Modeli i regresionit t shumfisht linear mundet me u paraqit edhe n formn e

matricave.
i = 1, 2,..., n
Kshtu nse Yi = 0 + 1 X 1i + 2 X 2 i + ... + k 1 X k 1i + i
prkatsisht Y = X + u
0
0
Y1

1 X 11 X 21 ... X k 1 1
1

1
Y2

.
.
.
1 X 12 X 22 ... X k 1 2
=
u =

ku Y = X =
,
,
.... . .... . .... . ...
.
.
.

1 X 1n X 2 n ... X k 1 n

.
.
.

Y
n
k 1
n
Vlersimi i parametrave t vektorit gjendet me MKV n baz t forms vijuese:
^

= b = ( X ' X ) X 'Y
Nse prdorim shnimet
X 11 X 1 X 21 X 1 ... X k 1 1 X 1
Y1 Y
0

X 12 X 2 X 22 X 2 ... X k 1 2 X 2
Y2 Y
1

.
.
.
.
.
, =
x =
y =

.
.
.

.
.

.
.
.
.
.

Y Y
X 1n X n X 2 n X n ... X k 1 n X n

Vlersimi i parametrave t modelit jepet me formn:

1

= b = ( x ' x) 1 x ' y
b0 = Y b1 X 1 b2 X 2 ... bk 1 X k 1
Vlersimi i varianss s gabimeve t rastit sht:
e 'e
s2 =
nk
e ' e = y ' y bx ' y
ku e = Y bX
Vlersimi i varianss s bk n formn matricore
sbk2 = s 2 sii
ku sii jan elementet e diagonales s matrics (xx)-1.
t-statistika prkatse sht e forms
b
b
tk = k = k
sbk s sii

ku

sb21
cov ( b1 , b2 )
.. .
cov ( b1 , bk 1 )

s 2 ( x ' x) 1 = cov ( b2 , b1 )
sb22
. . . cov ( b3 , bk 1 )

2
cov ( bk 1 , b1 )

cov
b
,
b
.
.
.
s
(
)
k

1
2
bk

Forma matricore e koeficientit t determinimit sht

e 'e
R2 = 1
y' y
Test-statistika, me t ciln hulumtohet rndsia statistike e regresionit jepet me formuln
R 2 ( k 1)
F=
( 1 R2 ) ( n k )
E cila ka F shprndarje me (k-1) dhe (n-k) shkall lirie.
Shembull:
N baz t zgjedhjes prej 10 observimeve pr Y , X 1 dhe X 2 nga modeli
Y = 0 + 1 X 1 + 2 X 2 + jan fituar kto rezultate
Y = 20 ; X 1 = 30 ; X 2 = 40

X = 92 ; X = 163 ; Y = 88.2
YX = 59 ; YX = 88 ; X X = 119
2
1

2
2

a) Vlersoni parametrat e modelit me MKV duke shfrytzuar formn matricore.

b) Testoni testet statistike n nivelin e rndsis = 0.01 .
Zgjidhje
X1 = 3 ;
X2 = 4
Y = 2;
2
2
2
y = Y nY = 88.2 10 22 = 48.2

x = X nX = 92 10 3 = 2
x = X nX = 163 10 4 = 3
x y = X Y nX Y = 59 10 2 3 = 1
x y = X Y nX Y = 88 10 2 4 = 8
x x = X X nX X = 119 10 3 4 = 1
2
1

2
1

2
1

2
2

2
2

2
2

1 2

x12
x1 x2 x1 y 2 1 1 1 1 3 1 1 1

= b = ( x ' x) x ' y =

=
=
=
x x x 2 x2 y 1 3
8
1
2
5

8 3
1 2
2

b0 = Y b1 X 1 b2 X 2 = 2 3 12 = 13
^

b)

1
= e ' e = y ' y b ' x ' y ' = 48.2 ( 1 3) = 25.2
8
e ' e 25.2
s2 =
=
= 3.6
nk
7
3.6 3 1 2.16 0.72
1
s2 ( b) = s2 ( x ' x ) =

5 1 2 0.72 1.44

Kshtu :

sb21 = 2.16 ;

cov ( b1 , b2 ) = 0.72

sb22 = 1.44 ,

e 'e
25.2
= 1
= 0.48
y' y
48.2
b
1
t1 = 1 =
= 0.68
sb1 1.47
R2 = 1

t2 =

b2
3
=
= 2.50
sb2 1.20

0.48 / 2
= 3.23
0.52 / 7
t1 = 0.68 < t7 ( 0.005 ) = 2.99
F=

t2 = 2.50 < t7 ( 0.005 ) = 2.99

F = 3.23 < F72 ( 0.01) = 9.55

N baz t rezultateve t t dhe F testit prfundojm se X1 dhe X2 nuk kan ndikim t

rndsishm n Y n nivelin e rndsis = 0.01 .

Shembull

Y
X1
X2

40
6
4

44
10
4

46
12
5

48
14
7

52
16
9

58
18
12

60
22
14

68
24
20

74
26
21

80
32
24

1 6 4

1 10 4

1 12 5

1 1 1 1 1 1 1 1 1 1 1 14 7

1 16 9
b = ( X ' X ) X ' Y = 6 10 12 14 16 18 22 24 26 32

1 18 12
4 4 5 7 9 12 14 20 21 24 1 22 14

1 24 20

1 26 21

1 32 24

40

44
46

48
1 1 1 1 1 1 1 1 1 1
1.36
52

6 10 12 14 16 18 22 24 26 32 = 0.18
4 4 5 7 9 12 14 20 21 24 58 0.16

60

68
74

80

Prandaj,

b0 = 31.98 ; b1 = 0.65 dhe b2 = 1.11

0.18
0.03
0.03

0.16 570 31.98

0.03
11.216 = 0.65
7740 1.11
0.09

 40 1

44 1
46 1

48 1
52 1
e = Y Xb =
58 1
60 1

68 1
74 1

80 1

6 4
0.32

10 4
1.08
0.67
12 5

14 7
0.85

31.98
16 9
0.37
0.65 =

18 12
1.00

1.11
22 14
1.82

24 20
1.78
1.81
26 21

0.58
32 24

1.36
e 'e
13.6704
1
s =
0.18
( X 'X) =
nk
10 3
0.16
2
b

Prandaj

sb20 = 2.66 ;

sb21 = 0.06 ;

0.18
0.03
0.03
dhe

0.16 2.66

0.03 = 0.34

0.09
0.31
sb22 = 0.07 .

0.35
0.06
0.07

0.31

0.07
0.07