KARACABEYDo.Dr.F.GKGZ

..

KaynakKaynak

(sov)(sov)

SerbestlikSerbestlik

derecesi(sderecesi(s

d veya df)d veya df)

SSSS MSMS FF

ModelModel

(regresyo(regresyo

n)n)

22--1=11=1 SSRSSR MSR=MSR=

SSR/2SSR/2--11

MSR/MSMSR/MSEE

ArtkArtk nn--22 SSESSE MSE=MSE=

SSE/nSSE/n--22

ToplamToplam nn--11 SSTSST


Do.Dr.F.GKGZ


7/15

16.07.2012

7

.. A F

() .

A : R2=SSR/SS

R2

.


Do.Dr.F.GKGZ

M R :

R . B .

R =0+1+ (=1,2,,) .

B . O

:

1=0+11+12=0+12+2

...

...

=0+1+ 14Prof.Dr.A.KARACABEYDo.Dr.F.GKGZ


8/15

16.07.2012

8

.. B

:

=

Y

Y

Y

n

Y

...

...2

1

=aa

1

0

=

X

X

X

n

X

1

......

......

1

1

2

1

=

e

e

e

n

e

...

...2

1

eXY +=


Do.Dr.F.GKGZ

: , EKK ;

M 2 1 . B 0, 1 .B .

( ) YXXX'

1^

'

=

^


Do.Dr.F.GKGZ


9/15

16.07.2012

9

.. A

:

B ;

^^

XY =

Ye Y^^

=


Do.Dr.F.GKGZ

R K :

.

1. =0+11+++. B 0 , , , , . (=1,2,,)


Do.Dr.F.GKGZ


10/15

16.07.2012

10

.. 0 ( =0)

.

.

K Q =100.5P+0.7 .(P : , :, Q

:) ( L)

0=10:K 10 L .

1=0.5: K

1 L 0.5 L .2=0.7: K 1

L 0.7 L.


Do.Dr.F.GKGZ

..

2. %

: =0+11+++.

% 0 % .

% () %1 % .

E , M , P % , : 0.+0.20.4+0.


Do.Dr.F.GKGZ


11/15

16.07.2012

11

. : 0=0.9: (M, , P)

%0.9 .

: 1=0.2: % %1 %0.2 .

2= 0.4 : ???

3= 0.8 : ???


Do.Dr.F.GKGZ

RNEK GLAMA


Do.Dr.F.GKGZ


12/15

16.07.2012

12

A ,

. .

ii XXii YYii11 163163 165165

22 164164 167167

33 170170 169169

44 172172 170170

55 165165 164164

66 167167 168168

77 168168 171171

88 166166 16316323

Prof.Dr.A.KARACABEYDo.Dr.F.GKGZ

S:

) R .

) 0,1, .

) 169 ().

) A .


Do.Dr.F.GKGZ


13/15

16.07.2012

13

: ()

0+1+ =8 =1,2,,8

1=0+11+1

8=0+18+8

=

163...

167

165

Y

=

1661......

1641

1631

X

=

a

a

1

0

=

e

ee

e

8

2

1

...

eXY +=25


: ()

( ) YXXX'

1^

'

=

=

=

XXX

X

XX

XXXX

ii

iX 2

8

2

1

821

' 8

1

......

1

1

...

1...11

( )( )

=

=

0154.05723.2

5723.23699.429

88

1'2

22

1

XXX

XXXX

i

ii

i i

=

=

=

223155

1337

......

1...11

8

2

1

821

'

YXY

Y

YY

XXXX

ii

iY


Do.Dr.F.GKGZ


14/15

16.07.2012

14

.( )

==

6647.0

1965.56' '1

^

YXXX

XXaaY iii 6647.01965.5610^^^

+=+=

=

==

55.166

...

54.167

6647.0

1965.56

1661

......

1631^^

XY

002.0

55.3

...

43.0^^^

=

== eYe iY27


M: ()

= 169

:

.53.1686647.01965.56^

cmXY +=

79.28^

21.30^

59

125.16713378

11

22

2

22

===

==

=

===

SSESSTni

SSR

iSSE

nSST

nY

YY

e

YY

Y

i

i


Do.Dr.F.GKGZ


15/15

16.07.2012

A :KaynakKaynak SdSd SSSS MSMS FF

ModelModel 22--1=11=1 28.7928.79 28.79/128.79/1 28.79/5.028.79/5.03535

ArtkArtk 88--2=62=6 30.2130.21 30.21/630.21/6

ToplamToplam 88--1=71=7 5959

R2=SSR/SS=0.48796 %49 .

B 1 0.6647 . A 56.1965 .


Do.Dr.F.GKGZ

BAARILAR


Do.Dr.F.GKGZ

11 coklu regresyon

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