' Askhsh 1

'Enac

ereunhtc

ektmhse

to

suntelest

klshc

tou

grammiko

upodegmatoc

yi = b0 + b1 xi + i , i = 1, ...., n

qrhsimopointac ton tpo

b1 =
agnontac enai th stajer tou

n xy i=1 i i n x2 i=1 i
Dexte tou ti o parapnw se ektimhtc poia per-

upodegmatoc. th

merolhptikc,

upologste autc de ja

merolhya

kai

exhgeste

ptwsh o ektimhtc

enai

merolhptikc.

Lsh
Upologzoume th msh tim tou ektimht kai parnoume ta exc:

E ( b1 ) = E (

n xy i=1 i i n x2 i=1 i

)=

n i=1

x2 i

n i=1

E (xi yi ) =

n i=1

x2 i

n i=1

xi E (yi )

E (yi ) = E (b0 + b1 xi + i ) = b0 + b1 xi + E ( i ) E ( i ) = 0
Sunepc:

E ( b1 ) =
Sthn

n (x )2 i=1 i

n i=1

xi (b0 + b1 xi )] =
prtoc ja roc

b0

n x i=1 i n 2 x i=1 i

+ b1
parstashc antjeth tan enai mh mho

perptwsh tte ja o

pou

thc

pio

pnw

denikc

ektimhtc

enai

merolhptikc. aut mpore

Sthn

perptwsh

ektimhtc

enai pou

amerlhptoc

kai

na

sumbe

b0 = 0

tan

n i=1

x i = 0,

x i = xi x

(dhlad gia

kentrikopoihmnec

parathrseic).

' Askhsh 2

'Enac ereunhtc

ektmhse to akloujo updeigma me

th M.E.T.

Y = X 1 b1 + .
An to swst updeigma pou ja prepe na ektimsei enai

Y = X 1 b1 + X 2 b2 + ,
pou

X1 X2 = 0

tte

dexte th

ti

E.E.T.,

b1 ,

tou

prtou

upodegmatoc se poia

enai

merolhptikc, o ektimhtc

upologste

merolhya

tou

kai

exhgeste

perptwsh

autc den enai merolhptikc.

Lsh
Qrhsimopointac th mjodo : elaqstwn tetragnwn gia to prto updeigma

Y = X 1 b1 + 1 b1 = (X1 X1 )1 X1 Y

ja proume

kai an upologsoume thn anamenmenh tim tou gia to

ktw ap to swst updeigma

ja proume

ti:

E ( b1 ) = (X1 X1 )1 X1 E (Y ) = (X1 X1 )1 X1 (X1 b1 + X2 b2 ) = (X1 X1 )1 X1 X1 b1 + (X1 X1 )1 X1 X2 b2 = b1 + (X1 X1 )1 X1 X2 b2 = b1 . E (Y ) = X1 b1 + X2 b2 ,

Afo merolhya ja enai:

sunepc o ektimhtc den enai amerlhptoc kai h

bias( b1 ) = (X1 X1 )1 (X1 X2 )b2 .

O ektimhtc ja enai amerlhptoc an

b2 = 0.

' Askhsh 3

Jewreste to akloujo grammik

montlo

yi = b0 + b1 x1i + b2 x2i + i , i = 1, ..., n,

se morf grammikc lgebrac

Y = Xb +
H sunrthsh aut ektimjhke ap na degma T=30 parathrsewn. 'Estw:

(X X )1

1, 70 0, 06 0, 08 1, 60 0, 55 , X Y = 30, 0 = 0, 06 0, 92 , 0, 08 0, 55 0, 54 47, 0

= 5, Y Y = 180, = 6. Y
Na brejon oi ektimhtc E.T. twn suntelestn thc sunrthshc zthshc kai ta tupik sflmata.

Na

diexaqjon

legqoi

statistikc

shmantikthtac

gia

to

b1

kai

to

b2 , ( = 5%)

Na elegqjon

xeqwrist oi paraktw upojseic:

1. b1 = b2 = 0
kai

2. b1 = b2 ( = 5%)

Lsh
Ektimhtc elaqstwn tetragnwn:

= Y Xb 0, 7600 1 b = (X X ) (X Y ) = 1, 8460 8, 7520

Pnakac diasporn:

V ar( b) = V ar((X X )1 (X Y )) = (X X )1 X V ar(Y )((X X )1 X ) = 2 (X X )1 X In X ((X X )1 ) = 2 (X X )1 2

H ektmhsh tou dnetai ap ton tpo:

2 =
' Ara

n 2 i=1 i

nk1

nk1

6 27

= 0, 222
ja enai:

o pnakac diasporn twn E.T

V ar( b) = 2 (X X )1
Ta tupik sflmata

0, 3774 0, 0133 0, 0178 0, 1221 = 0, 0133 0, 2042 0, 0178 0, 1221 0, 1199

twn ektimhtn elaqstwn tetragnwn ja enai h rzec pnw pnaka, dhlad:

twn diagniwn

stoiqewn tou pio

S.E ( b0 ) = 0, 6119 S.E ( b1 ) = 0, 4519 S.E ( b2 ) = 0, 3463

Statistiko legqoi shmantikthtac:

Gia to

t=

b1 : b1 b0 1 S.E ( b1 )
me

H statistik sunrthsh

elgqou enai:

tanom

= n-3=27

b1 S.E ( b1 )

1,846 0,4519

= 4, 0850 b1

opoa

ja

akolouje

bajmoc

eleujerac. kai to

Kajc

mwc

t-student |t| = 4, 0850 > 2, 056 =

ka-

t/2 (27)
Gia to

aporrptw thn

H0

enai statistik

shmantik.

t=

b2 : H statistik sunrthsh elgqou enai: b2 b0 752 b2 2 = S.E = 08,,3463 = 25, 2754 h opoa ja S.E ( b2 ) ( b2 )
me

akolouje

nom

n-3=27

bajmoc thn

eleujerac. kai dhlad

Kajc

mwc

t/2 (27)
mantik.

aporrptw

H0

sumperanw

ti

t-student |t| = 25, 2754 > 2, 056 = b2

enai statistik

kata-

sh-

Ap koino legqoi upojsewn

'Eqoume gia th genik perptwsh ti:

H0 : Rb = r H1 : Rb = r
Gia to prto erthma emaste sthn eidik perptwsh pou:

R = [0k1 I2 ] =
kai

0 1 0 0 0 1

r=

0 0 F
akolouje katanom

kai h

elegqosunrthsh

F(2,27) .
1

Sthn prokeimnh perptwsh

F =

(R br) [R(X X )1 R ]] 2j

(R br)

= 1044, 2 > 3, 35 =

F0,05 (2, 27)

kai epomnwc

ja aporryw thn

mhdenik upjesh.

Gia to detero

erthma emaste sthn

perptwsh pou:

R= 0 1 1 r=0 F F(1,27) . 1 (R br) [R(X X )1 R ]] (R br) F = = 83, 92 > 3, 421 = F0,05 (1, 27) 2j
kai kai h elegqosunrthsh akolouje katanom ja aporryw thn mhdenik upjesh.

kai

epomnwc

' Askhsh 4

Jewreste to akloujo grammik

montlo

yi = b0 + b1 x1i + ... + bk xki + i , i = 1, ..., n,

kai stw gia tic

N (0, 2 )

x0 = (1, x10 , ...xk0 )

jloume na Na brete thn

to dinusma timn twn anexrthtwn metablhtn thn tim

opoec

problyoume

y 0 ,

thc

exarthmnhc

meta-

blhtc

y0 .

katanom tou sflmatoc prbleyhc,

y 0 y0 .

Lsh
'Estw Tte ja qoume

y0 = x0 b + b. E (y0 ) = y 0 = x0
h alhjin tim

tou

y0 .

To sflma prbleyhc afo enai grammikc

y 0 y0 = x0 ( b b)

ja akolouje kanonik katanom tuqawn metablhtn kai ja qei

sunduasmc

kanonikn

parmetrouc:

b b) E ( y0 y0 ) = E (x0 (
lgw amerolhyac twn E.T kai

0)

b b) E ( 0 ) = 0 = x0 E (
timc twn sfalmtwn,

kai mhdenikc mshc

b b b) + V ar( 0 ) 2Cov (x0 ( b b) 0 ) = V ar(X0 ( V ar( y0 y0 ) = V ar(x0 ( 2 2 b)X0 = 2 [x0 (X X )1 x0 + 1] b), 0 ) = + V ar(x0 b) = + x0 V ar(
h sundiakmansh enai mhdenik kajc:

b b = (X X )1 X Cov (x0 ( b b)), = E x0 ( b b), 0 E x0 ( b b) E ( 0 ) = E (x0 ( b b)) 1 1 E [x0 (X X )X X 0 ] = x0 (X X ) X E ( 0 ) = 0

' Askhsh 5

Jewreste to akloujo grammik

montlo

Y = Xb + , N (0, 2 In ) 6

Na apodexete

ti oi tuqaec

metablhtc

kai

enai anexrthtec.

Lsh
Ta tuqaa sflmata akoloujon poludistath kanonik katanom kai sunepc lgw grammikthtac kai oi E.T ja akoloujon poludistath kanonik katanom. Epshc gnwrzoume ti an oi metablhtc akoloujon kanonik ka-

tanom gia na apodexoume ti enai anexrthtec arke na deiqje ti enai asusqtistec, dhlad na dexoume ti h sundiakmansh touc enai mhdenik. lambnontac upyh mac tic ekfrseic twn metablhtn ta exc: pou qoun 'Etsi

anaferje

kai stic prohgomenec

askseic ja qoume

Cov (, b) = Cov (Y X b, b) = Cov (Y, b) XCov ( b, b) = 1 2 1 2 1 Cov (Y, (X X ) X Y ) X (X X ) = (X X ) X 2 X (X X )1 = 0 .