多元线性回归预测:餐馆营业额与多因素实战

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                    <p style="text-align:center;"><strong style="letter-spacing:.544px;text-align:center;font-size:14px;"><img style="font-size:17px;letter-spacing:.544px;" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_png/y2fhgP4leThSFO11jUapfG5MmrJnqs1IiaBteLQbiaUvvS5Hy5HDxt7bp5CiayVTxxgw3gc5GaOLjOvmccGSDznog/640?wx_fmt=png" alt="640?wx_fmt=png"></strong></p><p style="min-height:1em;letter-spacing:.544px;border-width:0px;font-size:16px;vertical-align:baseline;font-family:'-apple-system', 'Helvetica Neue', Helvetica, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', SimSun, 'Segoe UI', Roboto, sans-serif;"><span style="color:rgb(136,136,136);">作者:</span><strong style="color:rgb(136,136,136);">herain</strong><span style="color:rgb(136,136,136);">&nbsp; R语言中文社区专栏作者</span><br></p><p style="min-height:1em;letter-spacing:.544px;border-width:0px;font-size:16px;vertical-align:baseline;font-family:'-apple-system', 'Helvetica Neue', Helvetica, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', SimSun, 'Segoe UI', Roboto, sans-serif;"><span style="color:rgb(136,136,136);">知乎ID:https://www.zhihu.com/people/herain-14</span></p><p style="min-height:1em;letter-spacing:.544px;line-height:27.2px;"><span style="font-size:16px;"><strong style="letter-spacing:.544px;"><br></strong></span></p><p style="min-height:1em;letter-spacing:.544px;line-height:27.2px;"><span style="font-size:16px;"><strong style="letter-spacing:.544px;">前言</strong></span></p><p><a href="http://mp.weixin.qq.com/s?__biz=MzA3MTM3NTA5Ng==&amp;mid=2651060000&amp;idx=1&amp;sn=0f3ede69c91eb7df503a3ea6407be882&amp;chksm=84d9d6b7b3ae5fa1b461c25f9c5aaad44b8f8639df356471e3741a3fd8a044de7b822e72c7ed&amp;scene=21#wechat_redirect" rel="nofollow" style="font-size:16px;text-decoration:underline;" target="_blank"><span style="font-size:16px;">上篇</span></a><span style="font-size:16px;"><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;">我们用一元线性回归预测</span><span style="font-size:16px;letter-spacing:.544px;text-align:justify;">销售收入与广告支出实战,但</span>世界是复杂的,有因有果,因果迭交,我们常说事或物是多种因素共同作用的结果,今天我们从统计学角度,去分析多种因素是怎么样作用一种事物,产生不一样的结果。</span></p><p><br></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>综述</strong></span><p style="min-height:1em;letter-spacing:.544px;"><span style="font-size:16px;color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;">以餐馆营业额作为果(y= 日均营业额/万元),周边居民人数(x1 /万人),用餐平均支出(x2 / 元/人),周边居民月平均收入(x3/ 元),周边餐馆数(x4/ 个),距市中心距离(x5/ km)作为因素,来探索因与果之间的回归模型,发现规律,改善餐馆营销方式,提高餐馆的营业额。<br></span></p><p style="min-height:1em;letter-spacing:.544px;"><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;"><br></span></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>分析步骤</strong></span><h2><span style="font-size:16px;"><strong>餐馆营业额与多因素的回归模型分析步骤:</strong></span></h2><p style="text-align:left;"><span style="font-size:16px;">1.确定所关注的因变量y 和影响因变量的k个自变量</span></p><p style="text-align:left;"><span style="font-size:16px;">2.假定因变量y 与 k 个自变量之间为线性关系,并建立线性关系模型</span></p><p style="text-align:left;"><span style="font-size:16px;">3.对模型进行估计和检验</span></p><p style="text-align:left;"><span style="font-size:16px;">4.判别模型中是否存在多重共线性,如果存在,进行处理</span></p><p style="text-align:left;"><span style="font-size:16px;">5.利用回归方程进行预测</span></p><p style="text-align:left;"><span style="font-size:16px;">6.对回归模型进行诊断</span></p><p style="min-height:1em;letter-spacing:.544px;"><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;"><br></span></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>1 确定因变量y和影响因变量的k个自变量</strong></span><p><span style="font-weight:600;font-size:16px;">1.1 </span><span style="font-size:16px;"><strong>确定因变量和自变量</strong></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;"><span style="font-size:16px;font-weight:600;">y:餐馆营业额作为果</span>(y= 日均营业额/万元)</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;"><strong>k个自变量为:</strong></span></p><ul class="list-paddingleft-2" style="list-style-type:disc;"><li><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">周边居民人数(x1 /万人)</span></p></li><li><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">用餐平均支出(x2 / 元/人)</span></p></li><li><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">周边居民月平均收入(x3/ 元)</span></p></li><li><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">周边餐馆数(x4/ 个)</span></p></li><li><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">距市中心距离(x5/ km)</span></p></li></ul><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p><span style="font-weight:600;font-size:16px;">1.2 </span><span style="font-size:16px;"><strong>分析的数据:</strong></span></p><blockquote><pre style="font-size:.9em;"><code class="language-text" style="font-family:Menlo, Monaco, Consolas, 'Andale Mono', 'lucida console', 'Courier New', monospace;font-size:inherit;"><span style="font-size:16px;"> &nbsp; index &nbsp; &nbsp;y &nbsp; &nbsp;x1 &nbsp; &nbsp;x2 &nbsp; &nbsp;x3 x4 &nbsp; x5
1 &nbsp; &nbsp; &nbsp;1 53.2 163.0 168.6 &nbsp;6004 &nbsp;5 &nbsp;6.5
2 &nbsp; &nbsp; &nbsp;2 18.5 &nbsp;14.5 &nbsp;22.5 &nbsp; 209 11 16.0
3 &nbsp; &nbsp; &nbsp;3 11.3 &nbsp;88.2 109.4 &nbsp;1919 10 18.2
4 &nbsp; &nbsp; &nbsp;4 84.7 151.6 277.0 &nbsp;7287 &nbsp;7 10.0
5 &nbsp; &nbsp; &nbsp;5 &nbsp;7.3 &nbsp;79.1 &nbsp;17.4 &nbsp;5311 15 17.5
6 &nbsp; &nbsp; &nbsp;6 17.9 &nbsp;60.4 &nbsp;93.0 &nbsp;6109 &nbsp;8 &nbsp;3.6
7 &nbsp; &nbsp; &nbsp;7 &nbsp;2.5 &nbsp;53.2 &nbsp;21.5 &nbsp;4057 17 18.5
8 &nbsp; &nbsp; &nbsp;8 27.3 108.5 114.5 &nbsp;4161 &nbsp;3 &nbsp;4.0
9 &nbsp; &nbsp; &nbsp;9 &nbsp;5.9 &nbsp;48.7 &nbsp;61.3 &nbsp;2166 10 11.6
10 &nbsp; &nbsp;10 23.9 142.8 129.8 11125 &nbsp;9 14.2
11 &nbsp; &nbsp;11 69.4 214.7 159.4 13937 &nbsp;2 &nbsp;2.5
12 &nbsp; &nbsp;12 20.6 &nbsp;65.6 &nbsp;91.0 &nbsp;4000 18 12.0
13 &nbsp; &nbsp;13 &nbsp;1.9 &nbsp;13.2 &nbsp; 6.1 &nbsp;2841 14 12.8
14 &nbsp; &nbsp;14 &nbsp;3.0 &nbsp;60.9 &nbsp;60.3 &nbsp;1273 26 &nbsp;7.8
15 &nbsp; &nbsp;15 &nbsp;7.3 &nbsp;21.2 &nbsp;51.1 &nbsp;2404 34 &nbsp;2.7
16 &nbsp; &nbsp;16 46.2 114.3 &nbsp;73.6 &nbsp;6109 12 &nbsp;3.2
17 &nbsp; &nbsp;17 78.8 299.5 171.7 15571 &nbsp;4 &nbsp;7.6
18 &nbsp; &nbsp;18 11.1 &nbsp;78.9 &nbsp;38.8 &nbsp;4228 11 11.0
19 &nbsp; &nbsp;19 &nbsp;8.6 &nbsp;90.0 105.3 &nbsp;3772 15 28.4
20 &nbsp; &nbsp;20 48.9 160.3 161.5 &nbsp;6451 &nbsp;5 &nbsp;6.2
21 &nbsp; &nbsp;21 22.1 &nbsp;84.0 122.6 &nbsp;3275 &nbsp;9 10.8
22 &nbsp; &nbsp;22 11.1 &nbsp;78.9 &nbsp;38.8 &nbsp;4228 10 33.7
23 &nbsp; &nbsp;23 &nbsp;8.6 &nbsp;90.0 105.3 &nbsp;3772 14 16.5
24 &nbsp; &nbsp;24 48.9 160.3 161.5 &nbsp;6451 &nbsp;6 &nbsp;9.3
25 &nbsp; &nbsp;25 22.1 &nbsp;84.0 122.6 &nbsp;3275 10 11.6</span></code></pre></blockquote><p><br></p><span style="color:rgb(255,255,255);font-size:15px;"><strong>2 建立线性关系模型</strong></span><p><strong><span style="font-size:16px;">公式:</span></strong></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="1028" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHUgiaNibHYcbK4uLI7ibIcFedc1JWKX1ib6aVib2NxNWBuLEJwUZwibkia1F2w/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">2.1 </span><span style="font-size:16px;"><strong>绘制多个变量的相关图:</strong></span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs vbnet"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;">&gt; library(corrgram)</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; corrgram(example10_1[<span class="hljs-number">2</span>:<span class="hljs-number">7</span>], <span class="hljs-keyword">order</span>=T, lower.panel=panel.shade,upper.panel=panel.pie,<span class="hljs-keyword">text</span>=panel.txt)</div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="1196" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHWribpXX2tXM8Qzib6Hv0lAib2Y6fjVOpVvuf8ibGdZNdp3SehSYbAe70Mg/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"><figcaption style="font-size:.9em;line-height:1.5;text-align:center;color:rgb(153,153,153);"><span style="font-size:16px;">6个变量之间的相关图(相关系数矩阵图)</span></figcaption></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">解读相关系数矩阵图,请参考搜索,获取了解。蓝色表示正相关,红色表示负相关,对应颜色的饼图表示相关的度。</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">2.2 </span><span style="font-size:16px;"><strong>建立回归模型(检测报告,模型进行估计和检验用到了如下检测结果):</strong></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">检测报告:</span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs vbnet"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;"><span class="hljs-meta">#回归模型拟合</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; fit1 &lt;- lm(y~x1+x2+x3+x4+x5, data=example10_1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; summary(fit1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-keyword">Call</span>:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">lm(formula = y ~ x1 + x2 + x3 + x4 + x5, data = example10_1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residuals:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; Min &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span>Q &nbsp; Median &nbsp; &nbsp; &nbsp; <span class="hljs-number">3</span>Q &nbsp; &nbsp; &nbsp;Max </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">-16.7204</span> &nbsp;<span class="hljs-number">-6.0600</span> &nbsp; <span class="hljs-number">0.7152</span> &nbsp; <span class="hljs-number">3.2144</span> &nbsp;<span class="hljs-number">21.4805</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Coefficients:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="13"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Estimate Std. <span class="hljs-keyword">Error</span> t value Pr(&gt;|t|) &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="14"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">(Intercept) &nbsp;<span class="hljs-number">4.2604768</span> <span class="hljs-number">10.4679833</span> &nbsp; <span class="hljs-number">0.407</span> &nbsp;<span class="hljs-number">0.68856</span> &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="15"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">0.1273254</span> &nbsp;<span class="hljs-number">0.0959790</span> &nbsp; <span class="hljs-number">1.327</span> &nbsp;<span class="hljs-number">0.20037</span> &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="16"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">0.1605660</span> &nbsp;<span class="hljs-number">0.0556834</span> &nbsp; <span class="hljs-number">2.884</span> &nbsp;<span class="hljs-number">0.00952</span> **</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="17"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x3 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">0.0007636</span> &nbsp;<span class="hljs-number">0.0013556</span> &nbsp; <span class="hljs-number">0.563</span> &nbsp;<span class="hljs-number">0.57982</span> &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="18"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x4 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">-0.3331990</span> &nbsp;<span class="hljs-number">0.3986248</span> &nbsp;<span class="hljs-number">-0.836</span> &nbsp;<span class="hljs-number">0.41362</span> &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="19"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">-0.5746462</span> &nbsp;<span class="hljs-number">0.3087506</span> &nbsp;<span class="hljs-number">-1.861</span> &nbsp;<span class="hljs-number">0.07826</span> . </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="20"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">---</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="21"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Signif. codes: &nbsp;<span class="hljs-number">0</span> ‘***’ <span class="hljs-number">0.001</span> ‘**’ <span class="hljs-number">0.01</span> ‘*’ <span class="hljs-number">0.05</span> ‘.’ <span class="hljs-number">0.1</span> ‘ ’ <span class="hljs-number">1</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="22"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="23"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residual standard <span class="hljs-keyword">error</span>: <span class="hljs-number">10.65</span> <span class="hljs-keyword">on</span> <span class="hljs-number">19</span> degrees <span class="hljs-keyword">of</span> freedom</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="24"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Multiple R-squared: &nbsp;<span class="hljs-number">0.8518</span>, &nbsp; &nbsp;Adjusted R-squared: &nbsp;<span class="hljs-number">0.8128</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="25"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">F-statistic: <span class="hljs-number">21.84</span> <span class="hljs-keyword">on</span> <span class="hljs-number">5</span> <span class="hljs-keyword">and</span> <span class="hljs-number">19</span> DF, &nbsp;p-value: <span class="hljs-number">2.835e-07</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="26"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="27"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#计算回归系数的置信区间</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="28"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; confint(fit1, level=<span class="hljs-number">0.95</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="29"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">2.5</span> % &nbsp; &nbsp; &nbsp; <span class="hljs-number">97.5</span> %</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="30"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">(Intercept) <span class="hljs-number">-17.649264072</span> <span class="hljs-number">26.170217667</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="31"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">-0.073561002</span> &nbsp;<span class="hljs-number">0.328211809</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="32"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">0.044019355</span> &nbsp;<span class="hljs-number">0.277112598</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="33"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x3 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">-0.002073719</span> &nbsp;<span class="hljs-number">0.003600932</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="34"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x4 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">-1.167530271</span> &nbsp;<span class="hljs-number">0.501132297</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="35"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">-1.220868586</span> &nbsp;<span class="hljs-number">0.071576251</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="36"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="37"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#输出方差分析表</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="38"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; anova(fit1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="39"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Analysis <span class="hljs-keyword">of</span> Variance Table</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="40"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="41"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Response: y</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="42"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Df &nbsp;Sum Sq Mean Sq F value &nbsp; &nbsp;Pr(&gt;F) &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="43"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> <span class="hljs-number">10508.9</span> <span class="hljs-number">10508.9</span> <span class="hljs-number">92.7389</span> <span class="hljs-number">9.625e-09</span> ***</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="44"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp;<span class="hljs-number">1347.1</span> &nbsp;<span class="hljs-number">1347.1</span> <span class="hljs-number">11.8878</span> &nbsp;<span class="hljs-number">0.002696</span> ** </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="45"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x3 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">85.4</span> &nbsp; &nbsp;<span class="hljs-number">85.4</span> &nbsp;<span class="hljs-number">0.7539</span> &nbsp;<span class="hljs-number">0.396074</span> &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="46"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x4 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">40.5</span> &nbsp; &nbsp;<span class="hljs-number">40.5</span> &nbsp;<span class="hljs-number">0.3573</span> &nbsp;<span class="hljs-number">0.557082</span> &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="47"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp; <span class="hljs-number">392.5</span> &nbsp; <span class="hljs-number">392.5</span> &nbsp;<span class="hljs-number">3.4641</span> &nbsp;<span class="hljs-number">0.078262</span> . &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="48"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residuals <span class="hljs-number">19</span> &nbsp;<span class="hljs-number">2153.0</span> &nbsp; <span class="hljs-number">113.3</span> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="49"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">---</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="50"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Signif. codes: &nbsp;<span class="hljs-number">0</span> ‘***’ <span class="hljs-number">0.001</span> ‘**’ <span class="hljs-number">0.01</span> ‘*’ <span class="hljs-number">0.05</span> ‘.’ <span class="hljs-number">0.1</span> ‘ ’ <span class="hljs-number">1</span></div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><p><span style="font-size:16px;"><span style="font-family:'宋体';">从检验结果可以看出</span> x1<span style="font-family:'宋体';">,</span>x2<span style="font-family:'宋体';">,</span>x5 <span style="font-family:'宋体';">对</span> y <span style="font-family:'宋体';">的总误差平方和贡献显著。</span></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;"><br></span></p><p><strong><span style="font-size:16px;">2.3 回归模型方程式:</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">计算:y = 4.2604768 + 0.1273254*x1 + 0.1605660*x2 + 0.0007636x3 -0.3331990 x4 -0.5746462 * x5</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>3 对模型进行估计和检验</strong></span><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">3.1 </span><strong><span style="font-size:16px;">拟合优度检验</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">多重决定系数是多元线性回归中回归平方和SSR 占 总平方和SST的比例,计算公式为:</span></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="658" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcH1qhvESWj7JcbcBibhtPRlb7PiaFMdHJvZJ86gfzpoSua3RkH1xd1SBrg/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">它表示因变量y的总误差中被多少个自变量共同解释的比例。</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">为避免增加自变量而高估多重决定系数,统计学家使用样本量n和自变量的个数k 去调整&nbsp;<span style="font-size:16px;font-weight:600;">多重决定系数:</span></span></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="714" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHAM6ibbUuo3rnMHibPTYIYUkEFRaiayibsMHdmjDHrk0qfBxsrZLsSqXRkw/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">计算知:多重决定系数为:0.8518,说明日均营业额时与周边居民人数,用餐平均支出,周边居民月平均收入,周边餐馆数和距离市中心这5个自变量模型的拟合度较高。</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">Multiple R-squared: 0.8518,    Adjusted R-squared: 0.8128</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">3.2 </span><strong><span style="font-size:16px;">估计标准误:</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">标准误 就是指 残差的标准差,计算公式:</span></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="850" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHREr2hQrLEXjtfcCib1UoYktV8S7eCz20kD6NU23ibRsYCxvRUouokd9w/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">计算知:估计的标准误差为:10.65,根据建立的多元线性回归方程,周边居民人数,用餐平均支出,周边居民月平均收入,周边餐馆数和距离市中心这5个自变量预测日均营业额时,平均的预测误差为10.65万元<br><br>Residual standard error: 10.65 on 19 degrees of freedom<br></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;"><br></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">3.3 </span><strong><span style="font-size:16px;">模型的显著性检验</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">包含如下检验:线性关系检验,回归系数检验。请参考 (2.2处:检测报告)诠释如下两种假设,此次省略具体说明。</span></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="712" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHSgOh6SE3XbYLNTJW6smj0qEQZAxVwkqcWfqCIsrHWjRJrIzA4kvialg/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="732" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHVHojL5xFXWMIbC38Fyu7YKN8syZ2vHFHD5AZIHVJgHuicPL2xYzFhGQ/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">3.4 </span><strong><span style="font-size:16px;">模型诊断</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">绘制残差图诊断模型</span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs swift"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;">&gt; par(mfrow=<span class="hljs-built_in">c</span>(<span class="hljs-number">1</span>,<span class="hljs-number">2</span>), mai=<span class="hljs-built_in">c</span>(<span class="hljs-number">0.8</span>,<span class="hljs-number">0.8</span>,<span class="hljs-number">0.4</span>,<span class="hljs-number">0.1</span>),cex=<span class="hljs-number">0.8</span>,cex.main=<span class="hljs-number">0.7</span>)</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(fit1,which=<span class="hljs-number">1</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(fit1,which=<span class="hljs-number">2</span>)</div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="1200" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHbPqKaibblib9Viau2ClFGIicGny8FMMxTO0Ye0BnoVPic7DPkEWE6ypicW7w/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"><figcaption style="font-size:.9em;line-height:1.5;text-align:center;color:rgb(153,153,153);"><span style="font-size:16px;">残差图</span></figcaption></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">在图中发现点2,4,16具有较大残差,残差的正态性存在问题(可以考虑重建模型,或者剔除较大残差值),如下我们剔除点 2,4 重新建立回归模型:</span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs bash"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;"><span class="hljs-comment">#再次绘制残差图</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; par(mfrow=c(1,2), mai=c(0.8,0.8,0.4,0.1),cex=0.8,cex.main=0.7)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(newfit1,<span class="hljs-built_in">which</span>=1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(newfit1,<span class="hljs-built_in">which</span>=2)</div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="1200" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcH1pp6rO6vcvom0eU1AoOfkWNvBHo9RIr2IIRm2ialqSia6CF5P4K0gfBA/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"><figcaption style="font-size:.9em;line-height:1.5;text-align:center;color:rgb(153,153,153);"><span style="font-size:16px;">去掉点2,4的残差图</span></figcaption></figure><span style="color:rgb(255,255,255);font-size:16px;"><strong>4 判别模型中是否存在多重共线性</strong></span><p style="min-height:1em;letter-spacing:.544px;"><span style="font-weight:600;color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;">4.1 </span><strong><span style="font-size:16px;">判别的重要性</span></strong></p><p><span style="font-size:16px;">变量之间的高度相关性,造成回归结果的混乱。多重共性性可能对参数估计值的正负号产生影响。<br></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">4.2 </span><strong><span style="font-size:16px;">识别共线性和处理</span></strong></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs vbnet"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;"><span class="hljs-meta">#1,自变量之间的相关系数及其检验</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; library(psych)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; corr.test(example10_1[<span class="hljs-number">3</span>:<span class="hljs-number">7</span>], use=<span class="hljs-string">"complete"</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-keyword">Call</span>:corr.test(x = example10_1[<span class="hljs-number">3</span>:<span class="hljs-number">7</span>], use = <span class="hljs-string">"complete"</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Correlation matrix </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp;x1x2x3x4x5</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp;<span class="hljs-number">1.00</span> &nbsp;<span class="hljs-number">0.74</span> &nbsp;<span class="hljs-number">0.88</span> <span class="hljs-number">-0.62</span> <span class="hljs-number">-0.28</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp;<span class="hljs-number">0.74</span> &nbsp;<span class="hljs-number">1.00</span> &nbsp;<span class="hljs-number">0.55</span> <span class="hljs-number">-0.54</span> <span class="hljs-number">-0.32</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x3 &nbsp;<span class="hljs-number">0.88</span> &nbsp;<span class="hljs-number">0.55</span> &nbsp;<span class="hljs-number">1.00</span> <span class="hljs-number">-0.52</span> <span class="hljs-number">-0.29</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x4 <span class="hljs-number">-0.62</span> <span class="hljs-number">-0.54</span> <span class="hljs-number">-0.52</span> &nbsp;<span class="hljs-number">1.00</span> &nbsp;<span class="hljs-number">0.10</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 <span class="hljs-number">-0.28</span> <span class="hljs-number">-0.32</span> <span class="hljs-number">-0.29</span> &nbsp;<span class="hljs-number">0.10</span> &nbsp;<span class="hljs-number">1.00</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Sample Size </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="13"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">[<span class="hljs-number">1</span>] <span class="hljs-number">25</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="14"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Probability values (Entries above the diagonal are adjusted <span class="hljs-keyword">for</span> multiple tests.) </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="15"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> x1 &nbsp; x2 &nbsp; x3 &nbsp; x4 &nbsp; x5</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="16"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 <span class="hljs-number">0.00</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.01</span> <span class="hljs-number">0.47</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="17"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 <span class="hljs-number">0.00</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.03</span> <span class="hljs-number">0.03</span> <span class="hljs-number">0.46</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="18"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x3 <span class="hljs-number">0.00</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.04</span> <span class="hljs-number">0.47</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="19"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x4 <span class="hljs-number">0.00</span> <span class="hljs-number">0.01</span> <span class="hljs-number">0.01</span> <span class="hljs-number">0.00</span> <span class="hljs-number">0.65</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="20"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 <span class="hljs-number">0.18</span> <span class="hljs-number">0.12</span> <span class="hljs-number">0.16</span> <span class="hljs-number">0.65</span> <span class="hljs-number">0.00</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="21"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="22"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> <span class="hljs-keyword">To</span> see confidence intervals <span class="hljs-keyword">of</span> the correlations, print <span class="hljs-keyword">with</span> the <span class="hljs-built_in">short</span>=<span class="hljs-literal">FALSE</span> <span class="hljs-keyword">option</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="23"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="24"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#2,考察回归系数的显著性</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="25"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#3,分析回归系数的正负号</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="26"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#4,用容忍度和方差膨胀因子(VIF),VIF 大于10 存在严重的共线性:</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="27"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; library(car)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="28"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">载入需要的程辑包:carData</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="29"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">载入程辑包:‘car’</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="30"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">The following <span class="hljs-built_in">object</span> <span class="hljs-keyword">is</span> masked <span class="hljs-keyword">from</span> ‘package:psych’:logit</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="31"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="32"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; library(carData)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="33"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; vif(fit1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="34"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp;x1 &nbsp; x2 &nbsp; x3 &nbsp; x4 &nbsp; x5 </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="35"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">8.233159</span> <span class="hljs-number">2.629940</span> <span class="hljs-number">5.184365</span> <span class="hljs-number">1.702361</span> <span class="hljs-number">1.174053</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="36"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; <span class="hljs-number">1</span>/vif(fit1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="37"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; x1x2x3x4x5 </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="38"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">0.1214601</span> <span class="hljs-number">0.3802368</span> <span class="hljs-number">0.1928877</span> <span class="hljs-number">0.5874195</span> <span class="hljs-number">0.8517500</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="39"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; </div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">如上分析数据可知,不存在严重的共线性问题</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">4.3 </span><strong><span style="font-size:16px;">变量的选择与逐步回归</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">建立模型之前就有选择的确定进入模型的自变量,也可以避免多重共线性问题,变量的选择方法主要有&nbsp;</span><strong><span style="font-size:16px;">向前选择,向后剔除,逐步回归</span></strong><span style="font-size:16px;"><span style="font-size:16px;font-weight:600;">&nbsp;</span>等。</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">逐步回归以 赤池信息准则AIC为选择标准,选择AIC最小的变量建立模型,计算公式为:</span></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="598" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHkm2GgVkr8Rt2k1RDSiaQ5BFkfQicuibBG8icxukLwIEN76Oic88CQVJznHA/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">式中,n为样本量;p为模型中参数的个数(包括常数项)</span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs vbnet"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;"><span class="hljs-meta">#对模型fit1进行逐步回归</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; fit2 &lt;-<span class="hljs-keyword">step</span>(fit1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Start: &nbsp;AIC=<span class="hljs-number">123.39</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">y ~ x1 + x2 + x3 + x4 + x5</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; Df Sum <span class="hljs-keyword">of</span> Sq &nbsp; &nbsp;RSS &nbsp; &nbsp;AIC</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x3 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp; <span class="hljs-number">35.96</span> <span class="hljs-number">2189.0</span> <span class="hljs-number">121.81</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x4 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp; <span class="hljs-number">79.17</span> <span class="hljs-number">2232.2</span> <span class="hljs-number">122.30</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&lt;none&gt; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">2153.0</span> <span class="hljs-number">123.39</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x1 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">199.42</span> <span class="hljs-number">2352.4</span> <span class="hljs-number">123.61</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x5 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">392.54</span> <span class="hljs-number">2545.6</span> <span class="hljs-number">125.58</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x2 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">942.22</span> <span class="hljs-number">3095.2</span> <span class="hljs-number">130.47</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="13"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="14"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-keyword">Step</span>: &nbsp;AIC=<span class="hljs-number">121.81</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="15"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">y ~ x1 + x2 + x4 + x5</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="16"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="17"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; Df Sum <span class="hljs-keyword">of</span> Sq &nbsp; &nbsp;RSS &nbsp; &nbsp;AIC</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="18"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x4 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp; <span class="hljs-number">78.22</span> <span class="hljs-number">2267.2</span> <span class="hljs-number">120.69</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="19"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&lt;none&gt; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">2189.0</span> <span class="hljs-number">121.81</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="20"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x5 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">445.69</span> <span class="hljs-number">2634.7</span> <span class="hljs-number">124.44</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="21"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x2 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">925.88</span> <span class="hljs-number">3114.9</span> <span class="hljs-number">128.63</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="22"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x1 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; <span class="hljs-number">1133.27</span> <span class="hljs-number">3322.3</span> <span class="hljs-number">130.24</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="23"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="24"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-keyword">Step</span>: &nbsp;AIC=<span class="hljs-number">120.69</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="25"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">y ~ x1 + x2 + x5</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="26"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="27"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; Df Sum <span class="hljs-keyword">of</span> Sq &nbsp; &nbsp;RSS &nbsp; &nbsp;AIC</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="28"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&lt;none&gt; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">2267.2</span> <span class="hljs-number">120.69</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="29"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x5 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; &nbsp;<span class="hljs-number">404.28</span> <span class="hljs-number">2671.5</span> <span class="hljs-number">122.79</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="30"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x2 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; <span class="hljs-number">1050.90</span> <span class="hljs-number">3318.1</span> <span class="hljs-number">128.21</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="31"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">- x1 &nbsp; &nbsp;<span class="hljs-number">1</span> &nbsp; <span class="hljs-number">1661.83</span> <span class="hljs-number">3929.0</span> <span class="hljs-number">132.43</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="32"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="33"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="34"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; fit2 &lt;- lm(y~x1+x2+x5, data=example10_1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="35"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; summary(fit2)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="36"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="37"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-keyword">Call</span>:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="38"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">lm(formula = y ~ x1 + x2 + x5, data = example10_1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="39"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="40"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residuals:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="41"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp;Min &nbsp; &nbsp; &nbsp;<span class="hljs-number">1</span>Q &nbsp;Median &nbsp; &nbsp; &nbsp;<span class="hljs-number">3</span>Q &nbsp; &nbsp; Max </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="42"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">-14.027</span> &nbsp;<span class="hljs-number">-5.361</span> &nbsp;<span class="hljs-number">-1.560</span> &nbsp; <span class="hljs-number">2.304</span> &nbsp;<span class="hljs-number">23.001</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="43"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="44"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Coefficients:</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="45"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Estimate Std. <span class="hljs-keyword">Error</span> t value Pr(&gt;|t|) &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="46"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">(Intercept) <span class="hljs-number">-1.68928</span> &nbsp; &nbsp;<span class="hljs-number">6.25242</span> &nbsp;<span class="hljs-number">-0.270</span> &nbsp;<span class="hljs-number">0.78966</span> &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="47"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">0.19022</span> &nbsp; &nbsp;<span class="hljs-number">0.04848</span> &nbsp; <span class="hljs-number">3.923</span> &nbsp;<span class="hljs-number">0.00078</span> ***</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="48"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">0.15763</span> &nbsp; &nbsp;<span class="hljs-number">0.05052</span> &nbsp; <span class="hljs-number">3.120</span> &nbsp;<span class="hljs-number">0.00518</span> ** </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="49"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<span class="hljs-number">-0.56979</span> &nbsp; &nbsp;<span class="hljs-number">0.29445</span> &nbsp;<span class="hljs-number">-1.935</span> &nbsp;<span class="hljs-number">0.06656</span> . &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="50"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">---</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="51"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Signif. codes: &nbsp;<span class="hljs-number">0</span> ‘***’ <span class="hljs-number">0.001</span> ‘**’ <span class="hljs-number">0.01</span> ‘*’ <span class="hljs-number">0.05</span> ‘.’ <span class="hljs-number">0.1</span> ‘ ’ <span class="hljs-number">1</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="52"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="53"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residual standard <span class="hljs-keyword">error</span>: <span class="hljs-number">10.39</span> <span class="hljs-keyword">on</span> <span class="hljs-number">21</span> degrees <span class="hljs-keyword">of</span> freedom</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="54"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Multiple R-squared: &nbsp;<span class="hljs-number">0.8439</span>, &nbsp; &nbsp;Adjusted R-squared: &nbsp;<span class="hljs-number">0.8216</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="55"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">F-statistic: <span class="hljs-number">37.85</span> <span class="hljs-keyword">on</span> <span class="hljs-number">3</span> <span class="hljs-keyword">and</span> <span class="hljs-number">21</span> DF, &nbsp;p-value: <span class="hljs-number">1.187e-08</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="56"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="57"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="58"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-meta">#逐步回归的方差分析</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="59"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; anova(fit2)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="60"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Analysis <span class="hljs-keyword">of</span> Variance Table</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="61"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="62"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Response: y</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="63"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Df &nbsp;Sum Sq Mean Sq F value &nbsp; &nbsp;Pr(&gt;F) &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="64"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x1 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> <span class="hljs-number">10508.9</span> <span class="hljs-number">10508.9</span> <span class="hljs-number">97.3392</span> <span class="hljs-number">2.452e-09</span> ***</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="65"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x2 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp;<span class="hljs-number">1347.1</span> &nbsp;<span class="hljs-number">1347.1</span> <span class="hljs-number">12.4775</span> &nbsp;<span class="hljs-number">0.001976</span> ** </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="66"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">x5 &nbsp; &nbsp; &nbsp; &nbsp; <span class="hljs-number">1</span> &nbsp; <span class="hljs-number">404.3</span> &nbsp; <span class="hljs-number">404.3</span> &nbsp;<span class="hljs-number">3.7447</span> &nbsp;<span class="hljs-number">0.066558</span> . &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="67"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Residuals <span class="hljs-number">21</span> &nbsp;<span class="hljs-number">2267.2</span> &nbsp; <span class="hljs-number">108.0</span> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="68"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">---</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="69"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">Signif. codes: &nbsp;<span class="hljs-number">0</span> ‘***’ <span class="hljs-number">0.001</span> ‘**’ <span class="hljs-number">0.01</span> ‘*’ <span class="hljs-number">0.05</span> ‘.’ <span class="hljs-number">0.1</span> ‘ ’ <span class="hljs-number">1</span></div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">根据R的逐步回归结果,得到最终的估计方程:</span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><strong><span style="font-size:16px;">y = -1.68928 + 0.19022 * x1 + 0.15763 * x2 - 0.56979 * x3</span></strong></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs bash"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;">&gt; par(mfcol=c(1,2),cex=0.7)</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(fit2, <span class="hljs-built_in">which</span>=1)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; plot(fit2,<span class="hljs-built_in">which</span>=2)</div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><br></p><figure style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><img class="origin_image zh-lightbox-thumb lazy" style="margin-left:auto;" width="1200" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_jpg/y2fhgP4leTgbxgib1OpxiakdVlEobwBIcHpgknWAhjsuibicziakcUrqM5JHcJA20qsFaftt2EPIJUsMxGnuaBn7sicw/640?wx_fmt=jpeg" alt="640?wx_fmt=jpeg"><figcaption style="font-size:.9em;line-height:1.5;text-align:center;color:rgb(153,153,153);"><span style="font-size:16px;">逐步回归模型的诊断图</span></figcaption></figure><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;"><br></span></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-weight:600;font-size:16px;">4.4 </span><strong><span style="font-size:16px;">多模型的比较</span></strong></p><p style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:medium;"><span style="font-size:16px;">完全模型,简化模型</span></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs css"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;">#模型方差对比</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; <span class="hljs-selector-tag">anova</span>(<span class="hljs-selector-tag">fit1</span>, <span class="hljs-selector-tag">fit2</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-tag">Analysis</span> <span class="hljs-selector-tag">of</span> <span class="hljs-selector-tag">Variance</span> <span class="hljs-selector-tag">Table</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-tag">Model</span> 1: <span class="hljs-selector-tag">y</span> ~ <span class="hljs-selector-tag">x1</span> + <span class="hljs-selector-tag">x2</span> + <span class="hljs-selector-tag">x3</span> + <span class="hljs-selector-tag">x4</span> + <span class="hljs-selector-tag">x5</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-tag">Model</span> 2: <span class="hljs-selector-tag">y</span> ~ <span class="hljs-selector-tag">x1</span> + <span class="hljs-selector-tag">x2</span> + <span class="hljs-selector-tag">x5</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp;<span class="hljs-selector-tag">Res</span><span class="hljs-selector-class">.Df</span> &nbsp; &nbsp;<span class="hljs-selector-tag">RSS</span> <span class="hljs-selector-tag">Df</span> <span class="hljs-selector-tag">Sum</span> <span class="hljs-selector-tag">of</span> <span class="hljs-selector-tag">Sq</span> &nbsp; &nbsp; &nbsp;<span class="hljs-selector-tag">F</span> <span class="hljs-selector-tag">Pr</span>(&gt;<span class="hljs-selector-tag">F</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">1 &nbsp; &nbsp; 19 2153<span class="hljs-selector-class">.0</span> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">2 &nbsp; &nbsp; 21 2267<span class="hljs-selector-class">.2</span> <span class="hljs-selector-tag">-2</span> &nbsp; <span class="hljs-selector-tag">-114</span><span class="hljs-selector-class">.17</span> 0<span class="hljs-selector-class">.5038</span> 0<span class="hljs-selector-class">.6121</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">#机器的交叉验证</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">#五折交叉验证</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="13"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-id">#AIC</span>对比</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="14"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; <span class="hljs-selector-tag">AIC</span>(<span class="hljs-selector-tag">fit1</span>, <span class="hljs-selector-tag">fit2</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="15"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; &nbsp; <span class="hljs-selector-tag">df</span> &nbsp; &nbsp; &nbsp;<span class="hljs-selector-tag">AIC</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="16"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-tag">fit1</span> &nbsp;7 196<span class="hljs-selector-class">.3408</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="17"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-selector-tag">fit2</span> &nbsp;5 193<span class="hljs-selector-class">.6325</span></div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;"><br></span></p><p><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;">对比数据,得知 fit2 模型的拟合的更好。</span></p><p><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;"><br></span></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>5 利用回归方程进行预测</strong></span><p style="min-height:1em;letter-spacing:.544px;"><strong><span style="font-size:16px;">基于多点的点估计,求出区间估计(均值的区间估计,个别值的预测区间)</span></strong></p><p style="min-height:1em;letter-spacing:.544px;"><strong><span style="font-size:16px;"><br></span></strong></p><pre style="margin-left:0px;border-top-width:1px;border-right-width:1px;border-bottom-width:1px;border-left-width:1px;font-size:13px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:solid;border-right-style:solid;border-bottom-style:solid;border-left-style:solid;border-top-color:rgb(204,204,204);border-right-color:rgb(204,204,204);border-bottom-color:rgb(204,204,204);border-left-color:rgb(204,204,204);line-height:19px;" onclick="hljs.copyCode(event)"><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs xml"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;">#计算置信区间和预测区间</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; x<span class="hljs-tag"><span class="hljs-tag">&lt;<span class="hljs-name">-</span> <span class="hljs-attr">example10_1</span>[,<span class="hljs-attr">c</span>(<span class="hljs-attr">3</span>,<span class="hljs-attr">4</span>,<span class="hljs-attr">7</span>)]</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-tag">&gt;</span> pre<span class="hljs-tag">&lt;<span class="hljs-name">-predict(fit2)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; res<span class="hljs-tag">&lt;<span class="hljs-name">-residuals(fit2)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; zre<span class="hljs-tag">&lt;<span class="hljs-name">-rstandard(fit2)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; con_int<span class="hljs-tag">&lt;<span class="hljs-name">-predict(fit2,x,interval="confidence",level=0.95)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; pre_int<span class="hljs-tag">&lt;<span class="hljs-name">-predict(fit2,x,interval="prediction",level=0.95)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; mysummary<span class="hljs-tag">&lt;<span class="hljs-name">-data.frame(日均营业额=example10_1$y,</span> 点预测值=<span class="hljs-string">pre,残差</span>=<span class="hljs-string">res,标准化残差</span>=<span class="hljs-string">zre,</span> </span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">置信下限=<span class="hljs-string">con_int[,2],</span> 置信上限=<span class="hljs-string">con_int[,3],</span> 预测下限=<span class="hljs-string">pre_int[,2],</span> 预测上限=<span class="hljs-string">pre_int[,3])</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; round(mysummary,3)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; 日均营业额 点预测值残差 标准化残差 置信下限 置信上限 预测下限 预测上限</div></div></li></ol></code><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs css"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:14px;">153<span class="hljs-selector-class">.2</span> &nbsp; 52<span class="hljs-selector-class">.189</span> &nbsp; 1<span class="hljs-selector-class">.011</span> &nbsp;0<span class="hljs-selector-class">.102</span> &nbsp; 45<span class="hljs-selector-class">.457</span> &nbsp; 58<span class="hljs-selector-class">.921</span> &nbsp; 29<span class="hljs-selector-class">.557</span> &nbsp; 74<span class="hljs-selector-class">.822</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">218<span class="hljs-selector-class">.5</span> &nbsp; <span class="hljs-selector-tag">-4</span><span class="hljs-selector-class">.501</span> &nbsp;23<span class="hljs-selector-class">.001</span> &nbsp;2<span class="hljs-selector-class">.359</span> &nbsp;<span class="hljs-selector-tag">-11</span><span class="hljs-selector-class">.9692</span><span class="hljs-selector-class">.967</span> &nbsp;<span class="hljs-selector-tag">-27</span><span class="hljs-selector-class">.363</span> &nbsp; 18<span class="hljs-selector-class">.361</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">311<span class="hljs-selector-class">.3</span> &nbsp; 21<span class="hljs-selector-class">.963</span> <span class="hljs-selector-tag">-10</span><span class="hljs-selector-class">.663</span> <span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.072</span> &nbsp; 15<span class="hljs-selector-class">.685</span> &nbsp; 28<span class="hljs-selector-class">.240</span> &nbsp; <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.539</span> &nbsp; 44<span class="hljs-selector-class">.464</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">484<span class="hljs-selector-class">.7</span> &nbsp; 65<span class="hljs-selector-class">.114</span> &nbsp;19<span class="hljs-selector-class">.586</span> &nbsp;2<span class="hljs-selector-class">.766</span> &nbsp; 49<span class="hljs-selector-class">.300</span> &nbsp; 80<span class="hljs-selector-class">.928</span> &nbsp; 38<span class="hljs-selector-class">.337</span> &nbsp; 91<span class="hljs-selector-class">.891</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">5 7<span class="hljs-selector-class">.36</span><span class="hljs-selector-class">.128</span> &nbsp; 1<span class="hljs-selector-class">.172</span> &nbsp;0<span class="hljs-selector-class">.122</span> &nbsp; <span class="hljs-selector-tag">-2</span><span class="hljs-selector-class">.283</span> &nbsp; 14<span class="hljs-selector-class">.540</span> &nbsp;<span class="hljs-selector-tag">-17</span><span class="hljs-selector-class">.059</span> &nbsp; 29<span class="hljs-selector-class">.316</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">617<span class="hljs-selector-class">.9</span> &nbsp; 22<span class="hljs-selector-class">.408</span> &nbsp;<span class="hljs-selector-tag">-4</span><span class="hljs-selector-class">.508</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.466</span> &nbsp; 14<span class="hljs-selector-class">.581</span> &nbsp; 30<span class="hljs-selector-class">.235</span> &nbsp; <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.574</span> &nbsp; 45<span class="hljs-selector-class">.390</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">7 2<span class="hljs-selector-class">.51</span><span class="hljs-selector-class">.278</span> &nbsp; 1<span class="hljs-selector-class">.222</span> &nbsp;0<span class="hljs-selector-class">.125</span> &nbsp; <span class="hljs-selector-tag">-6</span><span class="hljs-selector-class">.1138</span><span class="hljs-selector-class">.670</span> &nbsp;<span class="hljs-selector-tag">-21</span><span class="hljs-selector-class">.559</span> &nbsp; 24<span class="hljs-selector-class">.116</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">827<span class="hljs-selector-class">.3</span> &nbsp; 34<span class="hljs-selector-class">.719</span> &nbsp;<span class="hljs-selector-tag">-7</span><span class="hljs-selector-class">.419</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.747</span> &nbsp; 28<span class="hljs-selector-class">.400</span> &nbsp; 41<span class="hljs-selector-class">.038</span> &nbsp; 12<span class="hljs-selector-class">.206</span> &nbsp; 57<span class="hljs-selector-class">.232</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">9 5<span class="hljs-selector-class">.9</span> &nbsp; 10<span class="hljs-selector-class">.628</span> &nbsp;<span class="hljs-selector-tag">-4</span><span class="hljs-selector-class">.728</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.4724</span><span class="hljs-selector-class">.904</span> &nbsp; 16<span class="hljs-selector-class">.351</span> &nbsp;<span class="hljs-selector-tag">-11</span><span class="hljs-selector-class">.726</span> &nbsp; 32<span class="hljs-selector-class">.981</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">10 &nbsp; 23<span class="hljs-selector-class">.9</span> &nbsp; 37<span class="hljs-selector-class">.843</span> <span class="hljs-selector-tag">-13</span><span class="hljs-selector-class">.943</span> <span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.390</span> &nbsp; 32<span class="hljs-selector-class">.193</span> &nbsp; 43<span class="hljs-selector-class">.493</span> &nbsp; 15<span class="hljs-selector-class">.509</span> &nbsp; 60<span class="hljs-selector-class">.178</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">11 &nbsp; 69<span class="hljs-selector-class">.4</span> &nbsp; 62<span class="hljs-selector-class">.852</span> &nbsp; 6<span class="hljs-selector-class">.548</span> &nbsp;0<span class="hljs-selector-class">.709</span> &nbsp; 52<span class="hljs-selector-class">.939</span> &nbsp; 72<span class="hljs-selector-class">.766</span> &nbsp; 39<span class="hljs-selector-class">.079</span> &nbsp; 86<span class="hljs-selector-class">.626</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">12 &nbsp; 20<span class="hljs-selector-class">.6</span> &nbsp; 18<span class="hljs-selector-class">.296</span> &nbsp; 2<span class="hljs-selector-class">.304</span> &nbsp;0<span class="hljs-selector-class">.229</span> &nbsp; 13<span class="hljs-selector-class">.036</span> &nbsp; 23<span class="hljs-selector-class">.556</span> &nbsp; <span class="hljs-selector-tag">-3</span><span class="hljs-selector-class">.943</span> &nbsp; 40<span class="hljs-selector-class">.535</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="13"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">131<span class="hljs-selector-class">.9</span> &nbsp; <span class="hljs-selector-tag">-5</span><span class="hljs-selector-class">.510</span> &nbsp; 7<span class="hljs-selector-class">.410</span> &nbsp;0<span class="hljs-selector-class">.771</span> &nbsp;<span class="hljs-selector-tag">-13</span><span class="hljs-selector-class">.6942</span><span class="hljs-selector-class">.674</span> &nbsp;<span class="hljs-selector-tag">-28</span><span class="hljs-selector-class">.616</span> &nbsp; 17<span class="hljs-selector-class">.596</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="14"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">143<span class="hljs-selector-class">.0</span> &nbsp; 14<span class="hljs-selector-class">.956</span> <span class="hljs-selector-tag">-11</span><span class="hljs-selector-class">.956</span> <span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.2028</span><span class="hljs-selector-class">.687</span> &nbsp; 21<span class="hljs-selector-class">.224</span> &nbsp; <span class="hljs-selector-tag">-7</span><span class="hljs-selector-class">.543</span> &nbsp; 37<span class="hljs-selector-class">.455</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="15"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">157<span class="hljs-selector-class">.38</span><span class="hljs-selector-class">.860</span> &nbsp;<span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.560</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.169</span> &nbsp; <span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.050</span> &nbsp; 18<span class="hljs-selector-class">.770</span> &nbsp;<span class="hljs-selector-tag">-14</span><span class="hljs-selector-class">.913</span> &nbsp; 32<span class="hljs-selector-class">.632</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="16"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">16 &nbsp; 46<span class="hljs-selector-class">.2</span> &nbsp; 29<span class="hljs-selector-class">.831</span> &nbsp;16<span class="hljs-selector-class">.369</span> &nbsp;1<span class="hljs-selector-class">.699</span> &nbsp; 21<span class="hljs-selector-class">.745</span> &nbsp; 37<span class="hljs-selector-class">.9176</span><span class="hljs-selector-class">.759</span> &nbsp; 52<span class="hljs-selector-class">.903</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="17"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">17 &nbsp; 78<span class="hljs-selector-class">.8</span> &nbsp; 78<span class="hljs-selector-class">.016</span> &nbsp; 0<span class="hljs-selector-class">.784</span> &nbsp;0<span class="hljs-selector-class">.112</span> &nbsp; 62<span class="hljs-selector-class">.105</span> &nbsp; 93<span class="hljs-selector-class">.927</span> &nbsp; 51<span class="hljs-selector-class">.182</span> &nbsp;104<span class="hljs-selector-class">.850</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="18"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">18 &nbsp; 11<span class="hljs-selector-class">.1</span> &nbsp; 13<span class="hljs-selector-class">.167</span> &nbsp;<span class="hljs-selector-tag">-2</span><span class="hljs-selector-class">.067</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.2096</span><span class="hljs-selector-class">.420</span> &nbsp; 19<span class="hljs-selector-class">.915</span> &nbsp; <span class="hljs-selector-tag">-9</span><span class="hljs-selector-class">.470</span> &nbsp; 35<span class="hljs-selector-class">.805</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="19"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">198<span class="hljs-selector-class">.6</span> &nbsp; 15<span class="hljs-selector-class">.847</span> &nbsp;<span class="hljs-selector-tag">-7</span><span class="hljs-selector-class">.247</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.8154</span><span class="hljs-selector-class">.670</span> &nbsp; 27<span class="hljs-selector-class">.024</span> &nbsp; <span class="hljs-selector-tag">-8</span><span class="hljs-selector-class">.481</span> &nbsp; 40<span class="hljs-selector-class">.175</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="20"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">20 &nbsp; 48<span class="hljs-selector-class">.9</span> &nbsp; 50<span class="hljs-selector-class">.727</span> &nbsp;<span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.827</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.184</span> &nbsp; 44<span class="hljs-selector-class">.205</span> &nbsp; 57<span class="hljs-selector-class">.250</span> &nbsp; 28<span class="hljs-selector-class">.156</span> &nbsp; 73<span class="hljs-selector-class">.299</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="21"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">21 &nbsp; 22<span class="hljs-selector-class">.1</span> &nbsp; 27<span class="hljs-selector-class">.461</span> &nbsp;<span class="hljs-selector-tag">-5</span><span class="hljs-selector-class">.361</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.536</span> &nbsp; 21<span class="hljs-selector-class">.671</span> &nbsp; 33<span class="hljs-selector-class">.2515</span><span class="hljs-selector-class">.090</span> &nbsp; 49<span class="hljs-selector-class">.831</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="22"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">22 &nbsp; 11<span class="hljs-selector-class">.10</span><span class="hljs-selector-class">.233</span> &nbsp;10<span class="hljs-selector-class">.867</span> &nbsp;1<span class="hljs-selector-class">.354</span> &nbsp;<span class="hljs-selector-tag">-13</span><span class="hljs-selector-class">.486</span> &nbsp; 13<span class="hljs-selector-class">.953</span> &nbsp;<span class="hljs-selector-tag">-25</span><span class="hljs-selector-class">.362</span> &nbsp; 25<span class="hljs-selector-class">.829</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="23"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">238<span class="hljs-selector-class">.6</span> &nbsp; 22<span class="hljs-selector-class">.627</span> <span class="hljs-selector-tag">-14</span><span class="hljs-selector-class">.027</span> <span class="hljs-selector-tag">-1</span><span class="hljs-selector-class">.395</span> &nbsp; 17<span class="hljs-selector-class">.181</span> &nbsp; 28<span class="hljs-selector-class">.0730</span><span class="hljs-selector-class">.344</span> &nbsp; 44<span class="hljs-selector-class">.911</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="24"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">24 &nbsp; 48<span class="hljs-selector-class">.9</span> &nbsp; 48<span class="hljs-selector-class">.961</span> &nbsp;<span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.061</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.006</span> &nbsp; 42<span class="hljs-selector-class">.722</span> &nbsp; 55<span class="hljs-selector-class">.200</span> &nbsp; 26<span class="hljs-selector-class">.470</span> &nbsp; 71<span class="hljs-selector-class">.452</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="25"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">25 &nbsp; 22<span class="hljs-selector-class">.1</span> &nbsp; 27<span class="hljs-selector-class">.005</span> &nbsp;<span class="hljs-selector-tag">-4</span><span class="hljs-selector-class">.905</span> <span class="hljs-selector-tag">-0</span><span class="hljs-selector-class">.490</span> &nbsp; 21<span class="hljs-selector-class">.220</span> &nbsp; 32<span class="hljs-selector-class">.7904</span><span class="hljs-selector-class">.636</span> &nbsp; 49<span class="hljs-selector-class">.374</span></div></div></li></ol></code><code style="margin-left:0px;font-size:12px;font-family:Consolas, 'Liberation Mono', Courier, monospace;border-top-style:none;border-right-style:none;border-bottom-style:none;border-left-style:none;" class="hljs python"><ol class="hljs-ln"><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="1"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span style="font-size:16px;"><br><span class="hljs-comment">#求 x1=50, x2=100, x5=10 时的日均营业额的点预测值,置信区间和预测区间(新值预测)</span></span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="2"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; x0&lt;-data.frame(x1=<span class="hljs-number">50</span>,x2=<span class="hljs-number">100</span>,x5=<span class="hljs-number">10</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="3"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; predict(fit2, x0)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="4"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; <span class="hljs-number">1</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="5"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">17.88685</span> </div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="6"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; predict(fit2,x0, interval=<span class="hljs-string">"confidence"</span>, level=<span class="hljs-number">0.95</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="7"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; fit &nbsp;lwr &nbsp;upr</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="8"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">1</span> <span class="hljs-number">17.88685</span> <span class="hljs-number">10.98784</span> <span class="hljs-number">24.78585</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="9"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; predict(fit2,x0, interval=<span class="hljs-string">"prediction"</span>, level=<span class="hljs-number">0.95</span>)</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="10"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"> &nbsp; fit &nbsp; lwr &nbsp;upr</div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="11"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line"><span class="hljs-number">1</span> <span class="hljs-number">17.88685</span> <span class="hljs-number">-4.795935</span> <span class="hljs-number">40.56963</span></div></div></li><li><div class="hljs-ln-numbers"><div class="hljs-ln-line hljs-ln-n" data-line-number="12"></div></div><div class="hljs-ln-code"><div class="hljs-ln-line">&gt; </div></div></li></ol></code><div class="hljs-button" data-title="复制"></div></pre><p><span style="font-size:16px;color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;"><br></span></p><span style="color:rgb(255,255,255);font-size:16px;"><strong>6 哑变量回归</strong></span><p style="min-height:1em;letter-spacing:.544px;"><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;">代码化的类别变量成为哑变量或者虚拟变量,在回归模型中使用哑变量时称为哑变量回归或者虚拟变量回归。</span></p><p style="min-height:1em;letter-spacing:.544px;"><span style="color:rgb(26,26,26);font-family:'-apple-system', BlinkMacSystemFont, 'Helvetica Neue', 'PingFang SC', 'Microsoft YaHei', 'Source Han Sans SC', 'Noto Sans CJK SC', 'WenQuanYi Micro Hei', sans-serif;font-size:16px;"><br></span></p><p style="min-height:1em;letter-spacing:.544px;line-height:27.2px;"><span style="font-size:16px;"><strong>写在</strong></span><strong><span style="font-size:16px;"></span></strong><span style="font-size:16px;"><strong>最后:</strong></span></p><p style="min-height:1em;"><span style="font-size:16px;">至此,多元线性回归预测也完成了,欢迎大家指正,请各位多多转发,给我好看。</span></p><p><br></p><p style="min-height:1em;"><br></p><p style="min-height:1em;letter-spacing:.544px;text-align:center;"><img class="__bg_gif" style="letter-spacing:.544px;" src="https://ss.csdn.net/p?https://mmbiz.qpic.cn/mmbiz_gif/Ljib4So7yuWiaWnz8eaGD7hXc0AjkqTaCmjop8Bhlx3zMPutEWkEiaWqHvbq3HhsVNYLbBrqVmsCaIib14adNWAyYw/640?wx_fmt=gif" alt="640?wx_fmt=gif"></p><p style="min-height:1em;letter-spacing:.544px;"><br></p><p><br></p><p style="min-height:1em;font-family:Helvetica, Arial, sans-serif;font-size:16px;line-height:1.5em;"><img 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