Ανάλυση Παλινδρόμησης

(regression analysis)
,
( ).
:
(independent, predictor, casual, input, explanatory variables)
(dependent, response variables). ,
X , ,
(.. ,
,
, ).
Y
(.. ,
, ,
). ()

(..
,
,
,
,
CD ).
X , Y .
Y = f ( X ) X
Y , , Y
, (deterministic) Y = f ( X ) . ,

- 6. ,

, - .

Y = f ( X )
X = xi , . ,
Y = ( X 4) 2 + 1 ( )
:
xi
yi
1
2
3
4
5
6
7
10
5
2
1
2
5
10
12
10
8
6
4
2
, , .
. & / . (www.aua.gr/gpapadopoulos)
100

(stochastic, probabilistic) . ,
X = xi
xi X y i , ,
. , X
, -
X ,
, ,
, ..
, ,

.

.

X ,

X . ,
.
, -
.
,
. ,

. , , X
,
, :
( )

( ) .
( , )
.

, ,

, , .

101

, .

X Y
J, X Y
. ,
X

.
Y = + X , ,
, ,
,
X = x1
. ,
,
X = x1
, , ,
, , , . ,
(
). , X = x1 Y Y1
. , X = x 2
Y2 ....
, Y = + X ,
, ,
( + X ) . , = Y ( + X ) . ,
,
Y = + X + .

, , E ( ) = 0 E (Y / X ) = + X .
,
, (.
). ( E (Y / X ) = + X ),
.
102

Y = + X E (Y / X ) = + X
.

Y = + X

E (Y / X ) = + X ,
.

( xi , y i ), i = 1,2,3,..., .
:
y i = + xi + i
i y i
() + xi . , i = y i ( + xi ) .
, ()
i . ,
i .
,
i =1
2
i
= ( y i xi ) 2
i =1
(

).
(1)
(1)
:
y i = + xi
i =1
i =1
i =1
i =1
i =1
xi yi = xi + xi2
, :
xi y i xi y i xi y i x y
i =1 i =1 = i =1
= i =1
2
xi2 x 2
xi x i
i =1
i =1
i =1
= y x
s xy
s x2
= y x
103
Y = + X
, ,
Y = + X = y x + X = y + ( X x )
Y = y +
s xy
s x2
( X x)
, , ( x , y ) .

Y . y i ,
y Y , E (Y / X = x ) .
i
Y = + X
E (Y / X ) = + X ;
y i y = ( y i y i ) + ( y i y ) ,
()
i =1
i =1
i =1
( yi y ) 2 = ( yi y i ) 2 + ( y i y ) 2 (2)

SSTO = ( y i y ) 2
i =1
(total sum of squares)

(total variation) y i (2)
: (regression sum of
squares)
SSR = ( y i y ) 2
i =1
(error sum of squares)

(residual variation)
SSE = ( y i y i ) 2
i =1
,
SSTO=SSR+SSE
SSTO y i
Y .
SSR o
SSE=SSTO-SSR

104
r2 =
SSR
=
SSTO
( y i y ) 2
i =1
(y
i =1
y) 2
SSTO SSE
SSE
= 1
= 1
SSTO
SSTO
(y
i =1
(y
i =1
y i ) 2
y) 2
y i
() . r 2
(coefficient of determination) [0, 1].
M 1 ( x1 , y1 ), M 2 ( x 2 , y 2 ), ..., M ( x , y )
y i = y i SSE = ( y i y i ) 2 = 0 ,
i =1
r = 1
= 0 r = 0 . r 2
0 1 1
.
2

(standard error of the
estimate), s
SSE
1
( y i y i ) 2 =
2 i =1
2

.

.
s=
, ,
( xi , y i ) y i = + xi ( s 2
). , ,
. ,
s, 2s, 3s
, ( 30),
105
68%, 95% 99,7%

.
:
,
2 s .
,
s=
1
1 2 2 2
1 2
( y i y i ) 2 =
(s y s x ) =
s y (1 r 2 ) .
2 i =1
2
2

1. Y = + X
(
) ( ).
X = x1 y1 = + x1 X = x1 + 1
y = + ( x + 1) = + x + = y + . x
2
y i > 0
< 0 .
2. Y = + X

0.
3. 1 r 2
.
4. r 2 !
5. -
()
106
().
, Y = + X .

,

. ,
,

r=
s xy
sx s y
s xy
s
, r = x ()
sy
s
, r 1
> 0 , r
-1
< 0 . r 0
0 .
2
x
.
X = + Y
s xy
: = 2 = x y .
sy
, r =
sy
(). () () , , r 2 = .
sx
6. Y
X
Y = + X ,

.
7. Y = + X ,
X, Y.
,
Y, X = + Y ,
Y = + X .
( x , y ) .
8. xi , y i = + xi
E (Y / X = xi ) .
9.

i =1
= 0
i =1
i =1
i =1
i =1
i =1
i = ( yi y i ) = ( yi xi ) = yi xi = ( y x ) = 0
107
-1:
(),
().
yi
xi
( )
( )
12
13
13
14
15
15
14
16
17
18
yi = 147
2
2
3
3
4
4
5
5
6
6
= 40
xi y i
xi2
24
26
39
42
60
60
70
80
102
108
xi yi = 611
4
4
9
9
16
16
25
25
36
36
2
xi = 180
:
40
x=
=4
10
147
y=
= 14,7
10
xi y i x y
i =1
xi2 x 2
611 10 4 14,7
= 1,15
180 10 4 2
i =1
= y x = 14,7 1,15 4 = 10,1

Y = 10,1 + 1,15 X .

= 1,15 > 0 ,
. 1000 ,
1,15 .

,
10,1 . 0 ,
( -5).
r 2
108
xi
yi
y i
y i y
( y i y ) 2
yi y
( yi y ) 2
2
2
3
3
4
4
5
5
6
6
12
13
13
14
15
15
14
16
17
18
yi = 147
12,4
12,4
13,55
13,55
14,7
14,7
15,85
15,85
17
17
-2,3
-2,3
-1,15
-1,15
0
0
1,15
1,15
2,3
2,3
5,29
5,29
1,32
1,32
0
0
1,32
1,32
5,29
5,29
SSR=26,44
-2,7
-1,7
-1,7
-0,7
0,3
0,3
-0,7
1,3
2,3
3,3
7,29
2,89
2,89
0,49
0,09
0,09
0,49
1,69
5,29
10,89
SSTO=32,1
= 40
r2 =
SSR
=
SSTO
( y
i =1
y) 2
y) 2
(y
i =1
26,44
= 0,82
32,1
r 2
82%
.
1 r 2
18% , .
s
s=
SSE
1
32,1 26,44
( y i y i ) 2 =
=
= 0,7 = 0,84
2 i =1
2
8
Y = 10,1 + 1,15 X
.. 3,5 ,
, 10,1 + 1,15 3,5 = 14,125 .

Y = 10,1 + 1,15 X 82%
.
:
, ,
.
109
18
17
16
15
14
13
12
2
x
Y = 10,1 + 1,15 X
. ,
Y 10,1. ; ; (
-5)
18
17
16
15
14
13
12
11
10
9
8
0
x
-2:
( gr) 32
. ,
(%) . .
( xi , yi ) i = 1,2,...,32 :
y
y
i
2
i
= 2.279 ,
= 107.280 ,
x y
i
= 7.380.960 ,
2
i
= 368.892.000 ,
= 179.761

Pearson r.
:
x = 3.352,5
y = 71,22
110
x y
i
s xy =
sx
x y
7.380.960 32 3.352,5 71,22

= 8.371,7
31
1 2
368.892.000 32 3.352,5 2
2
=
= 29.7929,3
i =
1 i =1
31
s x = 29.7929,3 = 545,3
2
sy =
r=
1 2
179.761 32 71,22 2
= 562,83 s y = 562,83 = 23,72
yi y 2 =
1 i =1
31
s xy
sx s y
8.371,7
= 0,65
5455,3 23,72
r

.
.
s xy
8.371,7
= 0,0281 = y x = 71,22 + 0.0281 3.352,5 = 165,42 .
29.7929,3
s
: Y = 165,42 0,0281 X .
2
x

gr

0,0281%.

(!!!)
165,42 %. 0
( )
( -5).
.
: r 2 = (0,65) 2 = 0,42 . ,
42%
.
:

( r 2 ),
r 2
r. r 2 1
( 0 1) ,
(. r)
111
. r 2 = 0,49 r 0,7. ,
50%
.
,
1 2
31
s y (1 r 2 ) =
562,83 (1 0,42) = 18,36 .
s=
2
30
= 32 > 30 ,
18,36 , 2 18,36, 3 18,36 ,
68%, 95% 99,7%
.
120
100
80
Y (%)
60
40
20
0
2100
2500
2900
3300
3700
4100
4500
X (gr)
95%
(
2 18,36 = 36,72 ).
112

-
Y=+.+
- (
), ,
xi , .
-:
1: (Linearity)
, xi i = 1,2,..., ,
E (Y / X = xi ) = + xi E (Y / X ) = + X , ,
( xi , yi ) i = 1,2,..., . ,
, , (
). Y = + X + ,
.
2: - (Homoscedasticity Variance Stability)

Y X, ,
Var (Y / X = xi ) = 2 .
(heteroscedasticity) ( , ..
x1 , x 2 ).
113
3: (Independence)

.
4: (Normality)
.
,
= Y ( + X ) ( -residuals) :
1. ~ N (0, 2 )
2.
.
, ( )
-
. ()
(..
, ).

.
, ,
. :
() ,

114
() ,

. ,
()

.
, ,
.
1. (Linearity)

. ,
, ( xi , yi )
! (
, ,
E (Y / X ) = + X .)
, , (residual
plots) , ( xi , yi ) ( xi , i ) ( y i , i ) (
i = y i y i -).
, ( xi , i ) ( ( y i , i ) )
( )
= 0, .
1.2
0.8
0.4
0
-0.4
-0.8
-1.2
-5
-3
-1

i y i .
115
1.2
0.8
0.4
0
-0.4
-0.8
-1.2
, Y = 3.17 1.09 X
10
8
6
4
2
0
0
3.1
2.1
1.1
0.1
-0.9
-1.9
-2.9

= 0, (- ). (. )
( Y = 0 + 1 X + 2 X 2 + ).
, Y = 0.83 + 3.42 X 0.33 X 2
116
10
8
6
4
2
0
0
= 0.
0.6
0.4
0.2
0
-0.2
-0.4
-0.6
0

, ,
r 2 . , Y = 3.17 1.09 X
r 2 = 72% Y = 0.83 + 3.42 X 0.33 X 2 r 2 = 98.6% . M
Lack-of-Fit test.
,
, /
.
(,
,
).
. , ,
, .
2. (Homoscedasticity-Variance
Stability)
( )

. ,
( ), , 7
.
7
= 0
117
2
Y ( Y ,
2 ).
Y2 = [ E (Y )]2 2 2
(;)8. ,
, , , ..
Poisson ( ;)9.

,

. , ,
,
.
, ,
.
.
3. (Independence)

(..
). ,
( , .)
( ) .
, ,

.

. ,
Durbin-Watson test.

.
Y = E (Y ) Y = E (Y ) +
Poisson
Y2 = E (Y )
118
4. (Normality)
:

(steam and leaf plot)
(box plot)
(normal probability plot)
(goodnessof-fit test) KolmogorovSmirnov test X 2 test.
, ,
.
.
-,
(outliers).

. ,

. ,
.
.

.
!
119

Y = + X + , (
) .
()
.
(),
( xi , yi ) i = 1,2,... , ,
,
,

Y / X = Y + Y ( X X ) X / Y = X + X (Y Y ) .
X
Y
120
-

, ,
-
. ,
.
,
:
1. ,
. ,
.
2. ,
.
3. ,
(
).
, ,
, , ,
, .
,
( ) -.
, ,

.
,
.
121
1.
ln(Y ) = Y :
) , .
) ,
.
)
:
Y = 0 1X .
, ()
(): Y = + X + , Y = ln(Y ) , = ln( 0 ), = ln( 1 ), = ln( )
, ,
:
e Y = 0 X 1 ( ln( X ) = X )
Y = 0 X 1
( ln(Y ) = Y ln( X ) = X )
122
2.
1
= Y :
Y
) ,
.
)

1
: Y =
.
0 +1 X +
, :
1
Y = + X + , Y = , = 0 , = 1 , =
Y
1

= X ,
X
:
1
Y = 0 +1 +
X
3.
Y = Y :
) ,
.
)

: Y = ( 0 + 1 X + ) 2 .
, :
Y = + X + , Y = Y , = 0 , = 1 , =

Y = 0 +1 X + .
X = X
123
4. Y 2 = Y
:
) , .
) ,
.
)

.. Y = 0 + 1 X + . ,

= 0 , = 1, = .
Y = + X + ,
Y = Y 2,

.
1
Y=
0 + 1 X +
1+ e
1
Y = ln( 1)
Y
().
124

- -
1.
H 0 : = 0 H 1 : 0
Y = + X + .
) , 10
:

E (Y / X ) = E (Y ) = . ,
E (Y / X ) . ,
Y = y + ( X x ) Y = y .
) , 11 :
, ,
E (Y / X ) . , Y = y + ( X x )
( ) Y = y .
,
, , .
: ,
. ( ),
.
10
11
125
2. (adjusted r 2 )
r 2
, ,
.
, .
.
, .

, r 2
!
:
n 1
2
radj
= 1 (
) (1 r 2 ) k, .
nk

:
)
)
(;)12.
12
126
1. 30

. , ,
.
(m)
0.0
0.8
1.0
1.3
2.7
4.5
5.1
6
7.2
8.7
10.2
11.8
13.1
15.2
16.3
(%)
0.67667
0.64333
0.70333
0.59333
0.64333
0.54
0.43
0.5833
0.41
0.49667
0.16667
0.62
0.51
0.57
0.9
(m)
17.8
19.7
20.2
21.1
24.7
25.2
26.3
28.1
30.5
32
35.3
36.2
37.7
38.4
41
(%)
0.6
0.63667
0.88667
0.77667
1.2
0.66
1.13667
1.12333
1.19333
1.23333
1.12667
1.55667
2.10667
1.6
2.03333
() .
i) ,
;
i) .
ii) ,
H 0 : = 0 H 1 : 0 .
.
iv) E -
;
() ; ,
.
2. ,
, 18
(
).
.
127
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
( ti )
( yi )

6
6
6
8
8
8
10
10
10
12
12
12
14
14
14
16
16
16
mg/ml
0.029
0.032
0.027
0.079
0.072
0.088
0.181
0.165
0.201
0.425
0.384
0.472
1.13
1.02
1.249
2.812
2.465
3.099
() Y = + T .
i) ,

;
i) .
, H 0 : = 0
H 1 : 0 . . ,
()
.
) o (i).
; ; (.)
iv) E -
;
() ( 2 T 2 ) .
i) i iv :
Y = + 1 T + 2 T 2 .
ii) 2 T 2 .
.
iii)
;
() ln(Y ) = + T .
i) i iv .
ii) ln()
;
128
()
; .
.
() 18 18 3.
, 6 3
( 6 ). ,
;
3. : )
() ) 13 (1) ) (2, )

(3) ) 14 (4).
.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
1
(Km/Km2 )
25
7
12
59
5
12
6
23
6
7
5
10
9
6
5
9
11
7
17
5
7.16
8.28
11.73
11.47
14.62
10.53
14.76
10.57
11.62
11.28
7.32
9.43
7.76
7.06
12.14
11.76
12.52
12.44
8.46
9.55
2
(Km2 )
0.968
0.198
0.254
1.018
0.117
0.339
0.126
0.564
0.154
0.218
0.254
0.332
0.595
0.306
0.098
0.272
0.440
0.156
0.766
0.179
3
(m)
998
562
542
817
635
332
275
786
695
885
690
592
735
548
576
713
805
384
910
507
0.42
0.53
0.33
0.25
0.17
0.41
0.65
0.73
0.47
0.45
0.71
0.36
0.66
0.42
0.38
0.25
0.31
0.39
0.32
0.42
()
1, 2, 3, 4 .
()
: 5%,
35 0.6 Km2
;
() : Y = 0 + 1 X 1 + 2 X 2 + 3 X 3 + 4 X 4 + .
() 1, 2, 3, 4
; ; .
13

.
14
.
129
4.
1.500 gr
().
( xi )
( yi )
cm
41
40
38
38
38
32
33
38
30
34
32
39
38
39
37
39
38
42
39
38
gr
1360
1490
1490
1180
1200
680
620
1060
1320
830
880
1130
1140
1350
950
1220
980
1480
1250
1250
()

.
()
( -
, , ,

, , ,
Lack-of-Fit test, ,
).
() 36
cm. ; (
36 cm ).
() ,
36 cm.
; ; (
( )
).
()
46 cm; (.)
() ( )
;
130
5. (treatments) malathion fluvalinate

incubator storage.
,
.
15:
Malathion
( ti )
.
0
1
3
4
5
6
7
8
9
10
Fluvalinate
yi
ppd
Incubator
Storage
98.7
96.0
83.7
77.7
40.3
29.7
17.0
10.3
5.7
3.3
99.3
97.5
81.9
81.2
52.4
37.7
25.4
18.8
15.9
10.2
( ti )
.
0
4
8
12
16
20
24
yi
ppd
Incubator
Storage
193.5
179.9
160.2
79.3
37.4
18.3
6.9
202.5
203.7
142.6
98.1
95.6
76.1
62.3
, ,
(malathion incubator, malathion Storage, fluvalinate
incubator, fluvalinate Storage), .
() ()
.
() .
() 95%
. , (
) .
() ,
. ;
()
i) malathion incubator Storage ii)
fluvalinate incubator Storage iii)
malathion incubator fluvalinate incubator.
() .
15
P. G. Balayannis; L. A. Santas, Journal of Apicultural Research, 31(2): 70-76 (1992)
131
6.
, 12
(, , .).
.
100
xi
yi
1
2
3
4
5
6
7
8
9
10
11
12
0.2419
0.1732
0.1361
0.1108
0.0996
0.0952
0.0904
0.0792
0.0701
0.0891
0.0799
0.1084
() ,

:
i) Y = + X +
ii) e Y = X
1
iii) Y = + +
X
.
() yi .
;
7. P
V .
54.3
61.8
72.4
88.7
118.6 194.0
61.2
49.5
37.6
28.4
19.2
10.1
, P V
: P V = C C .
) ;
) P /
V,
. C
; . P V =
100.
132
) C
.
. P V = 100.
) (
-
).
8.
SBP, QUET = 2 100 , AGE
SMK (SMK = 0 , SMK = 1
) 32 40
.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
SBP
135
122
130
148
146
129
162
160
144
180
166
138
152
138
140
134
145
142
135
142
150
144
137
132
149
132
120
126
161
170
152
164
QUET
2.876
3.251
3.1
3.768
2.979
2.79
3.668
3.612
2.368
4.637
3.877
4.032
4.116
3.673
3.562
2.998
3.36
3.024
3.171
3.401
3.628
3.751
3.296
3.21
3.301
3.017
2.789
2.956
3.8
4.132
3.962
4.01
AGE
45
41
49
52
54
47
60
48
44
64
59
51
64
56
54
50
49
46
57
56
56
58
53
50
54
48
43
43
63
63
62
65
SMK
0
0
0
0
1
1
1
1
1
1
1
1
0
0
1
1
1
1
0
0
1
0
0
0
1
1
0
1
0
1
0
0
()
( 40
) QUET.
133
i) ,

QUET;
i) .
, H 0 : = 0
H 1 : 0 . . ,
()
.
) o (i).
; ; (.)
iv) E -
;
v) 95%
QUET 3.5.
,
:
vi) 95%
QUET 3.5
QUET (= 3.5)
.
vii)
QUET
.
vii)
QUET

()
( 40
) AGE i
iv .
()
QUET ( 40 )
AGE i iv .
()
( 40
) SMK.
i) ,
. ,
+
().
i) ,
H 0 : = 0 H 1 : 0 .
.
ii) i, t-test
( );
()
:
i) 50
, QUET 3.5 ;
134
ii) 50
, QUET 3.5 ;
iii)
50 QUET 3.5
4.5
iv)
42 QUET 3.5
4.5
v)
51 QUET 3 4.
()
QUET.
QUET;
() , QUET
QUET ;
.
135

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(regression analysis)

(total sum of squares)

(error sum of squares)

68%, 95% 99,7%

= y x = 14,7 1,15 4 = 10,1

7.380.960 32 3.352,5 71,22

2: - (Homoscedasticity Variance Stability)

, Y = 0.83 + 3.42 X 0.33 X 2

5. (treatments) malathion fluvalinate

P. G. Balayannis; L. A. Santas, Journal of Apicultural Research, 31(2): 70-76 (1992)

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