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/ /
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)
(
(
(
(
)
(Y)
) [R(Rain), A(Area)]
:
...
Y = F (R , A)
Y = a + bR + cA
:
(
Y = a + bR + cA + U
Observation
(a,b,c )
OLS
:Y
: R
:A
Multiple Regression
OLS
Minitab 11 for Windows
.
(
:
:
(
)
OLS
:
Var ( ) = S 2 ( X / X ) 1
:
n
S2 =
i =1
nk
(k)
(n)
:
SbR =
S2
S2
Sb A =
R2
i =1
i =1
) :t-test : t
)
(t)
:
(Null Hypothesis) Ho: b=0 :
(Alternative Hypothesis) 1: b0
t=
(t)
b
Sb
(t)
(t)
(t)
(t)
(t)
(t)
.
:R
R2
(R2)
(t)
.
...
(R2)
:
SST = (Yi Y ) 2
i =1
[SST]
.
n
SSU = (Yi Y ) 2
i =1
.
2
SSE = (Yi Y ) 2
i =1
SSU
SST
1 = R2 +
SST
R2 = 1
SSU
SST
R 2 = R2 =
n 1
(1 R 2 )
nk
.
F-Testing : F
.(Ostel,1963, 227)
F=
R 2 /(k 1)
(1 R 2 )( n k )
(R2=0)
(R2)
(F)
(R2 )
(F)
(F)
(F)
(F)
(n-k) (k-1)
(F)
:
( Smith,1981,P203) :Durbin Watson-Test (D.W)
( et 1 , et )
:
n
D .W =
(e
t=2
et = f (et 1) :
(D.W)
e t 1 ) 2
e
t =1
2
t
(du,dL)
(du)
IF D.W < dL
IF dL D.W . du
IF du D.W 4 du
IF 4 du D.W 4 dL
IF 4 D.W 4 dL
(dL)
(D.W)
...
( 0 D.W 4 )
Ho
dL
du
4-du
4-dL
.
-
( )
-
(ANOVA Table)
F
P-Value
0.0000
21.91
R-Square
(adjusted for d.f)
66.567
M.S.
3.26904E10
1.4923E9
S.S
6.53808E10
2.83536E10
D.F.
2
19
21
R-Square
Durbin Watson
Estimation
69.7511
1.93079
-29592.2
22.2337
0.252426
S.O.V.
Model
Residual
Total
Parameter
Constant
Rain
Area
...
Forecasting value
140036
142106
144177
146247
148318
150388
152459
154529
156600
Period
ID
1
2
3
4
5
6
7
8
= MAD
( )
-
(ANOVA Table)
P-Value
0.0000
M.S.
45.93
9.88885E9
2.15303E8
R-Square
(adjusted for d.f)
81.0571
R-Square
82.8612
S.S
1.97777E10
4.09076E9
D.F.
2
19
21
Durbin Watson
Estimation
1.2059
-17842.1
0.248162
8.65827
S.O.V.
Model
Residual
Total
Parameter
Constant
Rain
Area
...
Forecasting value
59693.8
61919.9
64146.1
66372.3
68598.5
70824.7
73050.9
75277.1
77503.3
Period
ID
1
2
3
4
5
6
7
8
= MAD
( )
-
(ANOVA Table)
P-Value
0.000
597.05
R-Square
(adjusted for d.f)
98.2689
M.S.
2.80947E8
470559.0
S.S
D.F.
5.61894E8
8.94063E6
2
19
21
R-Square
Durbin Watson
Estimation
98.4338
1.73135
414.782
0.491224
0.236781
:
Y = 414.782
S.O.V.
Model
Residual
Total
Parameter
Constant
Rain
Area
...
t = (0.691206)
(33.0908)
(-0.286264)
Forecasting value
6849.82
7105.94
7362.06
7618.18
7874.31
8130.43
8386.55
8642.67
8898.79
Period
ID
1
2
3
4
5
6
7
8
= MAD
.
(Y)
(F,R T)
(D.W.)
Area, Rain
.
(F,R T)
2
(69.75%)
(Area, Rain)
(R2)
(Y)
(21.91)
(F)
(5%)
(3.52)
.
(D.W.)
(et-1,et)
:
Y =-29592.2+22.2337*Rain + 0.252426 * Area
.
(R )
2
(Y)
(F,R T)
(Y)
(%
(Area, Rain)
(F)
)
(% )
.
...
(D.W.)
(et-1,et)
:
Y =-17842.1+0.248162*Rain + 8.65827 * Area
.
(Y)
(F,R2 T)
(R )
2
(Y)
.
(%
(Area, Rain)
(
(F)
(% )
(
(
)
.
(D.W.)
(et-1,et)
%)
:
Y =414.782+0.491224*Area 0.236781 * Rain
A
.
(
.)
"
"
"
"
"
.
"
"(
"
-
nd
1. Bernard, O., "Statistics in Research",2 .,The lowa State university press, 1963.
2. Drapper Smith, "Applied Regression Analysis "John Wiley andf Sons, 1981.
...