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1 2.

[2012-2013]
..________________________________________________________________________
___________________

1. Yi = + i , i = 1,..., n . ______________________________________.
2. Yi = xi + i , i = 1,..., n . ______________________________________.
3. Yi = + xi + i , i = 1,..., n .
- _________________________,
________________________.
4. Yi = + 1 xi1 + ... + k xik + i , i = 1,..., n , .
,
n

(Y x
i =1

1 i1

... k xik ) min ,


2

, 1 ,..., k

__________________________________________________________________.
T
5. Yt = + t , Y = [1 2 3 4 5] .

= ______, TSS = ______, ESS = ______, RSS = ______, R 2 = ______.


6. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
i = 1,..., n . H 0 :
_____________________________________________________________________________.
7. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
i = 1,..., n . H 0 :
_____________________________________________________________________________.
8. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
i = 1,..., n . H 0 : 1 = 2 = 3 .
:
_____________________________________________________________________________.
9. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
i = 1,..., n . H 0 : 2 = 3 = 1 .

?
A. Yi ( xi 2 + xi 3 ) = + 1 xi1 + i ;
B. Yi + ( xi 2 xi 3 ) = + 1 xi1 + i ;
C. Yi + xi 2 + xi 3 = + 1 xi1 + i ;
D. Yi = + 1 xi1 + 2 + 3 + i .
E. : _________________________________________________________________.
10. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
+ 2 + 3 = 1,

i = 1,..., n . H 0 : 1
2 + 3 = 0.


?
A. Yi xi1 = + 2 ( xi 2 xi 3 ) + i ;
B. Yi xi1 = + 3 ( xi 3 xi 2 ) + i ;

C. Yi + xi1 = + 2 ( xi 2 + xi 3 ) + i ;

D. Yi + xi1 = + 2 ( xi 2 xi 3 ) + i .

E. : _________________________________________________________________.
1

1 2. [2012-2013]
11. Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + i ,
2 = 0,
i = 1,..., n . H 0 : 1

2 + 3 = 0.

?
A. Yi = + 2 ( xi 2 xi1 xi 3 ) + i ;
B. Yi xi1 = + 3 ( xi 3 xi 2 ) + i ;

C. Yi = + 2 ( xi1 + xi 2 + xi 3 ) + i ;

D. Yi = + 2 ( xi1 + xi 2 xi 3 ) + i .

E. : _________________________________________________________________.
12. .
,
5%.


R
R-
R-

0,93
0,87
0,83
1,22
25


df

Y-
X1
X2
X3
X4
X5

SS
5
19
24

MS
186,77
28,42
215,19

F
37,35
1,50

24,97

t- P-
8,84
0,96
9,22
0,00
0,41
0,12
3,39
0,00
0,30
0,30
1,00
0,33
0,90
0,13
6,82
0,00
-0,78
0,11
-6,82
0,00
-0,29
0,39
-0,73
0,47

F
0,00

95%
95%
6,83
10,85
0,16
0,66
-0,33
0,93
0,63
1,18
-1,01
-0,54
-1,11
0,54

: ______________________________________________________________________.
13. , p-value 0.087,
0.1. ?
: ______________________________________________________________________.
14. , p-value 0.078,
0.05. ?
: ______________________________________________________________________.
15. , p-value 0.09.
?
: ______________________________________________________________________.

1 2. [2012-2013]

1. Yi = + 1 xi1 + 2 xi 2 + i , i = 1,..., n ,

Y = X + , = [

1 2 ] . ,
T

N ( 0; 2 I ) - n - .
Y X :
1
2

Y = 3 ;

4
5

1
1

X = 1

1
1

0
0
1
1
1

0
0
1 .

0
0


5 3 1
0.5 -0.5 0.0
1

T
X X = 3 3 1 ( X X ) = -0.5 1.0 -0.5 .
1 1 1
0.0 -0.5 1.5
T

A. .
B. ( ).

C. TSS = i =1 Yi Y
n

D.
.

E. RSS = i =1 Yi Yi .
n

F. R 2 ?
.
G. ,
2 .
H. .
I. ,
-.
J. 90%- .
K. 80%- .
L. 90%-
1 + 2 .

1 2. [2012-2013]

.
n=
A.
k +1 =
B.
TSS =
C.
=
1 =
D.
RSS =
E.
R2 =

2 =

F.

2 =
G.

( )

V =

H.

( )

=
V

I.
J.
K.
L.

. =

. =

. =

. =

. =

. =

1 2. [2012-2013]

2. Yi = + 1 xi1 + 2 xi 2 + i , i = 1,..., n ,
Y = X + , = [

1 2 ] . ,
T

N ( 0; 2 I ) - n - . 2 = 2 .
Y X :
1
1 0 0
2
1 0 0

Y = 3 ;
X = 1 1 1 .

4
1 1 0
5
1 1 0

5 3 1
0.5 -0.5 0.0

1
X T X = 3 3 1 ( X T X ) = -0.5 1.0 -0.5 .
1 1 1
0.0 -0.5 1.5

A.
B.
C. 1
D.
E.
F.
G.

D ( 2 ) =
D ( 1 2 ) =

( ) =
D

( )
corr ( , ) =
D 2 =
1

E ( 2 ) =

( )

E 22 22 =

( ) - .
D
5

1 2. [2012-2013]

3.
Yi = + 1 xi1 + 2 xi 2 + 3 xi 3 + 4 xi 4 + i i = 1, n . , 1 ,..., n


2 ( 2 ).
.


R

0,994656

R-
R

0,98934
0,975126

1,827516


df

SS

MS

929,8556

232,4639

10,01944

3,339814

939,875

69,60384

0,002734

95%

95%

Y-

5,913512

4,621017

1,279699

0,290643

-8,79263

20,61965

X1

0,790264

0,157168

5,028146

0,015157

0,290085

1,290443

X2

2,183104

0,213342

10,23289

0,001989

1,504155

2,862052

X3

0,349258

0,415603

0,840366

0,4624

-0,97337

1,671891

X4

0,55156

0,188375

2,927992

0,0611

-0,04793

1,151052

1. ,
.
2. 5% .
2.1. .
2.2. .
2.3. .
2.4. , .
2.5. .
3. H 0 : = 5 H1 : > 5 .
5% .
3.1. .
3.2. .
3.3. .
3.4. , .
3.5. .

1 2. [2012-2013]

.
1
H0 :

H1 :

2.1

2.2

2.3
:

2.4

2.5

. =

. =

3.1

3.2

3.3
:

3.4

3.5

. =

. =