REGRESIÓN LINEAL MÚLTIPLE

REGRESIÓN LINEAL MÚLTIPLE

REGRESIÓN LINEAL MÚLTIPLE
 REGRESIÓN LINEAL MÚLTIPLE

▪
▪

𝑌𝑖 = 𝛽0 + 𝛽1 𝑋1 + 𝛽2 𝑋2 𝜀𝑖
Supuestos:
✓
✓
✓
✓
✓
 𝑌𝑖 = 𝛽0 + 𝛽1 𝑋1 + 𝛽2 𝑋2 𝜀𝑖

𝜎2

𝑌෠ = 𝛽0 + 𝛽1 𝑋1 + 𝛽2 𝑋2 𝛽k 𝑋k
𝒀𝒊 = 𝜷𝐤 𝑿𝐢𝐤 𝒆𝒊
𝒀𝒊 = 𝜷𝐤 𝑿𝐢𝐤 𝜺𝒊
 β

β = 𝑋𝑇 𝑋 −1 𝑋 𝑇 𝑌

𝑋𝑇
𝑋𝑇 𝑋 −1

𝛽0
𝛽1
.
β = 𝑋𝑇𝑋 −1 𝑋 𝑇 𝑌 → β=
.
.
𝛽𝑘
 𝑛 𝑛

𝑛 ෍ 𝑋1𝑖 ෍ 𝑋2𝑖 𝑛
𝑖=1 𝑖=1 ෍ 𝑌𝑖
𝑛 𝑛 𝑛
𝑖=1
2
𝐴= 𝑋𝑇𝑋 = ෍ 𝑋1𝑖 ෍ 𝑋1𝑖 ෍ 𝑋1𝑖 𝑋2𝑖 𝑛
𝑖=1 𝑖=1 𝑖=1 𝐺 = 𝑋 𝑇 𝑌 = ෍ 𝑋1𝑖 𝑌𝑖
𝑛 𝑛 𝑛
𝑖=1
2
෍ 𝑋2𝑖 ෍ 𝑋1𝑖 𝑋2𝑖 ෍ 𝑋2𝑖 𝑛
𝑖=1 𝑖=1 𝑖=1 ෍ 𝑋2𝑖 𝑌𝑖
𝛽0 𝑖=1

𝜷 = 𝑨−𝟏 𝑮 = 𝛽1
𝛽2
 ෎ 𝑌 = 𝑛𝛽0 + 𝛽1 ෍ 𝑋1 + 𝛽2 ෍ 𝑋2

෎ 𝑋1 𝑌 = 𝛽0 ෍ 𝑋1 + 𝛽1 ෍ 𝑋1 2 + 𝛽2 ෍ 𝑋1 𝑋2

෎ 𝑋2 𝑌 = 𝛽0 ෍ 𝑋2 + 𝛽1 ෍ 𝑋1 𝑋2 + 𝛽2 ෍ 𝑋2 2
 𝑌෠ = 𝛽0 + 𝛽1 𝑋1 + 𝛽2 𝑋2
𝑌 𝑋1 𝑋2 𝑋1 𝑌 𝑋2 𝑌 𝑋1 𝑋2 𝑋1 2 𝑋2 2

Σ𝑌 = 2985 Σ𝑋1 = 18 Σ𝑋2 = 21 Σ𝑋1𝑌 = 11170 Σ𝑋2𝑌 = 8535 Σ 𝑋1𝑋2 = 50 Σ 𝑋12 = 70 Σ 𝑋22 = 131
 ෎ 𝑌 = 𝑛𝛽0 + 𝛽1 ෍ 𝑋1 + 𝛽2 ෍ 𝑋2

෎ 𝑋1 𝑌 = 𝛽0 ෍ 𝑋1 + 𝛽1 ෍ 𝑋1 2 + 𝛽2 ෍ 𝑋1 𝑋2

෎ 𝑋2 𝑌 = 𝛽0 ෍ 𝑋2 + 𝛽1 ෍ 𝑋1 𝑋2 + 𝛽2 ෍ 𝑋2 2

2985 = 6b0 + b1 (18) + b2 (21) 𝛽0 96.481

11170 = b0 (18) + b1 (70) + b2 (50) 𝜷 = 𝛽1 = 136.485
8535 = b0 (21) + b1 (50) + b2 (131) 𝛽2 −2.401
 𝑌෠ = 96.481 + 136.485𝑁º ℎ𝑎𝑏𝑖𝑡 − 2.401𝐷𝑖𝑠𝑡𝑎𝑛𝑐
.

𝜷𝟎

𝜷𝟏

𝜷𝟐
Σ𝑌 = Σ𝑋2 = Σ𝑋2𝑌 = Σ 𝑋12 =
Σ𝑋1 = Σ𝑋1𝑌 = Σ 𝑋1𝑋2 = Σ 𝑋22 =