GV.

Nguyen Vu Quang

Chng 8 TNG QUAN & HOI QUI TUYEN TNH (Linear Correlation & Regression) X Y x1 y1 x2 y2 x3 y3 xi yi xn yn

Tng quan - Hoi qui:

Y

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GV. Nguyen Vu Quang

Tng quan tuyen tnh: o th phan tan (Scatter Diagram) Tng quan tuyen tnh (Linear Correlation) He so tng quan cua tap hp chnh: He so tng quan cua tap hp chnh (): = Corr(X,Y) =
Cov(X, Y) XY = XY XY

Trong o XY la hiep tng quan (covariance) cua 2 bien XY = Cov(X,Y) = E [(X-X)(Y-Y)] = Y ngha cua gia tr :

( xi X )(yi Y )
i =1

He so tng quan cua mau (r): r=

s XY s Xs Y

v(X, Y) = sXY = Co

( xi x )(yi y)
i =1

n 1

Y ngha cua gia tr r :

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GV. Nguyen Vu Quang

Kiem nh gia thuyet ve : Trng hp 1: H0: = 0 H1: 0 Tnh gia tr kiem nh: tn-2 = Tnh gia tr ti han tn-2,/2

(1 r 2 )/(n 2)

Bac bo H0 neu tn-2 < tn-2,/2 hoac tn-2 > tn-2,/2 Trng hp 2: H0: = 0 H1: > 0 Tnh gia tr kiem nh: tn-2 = Tnh gia tr ti han tn-2,

r: he so tng quan cua mau n: c mau tn-2, /2: gia tr thong ke theo phan phoi student, o t do n-2

r (1 r 2 )/(n 2)

Bac bo H0 neu tn-2 > tn-2,

r: he so tng quan cua mau n: c mau tn-2, : gia tr thong ke theo phan phoi student, o t do n-2

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GV. Nguyen Vu Quang

Trng hp 3: H0: = 0 H1: < 0 Tnh gia tr kiem nh: tn-2 = Tnh gia tr ti han tn-2,

r (1 r 2 )/(n 2)

Bac bo H0 neu tn-2 < tn-2, V du: X 13 Y 70

r: he so tng quan cua mau n: c mau tn-2, : gia tr thong ke theo phan phoi student, o t do n-2

18 55

9 100

25 40

36 15

19 20

a) Tnh he so tng quan gia 2 bien X, Y b) Kiem nh gia thuyet cho rang X va Y khong tng quan vi = 0,05 Gii: a) tnh h s r r=
s XY = 0,835 s Xs Y

v(X, Y) = trong sXY = Co

( xi x )(yi y)
i =1

n 1

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GV. Nguyen Vu Quang

b) Kiem nh: H0: = 0 H1: 0 Tnh gia tr kiem nh: tn-2 =

2

r (1 r )/(n 2)

= 3,03

Tnh gia tr ti han tn-2,/2 = t4,0.025 = 2,776 V tn-2 < tn-2,/2 nen H0 b bac bo (vi o tin cay 95%)

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GV. Nguyen Vu Quang

Hoi qui tuyen tnh n gian: Mo hnh HQTT n gian: Yi = A + BXi + ei Phng trnh HQTT n gian cua tap hp chnh: Y/X = A + BX Phng trnh HQTT n gian cua mau:
= a + bX Y

Xac nh tung o goc a va o doc b cua ng HQTT:

b=

( xi x )( yi y ) xi yi nx y
i =1

( xi x ) 2
i =1

i =1 n

xi2 nx 2
i =1

a = y - bx
V du: xi yi 1 2 2 5 3 4 4 3 5 6

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GV. Nguyen Vu Quang

Gii: x 1 2 3 4 5 15 = 15/5 = 3 = 20/5 = 4 y 2 5 4 3 6 20 x2 1 4 9 16 25 55 xy 2 10 12 12 30 66

x y

b=

x y
i =1 n i

nx y = nx 2

x
i =1

2 i

66 5 3 4 = 0,6 55 5 32

a = y - bx = 4 0.6*3 = 2.2
Mi quan h tuyn tnh l: y = 0.6x + 2.2

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