Sesavali

ekonometrikis ganmarteba

ekonometrika me-20 saukuneSi ekonomikisa da maTematikis Serwymis Sedegad

Camoyalibda. mecnierebis am mimarTulebis Seqmnis erT-erTi moTave da organizato-
ri r. friSi 1933 wels Jurnal `ekonometrika”-s pirveli nomris mowinave stati-
aSi, romliTac daiwyo msoflioSi erT-erTi wamyvani ekonomikuri Jurnalis gamo-
cema, ganmartavs, rom `ekonometrika - ar aris ekonomikuri statistika. igi arc
imis identuria, rasac Cven ekonomikur Teorias veZaxiT, Tumca am Teoriis mniSvne-
lovani nawili raodenobriv xasiaTs atarebs. ekonometrika ar warmoadgens maTema-
tikis ekonomikaSi gamoyenebis sinonims. rogorc gamocdileba gviCvenebs, sami amo-
savali wertilidan – statistika, ekonomikuri Teoria da maTematika – nebismieri
aucilebeli, magram arasakmarisi pirobaa Tanamedrove ekonomikur cxovrebaSi rao-
denobrivi Tanafardobebis gagebisaTvis. es aris samive mdgenelis erTianoba da es
erTianoba warmoqmnis ekonometrikas.~1
ekonometrikis es ganmarteba sayovelTaod miRebuli iyo mxolod misi formi-
rebis sawyis periodSi. mogvianebiT mravali mecnieri cdilobda daekonkretebina
ekonometrikis definicia da sagani. Tu SevajerebT, erTi mxriv, arsebul ganmarte-
bebs, xolo, meore mxriv, sakiTxTa speqtrs, romlebic Tavmoyrilia ekonometrikis
saxelwodebiT gamosul Tanamedrove saxelmZRvaneloebSi, maSin ekonometrika SeiZ-
leba ganvmartoT rogorc disciplina, romelic cdilobs statistikuri meTode-
biT daadginos raodenobrivi kavSirurTierTobebi ekonomikur cvladebs Soris.
Tanamedrove ekonometrika ori nawilisgan Sedgeba: ekonometrikuli meTodebi
da ekonometrikuli meTodebis gamoyeneba konkretul ekonomikur amocanebSi. ekono-
metrikuli meTodebi efuZneba regresiul analizs, romelic statistikis Teori-
isa da statistikis meTodebis Cveulebrivi Semadgeneli nawilia. amave dros, prob-

1
Frisch R. Editiorial. Econometrica, 1933, N 1, p.2

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lemis specifika, romlis gadawyvetisTvisac gamoiyeneba ekonometrikis meTodebi,
ganapirobebs statistikis tradiciuli midgomebSi rogorc garkveuli cvlilebe-
bis Setanis aucileblobas, ise axali mimarTulebis SemuSavebas.
gamoyenebiTi nawili ki mTlianad ekonomikur Teoriazea dafuZnebuli da Sesa-
bamisi ekonometrikuli modelebis agebiTa da gamokvleviT ekonomikuri kanonzomi-
erebebis gamovlenas an hipoTezuri Teoriuli mosazrebis empiriul dadasturebas
emsaxureba. aqedan gamomdinare, ekonometrika SeiZleba ganvixiloT rogorc stat-
istikisa da ekonomikuri Teoriis mimarTulebaTa sinTezi. am sinTezSi mniSvnelo-
van rols maTematika asrulebs. mis safuZvelze xdeba Teoriuli kavSirurTierTo-
bebis modelireba da statistikuri meTodebis Semowmeba. amasTan, maTematikuri
procedurebi SeiZleba Sesrulebul iqnas sxvadasxva doniT imaze damokidebule-
biT, Tu ramdenad daxvewili meTodebi ganixileba da ramdenad sasurvelia zusti
damtkicebebi.

ekonometrikuli modelebis saxeebi

ekonometrika ekonomikuri kanonzomierebis empiriul gamoyvanasa da dasabuTe-

bas modelebis gamoyenebiT axorcielebs. maTi erToblioba SeiZleba pirobiTad sam
saxed daiyos:
1. droiTi mwkrivebis modelebi. aq Sedis regresiul modelTa gansa-
kuTrebuli jgufi, romlebSic raime Sesaswavli y cvladis qcevis axsna xdeba an
uSualod drois faqtoris t saSualebiT, an, kidev, y cvladis droSi winmswrebi
mniSvnelobebis saSualebiT. SesaZlebelia garkveuli kombinaciebic, romlebSic Sei-
Zleba droze damokidebuli sxva cvladebic monawileobdes.
droiTi mwkrivebis modelebidan gansakuTrebiT martivi da gavrcelebulia
trenduli, sezonuri da Sereuli (trendul-sezonuri) modelebi.
trenduli modelis zogadi saxea
y (t ) = T (t ) + u (t ) ,
sadac T (t ) aris parametrulad mocemuli droiTi trendi (xangrZlivi `saukuno-
vani~ tendencia). konkretuli situaciis Sesabamisad T (t ) -s SeiZleba sxvadasxva

forma gaaCndes, magaliTad, T (t ) = a + bt , T (t ) = a + bt + ct da a.S.; u (t ) -SemTxvevi-

2

Ti (stoxastikuri) Semadgenelia.
wminda sezonur models warmoadgens

10
 y (t ) = S (t ) + u (t ) ,
sadac S (t ) sezonuri (perioduli) Semadgenelia, xolo u (t ) SemTxveviTi elementia.
dabolos, Sereul, anu trendul-sezonur models SeiZleba aditiuri
y (t ) = T (t ) + S (t ) + u (t )
an, kidev, multiplikaciuri saxe hqondes:
y (t ) = T (t ) S (t ) + u (t ) .
2. erTi gantolebiT mocemuli regresiuli modelebi. ekonometrikul
modelTa umravlesoba erTi regresiuli gantolebis saSualebiT aRiwereba. zogad
SemTxvevaSi am tipis modelis saxea:
y = f ( x1 , x2 ,, xm ) + u ,
sadac y damokidebuli, anu Sedegobrivi cvladia; x1 , x 2 ,  , xm - damoukidebuli

cvladebia, romlebsac faqtoruli an amxsneli cvladebi ewodeba; u -SemTxveviTi

Semadgenelia. roca damoukidebel cvladTa ricxvi m  2 , maSin aq moyvanil gan-
tolebas mravlobiTi regresiis modeli ewodeba. magram, Tu ekonometrikuli mode-
li mxolod erT damoukidebel cvlads Seicavs, e.i. Tu
y = f ( x) + u ,
maSin gvaqvs wyviluri, anu martivi regresiis modeli. amasTan, rogorc wyviluri,
ise mravlobiTi regresiis modeli SeiZleba iyos wrfivi an arawrfivi imis mixed-
viT, Tu ra saxe gaaCnia f funqcias.
dReisaTvis gansakuTrebiT kargadaa Seswavlili da praqtikulad farTod ga-
moiyeneba wrfivi regresiuli modelebi. am faqts ramdenime garemoeba ganapirobebs.
pirveli, wrfivi modelebi SedarebiT martivia, xolo simartive modelis erT-er-
Ti dadebiTi Tvisebaa. meore, wrfivi modelebi, rogorc wesi, prognozis gakeTebi-
sas ufro nakleb Secdomebs iZleva, vidre arawrfivi modelebi. dabolos, ekonomi-
kur cvladTa umravlesoba, romlebic erTdroulad sxvadasxva mimarTulebiT moq-
medi mravali faqtoris zemoqmedebis Sedegad yalibdeba, normaluri ganawilebis
mqone SemTxveviTi sididea. aseT situaciaSi ki mtkicdeba, rom cvladebs Soris
regresiuli damokidebuleba bunebrivad wrfivi saxisaa.
3. erTdroul gantolebaTa sistemebi. am tipis ekonometrikuli mo-
deli ramdenime regresiuli gantolebisgan da SesaZlebelia, agreTve, ramdenime ig-
iveobisaganac Sedgeba. amasTan, es gantolebebi da igiveobebi erTmaneTTan im Tval-

11
sazrisiTaa dakavSirebuli, rom yoveli maTgani sakuTari asaxsneli (Sedegobrivi)
cvladis garda amxsnel (faqtorul) cvladebsac Seicavs, romlebic imavdroulad
sxva gantolebebisTvis asaxsnels warmoadgens. maSasadame, aseT modelSi saxeze
gvaqvs erTmaneTTan dakavSirebul asaxsnel cvladTa mTeli erToblioba.
sxva ekonomikur-maTematikuri modelebis msgavsad, erTdroul gantolebaTa
sistemis saxiT agebuli ekonometrikuli modelic endogenur (modelis sfuZvelze
gansasazRvrav) da egzogenur (modelSi garedan cnobili saxiT mocemul) cvladebs
Seicavs da saSualebas iZleva avxsnaT endogenur cvladTa qceva egzogenuri cvla-
debis qcevis safuZvelze.
erTdroul gantolebaTa sistemebi gamoiyeneba rogorc mikro, ise makro do-
nis ekonomikuri obieqtebis Sesaswavlad. maT Soris klasikuria moTxovna-miwode-
bis modeli da Omakroekonomikuri wonasworobis IS - LM modeli sxvadasxva
variantebSi. magaliTisaTvis sakmarisia moviyvanoT `Caketili~ ekonomikis IS - LM
modeli, romelic umartives SemTxvevaSi aris moxmarebis funqciis
C = f (Y ) + u , (I)
sainvesticio danaxarjebis funqciis
I =  ( R) + v , (II)
fulis bazris wonasworobis gantolebis
M =  (Y , R ) +  (III)
da ZiriTadi makroekonomikuri igiveobis
Y = C + I +G (IV)
erToblioba. rogorc vxedavT, modeli sami regresiuli gantolebisgan ((I)_(III))
da erTi igiveobisgan (IV) Sedgeba. amasTan, modelis endogenuri cvladebia: Y -
mTliani Semosavali, C -moxmareba, I -investiciebis moculoba, R -saprocento gana-
kveTi. Eegzogenur cvladebs miekuTvneba: M - ekonomikaSi arsebuli fulis masa da
G -saxelmwifo Sesyidvebis sidide. rac Seexeba u , v da  cvladebs, isini SemT-
xveviTi wevrebia, romlebzec saubari mogvianebiT gveqneba.

ekonometrikuli modelirebis etapebi da problemebi

ekonometrikuli modelis SemuSaveba, gamokvleva da gamoyeneba garkveul eta-

pebad xorcieldeba. davaxasiaToT maTi Sinaarsi im TanmimdevrobiT, rogoriTac,
zogad SemTxvevaSi, mimdinareobs ekonometrikuli modelireba.

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 amocanis dasma. ekonometrikuli modelis agebis dros amocanis dasma gu-
lisxmobs Sesaswavli obieqtis maxasiaTeblebidanDSedegobrivi da faqtoruli maC-
veneblebis gamovlenas da imis dadgenas, Tu romeli maCveneblis romel maCvenebel-
Tan an maCvenebelTa sistemasTan damokidebuleba unda iqnas Seswavlili.
Sedegobriv cvladad rekomendirebulia gamovyoT maCvenebeli, romlis marTvac
SeiZleba ganxorcieldes mxolod sxvadasxva faqtorebze zemoqmedebis Sedegad, xo-
lo faqtorul cvladebad ki aiReba maCveneblebi, romlebic mocemul konkretul
SemTxvevaSi marTvads warmoadgens.
amave etapze xdeba gamokvlevis miznis formireba. aseTi mizani SeiZleba iyos:
- obieqtSi arsebuli raodenobrivi kanonzomierebebis gamovlena da gamokvleva;
- obieqtis ekonomikuri maCveneblebis prognozireba;
- obieqtis an movlenis ganviTarebis imitacia sxvadasxva egzogenuri zemoqme-
debis pirobebSi;
- mmarTvelobiTi gadawyvetilebebis SemuSaveba.
faqtorTa SerCeva. faqtorTa SerCevisas unda vixelmZRvaneloT zogadi xa-
siaTis rigi logikuri mosazrebiT.
- modelSi unda aisaxos mxolod problemis SeswavlisaTvis arsebiTi faqtore-
bi. rekomendirebulia, rom maTi ricxvi ar iyos Zalian didi da ramdenjerme nak-
lebi iyos dakvirvebis ricxvze;
- gamoyenebuli faqtorebi raodenobrivad unda izomebodes. aucileblobis Sem-
TxvevaSi dasaSvebia atributuli (araraodenobrivi) faqtorebis gamoyeneba, romel-
Ta dadgenac SesaZlebelia eqspertuli meTodebis saSualebiT;
- ar unda moxdes faqtoruli niSnebis dublireba. yoveli faqtori warmodge-
nili unda iqnas naturalur an RirebulebiT, absolutur an SefardebiT formiT
da ara romelime ori maTganiT. garda amisa, aramizanSewonilia jamuri niSnebisa
da maTi Semadgeneli nawilebis erTdrouli CarTva modelSi;
- mizanSewonilia, rom mizez-Sedegobriobis jaWvSi faqtorebi erT doneze im-
yofebodes, Tanabaruflebians da ara urTierTdaqvemdebarebuls warmoadgendes;
- iseTi faqtorebis erTdrouli gaTvaliswineba, romelTa Sorisac arsebobs
funqcionaluri an mWidro korelaciuri damokidebuleba dauSvebelia. unda
CavrToT erTi romelime maTgani, romelic Sedegobriv cvladze sxva danarCenebis
gavlenasac daaxasiaTebs;

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 - modelSi ar unda CairTos iseTi faqtorebi, romelTa Sesaxebac WeSmariti
monacemebis mopoveba SeuZlebelia an Zalian didi danaxarjebiTaa SesaZlebeli.
aq moyvanili zogadi debulebebis garda zogjer, konkretuli situaciebis Se-
sabamisad, SeiZleba saWiro gaxdes specialuri moTxovnebis gaTvaliswineba.
sawyisi monacemebis Segroveba da damuSaveba. monacemTa Segrovebis
process statistikuri dakvirveba ewodeba. dakvirvebis Sedegad miiReba statis-
tikuri erToblioba, romelic nebismieri ekonometrikuli gamokvlevis safuZvelia.
statistikuri erToblioba erTi da igive saxis elementebis, anu erTeulebis sim-
ravlea, romlebic sxvadasxva mizezebisa da pirobebis gavleniT icvleba. magali-
Tad, monacemebi sawarmoTa simravlisaTvis an drois sxvadasxva momentebisaTvis
gamoSvebuli produqciis moculobis, Sromis nayofierebis, TviTRirebulebis da
a.S. Sesaxeb statistikur erTobliobebs warmoqmnis.
statistikuri erToblioba SeiZleba iyos sivrcobrivi an droiTi (dinami-
kuri). sivrcobrivi erToblioba niSans an Tvisebas drois mocemuli momentisaTvis
an SualedisaTvis axasiaTebs. magaliTad, romelime fiqsirebuli wlisaTvis sxva-
dasxva ojaxis Semosavlebis an moxmarebis sidide, mimdinare wlisaTvis danaxar-
jebi produqciis erTeulis warmoebaze erTi romelime dargis sawarmoebis simrav-
leSi, romelime dRisaTvis erTi da igive produqciis fasi sxvadasxva bazarze da
a.S. sivrcobrivi statistikuri erToblioba gansakuTrebiT faseulia maSin, roca
igi mocemuli niSnis damoukidebeli realizaciebis (dakvirvebebis) simravlea.
droiTi statistikuri erToblioba niSans an Tvisebas drois sxvadasxva mo-
mentisaTvis an SualedisaTvis axasiaTebs. aseT erTobliobaSi arsebiTia ara marto
dakvirvebis mniSvneloba, aramed am mniSvnelobaTa Tanamimdevrobac, anu droSi mo-
wesrigebuloba. amis gamo, droiT statistikur erTobliobas sxvanairad droiTi
mwkrivi ewodeba. unda aRiniSnos, rom droiT mwkrivebSi erTmaneTTan axlos myofi
drois momentebisaTvis dakvirvebis mniSvnelobebi xSirad erTmaneTze damokidebuls
warmoadgens. es garemoeba garkveul sirTuleebs qmnis am tipis imformaciaze da-
fuZnebul ekonometrikul modulebSi.
dakvirvebis monacemebi zogjer pirdapir gamoiyeneba ekonometrikuli modelis
agebisaTvis, zogjer ki saWiroa maTi winaswari damuSaveba, anu sistematizacia. es
ukanaskneli xSirad gulisxmobs Tvisebrivad erTgvarovani calkeuli elementebis
garkveul jgufebSi gaerTianebas. amasTan, gasaTvaliswinebelia Semdegi garemoeba.

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ekonomikuri maCveneblebi yovelTvis miaxloebiTi ricxvebia, amitom ekonomikuri
kavSirebis amsaxveli maCveneblebis dasaxasiaTeblad mravali cifrisgan Semdgari
monacemebis gamoyeneba ararekomendirebulia. winaaRmdeg SemTxvevaSi iqmneba gaanga-
riSebis maRali sizustis iluzia, maSin, roca sawyisi informaciis xasiaTi amas
ver uzrunvelyofs.
regresiis funqciis specifikacia. ekonometrikuli modelirebis es etapi
gulisxmobs Sesaswavli damokidebulebis Sesaxeb raime hipoTezis zogadi maTemati-
kuri saxiT warmodgenas. sxvanairad, mocemul etapze xdeba ekonometrikuli mode-
lis saxis gansazRvra (wrfivi an arawrfivi, wyviluri an mravlobiTi) da sawyisi
winapirobebisa da SezRudvebis formulireba. modelis specifikaciis problemis
warmatebiT gadawyvetaze mniSvnelovanadaa damokidebuli mTeli ekonometrikuli
modelirebis warmateba.
ekonometrikul modelSi damokidebulebis maTematikuri formis SeCevisaTvis
gamoiyeneba vizualuri (grafikuli), logikuri (analitikuri) da eqsperimentuli
(sacdel-saZiebo) meTodebi. amaTgan vizualuri meTodi ZiriTadad wyviluri regre-
siis SemTxvevaSia gamosadegi da gantolebis saxis SerCevas grafikul gamosaxvaze
dayrdnobiT gulisxmobs. kerZod, dakvirvebis monacemebis safuZvelze ( xi , yi ) wyvi-

lebiT sakoordinato sibrtyeze aigeba diagrama da vizualurad fasdeba romeli

funqciis grafiki Seesabameba yvelaze srulad diagramaze gafantul wertilebs.
bunebrivia, am meTodis gamoyeneba elementaruli funqciebisa da grafikebis Tvise-
bebis codnas gulisxmobs.
regresiis gantolebis formis SerCevis logikuri meTodi problemis Sesaxeb
mkvlevaris profesiul codnas efuZneba. magaliTad, ekonomikuri Teoriidan cnobi-

lia, rom mTliani sawarmoo danaxarjebi,¿roca masStabis efeqts ara aqvs adgili,

produqciis gamoSvebis wrfivi erTgvarovani funqciaa, xolo Tu moqmedebs masSt-

abis efeqti, maSin kvadratulia funqciaa. maSasadame, es garemoeba SeiZleba gaviT-
valiswinoT danaxarjebis funqciis agebisas. aseve, SegviZlia vTqvaT, rom faqtore-
bis klebadi efqtianobis Tvisebidan gamomdinare produqciis gamoSvebis funqcia
xSirad miznSewonilia gamovsaxoT xarisxovani funqciiT da a.S.
rTuli ucnobi saxis damokidebulebis modelirebisas mimarTaven regresiis
gantolebis SerCevis mesame wess - sacdel-saZiebos, romelic TavisTavad vari-
antul gaTvlebSi kompiuteris gamoyenebas gulisxmobs. am meTodis pirobebSi erTi

15
da igive informaciis gamoyenebiT aigeba regresiis ramdenime gantoleba, romlebsac
sxvadasxva forma gaaCniaT. maTgan sabolood SeirCeva is, romelic garkveul sta-
tistikur kriteriumebs sxvebTan SedarebiT ukeTesad akmayofilebs da karg ekono-
mikur interpretacias eqvemdebareba.
regresiis funqciis identifikacia (Sefaseba). am etapze ganisazRvreba
regresiis gantolebis parametrebis ricxviTi mniSvnelobebi da rigi maxasiaTeb-
lebisa, romlebic regresiuli analizis sizustes afasebs. identifikaciis probl-
emaze dawvrilebiT qvemoT SevCerdebiT.
modelis verifikacia (adekvaturobis Semowmeba). vidre agebul
models garkveuli daskvnebis gasakeTeblad gamoviyenebT, aucilebelia SevamowmoT
misi adekvaturoba, WeSmariteba, anu is, Tu ramdenad srulfasovnad asaxavs igi
realur ekonomikur obieqts an process. verifikaciis procesi modelSi CarTuli
faqtorebis sisrulis, gantolebis SerCevis xarisxisa da modelis calkeuli pa-
rametrebis mniSvnelovnebis Sefasebas moicavs. adeqvaturobis SefasebisTvis Semu-
Savebulia specialuri kriteriumebi. maTze saubari wignis sxvadasxva nawilebSi
gveqneba.
dasasruls aRvniSnoT, rom ekonometrikuli modelirebis procesis zemoT
moyvanil etapebad warmodgena ramdenadme pirobiTi xasiaTsaa. es erTiani procesia,
romelSic aRniSnuli etapebi erTmaneTs avsebs, zogjer erTmaneTTan gadaikveTeba,
zogjer ki Tanamimdevrobasac icvlis.

16
 ganyofileba I

damxmare cnebebi albaTobidan da maTematikuri

statistikidan

Tavi I
sabazo cnebebi albaTobis Teoriidan

$ 1.1. diskretuli SemTxveviTi sidide da misi ricxviTi

maxasiaTeblebi

ekonomikaSi mimdinare procesebis umravlesoba Tavisi arsiT SemTxveviTi

xasiaTisaa. pirvel rigSi, es imiTaa ganpirobebuli, rom am procesebze zemoqmedebs
sxvadasxva faqtorTa didi raodenoba, romelTa nawili SeumCnevelia, nawili ara-
Sefasebadia, nawili ki kontrols ar eqvemdebareba. SemTxveviTia ekonomikuri pro-
cesebis maxasiaTebeli sidideebic. aseTia, magaliTad, mocemul welSi qveyanaSi
warmoebuli mTliani Siga produqti, romelime firmis mogebis sidide, fermeris
mier moyvanili mosavlis sidide, qveyanaSi gasayidad Semotanili avtomobilebis
raodenoba, wlis ganmavlobaSi gakotrebuli sawarmoebis ricxvi da a. S. yvela aq
CamoTvlili maxasiaTeblis Taviseburebaa is, rom SemTxeviTi garemoebebis gamo maT
sxvadasxva mniSvnelobebis miiReba SeuZliaT, anu isini calsaxad gansazRvruli ar
aris. iseT sidides, romlis mniSvnelobis zusti ganWvreta SeuZlebelia SemTxve-
viTi sidide ewodeba. ufro zustad, SemTxveviTi sidide X ganimarteba funqciis
saxiT, romelic mocemulia (gansazRvrulia) elementarul xdomilebaTa Ω simra-
vleze (an sivrceze), e.i. X = f (ω) , sadac ω aris Ω simravleSi Semavali ele-
mentaruli xdomileba, e.i. ω Ω . roca X -is SesaZlo mniSvnelobebi sasrul an
Tvlad simravles warmoqmnis, maSin gvaqvs diskretuli SemTxveviTi sidide; magram,
Tu X -is SesaZlo mniSvnelobebis simravle usasruloa da araTvladia, maSin X
uwyvetia. Ddiskretuli (da aramarto) SemTxveviTi sididis mTavar maxasiaTebels
misi ganawilebis kanoni warmoadgens. es ukanaskneli zogad warmodgenas iZleva im
SesaZlo X 1 , X 2 , , X k mniSvnelobebis Sesaxeb, romelTa miRebac garkveuli alba-

TobebiT SeuZlia X SemTxveviT sidides. diskretuli SemTxveviTi sididisTvis

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ganawilebis kanoni cxrilis, formulis an grafikis saxiT moicema. magaliTad,
cxrilur formas Seesabameba Canaweri
Xi X1 X2  Xk
pi p1 p2  pk
sadac, pirvel striqonSi CamoTvlilia X SemTxveviTi sididis yvela SesaZlo
mniSvnelobebi, xolo meoreSi - am mniSvnelobebis miRebis p1 , p2 , . . . , pk albaTo-

bebi. amasTan, pi = P( X = X i ) da i=1 pi = 1 .

k

Tu mocemulia diskretuli SemTxveviTi sididis ganawilebis kanoni, maSin ad-

vilad gamoviTvliT mis ricxviT maxasiaTeblebs. maTgan aRsaniSnavia maTematikuri
lodini, dispersia, saSualo kvadratuli gadaxra.
maTematikuri lodini E(X ) gamosaxavs SemTxveviTi sididis saSualo
mosalodnel mniSvnelobas da gamoiTvleba rogorc X -is saSualo Sewonili si-
dide:
k
E ( X ) =  X i pi . (1.1)
i =1
E(X ) -s Semdegi Tvisebebi gaaCnia:
1. E(C) = C, sadac C mudmivi sididea;

2. E(CX ) = CE( X ) ;

3. E( X  Y ) = E( X )  E(Y ) ;

4. E( X  C) = E( X )  C ;
5. E ( X −  ) = 0, Eroca  = E( X ) ;
6. E ( X Y ) = E ( X ) E (Y ) , Tu X da Y damoukidebuli SemTxveviTi sidideebia.

X da Y SemTxveviT sidideebs damoukidebeli ewodeba, Tu yoveli SesaZlo

( X i , Y j ) wyvilis albaToba Semdegnairad ganisazRvreba

P ( X = X i , Y = Y j ) = P ( X = X i ) P (Y = Y j ) .

vTqvaT, g ( X ) aris X -is raime funqcia. radgan X SemTxveviTi sididea, ro-

gorc wesi, g ( X ) -ic SemTxveviTi sididea. es niSnavs, rom g ( X ) -sac gaaCnia ganawi-
lebis kanoni, romelic SeiZleba Semdegnairad Caiweros:

g( X i ) g( X1 ) g( X 2 )  g( X k )
pi p1 p2  pk

18
 SemTxveviTi g ( X ) funqciis maTematikur lodins warmoadgens
k
E ( g ( X )) =  g ( X i ) pi .
i =1
dispersia D(X ) axasiaTebs X SemTxveviTi sididis gafantulobas (varia-
ciis xarisxs) misi saSualo mniSvnelobis mimarT. gamoiTvleba formuliT
k
D ( X ) = E ( X − E ( X )) 2 = E ( X −  ) 2 =  ( X i −  ) 2 pi . (1.2)
i =1
dispersiis Tvisebebia:
1. D(C) = 0 , sadac C raime mudmivia;

2. D(CX ) = C 2 D( X ) ;

3. D ( X ) = E ( X ) −  ;
2 2

4. D( X  Y ) = D( X ) + D(Y ) , Tu X da Y damoukidebeli SemTxveviTi sidide-

ebia.
ganmartebidan gamomdinareobs, rom dispersiis zomis erTeuli SemTxveviTi si-
didis zomis erTeulis kvadratSi gamoisaxeba. es garemoeba analizis procesSi
garkveul sirTuleebs hqmnis. amitom saSualodan gadaxris xarisxis Sesafaseblad
zogjer ufro mizanSewonilia

 = D(X ) (1.3)

sididis gamoyeneba. am ukanasknels saSualo kvadratuli gadaxra an stan-

dartuli gadaxra ewodeba.
SemTxveviTi sididis saSualo mniSvnelobis mimarT gafantulobis xarisxis
Sefasebis kidev erT mniSvnelovan maCvenebels variaciis koeficienti warmoad-
gens. igi procentuli maxasiaTebelia da Semdegi formuliT gamoiTvleba

vX =  100 .
| E( X ) |
dasasruls unda aRvniSnoT, rom SemTxveviTi sididis gafantulobis ricxviTi
maxasiaTeblebi (dispersia, saSualo kvadratuli gadaxra, variaciis koeficienti)
ekonomikaSi gansakuTrebiT farTod riskTan dakavSirebuli gadawyvetilebis miRe-
bis procesSi gamoiyeneba.
savarjiSoebi

1.1. moZebneT maTematikuri lodini da dispersia Semdegi ganawilebisaTvis

19
 Xi 3 5 10 15
Pi 0,1 0,2 0,3 0,4.
1.2. gamoTvaleT X diskretuli SemTxveviTi sididis [ E( X ) − D( X ), E( X ) + D( X )]
SualedSi moxvedris albaToba, Tu misi ganawilebis kanonia
Xi -2 -1 0 3
Pi 0,1 0,2 0,4 0,3.
1.3. yuTSi Cayrilia 1-dan 25-is CaTvliT danomrili latariis bileTi. Tu amoRe-
buli bileTis nomeri 6-is jeradia, amoRebaze gaicema mogeba larebSi, romelic
bileTis nomris tolia. im amoRebuli bileTisaTvis, romelTa nomrebia 1, 4, 9,
16, 25 mogeba Seadgens Sesabamisad 1, 2, 3, 4, 5 lars. sxva danarCeni nomris
amoRebul bileTze mogeba nuls udris. moZebneT erTi mcdelobisas SesaZlo wmin-
da mogebis maTematikuri lodini da dispersia, Tu bileTis Rirebuleba 2 laria.
1.4. isargebleT maTematikuri lodinis ganmartebiT da daamtkiceT misi ZiriTadi
Tvisebebi.
1.5. isargebleT dispersiis ganmartebiT da daamtkiceT misi ZiriTadi Tvisebebi.

$ 1.2. uwyveti SemTxveviTi sididis maxasiaTeblebi

uwyveti SemTxveviTi sididis dasaxasiaTeblad ganawilebis funqcia da ganawi-

lebis simkvrive gamoiyeneba.
vTqvaT, x namdvili ricxvia da X SemTxveviTi sididea. maSin namdvili ric-
xvis F (x) funqcias, romelic Semdegnairad ganisazRvreba

F ( x) = P( X  x) (1.4)

ganawilebis funqcia ewodeba. maSasadame, F (x) gamosaxavs imis albaTobas, rom

SemTxveviTi sidide X miiRebs mniSvnelobas, romelic ar gadaaWarbebs x -s.
ganawilebis funqcias Semdegi Tvisebebi gaaCnia:
1) 0  F ( x)  1 nebismieri x  R , sadac R namdvil ricxvTa simravlea;

2) F (x) araklebadia ricxvTa RerZze. maSasadame, roca x2  x1 , maSin

F ( x2 )  F ( x1 ) ;
3) F (−) = lim F ( x) = 0, F (+) = lim F ( x) = 1;
x→− x →+

4) Tu a da b sasruli ricxvebia, maSin P(a  X  b) = F (b) − F (a) ;

20
 5) P( X  x) = 1 − F ( x);
6) Tu X SemTxveviTi sdididis SesaZlo mniSvnelobebi miekuTvneba [a, b]
Sualeds, maSin

 0, roca x  a
F ( x) = 
 1, roca x  b .
davuSvaT, arsebobs F (x) funqciis warmoebuli

f ( x) = F ( x) . (1.5)

maSin f (x) funqcias X SemTxveviTi sdididis ganawilebis simkvrive, anu albaTo-

bis simkvrive ewodeba. Sinaarsobrivad albaTobis simkvrive usasrulod mcire x
sigrZis intervalis erTeulSi SemTxveviTi sididis moxvedris albaTobas gamosa-
xavs. mas Semdegi Tvisebebi gaaCnia.
1) f ( x)  0 e.i. albaTobis simkvrive arauaryofiTi funqciaa;
b
2) P(a  X  b) =  f ( x) dx.
a

maSasadame, albaToba imisa, rom X SemTxveviTi sidide moxvdeba raime [a, b] inte-
rvalSi tolia im farTobisa, romelic nax. 1.1-ze daStrixuli saxiTaa warmod-
genili;
f (x)

o a x
b
nax.1.1
3) P(a  X  b) = P(a  X  b) = P(a  X  b) = P(a  a  b) ;
x
4) F ( x) = P( X  x) =  f (t ) dt ;
−
+
5)  f ( x) dx = 1
−
(normirebis piroba).

uwyveti X SemTxveviTi sididis maTematikuri lodini Semdegnairad ganisaz-

Rvreba:
+
 = E( X ) = x
−
f ( x) dx (1.6)

21
(igulisxmeba, rom mocemuli integrali absoluturad krebadia).
dispersiis gamosaTvlel formulas ki warmoadgens
+
D( X ) =  (x − )
2
f ( x) dx (1.7)
−
an kidev
+
D( X ) = −x f ( x) dx −  2
2
(1.8)

am SemTxvevaSic igulisxmeba integralebis krebadoba.

savarjiSoebi

1.6. SeamowmeT, aris Tu ara f ( x) = (3x) −1 , sadac 1  X  e3 , X SemTxveviTi si-

didis albaTobis simkvrivis funqcia. dadebiTi pasuxis SemTxvevaSi daadgineT
ganawilebis funqciis analitikuri saxe [1, x0 ] intervalze.
1.7. uwyveti X SemTxveviTi sididis ganawilebis funqcia Semdegi saxiTaa mocemuli

 0 roca x  0,

F ( X ) = ax 2 roca 0  x  1,
 1 roca x  1.

a) moZebneT a koeficientis mniSvneloba;
b) gansazRvreT simkvrivis f (x) funqciis saxe;
g) moZebneT X SemTxveviTi sididis [0,25, 0,5] SualedSi moxvedris albaToba.
1.8. moZebneT maTematikuri lodini da dispersia SemTxveviTi sididisTvis, romlis
albaTobis simkvrivis funqcias Semdegi saxe aqvs
 x, 0  X 1

f ( x ) = 2 − x, 1  X  2
 0, X  2.


$1.3. zogierTi specialuri ganawileba

normaluri (gausis) ganawileba

ekonometrikaSi gansakuTrebiT farTod ramdenime ganawileba gamoiyeneba. pir-

vel rigSi aRsaniSnavia normaluri (gausis) ganawileba, romelsac mravali ekono-
mikuri maCveneblis qceva eqvemdebareba.
Tu SemTxveviTi sididis ganawilebis simkvrives Semdegi saxe aqvs

22
 ( x− )2
1 −
f ( x) = 2σ 2
e , (1.9)
 2π

sadac  da  2 namdvili ricxvebia, maSin vambobT, rom X ganawilebulia nor-

malurad. ganawilebis am formis aRsaniSnavad gamoiyeneba Canaweri X ~ N ( , 2 ).

normaluri ganawilebis simkvrivis mruds nax. 1.2-ze moyvanili saxe aqvs.
f (x)

1/  2π
1/  2 π e

O  −   + x

nax. 1.2

(1.9)-Si Semavali  da  2 ganawilebis maTematikur lodins da dispersias

gamosaxavs:  = E ( X ),  2 = D( X ). sxva Tanabar pirobebSi (1.9) funqciaSi  pa-

rametris cvlileba normaluri mrudis Ox RerZis gaswvriv gadaadgilebas, xolo

 2 parametris cvlileba ki mrudis formis Secvlas iwvevs. albaTobis simkvri-

vis funqciis zemoT moyvanili me-5 Tvisebidan (normirebis pirobidan) gamomdina-

reobs, rom  -s da  2 -is nebismieri mniSvnelobisaTvis f (x) -is grafikis qvemoT

moqceuli figuris farTobi 1-is tolia.
aRsaniSnavia normaluri ganawilebis erTi mniSvnelovani Tviseba: normalurad
ganawilebul SemTxveviT sidideTa wrfivi kombinacia kvlav normaluri ganawilebis

X ~ N ( x , x ) , Y ~ N ( Y , Y )
2 2
mqone SemTxveviTi sididea. magaliTad, Tu da

Z = aX + bY , sadac a da b raime ricxvebia, maSin Z ~ N (  Z ,  Z2 ) , amasTan

 Z = a X + bY da  Z2 = a 2 X2 + b 2 Y2 .

f (x )

o x
nax. 1.3

23
 normalur ganawilebas  = 0 da  2 = 1 parametrebiT standartuli, anu
normirebuli ewodeba. es SemTxveva Semdegnairad Caiwereba X ~ N (0,1) . standar-
tuli normaluri ganawilebis simkvrivis grafiki moyvanilia nax.1.3-ze.
TuU X SemTxveviTi sidide normaluradaa ganawilebuli, maSin [ x1 , x2 ] Sua-

ledSi X -is moxvedris albaToba gamoiTvleba formuliT

P( x1  X  x2 ) = ( z 2 ) − ( z1 ) ,
sadac z1 da z 2 normirebuli sidideebia

x1 −  x2 − 
z1 = , z2 = ,
 
xolo (z ) laplasis funqciaa
z x2
1 −
( z ) =
2π 0
e 2
dx,

romlisTvisac Sedgenilia ganawilebis cxrili.

logariTmulad normaluri ganawileba

davuSvaT, X normalurad ganawilebuli SemTxveviTi sididea: X ~ N (  ,  2 ).

SevadginoT SemTxveviTi sidide Y = e X . cxadia, rom ln Y = X ~ N (  , 2 ). aseT

SemTxvevaSi vambobT, rom Y SemTxveviT sidides logariTmulad normaluri ganawi-
leba gaaCnia. log-normaluri ganawileba maSin warmoiqmneba, roca mocemuli
SemTxveviTi sididis formireba didi raodenobis erTmaneTisagan damoukideblad
multiplikaciurad moqmedi faqtorebis gavlenis Sedegad xdeba. amasTan,
igulisxmeba, rom TiToeuli faqtoris zemoqmedeba Tanabrad umniSvneloa da niSnis
mixedviT TanabaralbaTuria.
Llog-normaluri ganawilebis dros simkvrivis funqcias Semdegi saxe gaaCnia:
(ln x −  ) 2
(
f ( x) =  x 2π )−1 −
e 2 2 . (1.10)

SeiZleba vaCvenoT, rom

 +
2

D(Y ) = e 2  + (e − 1) .
2
E (Y ) = e
2
2 ,
log-normaluri ganawilebis simkvrivis funqciis grafiki  -s da  -s
sxvadasxva mniSvnelobebisaTvis moyvanilia nax. 1.4-ze. rogorc naxazidan Cans, es
ganawileba mniSvnelovnad asimetriulia. asimetriis xarisxs  gansazRvravs. am
ukanasknelis zrdasTan erTad simkvrivis grafikis marjvniv gamoweliloba izrdeba.

24
 f (x)
0,8

( = 1, = 0,6)
0,4
(  = 1,  = 1)

1 2 3 x
nax. 1.4
N log-normaluri ganawileba gansakuTrebiT farTod gamoiyeneba fasiani qaRal-
debis fasebis analizis dros, xelfasisa da Semosavlebis ganawilebis aRwerisas,
sabanko depozitebis analizis dros da a.S.

2 (xi-kvadrat) ganawileba

 2 (xi-kvadrat) ganawileba normalurTan dakavSirebuli ganawilebaa.

vTqvaT, X 1 , X 2 , . . . , X k standartuli normaluri ganawilebis mqone damoukide-

buli SemTxveviTi sidideebia, X i ~ N (0,1) , i = 1, . . . , k. maSin Semdegnairad gansaz-

Rvrul SemTxveviTi sididis

 2 (k ) = X 12 + X 22 +  + X k2 (1.11)

ganawilebas uwodeben  2 ganawilebas Tavisuflebis k xarisxiT.  2 ganawilebis

ganmartebidan uSualod gamomdinareobs, rom Tu damoukidebeli Y da Z SemTxvevi-

Ti sidideebi iseTia, rom Y ~  2 (n) da Z ~  2 ( m) , maSin Y + Z ~  2 (n + m) . ma-

Sasadame,  2 ganawilebis mqone damoukidebel SemTxveviT sidideTa SekrebiT kvlav

 2 ganawilebis mqone SemTxveviTi sidide miiReba.

mtkicdeba, rom
E (  2 (k )) = k da D(  2 (k )) = 2k. (1.12)

maSasadame,  2 ganawileba mTlianad Tavisuflebis xarisxiT ganisazRvreba. es

garemoeba saSualebas iZleva mocemuli ganawilebis daxasiaTebisas specialurad
Sedgenili cxriliT visargebloT.
 2 ganawilebis mqone SemTxveviTi sididis simkvrivis funqciis grafiki sako-

ordinato sistemis pirvel meoTxedSia moTavsebuli. roca k  2 ,  2 ganawilebis

simkvrive f x2 ( k ) ( x) klebadi funqciaa. roca k  2 f x2 ( k ) ( x) -s gaaCnia maqsimumi

25
x = k − 2 wertilSi. aqedan gamomdinare f x2 ( k ) ( x) -s grafiki asimetriulia da mar-

jvniv gagrZelebuli `kudiT~ xasiaTdeba. magram Tavisuflebis xarisxis, k -s, mniS-

f x 2 ( k ) ( x)
k =1 k =6

k = 10

O x
nax.1.5

vnelobis zrdis kvalobaze f x2 ( k ) ( x) TandaTanobiT normalur saxes uaxlovdeba.

nax. 1.5-ze moyvanilia am funqciis grafiki k -s ramdenime mniSvnelobisaTvis.

stiudentis t (k ) ganawileba

normalurTan dakavSirebuli kidev erTi ganawilebaa stiudentis t (k ) ganawi-

leba. stiudentis ganawileba Tavisuflebis k xarisxiT gaaCnia t SemTxveviT si-

dides, romelic Semdegi saxiTaa gansazRvruli
X
t= , (1.13)
 2 (k ) / k
sadac X standartuli normaluri kanoniT ganawilebuli SemTxveviTi sididea,

 2 (k ) ki X -sgan damoukidebeli SemTxveviTi sididea, romelsac gaaCni χ 2 ganawi-

leba Tavisuflebis k xarisxiT. SeiZleba vaCvenoT, rom

 k
 , roca k  2
E (t (k )) = 0 da D(t (k )) =  k − 2 . (1.14)
, roca 0  k  2

stiudentis ganawileba damokidebulia erT parametrze _ Tavisuflebis xar-

isxze, k -ze. es garemoeba saSualebas iZleva t (k ) ganawilebis SemTxvevaSi kriti-
kuli wertilebis gansazRvrisaTvis specialurad Sedgenili cxriliT visargeb-
loT. roca k → + , ganawileba normalurs uaxlovdeba. k  30 SemTxvevis dros
stiudentis ganawileba SeiZleba normaluri ganawilebiT SevcvaloT. f t ( k ) ( x) -s gra-

fiki, standartuli normaluri ganawilebis msgavsad, simetriulia (ordinatTa

RerZis mimarT), magram ufro grZeli `kudebiT~ xasiaTdeba (nax. 1.6).

26
 f t ( k ) ( x) f ( x,0,1)
f t ( 5) ( x )
f t (1) ( x )

o x
nax. 1.6

ekonometrikaSi stiudentis t (k ) ganawileba farTod gamoiyeneba statisti-

kuri hipoTezebis SemowmebisaTvis da intervaluri Sefasebebis gansazRvrisaTvis.

fiSeris F ganawileba

dasasruls SevCerdeT ganawilebis kidev erT mniSvnelovan formaze – fiSe-

ris F (k1 , k 2 ) ganawilebaze, romelic aseve normalurTanaa dakavSirebuli.

SemTxveviTi sididis

12 (k1 ) / k1
F ( k1 , k 2 ) = (1.15)
 22 (k 2 ) / k 2

ganawilebas, sadac 12 (k1 ) da  22 (k 2 ) damoukidebuli  2 ganawilebis mqone SemTx-

veviTi sidideebia Tavisuflebis k1 da k 2 xarisxebiT, ewodeba fiSeris F gana-

wileba Tavisuflebis k1 da k 2 xarisxebiT. (1.15)-dan gamomdinareobs, rom nebis-

mieri k1 -sa da k 2 -saTvis samarTliania toloba

−1
12 (k1 ) / k1   22 (k 2 ) / k 2  1
F (k1 , k 2 ) = 2 =  2  =
 .
 2 (k 2 ) / k 2  1 (k1 ) / k1  F (k 2 , k1 )

F (k1 , k 2 ) -is ZiriTadi ricxviTi maxasiaTeblebi - maTematikuri lodini da

dispersia mTlianad Tavisuflebis xarisxebiT ganisazRvreba da marTebulia Semdegi
gamosaxulebebi:
k2
E ( F (k1 , k 2 )) = , roca k 2  2 ;
k2 − 2

2k 22 (k1 + k 2 − 2)
D( F (k1 , k 2 )) = , roca k 2  4 .
k1 (k 2 − 2) 2 (k 2 − 4)
ekonometrikaSi F ganawileba gansakuTrebiT farTod statistikuri hipoTe-
zebis SemowmebisaTvis gamoiyeneba. umetes SemTxvevaSi am miznisaTvis sargebloben
specialurad Sedgenili cxriliT, romlis saSualebiTac ganawilebis kritikuli

27
 f F ( k1 ,k2 ) ( x)

(k1 = 10, k2 = )

(k1 = 6, k2 = 10)
(k1 = 1, k 2 = 1)

O x
nax. 1.7

wertilebi ganisazRvreba. mocemuli ganawilebis simkvrivis grafiks marjvena, anu

dadebiTi asimetria gaaCnia (ix. nax. 1.7). k1 -s da k 2 -s didi mniSvnelobebisaTvis

F (k1 , k 2 ) ganawileba normalurs uaxlovdeba.

Gganawilebis kvantili da procentuli wertilebi

zogierTi ganawilebis kanonis praqtikuli gamoyeneba specialurad Sedgenili

cxrilebis saSualebiT xorcieldeba. Aam cxrilebiT sargeblobisaTvis unda vico-
deT procentuli wertilisa da kvantilis cnebebis Sinaarsi.
vTqvaT, uwyvet X SemTxveviT sidides Seesabameba ganawilebis F (x) funqcia

da mocemulia ricxvi 0  q  1 . F (x) ganawilebis zeda 100 q procentiani werti-

li (zeda kritikuli wertili) ewodeba iseT  q ricxvs, romlisTvisac

P( X   q ) = q = 1 − F ( q ) . (1.16)

analogiurad, F (x) ganawilebis qveda 100  procentiani wertili (qveda kriti-

kuli wertili) ewodeba iseT   ricxvs, romlisTvisac

F ( ) = P(X   ) =  . (1.17)

zeda da qveda procentuli wertilebis ganmartebidan uSualod gamomdinareobs

maTi damakavSirebeli martivi Sesabamisoba:  = 1− . Tu ganawileba simetriulia

ordinatTa RerZis mimarT, maSin  = 1− = −   .

procentuli wertilebi gamoiyeneba, magaliTad, iseT farTod xelmisawvdom
ganawilebis cxrilebSi, rogoricaa stiudentis t -ganawileba, xi-kvadrat ganawi-
leba da fiSeris F -ganawileba. Aam ganawilebebis Sesabamis cxrilebSi procen-
tuli (kritikuli) wertilebis moZebna xorcieldeba q da  sidideebisa da
ganawilebis Seabamisi Tavisuflebis xarisxis mixedviT.
aRsaniSnavia, rom rodesac `procentuli wertilis~ cneba `zeda~ an `qveda~

28
dazustebis gareSe ixmareba, rogorc wesi, masSi `zeda procentuli wertili~
igulisxmeba. Aamave dros, qveda procentul wertils sxvanairad kvantilsac uwo-
deben. maSasadame, F (x) ganawilebis mqone X SemTxveviTi sididis  donis kvanti-

li (an  -kvantili) ewodeba am SemTxveviTi sididis iseT SesaZlo   mniSvnelo-

bas, romlisaTvisac F ( ) = P(X   ) =  . am ganmartebidan gamomdinareobs, rom

rac didia  -s mniSvneloba, miT didia Sesabamisi kvantilis sididec. simetriuli

ganawilebisaTvis ixmareba, agreTve, ormxrivi  -kvantilis cneba. kerZod,   ric-

xvi aris F ( x ) ganawilebis ormxrivi  -kvantili, Tu P(| X |  ) =  .

savarjiSoebi

1.9. cnobilia, rom X SemTxveviTi sidide eqvemdebareba normaluri ganawilebis

kanons,  = 5 ,  2 = 9 .
a) CawereT albaTobis simkvrivis funqcia;
b) gamoTvaleT X SemTxveviTi sididis [3,5] SualedSi moxvedris albaToba.

1.10. fermeris mier moweuli sazamTros wona emorCileba normalur ganawilebas da

 = 7,5 kg,  2 = 0,81 kg. moZebneT imis albaToba, rom: ¡1) sazamTros wona moTavse-
buli iqneba [7,9] SualedSi; 2) sazamTros wona ar gadaametebs 10kg-s; 3) sazam-
Tros wona 8 kg-ze meti iqneba.
1.11. ekonometrikis gamocdaze gamoiyeneba 100 quliani SefasebaTa sistema. xan-
grZlivi dakvirvebis Sedegad dadgenilia, rom ekonomikisa da biznesis fakul-
tetze aRniSnul saganSi Sefasebis maTematikuri lodini da dispersia Seadgens Se-
sabamisad 69-s da 16-s. mimdinare semestris bolosaTvis gamocdis Cabarebas api-
rebs studentTa sakmarisad didi ricxi. gansazRvreT gamosacdelTa ra nawilis
Sefaseba aRmoCndeba 61-dan 90-mde SualedSi?
1.12. X ~ N (7,16), P(9  X  11) =  . ras udris P(3  X  5) ?

1.13. mocemulia normalurad ganawilebuli X 1 , X 2 ,, X 10 SemTxveviTi sidideebi:

X i ~ N (  i , i2 ) . isargebleT ganawilebebis zemoT moyvanili saxeebis ganmartebebiT

da miuTiTeT rogori ganawileba eqneba Semdeg SemTxveviT sidides:

2 2 2
10
 X − i   X − 1  10
 X i − i 
1)   i  ; 2) 3  1     ;
i =1  i   1  i =2  i 

29
 2 2
5
 X i − i  10
 X i − i 
3)  
i =1  i
  
i
 .
 i =6  

$ 1.4. mravalganzomilebiani SemTxveviTi sidide

Ddiskretuli mravalgazomilebiani SemTxveviTi sidide

ekonomikuri da sxva saxis mravali obieqti, movlena an procesi, rogorc

wesi, ramdenime raodenobrivi da Tvisebrivi maxasiaTebliT ganisazRvreba. magali-
Tad, adamianis fizikuri mdgomareobis dasaxasiaTeblad ganixileba sxeulis tempe-
ratura, arteriuli wneva, gulis cemis sixSire, sisxlis lipiduri speqtri da
a.S. qveynis mosaxleobis cxovrebis donis dasaxasiaTeblad statistikosebi iyeneben
iseT maxasiaTebelTa sistemas, rogoricaa erT sulze warmoebuli mTliani Sida
produqti (mSp), sicocxlis saSualo xangrZlivoba, Semosavlebis ganawilebis Ta-
nabroba, ganaTlebaze gamoyofili danaxarjebis Pwili mSp-Si da a. S. rogorc ada-
mianis fizikuri mdgomareobis, ise cxovrebis donis ganmsazRvreli aq CamoTvlili
maxasiaTeblebi Tavisi arsiT SemTxveviTi sidideebia, amitom SegviZlia vTqvaT, rom
rogorc adamianis fizikuri mdgomareoba, ise qveynis mosaxleobis cxovrebis done
SemTxveviTi sidideebisagan Semdgari veqtoriT ganisazRvreba. aseT veqtors mra-
valganzomilebiani SemTxveviTi sidide ewodeba. ufro zustad, X 1 , X 2 , , X n
SemTxveviT sidideTa mowesrigebul erTobliobas ( X 1 , X 2 ,, X n )-s mravalganzo-

milebiani ( n -ganzomilebiani) SemTxveviTi sidide, anu n ganzomilebiani SemTxve-

viTi veqtori ewodeba. kerZo SemTxvevas warmoadgens organzomilebiani SemTxveviTi
sidide (veqtori) ( X , Y ) , sadac X da Y SemTxveviTi sidideebia.
Eekonometrikis Seswavlisas mravalganzomilebiani statistikuri analizis co-
dna imdenadaa saWiro, ramdenadac sxvadasxva ekonomikur modelSi mudmivad vawy-
debiT SemTxveviTi maxasiaTebeli cvladis mniSvnelobebis erTmaneTTan an sxva
cvladebTan zemoqmedebis gamovlenisa da gazomvis problemas. am procesSi gansa-
kuTrebul yuradRebas statistikuri damokidebulebisa da kovariaciis cnebebi im-
saxurebs. magram imisaTvis, rom avxsnaT isini, aucilebelia winaswar gavecnoT ram-
denime mniSvnelovan cnebas: erToblivi ganawilebis funqcias, zRvrul ganawilebas
da pirobiT ganawilebas.
erTganzomilebiani SemTxveviTi sididis msgavsad n ganzomilebiani SemTxvevi-

30
Ti sididec SeiZleba iyos diskretuli an uwyveti imisda mixedviT diskretulia,
Tu uwyveti misi SemTxveviTi Semadgenlebi. diskretuli SemTxveviTi veqtoris da-
saxasiaTeblad SeiZleba gamoviyenoT erToblivi ganawilebis cxrili, romelSic am
veqtoris SesaZlo mniSvnelobebi da maTi miRebis albaTobebia mocemuli. magali-
Tad, organzomilebiani ( X , Y ) veqtorisaTvis erToblivi ganawilebis cxrils
Semdegi saxe SeiZleba hqondes:

Y
Y1 Y2  Yl P( X = X i )
X X1 P11 P12  P1l P( X = X 1 )
X2 P21 P22  P2 l P( X = X 2 )
     
Xk Pk 1 Pk 2  Pkl P( X = X i )
P(Y = Y j ) P(Y = Y1 ) P(Y = Y2 )  P(Y = Yl ) 1

aq Pij aris erToblivi albaToba imisa, rom X SemTxveviTi sidide miiRebs

Xi mniSvnelobas, xolo Y SemTxveviTi sidide ki - Yj mniSvnelobas:
Pij = P( X = X i , Y = Y j ) ; cxrilis bolo svetSi moyvanilia X -is SesaZlo mniSvne-
lobebis miRebis albaTobebi ( P( X = X i ) = i =1 Pij ), bolo striqonSi ki - Y -is
k

albaTobebi ( P(Y = Y j ) =  j =1 Pij ). sxvanairad,

l
SesaZlo mniSvnelobebis miRebis
P( X = X i ) -s da P(Y = Y j ) -s kerZo albaTobebi ewodeba. sainteresoa is garemoeba,
rom cxrilSi mocemuli informaciiT SeiZleba gamovTvaloT e.w. pirobiTi al-
baTobebi: P( X = X i / Y = Y j ) - pirobiTi albaToba imisa, rom X miiRebs X i mniS-

vnelobas im pirobebSi, roca Y -ma miiRo Y j mniSvneloba da P(Y = Y j / X = X i ) -

pirobiTi albaToba imisa, rom Y miiRebs Y j mniSvnelobas im pirobebSi, roca X -

ma miiRo X i mniSvneloba:

P( X = X i , Y = Y j )
P( X = X i / Y = Y j ) = ;
P(Y = Y j )
P( X = X i , Y = Y j )
P (Y = Y j / X = X i ) = .
P( X = X i )
rodesac sruldeba piroba
P( X = X i , Y = Y j ) = P( X = X i ) P(Y = Y j )

31
an, rac igivea,
P( X = X i / Y = Y j ) = P( X = X i ) da P(Y = Y j / X = X i ) = P(Y = Y j ) ,

maSin mocemuli ( X , Y ) SemTxveviTi veqtoris X da Y elementebi erTmaneTisagan

damoukidebelia.

uwyveti mravalganzomilebiani SemTxveviTi sidide

uwyveti mravalganzomilebiani SemTxveviTi sididis dasaxasiaTeblad erTob-

livi ganawilebis funqcia da erToblivi ganawilebis simkvrive gamoiyeneba.
magaliTad, organzomilebiani ( X , Y ) veqtorisaTvis erToblivi ganawilebis fun.-

cia F ( x, y) ewodeba x da y namdvil ricxvTa funqcias, romelic ori utolobis

X  x , Y  y erToblivi Sesrulebis albaTobas gamosaxavs:
F ( x, y) = P ( X  x , Y  y ). (1.18)

F ( x, y) funqcias Semdegi Tvisebebi gaaCnia:

1) 0  F(x,y)  1 ;

2) F ( x, y) araklebadi funqciaa x -is da y -is mimarT.

3) F (−, y) = F ( x,−) = F (−,−) = 0; ¿

4) F (+,+) = 1;

5) F ( x,+) = FX ( x), F (+, y) = FY ( y) , sadac FX (x) da FY ( y) ganawile-

bis kerZo (marginaluri) funqciebia. Tavisi arsiT isini diskretuli sidideebis
zemoT moyvanili P( X = X i ) da P(Y = Y j ) albaTobebis uwyveti analogebia.

uwyveti organzomilebiani ( X , Y ) SemTxveviTi sididis erTobliv simkvrives

warmoadgens kerZo warmoebulebiT gansazRvruli Semdegi funqcia

 2 F ( x, y )
f ( x, y ) = . (1.19)
x y
mtkicdeba, rom f ( x, y) Semdeg Tvisebebs akmayofilebs:

1) f ( x, y)  0 ;
x y
2) F ( x, y ) =   f ( x, y ) dx dy ;
− −

+ +

3)   f ( x, y) dx dy = 1 .
− -

32
 mravalganzomilebiani SemTxveviTi sididis Semadgeneli elementebi calke
aRebulad SeiZleba sxvadasxva ganawilebis mqone iyos. gansakuTrebiT sainteresoa
SemTxveva, rodesac yvela Semadgenel SemTxveviT sidides normaluri ganawileba
Seesabameba. aseT situaciaSi erToblivi ganawilebis funqciac normaluria. magali-
Tad, organzomilebian ( X , Y ) SemTxveviT sidides ewodeba normaluri kanoniT ga-
nawilebuli, Tu misi erToblivi ganawilebis simkvrives Semdegi saxe aqvs
1
f ( x, y ) = e −L( x, y ) ,
2π σ X σ Y 1 − ρ 2

sadac

1  x − μ 
2
x − ρ X y − μY  y − μY 
2

L ( x, y ) =  X
 − 2 ρ +   .
2(1 − ρ 2 )  σ X  σX σY  σY  


moyvanil gamosaxulebaSi Semavli  X , Y ,  X ,  Y sidideebi CvenTvis cnobili

kerZo ricxviTi maxasiaTeblebia:
 X = E ( X ), Y = E (Y ),  X2 = D( X ),  Y2 = D(Y ) .
rac Seexeba  -s, mis Sesaxeb Semdeg paragrafSi visaubrebT. aq ki aRvniSnavT, rom
igi korelaciis koeficientia da mocemul X da Y SemTxveviT sidides Soris
wrfivi statistikuri damokidebulebis xarisxs gamosaxavs.
Tu organzomilebian ( X , Y ) SemTxveviTi sididis erToblivi ganawilebis fun-

qcia F ( x, y) calkeul SemTxveviT sidideTa kerZo ganawilebis funqciebis namrav-

lad iSleba
F ( x, y) = FX ( x) FY ( y)
an, kidev, Tu f ( x, y) funqciisaTvis sruldeba piroba

f ( x, y) = f X ( x) f Y ( y) ,
sadac
+ +
f X ( x) = 
−
f ( x, y ) dy, f Y ( y) =  f ( x, y) dx
−
, (1.20)

maSin, X -s da Y -s statistikurad damoukidebeli SemTxveviTi sidideebi ewodeba.

aq f X (x) aris X SemTxveviTi sididis, f Y ( y) ki - Y SemTxveviTi sididis kerZo

(marginaluri) ganawilebis simkvrive. cxadia, rogorc f X (x) , ise f Y ( y) erTi

cvladis funqciaa.

33
 pirobiTi ganawileba da misi ricxviTi maxasiaTeblebi

ekonometrikaSi gvxvdeba amocanebi, romlebSic moiTxoveba erTi cvladis saS-

ualo mniSvnelobis gansazRvra sxva cvladis mocemuli mniSvnelobis dros. maga-
liTad, vTqvaT gvainteresebs, rogori iqneba qalaqSi moqmedi benzingasamarTi sad-
gurebis mogebis sidide Y , Tu cnobilia qalaqSi benzinze momuSave avtomobilebis
ricxvi X . aseT SemTxvevaSi gamoiyeneba pirobiTi ganawilebis kanoni. mas gana-
wilebis Semdegi funqcia Seesabameba
y
F ( y / x) = P (Y  y / X = x) =  f ( y / x) dy ,
−
(1.21)

sadac F ( y / x) aris Y -is ganawilebis pirobiTi funqcia, f ( y / x) ki Y -is ganawi-

lebis pirobiTi simkvrive im pirobiT, rom X = x . simkvrivis f ( y / x) funcia

Semdegi saxiT ganisazRvreba

f ( x, y )
f ( y / x) = . (1.22)
f X ( x)
cxadia, roca X da Y SemTxveviTi sidideebi statistikurad damoukidebe-
lia, maSin f ( y / x) = f Y ( y) .

pirobiTi ganawilebis ricxviT maxasiaTeblebs pirobiTi maTematikuri lodini

E (Y / X ) da pirobiTi dispersia D (Y / X ) warmoadgens. es maxasiaTeblebi upirobo
(kerZo) maTematikuri lodinisa da upirobo (kerZo) dispersiis gamoTvlis msgavsi
formulebiT miiReba. gansxvaveba mxolod imaSia, rom am SemTxvevaSi pirobiTi
albaTobebi an albaTobebis pirobiTi simkvriveebi gamoiyeneba. magaliTad, roca X
da Y uwyveti SemTxveviTi sidideebia Y -is maTematikuri lodini im pirobiT, rom
X = x Semdegnairad ganisazRvreba:
+
E (Y / X ) = y
−
f ( y / x)dy ; (1.23a)

Ddiskretuli SemTxvevisaTvis ki -
l
E (Y / X ) = Y j P(Y j / X = x) . (1.23b)
j =1

rac Seexeba pirobiT dispersias D (Y / X ) -s, mis gamosaTvlel formulas Semdegi

saxe aqvs:
+
D(Y / X ) =  ( y − E (Y / X )) 2 f ( y / x)dy - uwyveti SemTxvevisaTvis;
−

34
 l
D(Y / X ) =  (Y j − E (Y / X ))2 P(Y j / X = x) -Ddiskretuli SemTxvevisaTvis.
j =1

pirobiTi maTematikuri lodinisaTvis da dispersiisaTvis yvela is Tviseba

sruldeba, rac Sesabamis upirobo maxasiaTeblebs gaaCnia.
pirobiT maTematikur lodins E (Y / X ) -s regresiis funqcia ewodeba, kerZod,
E (Y / X ) aris x -is funqcia da gamosaxavs Y -is regresias X -is mocemuli mniSv-
nelobebis mimarT. sxvanairad, E (Y / X ) -is saSualebiT ganisazRvreba Y SemTxveviTi
sididis saSualo X SemTxveviT sididis mniSvnelobebis pirobebSi. roca ( X , Y )
normaluradaa ganawilebuli, maSin masSi Semavali X da Y normalur ganawi-
lebas eqvemdebareba. ufro metic, normaluri saxe aqvs simkvrivis f ( y / x) funq-
cias da misi ricxviTi maxasiaTeblebia
Y
E (Y / X ) = Y +  (x −  X ) , (1.24)
X
D(Y / X ) =  Y2 (1 −  ) , (1.25)
sadac  korelaciis koeficientia (ix. momdevno paragrafi). moyvanili formu-
lebi gviCvenebs, rom normalurad ganawilebuli SemTxveviTi sidideebis regresiis
E (Y / X ) funqcias Seesabameba wrfe, xolo pirobiTi dispersia damokidebuli ar
aris x -is mniSvnelobaze. es garemoeba mniSvnelovan rols TamaSobs ekonometri-
kuli modelebis agebis procesSi.

savarjiSoebi

1.14. organzomilebian ( X , Y ) SemTxveviT sidides ganawilebis Semdegi cxrili

Seesabameba

Y -10 0 10 20
X
10 0,25 0,10 0,15 0,00
20 0,00 0,05 0,30 0,15

a) gansazRvreT X da Y SemTxveviT sidideTa marginaluri ganawilebis

kanonebi;
b) gamoTvaleT X da Y SemTxveviT sidideTa mosalodneli mniSvnelobebi da
dispersiebi;
g) gamoTvaleT pirobiTi albaTobebi P( X = X i / Y = Y j ) da P(Y = Y j / X = X i ) .
Aaris Tu ara X da Y erTmaneTisagan damoukidebeli?

35
 d) gamoTvaleT pirobiTi maTematikuri lodinebi E ( X / Y ) da E (Y / X ) .
1.15. mocemulia organzomilebiani ( X , Y ) SemTxveviTi sididis albaTobis simkvrive
f ( x, y) = xy, 0  X  2, 0  Y  1.
a) aCveneT, rom mocemuli funqciis orjeradi integrali SeiZleba CavTva-
loT ganawilebis funqciad;
b) gamoTvaleT kerZo ganawilebis simkvriveebi f X (x) da f Y ( y) ;
g) gamoTvaleT f ( x / y) da f ( y / x) ;
d) gamoTvaleT E(X ) , E(Y ) , E ( X + Y ) , E ( X Y ) , E ( X / Y ) da E (Y / X ) ;

e) gamoTvaleT D( X ) , D(Y ) , D( X + Y ) , D( X / Y ) , D(Y / X ) .

1.16. vTqvaT, f ( x, y) = x + y, roca 0  X  1 da 0  Y  1. moZebneT F (1,1) , E(Y ) ,

E (Y / X ) , E ( X / Y ) .

$ 1.5. kavSiri SemTxveviT sidideebs Soris

Kkovariacia

xSir SemTxvevaSi ekonomikaSi saqme gvaqvs situaciasTan, roca obieqtis,

movlenis an procesis maxasiaTebeli SemTxveviTi veqtoris Semadgeneli elementebi
erTmaneTs gansazRvravs, anu erTmaneTze damokidebuls warmoadgens. magaliTad,
firmis mdgomareobis erT-erTi maxasiaTebeli - mogebis sidide damokidebulia
gamoyenebuli resursebis fasebze, konkurentebis mier gamoSvebuli produqciis
moculobaze, firmis produqciis potenciur myidvelTa Semosavlebis sidideze,
reklamaze gaweul danaxarjebze da sxva mraval garemoebaze; analogiurad
SegviZlia aRvniSnoT, rom Sinameurneobis mdgomareobis maxasiaTebeli - moxmarebis
sidide mniSvnelovanwilad Sinameurneobis mimdinare Semosavlebis sididiT, dagro-
vili aqtivebis mTliani RirebulebiT, saprocento ganakveTis mniSvnelobiT ganisa-
zRvreba. ekonomikuri analizis erT-erT amocanas obieqtis, movlenis an procesis
maxasiaTebel SemTxveviT sidideebs Soris damokidebulebis arsebobis gamovlena
da misi Zalisa da xarisxis Seswavla warmoadgens. am amocanis gadawyvetisaTvis
gamoiyeneba SemTxveviTi sidideebis iseTi ricxviTi maxasiaTeblebi, rogoricaa
kovariacia da korelacia.
or SemTxveviT sidides Soris statistikuri kavSiris arsebobis erT-erTi

36
mniSvnelovani maxasiaTebelia kovariacia, romlis aRniSvnisaTvis SemdegSi gamovi-
yenebT simboloebs cov ( X , Y ) da  X ,Y . X da Y SemTxveviTi sidideebis kovaria-

cia, anu korelaciuri momenti ewodeba am sidideTa maTematikuri lodinebidan

gadaxrebis namravlis maTematikur lodins:
 X ,Y = cov( X , Y ) = E[( X −  X )(Y − Y )] , (1.26)

sadac  X = E( X ), Y = E(Y ) . rodesac X da Y diskretuli SemTxveviTi sidide-

ebia, maSin cov ( X , Y ) -is gamoTvla Semdeg formulas efuZneba
k l
cov( X , Y ) =  ( X i −  X )(Y j − Y ) Pij ,
i =1 j =1

sadac Pij = P( X = X i , Y = Y j ) ; uwyveti SemTxvevisaTvis ki es formula Semdeg-

nairad gardaiqmneba
++
cov( X , Y ) =   (x − 
− − 
X )( y −  Y ) f ( x, y ) dxdy .

kovariacias Semdegi Tvisebebi gaaCnia:

1) cov( X , Y ) =0 , Tu X da Y damoukidebelia;
2) cov( X , Y ) = cov(Y , X ) - kovariacia simetriulia;

3) cov( X , C ) = 0 , Tu C raime mudmivia;

4) cov( X , Y ) = cov( X ,U ) + cov( X ,V ) , Tu Y Y = U + V ;

5) cov(aX + b, Y ) = a  cov( X , Y ) , Tu a da b mudmivebia.

(1.26) formulidan gamomdinareobs, rom
 X , X = cov( X , X ) = E[( X −  X )( X −  X )] =

= E (( X −  X ) 2 ) = D( X ) =  X2 .
maSasadame, SemTxveviTi sididis dispersia SeiZleba ganvixiloT rogorc am SemT-
xveviTi sididis Tavis TavTan kovariacia. es garemoeba saSualebas iZleva davam-
tkicoT dispersiis metad saWiro Tviseba

D( X + Y ) = cov( X + Y , X + Y ) = D( X ) + 2cov( X ,Y ) + D(Y ).

advilad SesaZlebelia am formulis ganzogadeba n Sesakrebis SemTxvevaze. kerZod,
Tu Sesakrebebs H 1 , H 2 ,  , H n SemTxveviTi sidideebi warmoadgens, maSin

D( H1 + H 2 +  + H n ) = D( H1 ) + D( H 2 ) +  + D( H n ) + 2 cov( H i , H j ) , (1.27)
i j

37
sadac jamis qveS simbolo i  j imis AaRmniSvnelia, rom Sekreba vrceldeba Sem-

TxveviT H 1 , H 2 ,  , H n sidideebidan yvela SesaZlo wyvilis kovariaciebze.

cxadia, roca SemTxveviTi sidideebi erTmaneTze damokidebuli ar aris, maSin

Sesabamisi kovariaciebi nulis tolia da jamis dispersia SesakrebTa dispersiebis
jams udris.
kovariacias, ganmartebidan gamomdinare, SeuZlia miiRos nebismieri mniSvneloba
(−,+) intervalidan. dadebiTi kovariaciis dros SemTxveviTi sidideebi erT-
nairi mimarTulebiT icvleba, uaryofiTi kovariaciis dros ki – sxvadasxva mimar-
TulebiT. maTematikuri TvalsazrisiT kovariacia metad mosaxerxebelia or Sem-
TxveviT sidides Soris kavSiris dasaxasiaTeblad. magram mas arsebiTi nakli gaaC-
nia: cov ( X , Y ) -is sidide damikidebulia X -is da Y -is zomis erTeulze. mocemu-
li SemTxveviTi sidideebis sxvadasxva zomis erTeulebSi gazomvisas erTi da igive
damokidebulebas kovariaciis sxvadasxva mniSvneloba Seesabameba. amas garda, kova-
riacia gansaxilvel SemTxveviT sidideebs Soris damokidebulebis Zalis gansa-
zRvris saSualebas ar iZleva.

korelaciis koeficienti

am naklisagan Tavisufalia korelaciis koeficienti cor ( X , Y ) (SemdegSi gamo-

viyenebT aRniSvnas  X ,Y ), romelic, aseve, or SemTxveviT sidides Soris damokide-

bulebas axasiaTebs. igi Semdegnairad ganisazRvreba:

cov( X , Y )
cor ( X , Y ) =  X ,Y = , (1.28)
 X2  Y2

sadac  X2 = D( X ) da  Y2 = D(Y ) .

Tavisi arsiT korelaciis koeficienti or SemTxveviT sidides Soris wrfivi

statistikuri kavSiris simWidroves gamosaxavs . Aam faqtze misi Semdegi Tvisebebi
miuTiTebs:
1) − 1   X ,Y  1;

2)  X ,Y = 0 , Tu X da Y SemTxveviTi sidideebi damoukidebelia. zogad SemT-

xvevaSi Sebrunebuli debuleba marTebuli ar aris;

3) roca  X ,Y = 1 , maSin X da Y SemTxveviT sidideebs Soris arsebobs wrfi-

38
vi funqcionaluri damokidebuleba. amasTan, roca  X ,Y = -1 , es damokidebuleba

uaryofiTia, xolo roca  X ,Y = 1 , maSin dadebiTia;

4)  X ,Y =  Y , X korelaciis koeficienti simetriulia.

savarjiSoebi

1.17. daamtkiceT, rom

cov( X , Y ) = E ( X Y ) − E ( X ) E (Y ).
1.18. gamoiyeneT kovariaciis ganmarteba da daamtkiceT misi ZiriTadi Tvisebebi.

1.19. cnobilia, rom X = a + bY , sadac a da b mudmivebia. daamtkiceT, rom

 X ,Y = 1 , roca b  0 da  X ,Y = −1 , roca b  0 .
1.20. davuSvaT, rom universitetebSi biznesis mimarTulebis bakalavriatis sas-
wavlo programebis gamokvlevis Sedegad Sedgenil iqna organzomilebiani ( X , Y )
SemTxveviT sididis ganawilebis Semdegi cxrili
X Y 8 10 12 14

0 0,06 0,05 0,04 0,00

1 0,06 0,07 0,10 0,00

2 0,03 0,06 0,12 0,07

3 0,03 0,10 0,15 0,06

sadac X SemTxveviTi sidide aRniSnavs programaSi maTematikuri sagnebis rao-

denobas, Y SemTxveviTi sidide ki - wminda ekonomikuri profilis sagnebis rao-
denobas. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi. ra daskvnis gakeTeba

SeiZleba miRebuli Sedegebis safuZvelze?

1.21. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi 1.15 amocanis pirobebSi.

1.22. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi 1.16 amocanis pirobebSi.

$ 1.6. mravalganzomilebiani SemTxveviTi sididis ZiriTadi

ricxviTi maxasiaTeblebi

davuSvaT, rom mocemuli gvaqvs n ganzomilebiani SemTxveviTi sidide (veq-

tori) H = ( H 1 , H 2 ,, H n ) T , sadac T transponirebis niSania. aseTi sididis Sesa-

39
xeb gansakuTrebiT mniSvnelovan informacias maTematikuri lodini da kovari-
aciuli matrica iZleva.
H -is maTematikuri lodini E (H ) Semdegnairad ganisazRvreba

 E(H1 ) 
 
 E(H 2 ) 
E(H ) =  ,
 
 
 E(H ) 
 n 

sadac E ( H i ) , i = 1,2, , n , aris H i komponentis (erTganzomilebiani SemTxveviTi si-

didis) kerZo maTematikuri lodini.

H -is kovariaciuli matrica cov(H ) kvadratuli matricaa

 cov( H 1 , H 1 ) cov( H 1 , H 2 )  cov( H 1 , H n ) 

 
 cov( H 2 , H 1 ) cov( H 2 , H 2 )  cov( H 2 , H n ) 
cov( H ) = 

 
 cov( H , H ) cov( H , H )  cov( H , H ) 
 n 1 n 2 n n 

  11  12   1n 
 
  21  22   2 n 
= .

 
 
 n1  n 2   nn 
TiToeuli cov ( H i , H j ) =  i j elementi organzomilebiani SemTxveviTi sididis ko-

variaciis zemoT moyvanili (1.26) formulis mixedviT gaiangariSeba. kerZod,

cov ( H i , H j ) = E[( H i − E ( H i ))( H j − E ( H j ))] .

cxadia, rom kovariaciuli matricis diagonaluri elementebi Sesabamisi erTgan-

zomilebiani SemTxveviTi sidideebis kerZo dispersiebs gamosaxavs.
Kkovariaciuli matrica Semdegi TvisebebiT xasiaTdeba:
1) cov(H ) simetriulia, radganac cov ( H i , H j ) = cov ( H j , H i ) ;

2) cov(H ) arauaryofiTad aris gansazRvruli. Ees niSnavs, rom nebismieri

Q = (q1 , q2 ,, qn ) T veqtorisaTvis sruldeba piroba Q T  cov ( H )  Q  0 ;

3) Tu H SemTxveviTi veqtoris elementebi erTmaneTisagan damoukidebelia,
maSin cov(H ) matrica diagonaluria. sawinaaRmdego debuleba marTebuli ar aris.

Kkovariaciuli matricis determinants det(cov( H )) -s mravalganzomilebiani

SemTxveviTi sididis ganzogadebuli dispersia ewodeba. es ukanaskneli H veqto-

40
ris gafantulobis xarisxis maxasiaTebelia. am rangSi kidev erTi maxasiaTebeli
gamoiyeneba - kovariaciuli matricis kvali. igi tr simboloTi aRiniSneba da
cov(H ) matricis diagonaluri elementebis SekrebiT miiReba:
tr = cov( H1 , H1 ) + cov( H 2 , H 2 ) +  + cov( H n , H n ) .
Mmravalganzomilebiani SemTxveviTi H Yveqtoris elementebs Soris arsebuli
statistikuri damokidebulebis struqturisa da xasiaTis aRwerisaTvis gamoiyeneba
korelaciuri matrica , romelic kovariaciuli matricis elementebis normi-

rebiT miiReba:

 11 12  1n 

 
  21  22   2 n 
ρ= .
 
 
    
 n1 n2 nn 

aq  i j elementi korelaciis koeficientia, H i da H j elementebs Soris wrfivi

statistikuri damokidebulebis xarisxs gamosaxavs da ganisazRvreba formuliT

i j
i j = ,
 ii jj

romelic (1.28)-is analogiuria. cxadia,  i j -s yvela is Tviseba gaaCnia, razec

zemoT korelaciis koeficientis daxasiaTebisas mivuTiTeT.

savarjiSoebi

1.23. isargebleT 1.20 savarjiSoSi moyvanili monacemebiT da:

a) SeadgineT kovariaciuli matrica cov(H ) ;
b) SeamowmeT, aris Tu ara miRebuli matrica arauaryofiTad gansazRvruli?
g) gamoTvaleT organzomilebiani SemTxveviTi veqtoris H = ( X , Y ) T -is
gafantulobis maxasiaTeblebi.

41
 Tavi II

sabazo cnebebi maTematikuri statistikidan

$ 2.1. SemTxveviTi SerCeva da misi ricxviTi maxasiaTeblebi

ganasxvaveben generaluri da SerCeviTi erTobliobis cnebas. generaluri erT-

oblioba SemTxveviTi sididis realizaciis yvela SesaZlo variants moicavs. mag-
ram, rogorc wesi, mTliani generaluri erTobliobis gamokvleva an SeuZlebelia,
an kidev xelmisawvdomia mxolod misi nawili, romelsac SerCeva (SerCeviTi erT-
oblioba) ewodeba. ZiriTadi moTxovna, romelic nebismier SerCevas waeyeneba, gene-
raluri erTobliobis Sesaxeb rac SeiZleba sruli informaciis miRebaSi mdgoma-
reobs. imisTvis, rom SerCevam es moTxovna daakmayofilos, igi warmomadgenlobiTi,
anu reprezentatuli unda iyos. SerCevis reprezentatuloba randomizaciis, SemT-
xveviTi SerCevis wesis gamoyenebiT miiRweva. dakvirvebaTa X 1 , X 2 ,  , X n Tanamim-

devrobas n moculobis SemTxveviTi SerCeva ewodeba, Tu X 1 , X 2 , , X n miRebu-

lia rogorc F (x) ganawilebis mqone raime X SemTxveviTi sididis damoukidebeli

realizaciebi. Teoriuli TvalsazrisiT SemTxveviTi X 1 , X 2 , , X n SerCeva ganixi-

leba rogorc erTi da igive F (x) ganawilebis mqone damoukidebel SemTxveviT

sidideTa Tanamimdevroba.
SemTxveviTi SerCevisaTvis, iseve rogorc generaluri erTobliobisaTvis, gai-
angariSeba ricxviTi maxasiaTeblebi, amasTan, generaluri erTobliobisaTvis miRe-
bul maxasiaTeblebs ewodeba Teoriuli (Teoriuli maTematikuri lodini, Teori-
uli dispersia da a.S.), xolo SemTxveviTi SerCevidan miRebul maxasiaTeblebs ki -
SerCeviTi statistikebi, anu Sefasebebi (SerCeviTi saSualo, SerCeviTi dispersia
SerCeviTi korelacia da a.S.).
vTqvaT mocemulia X 1 , X 2 , , X n SemTxveviTi SerCeva. maSin

1 n
X =  Xi (2.1)
n i =1
warmoadgens SerCeviT saSualos, xolo

42
 1 n
Var( X ) = 
n i =1
( X i - X )2 (2.2)

ki SerCeviTi dispersiaa.
SerCeviTi maxasiaTeblebi SeiZleba gamovTvaloT, agreTve, im SemTxvevaSi, roca
mocemuli gvaqvs ori SemTxveviTi X da Y sididis SerCeva:
( X 1 , Y1 ), ( X 2 , Y2 ),, ( X n , Yn ) .
am simravlis safuZvelze miiReba mocemul or SemTxveviT sidides Soris kavSiris
maxasiaTeblebi: SerCeviTi kovariacia da SerCeviTi korelaciis koeficienti.
SerCeviTi kovariacia Semdegnairad ganimarteba 1
1 n
Cov( X , Y ) =  ( X i − X )(Yi − Y ) ,
n i =1
(2.3)

sadac
n n
X =  Xi /n , Y =  Yi / n.
i =1 i =1

SerCeviTi kovariaciis gamosaTvlelad zogjer mizanSewonilia (2.3)-is nacvlad

misi ekvivalenturi formiT visargebloT:
1 n
Cov( X , Y ) =  X iYi − XY .
n i =1
(2.4)

SerCeviTi korelaciis koeficienti Cor ( X ,Y ) (SemoklebisaTvis aRvniSnoT

igi rX ,Y -iT) erT-erTi Semdegi formuliT moicema

n 1 n
Cov( X,Y )  ( X i - X )(Yi - Y )
rX ,Y = n −1 = n i =1 =
n n 2
1 n 2 1
n −1
Var( X )
n −1
Var(Y )  i = 1( X i - X ) in=1 (Yi - Y )
n n

in=1 ( X i - X )(Yi - Y )
= . (2.5)
2
in=1 ( X i in=1 (Yi
2
- X) -Y )
adviladD SeiZleba vaCvenoT, rom Tvisebebi, romlebic zemoT Teoriuli
kovariaciisaTvis da korelaciis koeficientisaTvis moviyvaneT, ZalaSia, agreTve,
SerCeviTi kovariaciisaTvis da SerCeviTi korelaciis koeficientisaTvis (ix.
savarjiSo 2.4 da 2.5).
SemdegSi aucilebelia gvaxsovdes, rom SerCevaSi moxvedril sidideebis SeTa-

1
winamdebare saxelmZRvaneloSi simbolo cov gamoiyeneba Teoriuli, xolo Cov
SerCeviTi kovariaciis aRmniSvnelad. analogiurad, var Teoriuli dispersiis
aRmniSvnelia, xoli simbolo Var ki - SerCeviT dispersiis.
43
nawyoba SemTxveviT xasiaTs atarebs. aqedan gamomdinare, SemTxveviT sidideTa spe-
cifikur jgufs warmoqmnis SerCeviTi erTobliobis ricxviTi maxasiaTeblebi, maT
Soris zemoT moyvanili X , Var ( X ) , Cov ( X , Y ) , rX ,Y . es garemoeba ganapirobebs
imas, rom am SemTxveviTi sidideebisaTvis SeiZleba gamovTvaloT Teoriuli maxa-
siaTeblebi, maT Soris Teoriuli saSualo da Teoriuli dispersia.

savarjiSoebi

2.1. daamtkiceT Semdeg tolobaTa samarTlianoba

1 n 1 n 2
Cov( X , Y ) =  X iYi − XY ;
n i =1
Var( X ) = 
n i =1
X i − X 2.

2.2. davuSvaT, rom X da Y SemTxveviT sidideebze ganxorcielebuli SemTxveviTi dakvir-

vebis X 1 , X 2 , , X n da Y1 , Y2 , , Yn monacemebi akmayofileben pirobas Yi = a + bX i .

gamoTvaleT Var (Y ) , Cov ( X,Y ) da rY , X .

2.3. cxril 2.1-Si moyvanilia monacemebi pirvel kursze miRebul studentTa raodenobis,
swavlis Rirebulebisa da universitetSi dasaqmebul titulovan mecnierTa ricxvis
Sesaxeb 10 SemTxveviT SerCeul universitetisaTvis. gamoTvaleT Var (Y ) , Cov (Y , X ) ,

Cov (Y , Z ) , rY , X , rY ,Z SerCeviTi maxasiaTeblebi.

cxrili 2.1
universitetis # 1 2 3 4 5 6 7 8 9 10
I kursis studentTa 4 7 3 1,5 10 6 8 0,5 2,5 5
raodenoba (asi kaci) Y
swavlis wliuri Rire- 2,5 3,6 2,7 2 1,9 3,5 3 2 4 4,5
buleba (aTasi lari) X
titulovan mecnierTa 5 12 8 3 15 8 13 0 4 9
ricxvi Z

ra daemarTeba Tqvens mier miRebul maCveneblebis mniSvnelobebs im SemTxvevaSi, Tu

cxrilSi moyvanil zomis erTeulebs SevamcirebT: asi kacis nacvlad aviRebT kacs, aTasi
laris nacvlad – lars?

2.4. CamoayalibeT SerCeviTi kovariaciis Tvisebebi da daaamtkiceT TiToeuli Tvisebis

samarTlianoba.

2.5. CamoayalibeT korelaciis SerCeviTi koeficientis Tvisebebi da daaamtkiceT TiToeuli

Tvisebis samarTlianoba.

44
 $ 2.2. Sefaseba da Sefasebebi2

maTematikuri statistikis erT-erTi ZiriTadi amocanaa generaluri erTobli-

obis ricxviTi maxasiaTeblebis SerCeviT erTobliobis safuZvelze Sefaseba.
davuSvaT, rom generaluri erTobliobisaTvis mocemulia n moculobis Ser-
Ceva X = ( X 1 , X 2 ,, X n ) da cnobilia, rom X SemTxveviTi veqtoris ganawilebis

funqcia F ( x, θ ) = F ( x1 , x2 ,, xn , θ ) Seicavs ucnob θ parametrs raime mocemuli

parametruli  simravlidan. Sefasebis mizania X = ( X 1 , X 2 ,, X n ) SerCevis safu-

Zvelze ucnobi θ parametris Sesaxeb statistikuri daskvnebis gakeTeba. umetes

SemTxvevaSi es ukanaskneli θ parametris Sesabamisi Sefasebis (statistikis) gan-
sazRvras gulisxmobs.
zogad SemTxvevaSi Sefaseba (statistika) ewodeba X = ( X 1 , X 2 ,, X n ) SerCe-

vaze realizebul nebismier T ( X ) = T ( X 1 , X 2 ,, X n ) funqcias, romelic mniSvnelo-

bebs mocemul  parametrul simravleze iRebs. Sefaseba SeiZleba iyos werti-

lovani da intervaluri. wertilovani Sefasebis amocanaa moiZebnos θ -s iseTi

statistika θˆn = T ( X 1 , X 2 ,, X n ) , romlis mniSvneloba, garkveuli azriT, SeiZ-

leba ucnobi θ parametris WeSmariti mniSvnelobis miaxloebad CaiTvalos da mis

nacvlad iqnes gamoyenebuli. intervaluri Sefasebis dros ki X = ( X 1 , X 2 ,, X n )

SerCevis safuZvelze ganisazRvreba iseTi ricxviTi intervali, romlis SigniTac

SeiZleba imyofebodes θ parametri.
SevCerdeT wertilovan Sefasebaze. intuiciurad cxadia, rom θ -s miaxloebad
SeiZleba sxvadasxva Sefaseba (statistika) gamoviyenoT. maTgan saukeTesos SesarCe-
vad saWiroa gagvaCndes Sefasebis `xarisxis~ ganmsazRvreli kriteriumebi. erT-

erTi bunebrivi moTxovna, romelic SeiZleba wavuyenoT θ n Sefasebas, aris is, rom
~
igi ufro axlos iyos θ -sTan, vidre nebismieri sxva θ n Sefaseba. idealur Sem-

TxvevaSi θ n Sefasebam unda daakmayofilos piroba
  ~ ~
P(θn − ε1  θ  θn + ε 2 )  P(θn − ε1  θ  θn + ε 2 )

2
sityva Sefaseba SemdegSi ori SinaarsiT ixmareba. erT SemTxvevaSi igi gulisxmobs
raime maxasiaTebels, sxva SemTxvevaSi ki process, romliTac am maxasiaTeblis moZeb-
na xorcieldeba.
45
 ~
nebismieri n -sTvis, alternatiuli θ n SefasebisTvis da ε1 da ε 2 ricxvTa ara-
uaryofiTi wyvilisTvis. samwuxarod, ar arsebobs Sefasebis idealuri meTodebi.

amis gamo, θ n parametris realurTan siaxlovis Sesafaseblad ramdenime moTxovna

gamoiyeneba. praqtikaSi gansakuTrebuli yuradReba Sefasebis gadauadgileblobis,

efeqtianobisa (optimalurobis) da Zalmosilobis Tvisebebs eqceva.

Sefasebis gadauadgilebloba

θˆn = T ( X 1 , X 2 ,, X n ) Sefasebas θ parametris gadauadgilebeli Sefaseba ewo-

deba, Tu yoveli θ -saTvis, romelic mocemul parametrul  simravles ekuTvnis,
sruldeba piroba

E (θ n ) = θ .

winaaRmdeg SemTxvevaSi θ n -s gadaadgilebuli Sefaseba ewodeba. gadaadgilebis

zomas gansazRvraven sididiT


b(θ ) = E (θn ) − θ.

roca b( )  0 , maSin θ n Sefaseba gadaadgilebulia zemoT, xolo roca b( )  0 ,

maSin - qvemoT. moTxovna gadauadgileblobis Sesaxeb gulisxmobs, rom Sefasebis

gansazRvraSi sistematur calmxriv Secdomas adgili ar eqneba.
moviyvanoT gadauadgilebel da gadaadgilebel SefasebaTa magaliTebi. zemoT
ukve ganvixileT SemTxveviTi SerCevisaTvis gansazRvruli maxasiaTeblebi: saSualo
X da dispersia Var ( X ) . SeiZleba vaCvenoT, rom X aris μ X -is gadauadgilebe-
li, xolo Var ( X ) ki D ( X ) -is gadaadgilebuli Sefaseba. marTlac, ganvixiloT

1 n  1 n
E ( X ) = E  X i  =  E ( X i ) .
 n i =1  n i =1
vinaidan, ganmartebis Tanaxmad, X i SemTxveviTi sididea, romelsac igive ganawi--

leba gaaCnia, rac X -s, amitom E ( X i ) = E ( X ) = μ X . amis gaTvaliswinebiT miviRebT

E( X ) = μX . (2.6)

maSasadame, X Teoriuli saSualos gadauadgilebeli Sefasebaa. magram, unda iT-

qvas, rom X μ X -saTvis am tipis erTaderT Sefasebas ar warmoadgens. nebismieri
Sewonili saSualo

46
 n n
Z =  λ i X i , λ i  0, i = 1, , n; λ i =1
i =1 i =1

aseve akmayofilebs gadauadgileblobis pirobas:

n n
E ( Z ) =  λ i E ( X i ) = λ i  X =  X .
i =1 i =1

es ki niSnavs, rom μ X -is gadauadgilebel SefasebaTa simravle usasruloa.

axla ganvixiloT Var ( X ) da misTvis gamovTvaloT maTematikuri lodini

E (Var ( X )) . winaswar aRvniSnoT, rom SemTxveviTi SerCevis ganmartebidan gamomdi-

nare D ( X ) = D ( X i ) =  X2 . amitom

1 n  1 n
1
D ( X ) = E ( X − μ X ) 2 = D  X i  = 2  D( X i ) =  X2 .
 n i =1  n i =1 n
amis gaTvaliswinebiT gveqneba

1 n  1  n 
E (Var ( X )) = E   ( X i − X ) 2  = E   [( X i - μ X ) − ( X − μ X )] 2  =
 n i =1  n  i =1 
1  n 
= E  [( X i - μ X ) 2 − 2( X i - μ X )( X − μ X ) + ( X − μ X ) 2 ]  =
n  i =1 
1  n 
= E   ( X i - μ X ) 2 − n( X − μ X ) 2  =
n  i =1 
1 n 1 n −1 2
= 
n i =1
E ( X i - μ X ) 2 − E ( X − μ X ) 2 =  X2 −  X2 =
n n
X .

maSasadame, vaCveneT, rom SerCeviTi dispersia Var ( X ) Teoriuli dispersiis

 X2 -is gadaadgilebul Sefasebas warmoadgens. imisaTvis, rom movaxdinoT am gada-

adgilebis eliminireba, Teoriuli dispersiis Sefasebad uSualod Var ( X ) -is nac-
vlad gamoiyeneba misi koreqtirebuli sidide3
n 1 n
S X2 =
n −1
Var( X ) = 
n − 1 i =1
( X i − X )2 . (2.7)

cxadia, am ukanasknelisaTvis sruldeba piroba E ( S X ) =  X .

2 2

unda iTqvas, rom SerCeviTi kovariacia Cov ( X , Y ) , romelic (2.3) formuliT

3
Tu X SemTxveviTi sididisaTvis cnobils warmoadgens Teoriuli saSualo μX ,
n
maSin ucnobi σ X2 -is gadauadgilebel Sefasebis rolSi ganixileba S 2 =
X
1
n  (X
i =1
i −  X ).

SeiZleba damtkicdes, rom E ( S X2 ) = σ X2 .

47
gainisazRvreba, agreTve, Teoriul kovariaciis gadaadgilebuli Sefasebis rolSi
gvevlineba. kerZod,
n −1
E (Cov ( X , Y )) = cov ( X , Y ) .
n
cov( X , Y ) -is gadauadgilebuli Sefasebis misaRebad SerCeviTi kovariacia

Cov ( X , Y ) unda gavamravloT n /(n − 1) sidideze.

Sefasebis efeqtianoba (optimaluroba)

gadauadgilebloba es erT-erTi mniSvnelovani moTxovnaa, romelic Sefasebebma

unda daakmayofilos. aranakleb mniSvnelovan rols TamaSobs Sefasebebis saimedo-
bis, efeqtianobis (optimalurobis) Tviseba, romelic gansakuTrebiT kargad gada-
uadgilebeli Sefasebebis klasis ganxilvisas gamovlindeba.

M mocemuli SerCeviTi erTobliobiT gamoTvlil gadauadgilebel θ n Sefasebas
θ parametris efeqtiani, anu optimaluri Sefaseba ewodeba, Tu igive SerCeviTi
erTobliobiT gamoTvlil nebismier sxva gadauadgilebel Sefasebebs Soris mas

minimaluri dispersia D(θ n ) Seesabameba.
moviyvanoT efeqtiani Sefasebis magaliTi. zemoT aRvniSneT, rom nebismieri
Sewonili saSualo
n n
Z =  λ i X i , λ i  0, i = 1, , n; λ i =1 (2.8)
i =1 i =1

Teoriuli saSualos μ X -is gadauadgilebeli Sefasebaa. am saSualoebs Soris

efeqtianis gamosavlenad ganvixiloT
n n
D( Z ) =  λ i2 D( X i ) = X2  λ i2 .
i =1 i =1

maSasadame, Cveni amocana iseTi λ i , i = 1,  , n , sidideebis moZebnaSi mdgoma-

reobs, romlebic (2.8) pirobebs akmayofilebs da imavdroulad D ( Z ) -s minimalur

mniSvnelobas aniWebs. radganac saqme pirobiTi eqstremumis amocanasTan gvaqvs, mis
gadasawyvetad SevadginoT lagranJis funqcia
n
 n

L(λ,  ) =  X2  λ i2 + 1 −  λ i  ,
i =1  i =1 
sadac  lagranJis mamravlia. ganvixiloT L(λ,  ) -s kerZo warmoebulebi λ i -sa da

48
 -s mimarT da isini nuls gavutoloT. gveqneba
L
= 2 X2 λ i −  = 0, i = 2,, n ;
λ i

L n
= 1 −  λi = 0.
 i =1

advilad davadgenT, rom mocemul sistemas gaaCnia erTad-erTi amonaxsni

λ1 = λ 2 =  = λ n = 1 n .
es ki niSnavs, rom μ X -saTvis wrfivad gansazRvrul gadauadgilebel (2.8) Sefase-
n
bebs Soris efeqtiani Sefaseba mxolod saSualo ariTmetikulia: X =  X i / n .
i =1

imis miuxedavaT, rom gadauadgilebloba da efeqtianoba SefasebisaTvis sasur-

veli Tvisebebia, calkeul SemTxvevaSi isini SeiZleba erTdroulad ar srulde-
bodes. kerZod, SeiZleba aRmoCndes, rom Teoriuli maxasiaTeblis ori Sefasebidan
erTi gadauadgilebelia, meore gadaadgilebuli, magram naklebi dispersiiT xasi-
aTdeba. aseT SemTxvevaSi unda gavakeToT arCevani, romelic damokidebulia garemo-
ebaze. roca dasaSvebia mcire, magram miuRebelia didi Secdomebi, maSin upirate-
soba mcire dispersiis mqone gadaadgilebul Sefasebas unda mieniWos; piriqiT,
roca SesaZlo Secdomebi sagangaSo ar aris imis gamo, rom didi moculobis
dakvirvebis pirobebSi isini erTmaneTs Caaqrobs, maSin upiratesoba SeiZleba gada-
uadgilebel Sefasebas mivaniWoT.

Sefasebis Zalmosiloba

zemoT Cven vsaubrobdiT Sefasebebis Tvisebebze, romlebsac azri SerCeviTi

erTobliobis erTi da igive n moculobis pirobebSi aqvs. davsvaT axla kiTxva:
rogori iqneba Sefaseba, Tu SerCevis moculobis gazrdas SevecdebiT? zogadi ten-
dencia iseTia, rom n -is gadidebas Sefasebis sizustis amaRleba mosdevs. es gare-
moeba swored Zalmosilobis Tvisebis SemoRebas ganapirobebs.

θ parametris θ n Sefasebas Zalmosili ewodeba, Tu igi n →  pirobebSi al-
baTobiT Teoriuli mniSvnelobisaken miiswrafvis:

lim P(| θn − θ | ε) = 1 . (2.9)
n→

maSasadame, Tu albaToba imisa, rom θ n Sefasebasa da Teoriul θ -s Soris

49
sxvaobis absoluturi mniSvneloba naklebi iqneba ragind mcire ε -ze, erTisken

miiswrafvis, roca n →  , maSin θ n Zalmosilia. sxvanairad, Zalmosilobis (2.9)

piroba Semdegnairad SeiZleba CavweroT

P limˆn =  , an kidev ˆn ⎯⎯→

P
 .
n→

umetes SemTxvevaSi Tu Sefaseba gadauadgilebelia, maSin igi Zalmosilicaa,

Tumca sawinaaRmdego mtkiceba aramarTebulia. amave dros, gadaadgilebuli Sefa-
sebebi SeiZleba akmayofilebdes Zalmosilobis pirobas. magaliTad, SerCeviTi dis-
persia Var ( X ) an SerCeviTi kovariacia Cov( X , Y ) , miuxedavad imisa, rom Sesaba-
misi Teoriuli mniSvnelobebisaTvis mcire SerCevisas gadaadgilebuli Sefasebebia,
Zalmosilobis TvisebiT xasiaTdeba.
praqtikaSi Zalmosili Sefasebebis gamosavlenad xSirad Semdegi marTebuli

mtkiceba (Sefasebis Zalmosilobis sakmarisi piroba) gamoiyeneba: Tu E (ˆn ) → 

(an E (ˆn ) =  ) da D(ˆn ) → 0 , roca n →  , maSin ˆn aris  -s Zalmosili Sefa-

seba. visargebloT am debulebiT da vaCvenoT, rom, magaliTad, normaluri ganawi-
lebis mqone SemTxveviTi SerCevisaTvis Var ( X ) aris  X2 -is Zalmosili Sefaseba.

Ppirvel rigSi SevamowmoT E (ˆn ) →  piroba, romelic mocemul konkretul

SemTxvevaSi Caiwereba, rogorc E (Va ( X )) →  X2 . zemoT ukve davadgineT, rom

n −1 2
Var ( X ) gadaadgilebuli Sefasebaa da E (Va ( X )) =  X . mocemul gamosaxule-
n
baSi gadavideT zRvarze. miviRebT
n −1 2 n −1
lim E (Var ( X )) = lim  X =  X2 lim =  X2 1 =  X2 .
n → n → n n →  n
aseT SemTxvevaSi vambobT, rom Var ( X ) aris  X -is asimptoturad gadauadgile-
2

beli Sefaseba.
axla SevamowmoT, n -is usasrulo gadidebisas nulisaken miiswrafvis Tu ara
dispersia D(Var( X )) . Aam mizniT ganvixiloT gamosaxuleba
2
Var( X ) n X −X 
n =   i  . (2.10)
 X2 i =1  X 
statistikaSi cnobilia fiSeris Teorema, romelic normaluri ganawilebis mqone

50
generaluri erTobliobis SerCeviTi maxasiaTeblebis X -is da Var ( X ) -is ganawi-
lebebs exeba. moviyvanoT igi damtkicebis gareSe.
Teorema 2.1 (fiSeris Teorema). davuSvaT, rom X 1 , X 2 , , X n aris SemTxve-
viTi SerCeva normalurad ganawilebuli generaluri erTobliobidan, romlis maTe-
matikuri lodinia  X , dispersia ki -  X2 . maSin nebismieri n -saTvis (SerCevis ne-

bismieri moculobisTvis) SerCeviTi maxasiaTeblebi X da Var ( X ) Semdegi Tvise-

bebiT xasiaTdeba:
a) X normalurad ganawilebuli SemTxveviTi sididea da X ~ N (  X ,  X2 / n) ;

b) SemTxveviT sidides nVar ( X )  X2 Seesabameba  2 -ganawileba Tavisuflebis

n − 1 xarisxiT: nVar ( X )  X2 ~  2 ( n − 1) ;

g) X da Var ( X ) erTmaneTisagan statistikurad damoukidebelia.

 2 ganawilebis daxasiaTebisas aRvniSneT, rom D[  2 (n − 1)] = 2(n − 1) . amis

gaTvaliswineba (2.10)-Si mogvcems

 Var( X )  n2
D n 
 = D[  2
( n − 1)] = D(Var( X )) = 2(n − 1) .
 σ 2
X  ( σ 2 2
X )
Aaqedan pirdapir gamomdinareobs:

2(σ X2 ) 2 (n − 1)
D(Var( X )) = . (2.11)
n2
A advilad SevniSnavT, rom roca n →  , maSin D (Var ( X )) → 0 , radganac

lim[(n − 1) n 2 ] = 0 . maSasadame, Var ( X ) Zalmosili Sefasebaa. Aaqve aRvniSnavT, rom

n→

Tu dakvirvebis ricxvis usasrulo gadidebisas Zalmosili Sefasebis dispersia

nulisaken miiswrafvis, maSin aseTi Sefaseba asimptoturad efeqtiania.
Zalmosilobis Tviseba metad mimzidvelia im TvalsazrisiT, rom imeds iZleva
SerCevis moculobis gazrdiT maRali sizustis Sefasebebi miviRoT. garda amisa,
roca mcire SerCevisaTvis SeuZlebelia gadauadgilebeli Sefasebis moZebna, maSin
unda vecadoT Zalmosili Sefasebis miRebas. magram unda gvaxsovdes, rom Zalmo-
sili Sefaseba, zogad SemTxvevaSi, mcire SerCevisaTvis SeiZleba ufro arasaimedo
iyos, vidre araZalmosili (xasiaTdebodes, magaliTad, didi saSualo kvadratuli
SecdomebiT). amitom, rogorc gadauadgilebel Sefasebas zogjer SeiZleba vamjobi-

51
noT gadaadgilebuli, Tuki am ukanasknelis dispersia mcirea, Zalmosil Sefa-
sebasac SeiZleba vamjobinoT mcire dispersiis mqone araZalmosili Sefaseba.

savarjiSoebi
2.6. CamoTvaleT SefasebaTa ZiriTadi Tvisebebi. riT aris TiToeuli maTgani mniSvne-
lovani?
2.7. zogad SemTxvevaSi, SerCevis moculobis gadidebisas Sefasebis ganawilebis dispersia
mcirdeba. niSnavs Tu ara es, rom Sefaseba ufro efeqtiani xdeba? axsenT Tqveni pasuxi.
2.8. qveyanaSi bolo 10 wlis periodze Catarebuli dakvirvebiT miRebul iqna inflaciis
wliuri donis Semdegi mniSvnelobebi 5,3; 7,6; 6,8; 8,3; 10,4; 8,7; 6,8; 6,3; 7,0; 7,5.
gansazRvreT inflaciis wliuri donis gadauadgilebeli saSualo, dispersia da saSualo
kvadratuli gadaxra.

2.9. mocemulia erTnairad ganawilebuli  da  2 maxasiaTeblebis mqone SemTxveviT sid-

ideTa X 1 , X 2 , , X n SerCeva. ganvixiloT  parametris Semdegi wrfivad gansazRvruli
Sefasebebi

n n
1 1 n
1) ̂1 =
4
(X1 + X 2 ) +  Xi ;
2(n − 2) i =3
2) ̂ 2 =
(n − 2) 2
X
i =1
i ;

n
1 1
3) ̂1 =
6
(X1 + X 2 + X 3 ) +  Xi ;
2(n − 3) i =4
1 n 1 1 4 n
4) ˆ 4 = 
n i =1
Xi −
n+5
; 5) ̂ 5 =
5
X1 + 
5(n − 2) i = 2
Xi ;

n n
n n
6) ̂ 6 =  Xi ;
(n − 20) i =1
7) ̂1 =
(n + 4) 2
X
i =1
i .

daadgineT gadauadgileblobis, Zalmosilobis da efeqtianobis Tvisebebidan romelsa

flobs TiToeuli maTgani.

2.10. mocemulia normalurad ganawilebuli  da  2 maxasiaTeblebis mqone SemTxveviT

sidideTa X 1 , X 2 , , X n SerCeva. ganvixiloT  2 parametris Semdegi Sefasebebi
1 n n n
1) ̂ 12 = 
(n − 1) i =1
( X i − X )2 ; 2) ̂ 22 =
(n + 30) 2
(X
i =1
i − X )2 ;

n
ln(n) 1 n 1
3) ̂ 32 =
(n + 30) 2
 ( X i − X )2 ;
i =1
4) ˆ 42 = 
(n − 1) i =1
( X i − X )2 −
n+4
.

daadgineT gadauadgileblobis da Zalmosilobis Tvisebebidan romelsa flobs TiToeuli

maTgani.
52
 $ 2.3. intervaluri Sefaseba

intervaluri Sefasebis dros wertilovani Sefasebis, anu erTi konkretuli

  
θ n ricxvis dadgenis amocana icvleba iseTi (θn(1) , θn( 2) ) intervalis dadgenis amo-
caniT, romelSic raime winaswar gansazRvruli γ albaTobiT SeiZleba ucnobi WeS-
 
mariti θ parametris mniSvneloba imyofebodes. aseT (θn(1) , θn( 2) ) intervals ndobis

intervali ewodeba, xolo γ albaTobas ki - ndobis albaToba, anu Sefasebis sai-

 
medoba. θ n(1) = T1 ( X 1 ,, X n ) da θn( 2) = T2 ( X 1 ,, X n ) Sesabamisad ndobis zeda da

qveda sazRvrebia, romlebic SemTxveviTi sidideebia. SemTxveviTia, agreTve, ndobis

 
intervalic (θn(1) , θn( 2) ) .

N ndobis intervalis agebis zogadi sqema Semdegia:

1. cnobili ganawilebis mqone generaluri erTobliobidan aiReba n mocu-
lobis SerCeva da mis safuZvelze ganisazRvreba ucnobi θ parametris wertilo-

vani θ n Sefaseba;

2. igeba θ parametrTan dakavSirebuli iseTi SemTxveviTi sidide Wn ( ) ,

romlisTvisac cnobilia albaTobis simkvrivis funqcia f (w) ;

3. SeirCeva ndobis albaToba γ (an mniSvnelovnebis done  = 1 −  ). γ -s an
 = (1 −  ) -s arCeva konkretul garemoebebzea damokidebuli. Cveulebriv, praqti-
kaSi miRebulia 90, 95 da 99%-iani ndobis albaTobebi, rasac Seesabameba mniSvne-
lovnebis 10, 5 da 1%-iani doneebi;
4. SemTxveviTi Wn ( ) sididis simkvrivis funqciis gamoyenebiT da mniSvne-

lovnebis mocemuli  = (1 −  ) donis gaTvaliswinebiT veZebT iseT ε1 da ε 2 ricx-

vebs, romelTaTvisac sruldeba piroba

2
P(ε1  Wn ( )  ε 2 ) =
1
 f (w)dw =  = 1 −  . (2.12)

umetes SemTxvevaSi, ε1 da ε 2 ricxvebis misaRebad ixsneba gantolebaTa

Semdegi wyvili:
P(Wn ( )  ε1 ) =  / 2 ; P(Wn ( )  ε 2 ) =  / 2 .

nax. 2.1-ze warmodgenilia P(ε1  Wn ( )  ε 2 ) -is Sesabamisi are;

53
 P(ε1  Wn ( )  ε 2 ) = 1 − 
 
P(Wn ( )  ε1 ) = P (Wn ( )  ε 2 ) =
2 2

ε1 ε2
Wn ( )
nax. 2.1

5. miRebuli ε1  Wn ( )  ε 2 utoloba sabolood gardaiqmneba iseT tolfas

 
θn(1)    θn( 2) utolobad, romelic γ albaTobiT faravs θ parametrs da warmo-
adgens mis intervalur Sefasebas.
moyvanili sqemis mixedviT ganvixiloT ndobis intervalis agebis magaliTi,
romlis msgavs xSirad vawydebiT ekonometrikuli modelirebis procesSi. vTqvaT,
cnobilia, rom generaluri erToblioba emorCileba normaluri ganawilebis kanons,

romlis maTematikuri lodini  da dispersia  2 ucnobia. mocemulia am erTob-

liobidan X 1 , X 2 , , X n SemTxveviTi SerCeva da mis safuZvelze unda ganvsazR-

vroT μ -s da  2 -is ndobis intervalebi.

normaluri ganawilebis maTematikuri lodinis ndobis intervali. dasawyisSi
ganvixiloT μ -s ndobis intervalis Sedgenis procedura. SemTxveviTi SerCevis

ganmartebidan gamomdinare X 1 , X 2 , , X n erTobliobis elementebi SeiZleba ganvi-

xiloT rogorc normaluri kanoniT ganawilebuli SemTxveviTi sidideebi, romel-

TaTvisac E ( X i ) = μ , D ( X i ) =  2 . am ukanasknelTa wertilovani X da Var(X )

Sefasebebis gamoyenebiT SevadginoT ori SemTxveviTi sidide:

2
X −μ nVar( X ) n
X −X 
Zn = da  (n − 1) =
2
=   i  ,
/ n 2 i =1   
CvenTvis ukve cnobilia rom, amaTgan pirveli - Z n ganawilebulia standar-

tuli normaluri kanoniT, meore -  2 ( n − 1) ki eqvemdebareba n − 1 Tavisuflebis

mqone xi-kvadrat ganawilebas.Aamave dros, fiSeris Teoremis Tanaxmad, Z n da

 2 (n − 1) statistikebi erTmaneTisagan damoukidebelia (ix. Teorema 2.1 mocemul

TavSi). amitom, Tu ganvixilavT Sefardebas

Zn ( X − μ) nVar( X )
Wn ( ) = = =
 2 (n − 1) (n − 1) / n (n − 1) 2

54
 X −μ
= = t (n − 1) ,
Var(X) /(n − 1)
miviRebT SemTxveviT Wn ( ) = t (n − 1) = t sidides, romelic n − 1 Tavisuflebis xa-

risxis mqone situdentis t ganawilebis kanonis moTxovnebs akmayofilebs. stand-

artuli normaluri ganawilebis msgavsad stiudentis ganawilebac simetriulia.
es garemoeba saSualebas gvaZlevs  -s ndobis intervalis dadgenisas (2.12) gamo-

saxulebaSi ε1 da ε 2 parametrebi SevcvaloT, Sesabamisad, _ t / 2 da t / 2 paramet-

rebiT da am ukanasknelTa gansazRvrisaTvis gamoviyenoT gantoleba

P(| t (n − 1) | t / 2 ) = 1 −  = γ .
saZiebeli t / 2 miiReba stiudentis ganawilebis kritikuli wertilebis cxri-

lidan. magaliTad, roca γ =0,95 da n − 1 = 20 , maSin vRebulobT, rom t / 2 = 2,09 .

visargebloT aseTnairad gansazRvruli t / 2 -s mniSvnelobiT da utoloba

t ( n − 1)  t / 2 Semdegnairad CavweroT

X −μ
− t / 2  t .
Var ( X ) / (n − 1)  / 2
Aaqedan martivi gardaqmnebiT miviRebT

Var ( X ) Var ( X )
X − t / 2  μ  X + t / 2 (2.13)
(n − 1) (n − 1)
es ukanaskneli warmoadgens Teoriuli saSualos ndobis intervals, romelic
ganisazRvreba n moculobis SemTxveviTi SerCevis safuZvelze.
miRebuli gamosaxuleba normaluri ganawilebis mqone SerCeviTi erTobli-
obis Teoriuli saSualos ndobis intervals warmoadgens. rogorc vxedavT, ndobis
intervalis sidide damokidebulia SerCevis moculobaze n -ze - n -is zrdas inte-
rvalis Semcireba mosdevs. intervalis sidide damokidebulia, aseve, ndobis alba-
Tobis γ -s sididis SerCevaze. zogad SemTxvevaSi, rac ufro axlosaa γ erTTan
(anu rac mcirea mniSvnelovnebis done  ), miT didia intervalis sigrZe.

vidre  2 -is ndobis intervalis gansazRvris magaliTze gadavalT, gavakeToT

erTi mniSvnelovani dazusteba, romelic dakavSirebulia (2.13) gamosaxulebis
interpretaciasTan. am gamosaxulebidan ar gamomdinareobs, rom mocemuli X -sTvis
moyvanil SualedSi ucnobi μ -s moxvedris albaToba udris γ -s. aq saubaria imaze,

55
rom Tu SemTxveviTi X 1 , X 2 , , X n SerCevis mravaljeradi realizeba moxdeba,

maSin Sefasebuli intervalebi μ -s mniSvnelobas 100 γ % SemTxvevaSi dafaraven.

normaluri ganawilebis dispersiis ndobis intervali.  2 -is ndobis

intervalis dasadgenad ganvixiloT misi gadauadgilebeli wertilovani Sefaseba

S 2 = n Var ( X ) ( n − 1) . am ukanasknelis gamoyenebiT SevadginoT SemTxveviTi sidide

(n − 1) S 2 nVar( X )
Wn ( ) = = =  2 (n − 1) ,
 2
 2

romelsac, rogorc zemoT aRvniSneT, Tavisuflebis n − 1 xarisxis  2 ganawileba

Seesabameba. maSasadame, (2.12) gantoleba mocemul SemTxvevaSi Semdeg saxes miiRebs

P (ε1   2 (n − 1)  ε 2 ) = P (  2 (n − 1)  ε 2 ) − P (  2 (n − 1)  ε1 ) = 1 −  .

cxadia, es gantoleba ε1 da ε 2 ricxvebis misaRebad jer kidev samarisi ar

aris. magram Tu damatebiT davuSvebT, rom

P (  2 (n − 1)  ε 2 ) = 1 −  / 2 da P (  2 ( n − 1)  ε1 ) =  / 2
Aan rac igivea

P (  2 ( n − 1)  ε 2 ) =  / 2 da P (  2 (n − 1)  ε1 ) = 1 −  / 2 ,

maSin  2 ganawilebis cxrilis daxmarebiT ε1 -sa da ε 2 -is saZiebel mniSvnelo-

bebs advilad davadgenT. kerZod, mocemul cxrilSi Tavisuflebis n − 1 xarisxis

Sesabamisi striqonis da mniSvnelovnebis  / 2 donis Sesabamisi svetis gadakveTis
ujraSi dafiqsirebulia ε 2 -is mniSvneloba, xolo n − 1 striqonisa da 1 −  / 2

svetis gadakveTis ujraSi ki - ε1 -is mniSvneloba. Aamis gamo statistikur lite-

raturaSi ε1 -sa da ε 2 -is es mniSvnelobebi xSirad Semdegnairad aRiniSneba:

ε1 = 12− / 2,n−1 ; ε 2 =  2 / 2,n−1 (ix. Nnax. 2.2).

f ( 2 )

 /2

 /2

12− / 2,n−1 2 / 2,n−1 2

nax. 2.2

56
 aq aRwerilis safuZvelze zemoT moyvanili ε1   2 (n − 1)  ε 2 utoloba

Semdegi saxiT SegviZlia CavweroT

nVar ( X )
12− / 2,n −1    2 / 2,n −1 .
 2

Tu amovxsnaT am ukanasknels  2 -is mimarT miviRebT ndobis intervals

nVar( X ) nVar( X )
 2  , (2.14)
  / 2,n−1
2
12− / 2,n−1
romelSic mocemuli  = 1− albaTobiT SeiZleba normalurad ganawilebuli
SemTxveviTi sididis dispersia imyofebodes.

savarjiSoebi

2.11. eleqtrogamanawilebel kompaniaSi dasaqmebulia 3000 muSaki. SemTxeviT gamokiTxuli

625 muSakis saSualoTviurma xelfasma 280 lari Seadgina. davuSvaT, CvenTvis cnobilia
kompaniis xelfasis uwyisebis sruli analizis Sedegi, romlis Tanaxmadac Tviuri xelfa-
sis saSualo kvadratuli gadaxra 30 laria. moZebneT am kompaniis saSualoTviuri xelfa-
sis 95%-iani ndobis intervali, Tu cnobilia, rom xelfasis mniSvneloba normalurad
ganawilebuli SemTxveviTi sididea.

2.12. erTi da igive modelis 35 avtomobilis gamocdam aCvena, rom benzinis saSualo
danaxarji 100 km-ze 5,65 litrs Seadgens. Bbenzinis danaxarjis standartuli gadaxra
0,35 litris tolia. gamoTvaleT 95%-iani ndobis intervali benzinis xarjvis Teoriuli
maTematikuri lodinisTvis, Tu cnobilia, rom benzinis danaxarji 100 kilometrze
normalur ganawilebas eqvemdebareba.

2.13. qalaqis erT-erT samSobiaroSi Bbolo erTi Tvis ganmavlobaSi axaldabadebulTagan

awonil iqna 25 bavSvi, romelTa saSualo wonam Seadgina 3,3 kg, xolo wonis SerCeviTma
standartulma gadaxram ki – 40 grami. rogoria axalSobilTa saSualo wonis 95%-iani
ndobis intervali?

2.14. avtomatdanadgari paketebs 250 g TxiliT avsebs. iTvleba, rom saWiroa danadgaris
gadawyoba, roca paketis normaluri wonisagan standartuli gadaxra 5 g-s aRemateba. 10
paketis sakontrolo awonvam Semdegi Sedegi mogvca: 245, 248, 250, 250, 252, 256, 243,
251, 244, 253.
a) aageT normaluri wonisagan standartuli gadaxris 95%-iani ndobis intervali;
b) SeiZleba Tu ara am intervaliT vimsjeloT danadgaris gadawyobis aucileblobis
Sesaxeb?

57
2.15. studentma 30 dRiani dakvirvebis Sedegad daadgina, rom saxlidan gamosvlis
momentidan universitetamde misvlisaTvis saSualod 20 wuTi sWirdeba, amasTan, gzaSi
yofnis xangrZlivobis SerCeviTi standartuli gadaxra S = 3 wuTs. CaTvaleT, rom
studentis gzaSi yofnis xangrZlivobas X -s normaluri ganawilebis kanoni Seesabameba
da am pirobebSi gansazRvreT 95%-iani ndobis intervalebi gzaSi yofnis xangrZlivobis
maTematikuri lodinisaTvis  -saTvis da saSualo kvadratuli gadaxrisaTvis  -saTvis.
vTqvaT, xangrZlivi dakvirvebis Sedegad dadginda, rom  =20 wT-s da  =3 wT-s.
gansazRvreT 100 SemTxvevidan saSualod ramdenjer daagviana studentma leqciaze, Tu igi
saxlidan gadioda 8 saaTze da 12 wuTze leqciis dawyebis dro ki cxris naxevaria?

$ 2.4. hipoTezis statistikuri Semowmeba

ZiriTadi cnebebi

zemoT ukve vnaxeT, rom generaluri erTobliobis kanonzomierebis Sesaxeb

xSirad daskvnebis gakeTeba da msjeloba SerCeviT erTobliobis safuZvelze gvi-
wevs. SerCevis SemTxveviTobis gamo aseTi daskvnebi da msjeloba mudmivad cdomi-
lebasTanaa dakavSirebuli da unda ganvixiloT ara rogorc kategoriuli, aramed,
rogorc daSveba, hipoTeza. generaluri erTobliobis ucnobi parametrebisa da
ganawilebis Sesaxeb aseTma daSvebebma statistikuri hipoTezis saxelwodeba miiRo.
statistikuri hipoTezis Semowmebis arsi imaSi mdgomareobs, rom davadginoT
eTanxmeba Tu ara dakvirvebis Sedegebi wamoyenebul hipoTezas, SeiZleba Tu ara
gansxvaveba hipoTezasa da dakvirvebis Sedegebs Soris SemTxveviT cdomilebebs mi-
vakuTvnoT, romlebic gamowveulia SemTxveviTi SerCevis meqnizmiT.
hipoTezas, romlis Semowmebac gvinda, ZiriTadi ewodeba. xSirad igi imis
Sesaxeb daSvebaSi mdgomareobs, rom generaluri erTobliobis ucnobi parametri 
da mocemuli θO sidide sistematurad ar gansxvavdeba erTmaneTisgan. amitom Ziri-

Tad hipoTezas, agreTve, nulovan hipoTenuzas uwodeben da H 0 asoTi aRniSnaven.

misi Sinaarsi ori wertilis Semdeg Caiwereba. magaliTad, H O : θ = θO ikiTxeba

rogorc hipoTeza imis Sesaxeb, rom θ -s mniSvneloba Seadgens θO -s.

ganasxvaveben martiv da rTul hipoTezebs. hipoTeza martivia, rodesac igi

amtkicebs ucnobi θ parametris raime konkretul sididesTan tolobas: H O : θ = 0

an H O : θ = 1 da a.S. rTul hipoTezebSi, rogoricaa, magaliTad, H O : θ  θO an

58
H O : θ  θO , mieTiTeba albaTur mniSvnelobaTa garkveuli are. cxadia, rTuli
hipoTeza martiv hipoTezaTa garkveul simravles moicavs.
yovel nulovan hipoTezas alternatiuli hipoTeza Seesabameba, romelic,
Cveulebriv, H 1 -iT aRiniSneba. nulovani hipoTezis mimarT alternatiuli hipoTe-

za SeiZleba wamovayenoT martivi an rTuli saxiT. ase, magaliTad, Tu hipoTeza

H O : θ = θO mowmdeba H1 : θ = θ1 alternativis sawinaaRmdegod, maSin martivi al-
ternativa gvaqvs. am SemTxvevaSi H 0 da H 1 alternativebi mTlianad gansazRvravs

θ parametris mniSvnelobas. magram, Tu hipoTeza H O : θ = θO mowmdeba H 1 : θ  θ0

alternativis sawinaaRmdegod, maSin rTuli alternativa gvaqvs. cxadia, aseTi
alternativa ormxrivia da xSirad ori SesaZlo H 1 : θ  θ0 da H 1 : θ  θ0 alter-

natividan erT-erTis ganxilviT Semoifarglebian.

hipoTezis Semowmeba SerCeviTi X 1 , X 2 , , X n monacemebis safuZvelze xdeba.

SerCeviTi erTobliobis da Sesamowmebeli hipoTezis Tavsebadobis Sesaxeb daskvnis

gakeTeba xorcieldeba ama Tu im statistikuri kriteriumis (specialurad SerCe-
uli SemTxveviTi sididis) safuZvelze. kriteriumi gansazRvravs Tu ra saxis
monacemebi ar aris Sesamowmebeli hipoTezisaTvis winaaRmdegobrivi da ra piro-
bebSi unda iqnas hipoTeza uaryofili. Cveulebriv, hipoTezis Semowmebis krite-
riumad aiReba mocemuli SerCeviTi erTobliobidan miRebuli maxasiaTebeli (sta-
tistika), romelic SemTxveviTi sididea da nulovani hipoTezis marTebulobis Sem-
TxvevaSi zustad an miaxloebiT cnobilia misi ganawilebis kanoni. yoveli Sesamo-
wmebeli hipoTezisaTvis SemuSavebulia Sesabamisi kriteriumi. kriteriumis agebis-
Tvis yvelaze xSirad gamoiyeneba Z statistika, stiudentis t statistika, fiSer-

snedakoris F statistika, pirsonis χ 2 statistika. SemdegSi, zogadobisaTvis,

kriteriumis Sesabamis SemTxveviT sidides n -Ti aRvniSnavT.

vTqvaT,  aris n statistikis SesaZlo mniSvnelobaTa simravle. davyoT igi

or araTanakveTad  0 da 1 qvesimravled ise, rom  0 iyos n -s yvela im mniS-

vnelobaTa simravle, romelTaTvisac H 0 hipoTeza misaRebi ar aris, xolo 1 ki -

n -s mniSvnelobaTa simravle, romelTaTvisac H 0 misaRebia.  0 -s ewodeba kriti-

kuli are, 1 -s dasaSvebi, anu hipoTezis miRebis are; wertilebi, romlebic erT-

maneTisgan yofs kritikul ares da hipoTezis miRebis ares, kritikuli werti-

59
lebia. kritikuli wertilebisa da kritikuli aris gansazRvris safuZvlad aRe-
bulia mcire albaTuri xdomilebis moxdenis praqtikuli SeuZleblobis principi,
romelic hipoTezis Semowmebis dros Semdegi saxiT gamoiyeneba.
viRebT sakmarisad mcire  sidides da vsazRvravT kritikul ares,  0 -s,

rogorc n -is iseT mniSvnelobaTa simravles, romelSic n -s moxvedris albaToba

toli iqneba  -si.  -s ewodeba kriteriumis mniSvnelovnebis done. paralelurad,

SerCeviT erTobliobis monacemebis safuZvelze vangariSobT n -is dakvirvebad
~ ~
mniSvnelobas n -s. Tu miviRebT, rom n   0 , maSin H 0 hipoTezis uaryofis sa-
~
fuZveli gvaqvs. magram, Tu n ar miekuTvneba kritikul ares, maSin iTvleba, rom

SerCevis Sedegebi ar ewinaaRmdegeba H 0 hipoTezas da misi uaryofa ar xdeba - am

SemTxvevaSi nulovani hipoTeza miiReba. aucilebelia davazustoT, rom hipoTezis

miReba ar niSnavs mis saukeTesod aRiarebas. Uubralod, aseTi hipoTeza ar ewina-
aRmdegeba arsebul SerCeviT monacemebs da SeiZleba masTan erTad msgavsi Tvisebis
mqone sxva mravali hipoTezac arsebobdes. ase, rom statistikurad arauaryofili
H 0 hipoTeza unda SevafasoT, rogorc WeSmaritebasTan sakmarisad axlo mdgomi
mtkiceba, romelic dakvirvebis (cdebis) Sedegebs ar ewinaaRmdegeba.

parametrebis ricxviTi mniSvnelobebis Sesaxeb hipoTezis

Semowmebis sqemebi

vTqvaT, gvinda SevamowmoT hipoTeza raime generaluri erTobliobis ucnobi

 parametris Sesaxeb. CamovayaliboT nulovani hipoTeza H 0 :  =  0 , sadac  0 ra-
ime ricxvia. davafiqsiroT mniSvnelovnebis done  . rogorc wesi, mniSvnelovnebis
doned  -s garkveuli standartuli mniSvnelobebi aiReba. aseTebs SeiZleba mivak-
uTvnoT  =0,1; 0,05; 0,025; 0,01; 0,005; 0,001. gansakuTrebiT xSirad, maT Soris eko-
nomikur gamokvlevebSi,  aiReba 0,05-is an 0,01-is (anu 5%-ian an 1%-ian) doneze.
kritikuli wertilebisa da kritikuli aris gansazRvris procedura mniSvne-
lovnadaa damokidebuli imaze, Tu ra saxis alternatiul hipoTezas avirCevT.
SesaZlebelia oTxi SemTxveva:
1) H 1 :    0 ; 2) H 1 :    0 ; 3) H 1 :    0 ; 4) H1 :  = 1 , 1   0 .
Gmokled davaxasiaToT TiToeuli maTgani.

60
 1. daviwyoT pirveli SemTxveviT, roca H 0 :  =  0 hipoTeza H 1 :    0 al-

ternativis sawinaaRmdegod mowmdeba. hipoTezis SemowmebisTvis SevarCioT n sta-

tistika, romlis ganawileba cnobilia. vTqvaT, nulovani hipoTezis marTebulobis

dros n -is simkvrivis funqcias nax. 2.3a-ze moyvanili saxe aqvs. aseT SemTxvevaSi

kritikuli are  0 da Sesabamisi kritikuli wertili Semdegi gantolebiT gani-

sazRvreba

P(n  kr
*
) = , (2.15)

sadac kr
*
kritikuli wertilia. SemdegSi mas qveda kritikul wertils vuwo-
~
debT. Tu X 1 , X 2 , , X n SerCevidan miRebuli n mniSvneloba n < kr
*
areSi aR-

moCndeba (nax. 2.3a-ze daStrixuli are), nulovan hipoTezas uarvyofT da marTebu-

lad alternatiul hipoTezas miviCnevT. winaaRmdeg SemTxvevaSi nulovan hipoTezas
vRebulobT.

 

kr* a)
n b) kr** n
nax. 2.3

ilustraciisaTvis ganvixiloT magaliTi. CavTvaloT, rom H 0 : = 0 ,

H 1 :    0 hipoTezaTa wyvilSi  aRniSnavs normalurad ganawilebul generalu-
ri erTobliobis saSualos  -s, xolo  0 ki - am saSualos winaswar mocemuli

0 mniSvnelobaa. n statistika Semdegi saxiT SevarCioT

X − 0 X − 0
n = = , (2.16)
Var( X ) /(n − 1) S/ n

sadac S saSualo kvadratuli Secdomaa: S = S 2 = n

n−1 Var( X ) . nulovani hipo-

Tezis marTebulobis dros (e. i.  =  0 tolobis dros) mocemuli n statisti-

ka CvenTvis ukve cnobil n − 1 Tavisuflebis xarisxis mqone stiudentis t ganawi-

lebas emorCileba. es garemoeba saSualebas gvaZlevs ( n − 1 )-is da (1 −  )-s gaT-
valiswinebiT stiudentis ganawilebis cxrilSi movnaxoT kritikuli wertili

kr* = t1− ,n−1 - (2.15) gantolebis amonaxsni, xolo SerCevis monacemebis gamoyenebiT

61
 ~
(2.16)-dan gamovTvaloT n -is dakvirvebadi mniSvneloba n . Tu aRmoCndeba, rom
~
n  t1− ,n−1 , maSin nulovan hipoTezas uarvyofT; sawinaaRmdego utolobis dros
nulovan hipoTezas miviRebT.
2. zemoT ganxilulis msgavasad mimdinareobs H 0 :  =  0 hipoTezis Semow-

meba H 1 :    0 alternativis pirobebSi. gansxvaveba mxolod imaSia, rom kritiku-

li wertilisa da kritikuli aris gansazRvrisaTvis gamoiyeneba gantoleba

P(n  kr
**
) = , (2.17)

romelSic kr
**
zeda kritikul wertils aRniSnavs. cxadia, mocemul situaciaSi
~
nulovani hipoTezis uaryofis pirobas SerCevidan miRebuli n -is kritikul
n > kr** areSi (nax. 2.3b-ze daStrixuli are) moxvedra warmoadgens.
moviyvanoT magaliTi. davuSvaT, Sesamowmebel nulovan hipoTezaSi  aRniSnavs

normalurad ganawilebuli generaluri erTobliobis dispersias  2 -s,  0 ki  2 -

is raime savaraudo  02 mniSvnelobaa, e. i.  =  2 ,  0 =  02 . maSin n statistikad

SeiZleba aviRoT SemTxveviTi sidide

nVar ( X ) (n − 1) S 2
n = = , (2.18)
 02  02

romelsac nulovani hipoTezis marTebulobis dros (e.i.  2 =  02 tolobis dros)

Seesabameba  2 ganawileba Tavisuflebis n − 1 xarisxiT. es garemoeba sakmarisia

imisaTvis, rom mniSvnelovnebis  donisa da Tavisuflebis n − 1 xarisxis mixed-

viT  2 ganawilebis cxrilSi movZebnoT kritikuli wertili kr

**
=  2 ,n −1 - (2.17)
~
gantolebis amonaxsni. Tu SerCeviTi erTobliobisaTvis (2.18)-iT gamoTvlili n
~
daakmayofilebs utolobas n   2 ,n −1 , maSin H 0 hipoTezas uarvyofT, winaaRmdeg

SemTxvevaSi H 0 -s miviRebT.

3. hipoTezis Semowmebis ganxilul sqemebSi Cven saqme gvqonda calmxriv (mar-

cxena an marjvena) kriteriumebTan. magram rodesac H 0 :  =  0 hipoTezis alterna-

tivaa H 1 :    0 , maSin vagebT ormxrivi kritikul ares. misi kritikuli werti-

lebi umetes SemTxveveSi Semdegi simetriuli gantolebebidan ganisazRvreba

62
  
P(n  kr
*
)= ,Y P(n  kr
**
)= . (2.19)
2 2
nax. 2.4-ze nulovani hipoTezis uaryofis pirobas X 1 , X 2 , , X n SerCevidan
~
miRebuli n -is marjvniv da marcxniv daStrixuli `kudebidan” erT-erTSi moxved-

ra warmoadgens.
 
2 2

kr* kr** n
nax. 2.4

4. dasasruls ganvixiloT martiv hipoTezaTa H 0 :  =  0 , H1 :  = 1 , 1   0

Semowmebis logika. gansazRvrulobisaTvis davuSvaT, rom mocemul hipoTezebSi 

aRniSnavs normalurad ganawilebul saSualos  -s, xolo  0 da  1 misi winaswar

mocemuli savaraudo mniSvnelobebia. amasTan, CavTvaloT, rom 1   0 . wamoyenebul

hipoTezaTa wyvilis SemowmebisaTvis avirCioT statistika n = X . CvenTvis ukve

cnobilia, rom n -is sakmarisad didi mniSvnelobisaTvis X eqvemdebareba asimp-

toturad normalur ganawilebas parametrebiT E (X ) =  da D( X ) =  2 / n . cxa-

dia, H 0 hipoTezis marTebulobis dros unda Sesruldes piroba E (n ) =  0 . am

situacias nax. 2.5-ze simkvrivis mrudi 1 Seesabameba. roca marTebulia alterna-

tiuli hipoTeza, maSin E (n ) = 1 da igive naxatze ganawilebas axasiaTebs ukve

simkvrivis mrudi 2. kerZo SemTxvevaSi, roca es mrudebi erTmaneTs ar kveTs, maSin

~
hipoTezis Semowmeba trivialuria: SerCevidan miRebuli n -s mniSvnelobis moxved-
~
ra 1 mrudis qveS mowmobs H 0 hipoTezis marTebulobaze, xolo Tu n aRmoCndeba

meore wiris qveS, maSin marTebulia H 1 hipoTeza.

1 2

kr*  0 kr** 1 n
N
nax. 2.5
63
 davuSvaT,  0 da  1 mniSvnelobebi imdenad axlosaa erTmaneTTan, rom 1 da 2

mrudebi erTmaneTs hkveTs ise, rogorc es nax. 2.5-zea naCvenebi. aseT situaciaSi
hipoTezis Semowmebam ormxrivi kriteriumiT SeiZleba araswor daskvnamde migvi-
yvanos. marTlac, davuSvaT, rom mocemuli  -saTvis (2.19)-iT ganvsazRvreT kri-

tikuli kr
*
da kr
**
wertilebi da SerCeviTi erTobliobidan miRebuli statisti-
~
ka n aRmoCnda kr
*
-is marcxniv daStrixul areSi. maSin ormxrivi kriteriumiT

hipoTezis Semowmebis zogadi sqemis Sesabamisad unda uarvyoT H 0 da miviRoT H 1

hipoTeza. magram nax. 2.5 TvalnaTliv gviCvenebs, rom aseT situaciaSi ufro logi-
kuri iqneboda, Tu piriqiT moviqceodiT - uarvyofdiT H 1 -s da miviRebdiT H 0 -s.

aseTi Secdoma rom Tavidan aviciloT, mizanSewonilia hipoTezis Semowmeba cal-

mxrivi kriteriumiT ganvaxorcieloT. zogad SemTxvevaSi, roca 1   0 , maSin unda

ganvixiloT marjvena kritikuli are, romelic (2.17)-is mixedviT ganisazRvreba;

roca 1   0 , maSin nulovani hipoTezis Semowmebas marcxena kritikuli ariT va-

xorcielebT, romelic (2.15) gantolebiT dgindeba.

pirveli da meore gvaris Secdomebi. kriteriumis simZlavre

hipTezis Semowmebis zemoT ganxilulma procedurebma gviCvenes, rom nulovani

hipoTezis miReba an uaryofa mniSvnelovnebis  donezea damokidebuli. rac mci-
~
rea  -s sidide, miT naklebalbaTuria n statistikis kritikul areSi moxvedra,

Tumca mainc SesaZlebelia. gamoricxuli ar aris, rom samarTliani H 0 hipoTezis

~
dros n -is mniSvneloba kritikul areSi aRmoCndes da H 0 uarvyoT. aseT pirobe-

bSi vambobT, rom vuSvebT pirveli gvaris Secdomas, romelic gulisxmobs marTe-
buli H 0 hipoTezis uaryofas. cxadia, rac mcirea  , miT naklebalbaTuria pir-

veli gvaris Secdomis daSveba. magram  -s SemcirebiT mcirdeba kritikuli are da

~
naklebad SesaZlebeli xdeba masSi arCeuli n -s moxvedra, maSinac ki, roca H 0

aramarTebulia. amitom,  -s Semcirebas araswori hipoTezis miRebis albaTobis,

anu meore gvaris Secdomis daSvebis SesaZleblobis zrda mosdevs. cxril 2.2-Si
naCvenebia gadawyvetilebis miRebis SesaZlo variantebi da Sesabamisi Secdomebi.

64
 cxrili 2.2
H 0 hipoTezis Sesamowmebeli H 0 hipoTezis SesaZlo mdgomareoba
Semowmebis Sedegebi H 0 hipoTeza sworia H 0 hipoTeza arasworia
uaryofilia I gvaris Secdoma swori gadawyvetileba
ar aris uaryofili swori gadawyvetileba II gvaris Secdoma

I da II gvaris Secdomebis ilustrirebisaTvis ganvixiloT hipoTezis Semowme-

bis sqema generaluri erTobliobis saSualos Sesaxeb. vTqvaT, nulovani H 0 : μ = a

hipoTezis alternativaa H 1 : μ = b , b  a da ganawilebaTa simkvriveebis grafikeb-

is mdebareobas Seesabameba nax. 2.6, sadac mrudi 1 axasiaTebs ganawilebis simkvri-

ves H 0 hipoTezis marTebulobis dros, xolo mrudi 2 ki - H 1 hipoTezis
marTebulobis dros.

f ( x, a) f ( x, b)

1 2
 

a B kr
** A b n

nax. 2.6

moyvanil naxatze kr

**
-s marjvniv mdebare daStrixuli are 4, romelic mdebare-

obs mrudi 1-s qveS, warmoadgens pirveli gvaris Secdomis daSvebis albaTobas. es
~
niSnavs, rom Tu SerCevidan miRebuli n -s mniSvneloba aRmoCndeba mocemul areSi,

magaliTad, A wertilSi, maSin hipoTezis Semowmebis zemoT ganxiluli sqemis mi-

xedviT unda uarvyoT H 0 hipoTeza da, maSasadame,  albaTobiT davuSvaT I gva-

ris Secdoma. kr

**
-s marcxniv mdebare daStrixuli are, romelic mdebareobs mrudi

2-is qveS, warmoadgens II gvaris Secdomis daSvebis albaTobas  -s:

kr
**

=  f ( x, b)dx.
-

aseT Secdomas maSin aqvs adgili, roca marTebulia H 1 hipoTeza (mcdaria H 0 ),

~
magram SerCeviTi erTobliobidan miRebuli n aRmoCndeba kr
**
-s marcxniv, magali-

4
SegaxsenebT, rom kr** ganisazRvreba P(n  kr
**
) =  gantolebidan
65
Tad, B wertilSi da marTebulad CavTvliT H 0 -s. nax. 2.6 TvalnaTliv gviCvenebs,

rom Tu SevamcirebT  -s _ pirveli gvaris Secdomis daSvebis albaTobas, maSin,

imavdroulad, gavzrdiT  -s _ meore gvaris Secdomis daSvebis albaTobas da,
piriqiT,  -s gadidebiT mcirdeba  . es garemoeba imaze migvaniSnebs, rom pirveli
da meore gvaris Secdomebi erTmaneTis konkurirebadia da  -s da  -s erTdro-
uli minimizireba SeuZlia.
(1 -  ) sidides, romelic pirveli gvaris Secdomis ardaSvebis albaTobaa,
ewodeba kriteriumis mniSvnelovneba , xolo (1 -  ) -s, romelic ukve me-2 gvaris
Secdomis ardaSvebis albaTobaa - kriteriumis simZlavre. aSkaraa, rom hipoTezis
Semowmebis dros, n kriteriumi (statistika) ise unda SeirCes, rom (1 -  ) da

(1 -  ) sidideebi maqsimaluri iyos. magram, radganac  -s da  -s erTdrouli mini-

mizireba SeuZlia, amitom SeuZlebelia (1 -  ) -s da (1 -  ) -s erTdrouli maqsimizi-

reba. amis gamo, hipoTezis Semowmebis dros, iTvaliswineben im garemoebas, rom ze-
moT aRniSnuli Secdomebidan mTavars pirveli gvaris Secdoma warmoadgens da,
pirvel rigSi, mis Tavidan acilebas unda vecadoT. sxvanairad, es niSnavs, rom hi-
poTezaTa Semowmebisas sasurvel niSnulze afiqsireben kriteriumis mniSvnelov-
nebis dones  -s – pirveli gvaris Secdomis moxdenis albaTobas da cdiloben mo-
Zebnon an aarCion iseTi kriteriumi, romlis simZlavrec maqsimaluria.
praqtikuli gaangariSebis dros yoveli mocemuli  -saTvis kriteriumis sim-
Zlavris gazrda SeiZleba, Tu ormxrivis nacvlad calmxriv kriteriums gamoviye-
nebT (ra Tqma unda, Tu aseTi ram dasaSvebia). mtkicdeba, agreTve, rom  -s moce-
muli fiqsirebuli mniSvnelobisaTvis SerCevis moculobis n -is gadidebiT mcirde-
ba meore gvaris Secdomis albaToba  da, maSasadame, izrdeba kriteriumis sim-
Zlavre (1 -  ) .

savarjiSoebi

2.16. normalurad ganawilebuli generaluri erTobliobisTvis mocemulia 20 dak-

virvebiani SemTxveviTi SerCeva. cnobilia generaluri dispersia  2 = 4 . SerCeviTi
saSualo Seadgens 18-s.  =0,05 mniSvnelovnebis donisaTvis SeamowmeT nulovani
hipoTeza H 0 : μ = 20 , roca alternatiuli hipoTezaa:
1) H 1 : μ  20 ; 2) H 1 : μ  20 ; 3) H 1 : μ  20 ; 4) H1 : μ = 16 .
66
 2.17. erT-erTi universitetis pirvel kursel studentTa maTematikaSi momzadebis
donis Sesafaseblad SemTxveviT SearCies 26 studenti, romelTa testirebis Se-
degad gamoyvanilma saSualo Sefasebam Seadgina 8 qula (10 qulian SefasebaTa sis-
temaSi), xolo SerCeviTi dispersia Var(X ) ki udris 2,25-s. aseT pirobebSi SeiZ-
leba Tu ara vamtkicoT, rom  =0,05 mniSvnelovnebis doniT universitetis pir-
vel kurselTa saSualo maTematikuri ganaTlebis done aranaklebia 7 qulaze?

2.18. moiyvaneT magaliTebi, rodesac gadawyvetilebis miRebisas SeiZleba warmo-

iSvas I da II gvaris Secdomebi.

2.19. davuSvaT, rom SevamowmeT nulovani hipoTeza 5%-iani da 1%-iani mniSvnelov-

nebis doneebisaTvis. ra pirobebSi unda SevCerdeT:
1) mniSvnelovnebis mxolod 1%-ian donisaTvis miRebul Sedegze?
2) mniSvnelovnebis mxolod 5%-ian donisaTvis miRebul Sedegze?
3) mniSvnelovnebis orive donisaTvis miRebul Sedegze?

2.20. arsebobs mosazreba, rom Tbilisis bazrobebze wvrili movaWreebis saSu-

aloTviuri Semosavali ar aRemateba 1500 lars. sagadasxado inspeqciam es mosaz-
reba eWvis qveS daayena da gamoikvlia 36 movaWrisagan Semdgari SemTxveviTi SerCe-
va. miRebul iqna Semdegi monacemebi: X =1600 lari, Var(X ) =36100 l2. CaTvaleT,
rom Semosavlebi normalurad ganawilebuli SemTxveviTi sididea da SeamowmeT,
mniSvnelovnebis 5%-iani donis pirobebSi ewinaaRmdegeba Tu ara sagadasaxado ins-
peqciis es monacemebi wvrili movaWreebis saSualo Semosavlebis sididis Sesaxeb
arsebuli mosazrebas?

2.21. sainvesticio porTfelis mmarTveli cdilobs ar daabandos saxsrebi aqti-

vebSi, romelTa wliuri Semosavlianobis dispersia 0,04-ze metia. erT-erTi aqti-
vis Semosavalze 52 dakvirvebisagan Semdgarma SerCevam aCvena, rom aqtivis Semosav-
lianobis dispersia 0,045-s Seadgens. SeamowmeT hipoTeza imis Sesaxeb, rom moce-
muli aqtividan Semosavlianobis dispersia 0,04-s ar aRemateba.

67
 ganyofileba II

regresiuli analizis meTodebi da modelebi

Tavi III

wyviluri wrfivi regresiis modeli

$ 3.1 funqcionaluri da statistikuri damokidebuleba

ekonomikuri maCveneblebis mniSvnelovani nawili erTmaneTiT ganpirobebulia da

mizez-Sedegobriv damokidebulebaSi imyofeba. am damokidebulebis gamovlena da
Seswavla ekonomikuri Teoriis erT-erTi umniSvnelovanesi amocanaa. roca ori an
ramdenime maCvenebeli erTmaneTTan damokidebulebaSia ekonomikur Teorias TiTq-
mis yovelTvis SeuZlia daadginos romelia maT Soris Sedegi, e. i. romelia
damokidebuli da romelia mizezi, anu damoukidebeli. magram maCveneblebs Soris
damokidebulebis formisa da siZlieris gamovlena da gansazRvra aucileblad
moiTxovs ekonometrikul gamokvlevas.
or an ramdenime maCvenebels Soris damokidebulebas SeiZleba gaaCndes funqci-
onaluri an statistikuri saxe. funqcionaluri damokidebuleba gamovlindeba
yovel konkretul SemTxvevaSi da yovel calkeul dakvirvebaSi mkacrad da gansa-
zRvrulad. am saxis damokidebulebis codna saSualebas iZleva zustad davadginoT
Sedegi, rodesac cnobilia misi ganmsazRvreli faqtoruli cvladis (an cvlade-
bis) mniSvneloba. sxvanairad, funqcionaluri damokidebuleba sruli damokidebu-
lebaa, radganac Sedegi mTlianad (srulad) ganisazRvreba mocemuli faqtoruli
cvladiT (cvladebiT). magaliTad, rodesac romelime konkretul produqtze fasi
p kanonmdeblobiT aris dafiqsirebuli, maSin, sxva Tanabar pirobebSi, am produq-
tidan mwarmoeblis mier miRebuli Semosavlis mTliani sidide Y calsaxad
ganisazRvreba realizebuli produqciis raodenobiT Q -Ti: Y = pQ .
samwuxarod, ekonomikaSi funqcionaluri damokidebuleba iSviaTia. amis mize-
zia is, rom ekonomikuri sidideebi, rogorc wesi, mravali faqtoris zemoqmedebis
Sedegad yalibdeba, romelTa nawili arsebiTia, nawili araarsebiTia, zogierTi

68
maTgani SeiZleba zustad da calsaxad ganisazRvros, xolo zogierTi mxolod mia-
xloebiT aRweras eqvemdebareba, an saerTod raodenobrivad ar gamoisaxeba. ase, ma-
galiTad, vaxasiaTebT ra kavSirs Sromis nayofirebasa da muSakTa kvalifikacias
Soris, SeiZleba iTqvas, rom Sromis nayofierebaze muSakTa kvalifikaciis garda
gavlenas axdens gamoyenebuli mowyobilobis progresulobis xarisxi, Sromis kapi-
taliT uzrunvelyofisa da avtomatizaciis done, Sromisa da warmoebis organiza-
ciis done, muSakTa materialuri dainteresebis forma da a. S. cxadia, am pirobeb-
Si damokidebuleba Sromis nayofierebasa da muSakTa kvalifikaciis dones Soris
arasrulia, radganac es ukanaskneli ar warmoadgens Sedegobrivi cvladis (Sromis
nayofierebis) cvlilebis amomwurav mizezs da amitomac masSi ar SeiZleba gamov-
lindes kanonzomierebani iseTi sizustiTa da mdgradobiT, rogorc es funqciona-
luri damokidebulebis dros xdeba. es niSnavs, rom realurad arsebuli damokide-
buleba kvalifikaciis donesa da Sromis nayofierebas Soris SeiZleba gamovlindes
mxolod saSualod, mravali faqtis safuZvelze, zogadi tendenciis saxiT. amasTan,
kvalifikaciis donis yovel konkretul mniSvnelobas SeiZleba Seesabamebodes Sro-
mis nayofierebis ara erTi gansazRvruli mniSvneloba, aramed mniSvnelobaTa mTeli
erToblioba. aseTi saxis damokidebulebas statistikuri ewodeba. sxvanairad, rom
vTqvaT, statistikuri damokidebulebis dros erTi cvladis mniSvnelobas
Seesabameba meore cvladis garkveuli (pirobiTi) ganawileba. statistikuri
damokidebulebis magaliTad SeiZleba ganvixiloT damokidebuleba: gamoSvebuli
produqciis raodenobasa da daxarjuli resursis moculobas Soris; moxmarebisa
da Semosavlis sidideebs Soris; umuSevrobisa da inflaciis doneebs Soris; pro-
duqciis erTeulis warmoebaze danaxarjebis Rirebulebasa da warmoebis masStabis
sidides Soris; SeZenili saqonlis raodenobasa da saqonlis fass Soris da a. S.
aq dasaxelebul yvela SemTxvevaSi Sesabamis cvladebs Soris garkveuli raode-
nobrivi kavSiri arsebobs, magram ramdenime garemoebis gamo igi funcionaluri ar
aris. pirveli, CvenTvis saintereso Sedegobriv maCvenebelze SerCeuli cvladis (an
cvladebis) garda uSualod sxva mravali faqtori zemoqmedebs, romlebic mxed-
velobaSi an ar miiReba, an SeuZlebelia, rom miRebul iqnas; meore, arsebobs mTe-
li rigi iseTi faqtorebisa, romlebic arapirdapir, sxva faqtorebis meSveobiT
zemoqmedebs mocemul maCvenebelzeN da maTi gaTvaliswineba ar xerxdeba; dabolos,
rac Zalze mniSvnelovania, faqtorTa nawilis zemoqmedeba SemTxveviTi xasiaTisaa.

69
 statistikuri damokidebulebis arsebobis SemTxvevaSi ekonomikur maCveneblebs
Soris kavSiris intensivobis gamovlenisaTvis da gazomvisaTvis gamoiyeneba speci-
aluri midgoma, romelic gasaSualebuli maxasiaTeblebis ganxilvas efuZneba.
davuSvaT, rom X da Y cvlads Soris arsebobs statistikuri damokidebule-
ba. Tu X cvladis cvlilebas Tan sdevs Y cvladis ganawilebis pirobiTi saSua-
los (maTematikuri lodinis) cvlileba an, piriqiT, Y cvladis cvlilebas Tan
sdevs X -is ganawilebis pirobiTi saSualos cvlileba, maSin X -sa da Y -s Soris
arsebobs korelaciuri kavSiri, romelic statistikuri damokidebulebis kerZo
formaa. korelaciuri damokidebuleba SeiZleba Semdegi saxiT CavweroT:

EY ( X ) = E (Y / X ) = f ( X ) (3.1)
an
E X (Y ) = E( X / Y ) =  (Y ) , (3.2)
sadac E (Y / X ) da E ( X / Y ) pirobiTi maTematikuri lodinis aRmniSvneli simbo-

loebia:
+
E (Y / X ) =  y f ( y/x ) dy ,
−
+
E ( X / Y ) =  xξ ( x/y ) dx .
−

rodesac erT-erTi cvladis mniSvnelobis zrdas Seesabameba meore cvladis

saSualo mniSvnelobis zrda, maSin saxeze gvaqvs dadebiTi korelacia; Tu erTi
cvladis zrda iwvevs meoris saSualo mniSvnelobis klebas, aseT korelacias
uaryofiTi ewodeba. nax. 3.1-ze warmodgenilia X -s da Y -s Soris dadebiTi (a) da
uaryofiTi (b) korelaciuri damokidebulebebis magaliTebi. amave naxatze (g) SemT-
xveva gamosaxavs situacias, roca X -sa da Y -s Soris korelaciuri damokidebu-
leba ar arsebobs.
maTematikuri statistikis nawils, romelic ikvlevs or an ramdenime cvlads
Soris kavSiris arsebobas da misi gazomvis xerxebs damokidebuli (Sedegobrivi)
da damoukidebeli (faqtoruli) cvladebis miTiTebis gareSe, korelaciuri anali-
zi ewodeba. korelaciuri analizis dros mTavar sakiTxs cvladebs Soris kavSiris
arsebobisa da siZlieris gansazRvra warmoadgens. aseTi midgoma gamarTlebulia im
mizeziT, rom zogjer cvladebs Soris kavSirs gamokveTili mimarTuleba ar
gaaCnia. magaliTad, kartofilis da xorblis mosavlianoba, rogorc wesi, erTi da
igive mimarTulebiT icvleba, magram, cxadia, rom arc erTi am cvladTagani meori-

70
sTvis ganmsazRvrels ar warmoadgens. maSasadame, korelaciuri analizis dros Se-
iZleba azri hqondes rogorc (3.1), ise (3.2) damokidebulebis ganxilvas, romleb-
sac regresiuli gantolebebi ewodeba. amasTan, (3.1) gamosaxavs Y -is korelacias
X -Tan, xolo (3.2) X -is korelacias, anu regresias Y -Tan.

y y y

x x x
a) b) g)

nax. 3.1
TavisTavad korelaciuri analizi ekonomikur gamokvlevebSi mniSvnelovan
rols TamaSobs. magram, umetes SemTxvevaSi, CvenTvis sainteresoa ara zogadad da-
mokidebulebis dadgena da gazomva, aramed am damokidebulebaSi mizez-Sedegobrivi
kavSiris garkveva. sxvanairad, ekonomistebs (3.1) da (3.2) gantolebebidan, umetes
SemTxvevaSi, ainteresebT mxolod erTi, vinaidan erTdroulad orive maTgans SeiZ-
leba Sinaarsobrivad azri ar hqondes. maTematikuri statistikis nawils, romelic
ixilavs calmxriv korelaciur damokidebulebas, am damokidebulebis maTematikuri
formis dadgenas, masSiíSemavali parametrebis Sefasebas da miRebuli gantolebiT
swavlobs faqtorebis cvlilebis gavlenas Sedegobriv cvladze, regresiuli ana-
lizi ewodeba. SemdegSi Cveni Seswavlis obieqti ZiriTadad calmxrivi korelaci-
uri damokidebuleba iqneba. kerZod, SevCerdebiT (3.1) gantolebaze, romelSic X
warmoadgens amxsnel (damoukidebel, faqtorul, regresorul, egzogenur) cvlads,
xolo Y ki asaxsneli (Sedegobrivi, damokidebeli, endogenuri) cvladia.

$ 3.2 wyviluri wrfivi regresiis modeli

davuSvaT, rom gvinda gamovikvlioT mocemuli t wlisaTvis erT-erTi didi

dasaxlebuli punqtis samsuliani ojaxebis dasveneba-garTobaze danaxarjebis sidi-
dis damokidebuleba maTi Semosavlebis sidideze. am mizaniT mocemuli dasaxlebu-
li punqtis samsuliani ojaxebi Semosavlebis sididis mixedviT davyoT kategori-

ebad. vTqvaT, aseT kategoriaTa ricxvi Seadgens n -s da i kategoriis ojaxis Semo-

71
savalia X i , i = 1,2,..., n , amasTan, X 1  X 2  ...  X n . Tu ganvaxorcielebT dakvir-

vebas da gavaanalizebT miRebul monacemebs Semdeg garemoebas SevniSnavT: erTnairi

Semosavlis mqone kategoriaSi moxvedrili ojaxebis dasveneba-garTobaze danaxar-
jebi Y erTnairi mxolod nawilisaTvis iqneba; mniSvnelovani nawilisaTvis ki igi
gansxvavebuli aRmoCndeba. amitom sakoordinato sibrtyeze Semosavlebis ( X ) da
dasveneba-garTobaze danaxarjebis (Y ) gadatana mogvcems suraTs, romelsac, savara-
udod, nax. 3.2-ze moyvanili wertilebis erTobliobis saxe SeiZleba gaaCndes.

  
  
   E (Y / X ) =  + X
 
   
 
 

X 1 X 2 X 3 X 4 X n −1 X n X
nax. 3.2
am wertilebis ganlageba migvaniSnebs, rom Semosavlebis zrdis kvalobaze
ojaxebis danaxarjebi dasvenebaze da garTobaze saSualod izrdeba. amasTan, dana-
xarjebis zrdis tendencias hipoTezis doneze Semdegi wrfivi funqcia SeiZleba
SevusabamoT
+
E (Y / X ) =  y f ( y x ) dy =  + X , (3.3)
−

sadac  da  ucnobi parametrebia, xolo E(Y / X ) dasveneba-garTobaze saSualo

danaxarjebia faqtoruli cvladis mocemuli mniSvnelobisaTvis. (3.3)-s ewodeba
wrfivi regresiis funqcia, mis grafiks - regresiis wrfe.
nax. 3.2-is analizi gviCvenebs, rom X -is yovel konkretul mniSvnelobas Y -is
ramdenime mniSvneloba Seesabameba, maT Soris saSualo mniSvnelobaa  +  X . Tu

aviRebT, magaliTad, X 1 Semosavlis mqone ojaxTa kategoras, davinaxavT, rom mTli-

anobaSi am kategoriisaTvis  + X 1 danaxarjebis saSualo mniSvnelobaa, xolo

masSi Semavali calkeuli ojaxisaTvis ki danaxarjebis faqtobrivi mniSvnelobebia

Y1(1) =  + X 1 + u1(1) , Y1( 2 ) =  +  X 1 + u1(2 ) , , sadac u1(1) , u1(2 ) ,  gamosaxavs X 1

Semosavlis mqone calkeuli ojaxis danaxarjebis sididis  + X 1 mniSvnelobidan

72
gadaxras. analogiurad, Tu ganvixilavT X 2 Semosavlis mqone ojaxebs, maSin maT-

Tvis danaxarjebis saSualo mniSvneloba iqneba  + X 2 , xolo faqtobrivi mniSv-

nelobebi ki gamoisaxeba rogorc Y2(1) =  +  X 2 + u 2(1) , Y2( 2 ) =  +  X 2 + u 2(2 ) ,  .

maSasadame, Semosavlebis sidideze faqtobrivi danaxarjebis damokidebuleba, zoga-

dad, Semdegi saxiT SeiZleba gamovsaxoT
Y =  + X + u , (3.4)
sadac u SemTxveviTi cvladia, romelic Y -is faqtobrivi mniSvnelobis Sesabamis
saSualo mniSvnelobidan - E(Y / X ) -dan gadaxras aRniSnavs.
(3.4)-s wyviluri wrfivi regresiis modelis specifikacia (an wrfivi
wyviluri regresiis Teoriuli modeli, an gantoleba) ewodeba. rogorc vxedavT,
mocemul gantolebaSi damokidebuli cvladi Y warmodgenilia ori nawiliT: sis-
tematuri, anu araSemTxveviTi SemadgenliT – (  +  X )-iT da SemTxveviTi u Sem-
adgenliT. am ukanasknelis saxelwodebad gamoiyeneba terminebi: SemTxveviTi wevri,
SemTxveviTi SeSfoTeba, SemTxveviTi gadaxra.
regresiis modelSi u -s arsebobas ramdenime mizezi ganapirobebs:
1. X -is garda arsebobs mravali faqtori, romelic zemoqmedebs Y -ze, magram
modelSi gaTvaliswinebuli ar aris. magaliTad, Tu davubrundebiT Cvens mier gan-
xilul ojaxebs, SeiZleba aRvniSnoT, rom dasvenebaze da garTobaze gaweuli dana-
xarjebis sidideze mimdinare Semosavlebis garda gavlenas axdens dagrovili sim-
didre an vali, momavlis gegmebi, tradiciebi, erovnuli da religiuri Tavisebu-
rebebi, ojaxebis asakobrivi Semadgenloba, ganaTleba, profesia, interesebi, janmr-
Teloba da sxva mravali faqtori;
2. dazRveuli ara varT gazomvis Secdomebisagan, romelTa Sedegi u - Si aisa-
xeba. magaliTad, rodesac ekonomikuri subieqtebi, maT Soris ojaxebi, eqcevian
eqsperimentis qveS an xdebian gamokiTxvis (dakvirvebis) obieqtebi, maT informaciis
damaxinjebisadmi midrekileba uCndebaT 1;
3. aranakleb rols TamaSobs gantolebis araswori specifikacia, anu gantole-
bis saxis araswori SerCeva. aq ganxilul situaciaSi Cven miviReT hipoTeza imis
Sesaxeb, rom garTobaze da dasvenebaze gaweuli saSualo danaxarjebi wrfivadaa

1
literaturaSi es garemoeba cnobilia hautornis efeqtis saxelwodebiT. ix.
magaliTad: Актинсон Э. Б., Стиглиц Дж. Э. Лекции по экономической теории государственного
сектора. М.: Аспект Пресс, 1995, стр. 85.

73
damokidebuli mimdinare Semosavlebze. magram gamoricxuli ar aris, rom sinam-
dvileSi am damokidebulebas kvadratuli an sxva funqciis saxe gaaCndes.
SemTxveviTi u wevri erTdroulad yvela zemoT aRniSnuli garemoebis Njamur
gamovlinebas warmoadgens.
regresiuli analizis erT-erTi amocanaa regresiis (3.4) gantolebis ageba -
identifikacia, rac  da  parametrebis gansazRvras niSnavs. am amocanis Seda-
rebiT srulfasovani gadawyvetisaTvis sasurvelia gagvaCndes monacemebi generalu-
ri erTobliobis (moyvanil magaliTSi samsuliani ojaxebis mTeli erTobliobis)
Sesaxeb. magram praqtikaSi, rogorc wesi, mkvlevarisaTvis xelmisawvdomia mxolod
X -is da Y -is mniSvnelobaTa garkveuli SerCeva. SerCeviTi monacemebis safuZve-
lze regresiis gantolebis ageba (identifikacia) (3.4) gantolebis parametrebis
Sefasebas gulisxmobs.
davuSvaT, rom samsuliani ojaxebis mTeli erTobliobis nacvlad dakvirveba
mxolod nawilze ganxorcielda. kerZod, Semosavlebis mixedviT dayofil ojaxTa
yoveli kategoriidan SemTxveviT mxolod TiTo ojaxi SeirCa, ris Sedegadac mivi-
ReT SemTxveviTi dakvirvebis n wertili
( X 1 ,Y1 ) , ( X 2 ,Y2 ), . . . , ( X n , Yn ) .
es wertilebi gadavitanoT sibrtyeze da maT mier warmoqmnil velze garkveuli
wesiT gavavloT wrfe2, romelsac Semdegi funqcia Seesabameba

Yˆ = a + bX . (3.5)
(3.5)-s regresiis empiriuli funqcia (an, kidev, regresiis SerCeviTi
gantoleba) ewodeba. masSiíSemavali a da b parametrebi CvenTvis ucnobi  da
 parametrebis statistikuri Sefasebebia. sxvanairad, a -s da b -s regresiis
SerCeviTi koeficientebi ewodeba. rogorc wesi, a da b gansxvavdeba  da  -
sagan. amitom mocemuli SerCeviT agebuli wrfis mdebareoba da daxriloba SeiZ-
leba ar daemTxves (3.3)-iT gansazRvrul WeSmarit wrfes, ris ilustrirebasac
nax. 3.3 axdens. gansakuTrebiT xazgasasmelia kidev erTi mniSvnelovani garemoeba.

(3.5)-iT gansazRvruli damokidebeli cvladis Ŷi , i = 1,2, ..., n , mniSvnelobebi,

romlebsac Sedegobrivi cvladis mosalodneli, saSualo an, kidev, Sefasebuli

2
aseTi wrfis gavlebis mravali xerxi arsebobs. magaliTad, yvelaze martiv SemTxve-
vaSi SeiZleba avarCioT nebismieri ori wertili (maT Soris sawyisi da bolo
wertilebi) da maTi SeerTebiT saZiebeli wrfis erT-erT variants miviRebT.

74
 
Y  

E(Y X ) =  + X   
  
    
   
  
 Yˆ = a + bX

X
nax. 3.3

mniSvnelobebi ewodeba, zogadad gansxvavebulia dakvirvebis Sedegad miRebul faq-

tobriv Yi , i = 1,2, ..., n , mniSvnelobebisagan. dakvirvebis yoveli wertilisaTvis

sxvaoba Y -is faqtobriv da Sefasebul mniSvnelobebs Soris ei -iT aRvniSnoT:

ei = Yi − Yˆi .
cxadia, ei SemTxveviTi sididea da u i SemTxveviTi wevris mniSvnelobis Sefasebas

warmoadgens. SemdegSi ei -s narCenobiT wevrs vuwodebT. am ukanasknelis (3.5)-Si

gaTvaliswineba mogvcems
Y = a + bX + e .
maSasadame, miRebuli gantoleba mTlianobaSi (3.4)-Si asaxuli damokidebulebis
Sefasebis rolSi SeiZleba ganvixiloT.

$ 3.3. umcires kvadratTa meTodi wyviluri regresiisaTvis

davuSvaT, rom vixilavT or x da y cvlads, romelTa Soris wrfivi sta-

tistikuri damokidebuleba arsebobs. amasTan, x damoukidebuli cvladia y – da-
mokidebuli3. miviRoT hipoTeza imis Sesaxeb, rom x -sa da y -s Soris damokide-
bulebas wrfivi saxe aqvs, romelic Semdegi regresiuli modeliT gamoisaxeba
y = +  x +u, (3.6)
sadac  da  ucnobiAaraSemTxveviTi parametrebia, u SemTxveviTi wevria.

3
imis gamo, rom wignis momdevno nawilebSi didi asoebi, maT Soris X da Y
ZiriTadad veqtoruli da matriculi sidideebis aRniSvnisaTvis gamoiyeneba, SemdegSi
damokidebuli skalaruli cvladis dasaxasiaTeblad Y -is nacvlad vixmarT patara
y -s, xolo damoukidebeli skalaruli X cvladis nacvlad ki - x -s.

75
 vTqvaT, cnobilia x da y cvladebis mniSvnelobebi n moculobis SerCevisa-

Tvis, anu n dakvirvebisaTvis: ( x1 , y1 ), ( x2 , y2 ), ... , ( xn , yn ) . aq warmodgenil yovel

( xi , yi ) wyvils dakvirvebis wertili vuwodoT da SevecadoT am wertilebiT ava-
goT regresiis iseTi SerCeviTi funqcia
yˆ = a + b x (3.7)

da, maSasadame, SerCeviTi gantoleba (modeli)

y = a+b x+e, (3.8)

romelic x da y -s Soris realurad arsebuli wrfivi damokidebulebis - (3.6)-is

saukeTeso aproqsimacia (miaxloeba, Sefaseba) iqneba.
imis mixedviT Tu ras miviCnevT aproqsimaciis sizustis kriteriumad, moce-
mul amocanas SeiZleba sxvadasxva gadawyveta movuZebnoT. zogadi principi, rome-
lic kriteriumis SerCevas udevs safuZvlad, (3.7) wrfis iseTi mdebareobis da
daxris (anu a da b parametrebis iseTi mniSvnelobebis) gansazRvraSi mdgomare-
obs, rom igi SeZlebisdagvarad axlos iyos dakvirvebis yvela wertilTan. magram
rogor gavzomoT siaxlove (manZili) dakvirvebis wertilebsa da (3.7) wrfes So-
ris? nax 3.4-is marcxena mxareSi naCvenebia, rom es MmanZili samnairad SeiZleba
gaizomos. Sesabamisad arsebobs sami saxis kriteriumi, romelTa mixedviTac SeiZ-
leba ganisazRvros (3.7) wrfe. magram praqtikaSi mocemuli wrfis agebisaTvis
yvelaze farTod gamoiyeneba midgomebi, romlebic aqcents ei = y i − yˆ i manZilze

a) x
y

b) x
y
d) x

Gg) x
g)
nax. 3.4

76
akeTebs (nax. 3.4b), sadac y i aris damokidebuli cvladis dakvirvebis mniSvneloba,

romelic Seesabameba damoukidebeli cvladis x i mniSvnelobas, xolo ŷ i - igive x i

cvladisaTvis (3.7)-iT gansazRvruli damokidebuli cvladis mniSvnelobaa. erT-

erTi aseTi midgoma umcires kvadratTa meTodia. misi specifika ilustrirebulia
nax. 3.4d-ze. am SemTxvevaSi saZiebeli wrfis (maSasadame, a da b parametrebis)

SerCevisas moiTxoveba, rom ei , i = 1,2,..., n , gverdebis mqone kvadratebis farTobe-

bis jami minimaluri iyos.

analitikurad umcires kvadratTa meTodis moTxovna Semdegnairad Caiwereba
n n
G =  ei2 =  ( y i − yˆ i ) = min .
2
(3.9)
i =1 i =1

Tu CavsvamT aq ŷ i -s mniSvnelobas (3.7)-dan, miviRebT

n
G =  ( yi − a − b xi ) = min .
2

i =1

maSasadame, Cveni mizania ganvsazRvroT a -s da b -s iseTi mniSvnelobebi, romelTa-

Tvisac G minimaluri iqneba. radganac dakvirvebiT miRebuli x i da y i cnobili

sidideebia, advilad SevniSnavT, rom G aris ori cvladis ( a -s da b -s) kvadra-

tuli funqcia, amasTan, G uwyvetia, amozneqilia qvemoT da SemosazRvrulia qve-
modan ( G  0 ), amitom mas minimumi gaaCnia. cnobilia, rom minimumis aucilebel
pirobas G / a da G / b kerZo warmoebulebis nulTan toloba warmoadgens:
G n
= −2 ( yi − a − b xi ) = 0 ;
a i =1

G n
= −2 ( yi − a − b xi ) xi = 0 .
b i =1

garkveuli gardaqmnebis Semdeg mocemuli sistema Semdeg saxes miiRebs

 n n



na + b  i  yi
x =
i =1 i =1
 n n n
(3.10)
a x + b x 2 = x y .
 
i =1
i  i  i i
i =1 i =1

(3.10)-s normalur gantolebaTa sistema ewodeba. Tu mas amonaxsni gaaCnia,

maSin advilad miviRebT saZiebel a da b parametrebs. SemdgomSi Cven dagvWirdeba
a da b parametrebis gamoTvlis mza formulebi. maT gamosayvanad mocemuli
sistemis orive gantoleba gavyoT n -ze da gaviTvaliswinoT, rom

77
 1 n 1 n
 xi = x
n i =1
da  yi = y .
n i =1
maSin (3.10)-is pirveli gantolebidan miviRebT
a = y − bx , (3.11)
xolo meore gantoleba am ukanasknelis safuZvelze Semdegnairad Caiwereba

1 n  1 n
b  xi2 − x 2  =  xi yi − x y .
 n i =1  n i =1

SerCeviTi kovariaciis ganmartebis Tanaxmad

1 n 1 n
Cov( x, y ) =  ( xi − x )( yi − y ) =  xi yi − x y ,
n i =1 n i =1
1 n 1 n 2
Cov( x, x) = Var( x) = 
n i =1
( xi − x ) 2
= 
n i =1
xi − x 2 .

maSasadame,

1 n 1 n

n i =1
xi y i − x y  ( xi − x )( yi − y ) Cov( x, y)
n i =1
b= = = . (3.12)
1 n 2 1 n Var( x)
 xi − x
n i =1
2
 ( xi − x )
n i =1
2

(3.11) da (3.12) warmoadgens samuSao formulebs wyviluri regresiis modelis

koeficientebis SefasebisaTvis. (3.12) formulidan gamomdinareobs, rom normalur
gantolebaTa (3.10) sistemas amonaxsni mxolod maSin SeiZleba gaaCndes, roca
n
 (x − x )  0 . am ukanasknels wyviluri regresiis modelis
2
sruldeba piroba4 i
i =1

yi =  +  xi + ui , i = 1,2,, n
identificirebadobis piroba ewodeba da niSnavs, rom x1 , x 2 ,  , xn mniSvnelobebi

erTmaneTis toli ar aris. am pirobis darRvevisas yvela ( xi , yi ), i = 1,2,, n ,

wertili vertikalur x = x wrfeze aRmoCndeba.

 magaliTi 3.1. cxril 3.1-Si moyvanilia monacemebi erT-erTi dasaxlebuli punqtis

10 SemTxveviT SerCeuli samsuliani ojaxis Semosavlebisa da dasveneba-garTobaze danaxar-
jebis mniSvnelobaTa Sesaxeb raime t wlisaTvis 100 larebSi.

4
advilad SevamowmebT, rom moyvanili piroba normalur gantolebaTa sistemis
determinantis nulisagan gansxvavebulobis ekvivalenturia.

78
 cxrili 3.1
1 2 3 4 5 6 7 8 9 10
i
Semosavlebi - x i 20 25 28 34 38 45 50 55 60 70

danaxarjebi - y i 1,6 1,7 1.7 2 2,2 2,4 2,5 3 3,6 3,8

visargebloT am monacemebiT da zemoT ganxilul umcires kvadratTa meTodiT avagoT (3.7)

funqcia, romliTac SevafasebT aRniSnuli tipis ojaxebisaTvis dasveneba-garTobaze dana-
xarjebis damokidebulebas Semosavlebis sidideze.
amoxsna. (3.7) funqciis parametrebis gansazRvrisaTvis Semdegi sidideebi gamovTvaloT
10 10 10 10

x
i =1
i = 425 ; y
i =1
i = 24,5 ; x
i =1
2
i = 20459 ; x y
i =1
i i = 1153,7 .

radganac Cvens SemTxvevaSi n =  , amitom am sidideebis gamoyenebiT (3.11)-(3.12) – dan

miviRebT
  
Cov ( x, y ) =   −     =  ;
  

  
Var(x ) =   −    =  ;
   
b =  :  =  ;
a =  −    =  .
maSasadame, Cvens saZiebel funqcias sabolood Semdegi saxe eqneba

yˆ =  + x. (3.7*)

narCenobiTi wevris gaTvaliswinebiT ki regresiis Sefasebuli modeli Semdegnairad

Caiwereba
y =  +  x + e . 

$ 3.4. regresiis modelis da koeficientebis ekonomikuri

interpretacia

regresiuli analizi nebismier SemTxvevaSi gulisxmobs miRebuli modelis da

misi koeficientebis ekonomikuri Sinaarsis axsnas da interpretacias. interpre-
taciis mizania miRebuli Sedegebis sityvieri aRwera im saxiT, rom agebuli
damokidebuleba ekonometrikis araspecialistisaTvisac gasagebi iyos.
cxadia, rogorc modelis, iseve misi koeficientebis Sinaarsi ZiriTadad im
konkretuli amocaniT ganisazRvreba, romlis gadawyvetisTvisac mocemuli regre-
siuli modeli gamoiyeneba. amave dros, arsebobs zogadi Sinaarsobrivi mxare, ra-

79
sac nebismier konkretul SemTxvevaSi (3.6) tipis modelis analizisas SeiZleba
daveyrdnoT. pirvel rigSi es exeba a da b koeficientebis Sinaarss. advilad
SevniSnavT, rom, roca faqtoruli cvladis mniSvneloba x =  , maSin yˆ = a . maSa-
sadame, formaluri TvalsazrisiT a gamoxatavs Sedegobrivi cvladis saSualo

mniSvnelobis dones SemTxvevisaTvis, roca x =  5. miuxedavad imisa, rom a -s

aseTi interpretacia erTi SexedviT logikuria, zogjer mas ekonomikuri Sinaarsi
ar gaaCnia. amas ver vityviT zemoT ganxiluli magaliTis SemTxvevaze, romelSic
a -s nulisagan gansxvavebuli mniSvneloba a = 8 gviCvenebs, rom, Tu mocemul
dasaxlebul punqtSi raime t wlisaTvis samsuliani ojaxebis Semosavali nulis
toli iqneba, maSin maTi saSualowliuri danaxarjebi dasveneba-garTobaze daaxlo-
ebiT 46 lariT ganisazRvreba. SegviZlia vigulisxmoT, rom aseTi danaxarjebi am
ojaxebs SeuZliaT ganaxorcielon dagrovili an sesxad aRebuli saxsrebidan. ami-
tom ganxiluli magaliTis Tavisufal wevrs ekonomikuri Sinaarsi Seesabameba. mag-
ram aucilebelia gvaxsovdes, rom regresiis gantolebaSi a parametris ekono-
mikuri interpretacia damokidebulia hipoTezaze, romlis SeswavlisTvisac regre-
siuli modeli gamoiyeneba da sifrTxiles moiTxovs gansakuTrebiT, maSin, roca
x -is nulovani mniSvneloba arsebiTad scildeba im sazRvrebs, romelSic mocemuli
SerCevis pirobebSi es cvladi realurad icvleba.
naklebad problematuria b koeficientis Sinaarsis axsna. ganvixiloT (3.7)
funqcia da gavawarmooT igi x -is mimarT. miviRebT ˆy x = b . maSasadame, zogad

SemTxvevaSi b koeficienti Sedegobrivi cvladis mosalodneli (Sefasebuli) saS-

ualo mniSvnelobis nazrds gamosaxavs, romelic gamowveulia faqtoruli x cvla-
dis mniSvnelobis erTeuli cvlilebiT 6. zemoT moyvanil magaliTSi b = 0,0469. e.i.
SegviZlia vTqvaT, rom dasaxlebul punqtSi, romlis qcevis kanonzomierebis Ses-
wavlisTvisac agebul iqna (3.7*) funqcia, Tu samsuliani ojaxis wliuri Semosava-
li 100 lariT gaizrdeba (SegaxsenebT, rom moyvanil magaliTSi zomis erTeuls
100 lari warmoadgens), maSin aseTi ojaxis danaxarjebi dasveneba-garTobaze saS-

5
geometriulad a koeficientis mniSvneloba gansazRvravs regresiis wrfis gadakve-
Tis wertils ordinatTa RerZTan da, maSasadame, axasiaTebs regresiis wrfis moZra-
obas Y RerZis gaswvriv.
6
grafikze b koeficienti gansazRvravs regresiis wrfis daxrilobis kuTxes abscis-
Ta RerZis (amxsneli cvladis) dadebiT mimarTulebasTan. zogjer b -s sakuTxo koefi-
cienti ewodeba

80
ualod 4,7 lariT gaizrdeba. mivaqcioT yuradReba im garemoebas, rom b = 0,0469
koeficienti asaxavs Semosavlis damatebiTi erTeulis saSualo gavlenas samsulia-
ni ojaxis Sesabamisi saxis danaxarjze. calkeuli samsuliani ojaxisaTvis es gav-
lena SeiZleba meti an naklebi iyos 0,0469-ze, radganac dasveneba-garTobaze dana-
xarjebi, rogorc zemoT aRvniSneT, marto Semosavlebze ar aris damokidebuli.
magaliTSi ganxiluli b koeficienti ekonomikur TeoriaSi kargad cnobili
moxmarebisadmi zRvruli midrekilebis koeficientebis erT-erT nairsaxeobaa.
a da b koeficientebis moyvanili Sinaarsis gaTvaliswinebiT regresiis (3.7*)
funqcia mTlianobaSi Semdegnairad SeiZleba avxsnaT: ganxilul dasaxlebul punq-
tSi samsuliani ojaxis dasveneba-garTobaze mosalodneli danaxarjebi dadebiTadaa
damokidebulia mimdinare Semosavlis sidideze da saSualod tolia 46 lars
damatebuli 4,7 lari mimdinare Semosavlis yoveli momdevno 100 laridan.

kiTxvebi TviTSemowmebisaTvis

1. damokidebulebis ra saxeebi SeiZleba arsebobdes ekonomikur maCveneblebs Soris

da amaTgan romelia ufro metad gavrcelebuli? moiyvaneT Sesabamisi magaliTebi.
2. ra gansxvavebaa korelaciur da regresiul analizs Soris?
3. ra ganapirobebs regresiis modelSi SemTxveviTi wevris arsebobas?
4. ra gansxvavebaa regresiis Teoriul da empiriul gantolebebs Soris?
5. raSi mdgomareobs umcires kvadratTa meTodis arsi?
6. moiyvaneT regresiis koeficientebis gamosaTvleli formulebi umcires
kadratTa meTodisaTvis.
7. ras gamosaxavs ekonomikurad regresiis a da b koeficientebi.
Cov ( x, y )
8. gamosaxulebebs b = , a = y − bx zogjer Sefasebis gantolebebs uwode-
Var ( x)

ben. SeecadeT axsnaT am gantolebebis arsi Tqveni sityvebiT.

savarjiSoebi da amocanebi

3.1. ganixileT regresiis modeli mudmivi wevris gareSe

y =  x+u
da umcires kvadratTa meTodis gamoyenebiT aCveneT ras udris  koeficientis
Sefaseba.

81
3.2. mocemulia regresiis Teoriuli modeli
yi =  +  xi + ui , i = 1,2,, n .
vTqvaT, xi = xi − x da yi = yi − y . gamoiyeneT umcires kvadratTa meTodi da aageT

regresiis SerCeviTi gantoleba x  da y  cvladebis saSualebiT.

3.3. mocemlia umcires kvadratTa meTodiT agebuli regresiis SerCeviTi gantole-

bebi: yi = a + b xi + ei , i = 1,2,, n .
n n n
daamtkiceT, rom: a)  ei = 0 ; Bb)  ei xi = 0 ; g)  ei yˆ i = 0 .
i=1 i=1 i=1
3.4. vTqvaT, yˆ = a + bx aris umcires kvadratTa meTodiT agebuli regresiis SerCe-

viTi funqcia. aCveneT, rom am funqciis Sesabamisi wrfe gaivlis (x, y ) wertilze,
sadac x da y Sesabamisi cvladebis saSualo ariTmetikulebia.

3.5. daamtkiceT, rom umcires kvadratTa meTodiT agebuli regresiis SerCeviTi

gantolebisaTvis adgili aqvs tolobas y = yˆ , sadac ŷ aRniSnavs ŷ i sidideebis
saSualo ariTmetikuls.

3.6. qvemoT moyvanil cxrilSi (ix. cxr.3.2) dafiqsirebulia 12 meTevzis mier

erTsa da imave mdinareSi ankesiT daWerili Tevzebis raodenoba y (calebSi) da
Tevzaobaze daxarjuli drois xangrZlivoba x (wuTebSi).
cxrili 3.2
i 1 2 3 4 5 6 7 8 9 10 11 12
xi 10 15 11 18 19 23 30 25 32 35 38 44

yi 2 3 1 4 3 6 10 5 8 14 10 12

a) CaTvaleT, rom daWerili Tevzebis raodenoba yi damokidebulia Tevzaobaze

daxarjuli drois xangrZlivobaze xi -ze da umcires kvadratTa meTodiT SeafaseT
regresiis Sesabamisi funqcia;
b) CaTvaleT, rom Tevzaobaze daxarjuli drois xangrZlivoba xi damokide-
bulia daWerili Tevzebis raodenobaze yi -ze da umcires kvadratTa meTodiT
aageT regresiis Sesabamisi funqcia;
( )
g) daxazeT xi , yi wertilebis gafantulobis diagrama da regresiis orive

wrfe. axseniT ratom miiReba damokidebuli da damoukidebeli cvladebis SecvliT

regresiis sxvadasxva funqciebi. ra SemTxvevaSi daemTxveva am funqciebiT miRebuli
wrfeebi erTmaneTs?

82
 d) marTebulad CaTvaleT a) debuleba da axseniT miRebuli regresiis fun-
qciis Sinaarsi.

3.7. ra mouva wyviluri regresiis modelis koeficientebis umcires kvadratTa

meTodiT miRebul Sefasebebs, Tu:
a) y -is dakvirvebis yovel mniSvnelobas davamatebT raime mudmiv c sidides?
b) x -is dakvirvebis yovel mniSvnelobas davamatebT raime mudmiv c sidides?

$ 3.5. regresiuli analizis ZiriTadi daSvebebi

davubrundeT wrfivi regresiis (3.6) models. roca mocemuli gvaqvs n

(n  2) dakvirvebisagan Semdgari organzomilebiani SerCeviTi erToblioba ( xi , yi ) ,
i = 1,2,..., n , maSin es modeli Semdegnairad SeiZleba CavweroT
yi =  +  xi + ui , i = 1,2,..., n , (3.13)

sadac u i SemTxveviTi wevria, xolo  da  ucnobi parametrebia. CvenTvis, rom

cnobili iyos u i SemTxveviTi gadaxrebis mniSvnelobebi, maSin (3.13) sistemidan ad-

vilad SevZlebdiT  -s da  -s Teoriuli mniSvnelobebis dadgenas. magram, rog-

orc wesi,  da  parametrebTan erTad u i SemTxveviTi gadaxrebic ucnobia. ami-

tom iZulebuli varT SerCevis safuZvelze movaxdinoT (3.13) modelis Sefaseba.

zemoT ukve ganvixileT aseTi Sefasebis erTi gza - umcires kvadratTa meTodi,
romliTac miiReba (3.13)-is aproqsimacia (Sefaseba)
yi = a + b xi + ei , i = 1,2,..., n , (3.14)

sadac a da b Sesabamisad  -s da  -s Sefasebebia, xolo narCenobiTi wevri ei

ki u i -s Sefasebaa (pirobiTad ei -s SeiZleba vuwodoT u i gadaxris dakvirvebadi

mniSvneloba).
imisaTvis, rom umcires kvadratTa meTodiT Sefasebuli (3.14) modeli sasur-
vel Tvisebebs flobdes, garkveuli winapirobebis Sesrulebaa saWiro. SemdegSi am
winapirobebs umcires kvadratTa meTodis daSvebebs vuwodebT. moviyvanoT da mok-
led davaxasiToT aRniSnuli winapirobebi (daSvebebi).
daSveba I. (3.13) modelis wrfivi forma (specifikacia) sinamdviles Seesabameba.
masSi u i da yi SemTxveviTi sidideebia, xolo amxsneli cvladi ki araSemTxvevi-

83
Tia. es ukanaskneli ( x i ) yovel dakvirvebaSi mocemulad iTvleba da mTlianad ga-

nisazRvreba gare mizezebiT, romlebic ar gaiTvaliswineba regresiis gantolebaSi.

sxvanairad, rom vTqvaT (3.13) modelSi igulisxmeba, rom SemTxveviTi wevris gana-
wileba damokidebuli ar aris amxsnel cvladze. formalurad am daSvebas Seesaba-
meba piroba
cov( xi , ui ) = E[( xi − x )(ui − E (ui ))] =  . (3.15)

daSveba II. SemTxveviTi u i wevris maTematikuri lodini nulis tolia yvela

i -saTvis:
E E(ui ) =  i {1,2,...,n} . (3.16)

maSasadame, am daSvebis Tanaxmad arsebobs Sedegobrivi y i cvladis mTavari ganmsa-

zRvreli x i faqtori da mravali meorexarisxovani faqtori, romelTa erTi nawi-

li yi -is sidideze dadebiT, xolo meore nawili ki uaryofiT gavlenas iseTnai-

rad axdens, rom SemTxveviTi u i wevris marcxniv an marjvniv gadaxras sistematu-

ri xasiaTi ar gaaCnia. rodesac mocemuli piroba sruldeba, maSin

E ( yi ) = E ( +  xi + ui ) =  +  xi .

es ki niSnavs, rom fiqsirebuli x i -sTvis y i -is saSualo mosalodneli mniSvne-

loba mudmivia da ( +  xi ) -is tolia. yuradReba mivaqcioT im garemoebas, rom

(3.16)-is dros (3.15) Semdegi eqvivalenturi saxiT Caiwereba

cov( xi , ui ) = E[( xi − x )ui ] = E ( xi ui ) − x E (ui ) = E ( xi ui ) =  .

daSveba III. SemTxveviTi u i wevris dispersia D(ui ) erTi da igivea yvela da-
kvirvebisTvis:

D (u i ) = E (u i − E (u i )) 2 = E (u i2 ) =  u2 i {1,2,...,n} . (3.17)

es daSveba Sinaarsobrivad niSnavs, rom, rogori mcire an didic ar unda iyos

damoukidebeli x i cvladi, u i -s gafantuloba yvela SemTxvevSi mudmivi iqneba.

SemTxveviTi gadaxris dispersiis dakvirvebis nomrisagan damoukideblobis pirobas

homoskedasturoba ewodeba. magram, Tu SemTxveviTi ui wevris gafantuloba

cvalebadia, maSin vambobT, rom adgili aqvs heteroskedasturobas.

SeiZleba vaCvenoT, rom, roca adgili aqvs (3.17)-s, maSin x i -s sidideze da,

84
maSasadame, dakvirvebis nomerze damokidebuli ar aris, agreTve, Sedegobrivi yi
cvladis dispersia D( yi ) . amasTan,

D( yi ) = D(ui ) =  y2 =  u2 =  2 , i {1,2,...,n} .

daSveba IV. sxvadasxva dakvirvebis SemTxveviTi gadaxrebi u i da u j erTmaneTi-

sagan damoukidebelia, e.i.

cov (ui , u j ) = E[(ui − E (ui ))( u j − E (u j ))] = E (ui  u j ) =  , i  j. (3.18)

(3.18)-is ekvivalentur formas warmoadgens

cov ( yi , y j ) =  , i  j.

amaSi advilad davrwmundebiT, Tu ganvaxorcielebT Semdeg gardaqmnebs

cov ( yi , y j ) = E[( yi − E ( yi ))( y j − E ( y j ))] =

= E[( yi −  −  xi )( y j −  −  x j )] = E (ui  u j ) = cov (ui , u j ) = 0 .

mocemuli daSvebis Tanaxmad, gauTvaliswinebeli garemoebebi, romlebic erT
romelime dakvirvebaSi y -is mniSvnelobis cdomilebas ganapirobebs, avtomaturad
ar gamoiwvevs y -is mniSvnelobis cdomilebas sxva dakvirvebebSic. rodesac (3.18)
piroba sruldeba, vambobT, rom monacemebi araavtokorelirebulia. winaaRmdeg Sem-
TxvevaSi, e.i. roca u i da u j (Sesabamisad, y i da y j ) sidideebi erTmaneTisagan da-

moukidebeli ar aris, maSin gvaqvs avtokorelacia.

daSveba V. SemTxveviTi u i gadaxrebi ganawilebulia normaluri kanoniT:

ui ~ N (0,  u2 ) . aseTi daSveba, erTi mxriv, im garemoebas efuZneba, rom regresiis

modelSi SemTxveviT gadaxras mravali mizezi ganapirobebs, romelTa qmedebis Se-

degi gaerTianebulia u -Si. meore mxriv, cnobilia centraluri Teorema, romelic
asabuTebs, rom Tu SemTxveviTi sidide didi raodenobis sxva SemTxveviT sidideTa
zemoqmedebis Sedegia, maSin mocemul SemTxveviT sidides SeiZleba gaaCndes miaxlo-
ebiT normaluri ganawileba, maSinac ki, roca calkeuli zemoqmedebebi ar eqvem-
debareba normalur ganawilebas. daSveba u i -s normalurobis Sesaxeb mniSvnelovan

rols regresiis gantolebis da misi parametrebis sizustis Sefasebis procesSi

TamaSobs. aqve unda aRvniSnoT, rom rodesac SemTxveviTi u i wevri normaluradaa

ganawilebuli, maSin normaluri ganawileba gaaCnia, agreTve y i -s. amasTan, zemoT

gakeTebuli daSvebebis pirobebSi y i ~ N ( +  xi ,  ) .

2

85
 nax. 3.5-ze warmodgenilia situacia, romlis drosac regresiis modelisaTvis
zemoT moyvanili daSvebebi sruldeba. am daSvebebidan pirvel oTxs gaus-markovis
pirobebi ewodeba. Tu (3.13) modelisaTvis adgili aqvs mxolod gaus-markovis pi-
robebs, maSin aseT models wyviluri regresiis klasikuri wrfivi modeli
ewodeba. magram, Tu (3.13) gaus-markovis pirobebTan erTad mexuTe daSvebasac akma-
yofilebs, maSin igi wyviluri regresiis normaluri klasikuri wrfivi modelia.

f (u)
y

 + x
x1
x2
xn
x
nax. 3.5

zemoT SemoRebuli daSvebebis safuZvelze advilad SevniSnavT, rom normalur

klasikur modelSi u SemTxveviTi gadaxra erTganzomilebian normalur ganawile-

bas emorCileba, romlis erTaderTi nulisagan gansxvavebul parametria  u dis-

persia. es ukanaskneli  da  parametrebis msgavsad CvenTvis ucnobia. amitom

regresiuli analizis amocana ( xi , yi ) , i = 1,2,..., n , SerCeviTi dakvirvebis safu-


Zvelze  da  koeficientebis SefasebebTan erTad  u -is Sefasebis moZebnasac

gulisxmobs, radganac am ukanasknelis gareSe SeuZlebelia regresiis modelis

statistikuri mniSvnelovnebis Sesaxeb dasabuTebuli msjelobis Catareba.

$3.6. umcires kvadratTa meTodiT miRebuli regresiis

koeficientebis Tvisebebi

gaus - markovis Teorema

davuSvaT, mocemuli gvaqvs wrfivi regresiis Teoriuli modeli

yi =  +  xi + ui , i = 1,2,..., n , (3.13)

da umcires kvadratTa meTodiT Sefasebuli misi aproqsimacia

yi = a + b xi + ei , i = 1,2,..., n . (3.14)

86
 Sefasebuli a da b koeficientebi SemTxveviT sidideTa jgufs miekuTvneba da
maTi Tvisebebi damokidebulia SemTxveviTi u i wevris Tvisebebze. CavTvaloT, rom

u i wevrisTvis gaus-markovis zemoT moyvanili oTxive piroba (daSveba) sruldeba.

maSin samarTliania Semdegi debuleba, romelsac gaus-markovis Teorema ewodeba: a
da b koeficientebi wrfivadaa damokidebuli y -is dakvirvebad mniSvnelobebze,
gadauadgilebeli Sefasebebia da gamoirCevian wrfiv gadauadgilebel Sefasebebs
Soris efeqtianobiT. davamtkicoT es Tvisebebi.
a da b SefasebaTa wrfivoba uSualod gamomdinareobs (3.11) da (3.12) for-
mulebidan, romlebic umcires kvadratTa meTodiT gansazRvrul normalur ganto-
lebaTa sistemidan miiReba. magram momdevno Tvisebebis damtkicebisaTvis mizanSe-
wonilia es formulebi ramdenadme gardavqmnaT. pirvel rigSi ASevCerdeT (3.12)-is
im nawilze, romelSic b Semdegnairad ganisazRvreba
n
 (x i − x )( y i − y )
b == i =1
n . (3.12*)
 (x − x)
2
i
i =1

SemoviRoT aRniSvna
xi − x xi − x
wi = = , i = 1,2,..., n . (3.19)
 (x − x)
n 2
i =1 i
nVar( x)

am gamosaxulebaSi, zemoT moyvanili pirveli daSvebis Tanaxmad, x i , i = 1,2,... , n ,

cvladi araSemTxveviTia da ganmeorebad SerCevebSi maTi mniSvnelobebi ar icvleba.

aqedan gamomdinare, wi sidideebi SegviZlia ganvixiloT mocemuli mudmivebis rol-

Si. maT safuZvelze (3.12*) Semdegnairad Caiwereba

n n n
b =  wi ( y i − y ) =  wi yi − y  wi .
i =1 i =1 i =1

magram, radganac
n n
1 1
 wi = nVar( x )  ( xi − x ) = nVar( x ) (nx − nx ) = 0 ,
i =1 i =1

amitom sabolood miviRebT

n
b =  wi yi . (3.20)
i =1

msgavsi, oRond gansxvavebuli koeficientebis mqone funqciis saxiT SeiZleba

87
warmovadginoT, agreTve, a parametric. marTlac, (3.11)-Si (3.20)-is gaTvaliswi-
nebiT miviRebT

1 n n n
1 
a = y −b x =  y i − x  w y
i i =   − x wi  yi .
i =1  n
(3.21)
n i =1 i =1 
(3.20) da (3.21) formulebi gviCvenebs, rom regresiis Sefasebuli koefici-
entebis a da b mniSvnelobebi erTi da igive moculobis sxvadasxva SerCevis
pirobebSi SeiZleba sxvadasxva iyos, Tuki am SerCevebSi gansxvavebuli iqneba Sede-
gobrivi cvladis dakvirvebadi y i , i = 1,2,... , n , mniSvnelobebi. magram aRsaniSnavia
erTi saintereso garemoeba: rodesac gadavdivarT erTi SerCevidan meoreze, ise,
rom y -is yvela dakvirvebadi mniSvneloba erTi da igive y sididiT izrdeba
(mcirdeba), maSin
a) ar icvleba b -s mniSvneloba;
b) y sididiT izrdeba (mcirdeba) a -s mniSvneloba.7

regresiis koeficientebis SefasebaTa gadauadgilebloba

davamtkicoT, rom E(b) =  da E (a ) =  . amisaTvis Cven dagvWirdeba (3.19)-Si

SemoRebuli wi sidideebis Semdegi Tviseba:

n n
 wi ( xi − x ) = 1 =  wi xi .
i =1 i =1
(3.22)

ganvixiloT (3.20) da masSi y i SevcvaloT misi mniSvnelobiT (3.13)-dan. gveqneba

n n n n
b =  wi ( +  xi + ui ) =   wi +   wi xi +  wi ui .
i =1 i =1 i =1 i =1

i=1 wi = 0 
n
wi xi = 1 , amitom b Semdegnairad gamoisaxeba
n
radganac da i =1

n
b =  +  wi u i . (3.23)
i =1

maSasadame, b -s ori Semadgeneli gaaCnia. erTi maTgani -  araSemTxveviTia da reg-


n
resiis WeSmariti koeficientia; meore Semadgeneli - i =1
wi u i wrfivad aris damo-
kidebuli SemTxveviT u wevris mniSvnelobebze da, Tavisi arsiT, SemTxveviTi si-


n
didea. SegviZlia vTqvaT, rom i =1
wi u i regresiis SerCeviTi koeficientis Teori-

7
damtkiceba savarjiSos saxiT migvindia mkiTxvelisTvis

88
ul (WeSmarit) mniSvnelobisagan gadaxras gamosaxavs. cxadia, es gadaxra damoki-
debulia SemTxveviT u i , i = 1,2,..., n , sidideebze. (3.23)-dan gamomdinareobs, rom Tu

am sidideebis mniSvnelobebi erTdroulad k -jer Seicvleba, maSin b -s gadaxra

 -sgan amdenjerve Seicvleba. amave dros, Tu SemTxveviTi u i , i = 1,2,..., n , sidide-
ebi erTi da egive u mniSvnelobiT gaizrdeba an Semcirdeba, maSin  -sgan b -s

gadaxra ucvleli darCeba.8 es garemoeba imaze miuTiTebs, rom regresiis b koe-

ficientis Teoriuli mniSvnelobisagan gadaxris xarisxs gansazRvravs ara SemT-
xveviT u i , i = 1,2,..., n , sidideTa saSualo mniSvneloba, aramed saSualodan am sidi-

deebis gafantulobis xarisxi.

rogorc vxedavT, regresiis SerCeviTi b koeficientis  -sTan siaxlove mniS-

vnelovanwilad SemTxveviTi u i , i = 1,2,..., n , wevrebis mniSvnelobebzea damokide-

buli. zogad SemTxvevaSi, rac didia es mniSvnelobebi, miT arzustia miRebuli b

Sefaseba. amis miuxedavad, b koeficienti mniSvnelovani TvisebiT xasiaTdeba: ro-
goric ar unda iyos u i , i = 1,2,..., n , mniSvnelobebi da rogorc ar unda gadaixa-

ros calkeul SerCevaSi b Teoriuli sididisagan, Tu adgili aqvs gaus-markovis

Mme-2 daSvebas, maSin b saSualod emTxveva  -s. marTlac, (3.23)-dan gamomdina-
reobs, rom
n
E (b ) =  +  wi E (u i ) =  .
i =1

a -s gadauadgileblobis damtkicebisaTvis ganvixiloT (3.21), romelic (3.13)-

is gaTvaliswinebiT Semdegnairad gardaiqmneba
n
1  n
1 
a =   − x wi  yi =   − x wi ( +  x + u i ) =
i =1  n  i =1  n 

n n n
1 
=  +  x −  x  wi −  x  wi xi +   − x wi  u i .
i =1 i =1 i =1  n 

i=1 wi = 0 
n
wi xi =  . amitom miviRebT
n
zemoT aRvniSneT, rom da i =1

n
8
marTlac, radganac  wi =  , amitom gvaqvs
i =1
n n n
b = β +  wi (ui + u ) = β +  wi ui + u  wi = b .
i =1 i =1 i =1

89
 n
1 
a =  +   − x wi  ui . (3.24)
i =1  n 
Tu erTmaneTs SevadarebT (3.24) da (3.23) formulebs, maT Soris mniSvnelovan
msgavsebas SevniSnavT. amitom, is, rac b -s Sesaxeb zemoT iqna aRniSnuli, marTebu-
lia a -sTvisac. kerZod, a koeficientic Sedgeba araSemTxveviTi da SemTxveviTi
nawilebisagan da Teoriuli  parametrisagan misi gadaxris xarisxi
damokidebulia u i , i = 1,2,... , n , SemTxveviT sidideebis mniSvnelobebze. amave dros,

gaus-markovis me-2 daSvebis pirobebSi b -s msgavsad a gadauadgilebeli Sefasebaa,

radganac
n
1 
E ( a ) =  +   − x wi  E (u i ) =  .
i =1  n 

regresiis koeficientebis SefasebaTa efeqtianoba

axla vaCvenoT, rom (3.11) da (3.12) saxiT gansazRvrul a -s da b -s gaaCniaT

minimaluri dispersiebi  -s da  -s wrfiv gadauadgilebel Sefasebebs Soris.

dasawyisSi gamovTvaloT Tu ras udris a -s da b -s dispersiebi. pirvel

rigSi SevCerdeT b -s dispersiaze. (3.20)-is safuZvelze dispersiis Tvisebis
gamoyenebiT CavwerT

 n  n
D(b ) = D  wi yi  =  wi2 D( yi ) +  cov ( wi yi , w j y j ) ,
 i =1  ι =1 i j

sadac jamis qvemoT miwerili niSani i  j niSnavs, rom Sekreba w1 y1 ,..., wn yn

sidideTa yvela SesaZlo wyvil-wyvil kombinaciaze xorcieldeba. gaus-markovis me-

4 daSvebis Tanaxmad, cov ( wi yi , w j y j ) = wi w j cov ( yi , y j ) =  , i  j , xolo me-3 daS-

vebis Tanaxmad, D( y i ) =  u . amitom gveqneba

2

n
D(b ) =  u2  wi2 .
ι =1

Tavis mxriv, wi sidideebisaTvis samarTliania Semdegi toloba

n n
1 1
 w i = ( nVar( x ))2
2
 ( xi − x ) 2 = nVar( x ) .
i =1 i =1

am ukanasknelis gaTvaliswinebiT b -s dispersia sabolood Semdeg saxes miiRebs

90
 1
D(b ) =  b2 =  u2 . (3.25)
nVar( x )
analogiuri midgomiT (3.21)-is safuZvelze advilad gamoviTvliT, agreTve,
a -s dispersias. kerZod, dispersiis zemoT aRniSnuli Tvisebis da gaus-markovis
me-3 da me-4 daSvebebis gaTvaliswinebiT miviRebT
2
 n 1   n 1 
D( a ) = D   − x wi  yi  =   − x wi  D( yi ) =
 i =1  n   i=1  n 
1 n n

=   − 2 x  wi + x  wi2  .
2
u
2

n i =1 i =1 

i=1 wi = 0 i=1 wi2 = (nVar( x))−1 ,

n n
magram radganac da amitom sabolood a -s Te-

oriuli dispersiis formulis Semdeg saxes miviRebT

x2   u2 
D( a ) =  = 1 +
2
 . (3.26)
n  Var( x ) 
a

axla davamtkicoT, rom (3.25)-iT da (3.26)-iT gansazRvruli D(b) da D(a )

wrfivi gadauadgilebeli Sefasebebis dispersiebs Soris minimaluria.
~ ~
vTqvaT, b ( b  b ) aris  parametris raime gadauadgilebeli wrfivi Sefa-
seba, e.i.
~ n ~
b =  ci y i da E (b ) =  .
i =1

gamovsaxoT ci Semdegnairad: ci = wi + d i , sadac wi - CvenTvis cnobili sidide

- ganisazRvreba (3.19) formuliT, xolo d i nebismieri namdvili ricxvia. radganac

~ ~
b da b orive gadauadgilebeli wrfivi Sefasebaa, amitom E ( b ) = E ( b ) =  da
~  n n
  n 
E (b − b ) = E   ci yi −  wi yi  = E   d i yi  =
 i =1 i =1   i =1 
 n  n
= E   d i ( +  xi + u i )  =  d i ( +  xi ) =  .
 i =1  ι =1
am gardaqmnis dros gamoviyeneT daSveba E(ui ) = 0 . miRebuli toloba marTebuli

unda iyos nebismieri  da  -saTvis. es ki SesaZlebelia mxolod maSin, roca

n n
 di = 0
i =1
da d x
i =1
i i = 0. (3.27)

91
 ~
gamovTvaloT D (b ) -s mniSvneloba. dispersiis Tvisebebis da gaus-markovis
me-3 da me-4 daSvebebis gamoyenebiT miviRebT

~  n  n n n
D(b ) = D  ci yi  =  ci2 D( yi ) =  u2  ci2 =  u2  ( wi + d i ) 2 =
 i =1  ι =1 i =1 i =1

 n 2 n n

=    wi + 2 wi d i +  d i2  .
2
u
 i =1 i =1 i =1 

zemoT ukve davadgineT, rom D(b) =  u2 i =1 wi2 . meore mxriv, (3.27)-is gaTvalis-
n

winebiT
n
1 n
1  n n

 wi d i = 
nVar ( x ) i =1
( x i − x ) d i =  
nVar ( x )  i =1
x i d i − x  di  = 0 .
i =1 i =1 
~
sabolood D (b ) -sTvis gveqneba
n
~
D(b ) = D(b ) +  u2  d i .
2

i =1
~
 i=1 d  0 , amitom D( b )  D( b ) .
2 n 2
radganac u i

~ )  D( a ) (damoukideblad daamtkiceT am
analogiuri gziT vaCvenebT, rom D( a

debulebis marTebuloba savarjiSos saxiT). maSasadame, a da b efeqtiani Sefa-

sebebia.

$ 3.7. SemTxveviTi wevrisa da regresiis koeficientebis dispersiebis

Sefasebebi

ganvixiloT a da b Sefasebebis Teoriuli dispersiebi:

1
D(b ) =  b2 =  u2 , (3.25)
nVar( x )
2  x2 
D( a ) =  a2 = u 1 +  . (3.26)
n  Var( x ) 
rogorc zemoT aRvniSneT, moyvanili  b2 da  a2 dispersiebi sxva wrfiv gadauad-

gilebel Sefasebebis dispersiebs Soris minimaluria. magram es garemoeba sakmarisi

ar aris imisaTvis, rom umcires kvadratTa meTodiT regresiis koeficientebis
miRebuli Sefasebebi yovelTvis damakmayofileblad miviCnioT. Sefasebebis xarisxi

(sizuste) arsebiTad imazea damokidebuli, Tu ras udris konkretulad  b -s da

2

 a2 -s mniSvnelobebi. zogadad SeiZleba vamtkicoT, rom rac mcirea  b2 da  a2 , miT

92
maRalia regresiis koeficientebis Sefasebis sizuste. (3.25) da (3.26) formulebi

cxadad gviCvenebs, Tu ra garemoebebzea damokidebuli  b2 -s da  a2 -s sidide da,

maSasadame, a -s da b -s sizuste.
1) a -s da b -s dispersiebi pirdapirproporciulia SemTxveviTi gadaxris dis-

persiis,  u2 -is. maSasadame, regresiis modelSi rac didia SemTxveviTobis faqto-

ris roli, miT naklebad zusti Sefasebebi miiReba. Tu davubrundebiT (3.23) da

(3.24) formulebs, romlebSic a da b Sefasebebi mudmiv da SemTxveviT Semadge-
nel sidideTa jamis saxiTaa warmodgenili, SevniSnavT, rom yovel dakvirvebaSi
SemTxveviT gadaxraTa, magaliTad, gaormagebas mosdevs regresiis koeficientebis
SefasebebSi Secdomebis gaormageba;
2) a -s da b -s dispersiebi dakvirvebis ricxvis n -is ukuproporciulia. es
niSnavs, rom sawyisi informaciis moculobis gazrda regresiis koeficientebis
SefasebaTa sizustis amaRlebaSi dadebiT rols asrulebs;
3) a -s da b -s dispersiebi miT mcirea, rac didia damoukidebeli x cvladis
SerCeviTi dispersia Var ( x ) . saqme isaa, rom y -is dakvirvebadi cvlilebani xor-
cieldeba nawilobriv x -is, nawilobriv ki u -s cvlilebiT. aSkaraa, sxva Tanabar
pirobebSi, rac didi iqneba x -is dispersia, miT mcire iqneba SemTxveviTi faqto-
ris SefardebiTi gavlena y -is cvlilebaze da miT didia imis albaToba, rom a

da b Sefasebebi axlos iqneba Teoriul mniSvnelobebTan.

praqtikaSi a -s da b -s Teoriuli dispersiebis gamoTvla SeuZlebelia, rad-

ganac (3.25)-Si da (3.26)-Si  u Teoriuli sididea da misi mniSvneloba ucnobia.

2

rogorc aseT SemTxvevaSi xdeba, es parametri SerCeviTi erTobliobiT unda Seva-

fasoT. magram aq erTi saintereso niuansia - SefasebisaTvis ver gamoviyenebT uSua-
lod u i -s SerCeviT erTobliobas, vinaidan u i sidideebi aradakvirvebadia. gamosava-

li erTaderTia: u i gadaxrebis SerCeviTi mniSvnelobebis nacvlad unda mivmarToT

ei Sefasebebs, romlebic regresiis SerCeviTi gantolebidan Semdegi saxiT miiReba

ei = yi − a − b xi , i = 1,2,..., n .

SemTxveviT ei , i = 1,2,..., n , sidideTa SerCeviTi dispersia Var (e ) -Ti aRvniSnoT:

1 n
Var( e ) = 
n i =1
( ei − e ) 2 .

93
am gamosaxulebaSi
1 n 1 n
e=  i n
n i =1
e =
i =1
( y i − a − b xi ) = y − a − b x = 0 .

amitom Var (e ) -s formula mniSvnelovnad martivdeba:

1 n 2
Var( e ) =  ei .
n i =1
(3.27)

radganac Var (e ) -s gazomva SesaZlebelia da ei narCenebis gafantuloba

yˆ = a + b x wrfis irgvliv asaxavs u -s ucnob gafantulobas E(Y / X ) =  +  x

wiris irgvliv, amitom Var (e ) SeiZleba gamoviyenoT  u -is Sefasebad. amasTan,

2

yuradReba mivaqcioT imas, rom, rogorc wesi, dakvirvebis wertilebTan SerCeviTi

yˆ = a + b x wiri ufro axlosaa, vidre Teoriuli E(Y / X ) =  +  x wiri. es
imiTaa ganpirobebuli, rom yˆ = a + b x wiris agebas safuZvlad udevs narCenebis da

ara SemTxveviT gadaxraTa kvadratebis jamis minimizireba. aRniSnulis gamo narCe-

nebis gafantuloba ufro naklebia, vidre SemTxveviT gadaxraTa gafantuloba.
SeiZleba vaCvenoT, rom (ixileT savarjiSo 3.10…)
n−2 2
E (Var ( e )) = u . (3.28)
n
es Sedegi imaze miuTiTebs, rom  u -is gadauadgilebeli Sefasebis rolSi
2

uSualod Var (e ) ar gamodgeba. aseTi Sefasebaa koreqtirebuli Var (e ) , romelsac

S e2 -iT aRvniSnavT:

n 1 n 2
S =
2
e
n−2
Var( e ) =  ei .
n − 2 i =1
(3.29)

SevcvaloT (3.25) da (3.26) formulebSi  u misi gadauadgilebeli S e2 Sefa-

2

sebiT. maSin a da b parametrebis Teoriuli dispersiebis gadauadgilebel Sefa-

sebaTa Semdeg mniSvnelobebs miviRebT

S e2 Var ( e )
S b2 = = ; (3.30)
nVar ( x ) ( n − 2 )Var ( x )

S e2  x 2  Var( e )  x2 
S = 2
 1+  =  1+ . (3.31)
n  Var( x )  ( n − 2 )  Var( x ) 
a

S a da S b sidideebs, romlebic Sedegnairad ganisazRvreba

94
 Se 1 x2 
Sb = , Sa = Se 1 + ,
nVar ( x ) n  Var( x) 

sadac S e gamosaxavs ariTmetikul fesvs S e2 -dan, a -s da b -s standartuli

Secdomebi ewodeba. es sidideebi a da b koeficientebis sizustis mniSvnelovani
maxasiaTeblebia da, rogorc wesi, regresiis gantolebis agebisas Sesabamisi
koeficientis qveS Semdegi saxiT mieTiTeba
ŷ = a + b  x .
( S a ) ( Sb )

 magaliTi 3.2. cxril 3.1-is monacemebiT da regresiis SerCeviTi (3.7*)

gantolebiT SevafasoT  u ,  b2 da  a2 .
2

amoxsna. visargebloT cxrili 3.1-is monacemebiT da (3.7*)-is safuZvelze gamovTva-

loT narCenobiTi wevrisa da misi kvadratis mniSvnelobebi (ixile cxrili 3.3).
cxrili 3.3
i yi yi − y ( yi − y ) 2 ŷ i ei = yi − yˆ i ei2

1 2 3 4 5 6 7
1 1.6 -0.85 0.7225 1.39419 0.20581 0.04244
2 1.7 -0.75 0.5625 1.62879 0.07121 0.00507
3 1.7 -0.75 0.5625 1.76955 -0.06955 0.00484
4 2 -0.45 0.2025 2.05107 -0.05107 0.00261
5 2.2 -0.25 0.0625 2.23875 -0.03875 0.00150
6 2.4 -0.05 0.0025 2.56719 -0.16719 0.02795
7 2.5 0.05 0.0025 2.80179 -0.30179 0.09108
8 3 0.55 0.3025 3.03639 -0.03639 0.00132
9 3.6 1.15 1.3225 3.27099 0.32901 0.10825
10 3.8 1.35 1.8225 3.74019 0.05981 0.00358
 24.5 0 5.565 24.5 0 0.28864

10

e = 0,28864 da n =  , amitom, ganmartebis Tanaxmad,

2
radganac i
i =1

1
S e2 =   = 1 .
8
SevitanoT es mniSvneloba (3.30)-Si da (3.31)-Si. imavdroulad mxedvelobaSi miviRoT, rom

x 2 = , da Var ( x ) = , . maSin gveqneba


Sb2 =   = 
  

   
S a2 =  +  =  .
   

95
maSasadame, Sb = 9 da S a =  . sabolood regresiis SerCeviTi gantoleba
Semdeg saxes miiRebs

yˆ = 8 +   x
, (3.7**)
() ()

sadac frCxilebSi miTiTebulia standartuli Secdomebi. 

$ 3.8. maqsimaluri dasajereblobis meTodi

statistikaSi Sefasebebis GgansazRvris erT-erTi gavrcelebuli da `kargi”

meTodi maqsimaluri dasajereblobis meTodia. igi gamoiyeneba, agreTve, regresiis
modelisa da koeficientebis SefasebisaTvis, gansakuTrebiT maSin, roca dakvirvebis
monacemebi droiTi mwkrivis (mwkrivebis) saxes atarebs. ganvixiloT am meTodis
arsi wyviluri regresiis modelisaTvis
yi =  +  xi + ui , i = 1,2,..., n . (3.13)

maqsimaluri dasajereblobis meTodis mTavari specifika isaa, rom misi gamoye-

neba aucileblad gulisxmobs mocemuli (gansaxilveli) SerCeviTi erTobliobis
albaTobis ganawilebis saxis codnas. aqedan gamomdinare, CavTvaloT, rom (3.13)
normaluri wrfivi klasikuri modelia. am daSvebis Tanaxmad y i , i = 1,2,..., n , (iseve,

rogorc u i , i = 1,2,..., n ) erTmaneTisagan damoukidebeli normalurad ganawilebuli

SemTxveviTi sidideebia. amasTan, Tu gaviTvaliswinebT, rom E ( yi ) =  +  xi da

 y2 =  y2 =  u2 =  2 , CavwerT
i

yi ~ N ( +  xi ,  2 ) , i = 1,2,..., n .

maSasadame, y i -is simkvrivis f ( yi ) funqcias Semdegi saxe eqneba

( y − E ( yi ))2 ( y − − xi )2
− i − i
1 2 y2 1 2 2
f ( yi ) = e = e =
 2π  2π

1  ( y −  −  xi ) 2 
= exp − i .

 2π  2 2 

SegaxsenebT, rom simkvrivis ganmartebis Tanaxmad f ( yi ) gamosaxavs SemTxveviTi y

sididis mocemul y i wertilSi moxvedris albaTobas. rogorc moyvanili gamosa-

96
xulebidan gamomdinareobs, es albaToba (3.13) modelis pirobebSi damokidebulia

 ,  da  2 parametrebze. amitom SegviZlia CavweroT f ( yi ) = f ( yi ,  ,  ,  2 ) .

axla davuSvaT, rom mocemuli y1 , y 2 ,, y n SerCeviTi erToblioba, romelic

CvenTvis cnobilia, n ganzomilebiani SemTxveviTi sididis erT-erTi konkretuli

realizaciaa, anu erT-erTi SesaZlo mdgomareobaa. Tu gaviTvaliswinebT urTierT-
damoukidebel xdomilebaTa erToblivi moxdenis albaTobis gansazRvris wess, maSin
y1 , y 2 , , yn SerCevSi dakvirvebebis erToblivi simkvrive (anu SerCevaSi Semaval
y1 , y 2 , , yn xdomilebebis erToblivi moxdenis albaToba) toli iqneba

L( y1 , y 2 ,, y n ,  ,  ,  2 ) = f ( y1 ) f ( y 2 ) f ( y n ) =

 ( y −  −  xi ) 2 
( )  n ( y −  −  xi ) 2 
n
1 −n
= exp − i  =  2π
 exp −  i  .
 (3.32)
i =1  2π  2 2   i =1 2 2 
maSasadame, (3.32) tolobiT gansazRvruli L( y1 , y 2 ,, y n ,  ,  ,  2 ) funqcia gamosa-

xavs n moculobis SerCevisas y1 , y 2 , , yn dakvirvebebis miRebis albaTobas. cxa-

dia,  ,  da  2 parametrebis mocemuli mniSvnelobisaTvis rac didi iqneba L

funqciis mniSvneloba, miT metad mosalodnelia, albaTuria, anu dasajerebelia

dakvirvebebis y1 , y 2 , , yn erTobliobis mocemul SerCevaSi moxvedra. aqedan ga-

momdinare L( y1 , y 2 ,, y n ,  ,  ,  2 ) funqcias ewodeba dasajereblobis funqcia.

yuradReba mivaqcioT erT mniSvnelovan garemoebas. wyviluri regresiuli ana-

lizis dros (3.32) funqciaSi faqtoruli cvladis x i , i = 1,2,..., n , mniSvnelobebTan

erTad mocemuls dakvirvebis y1 , y 2 , , yn mniSvnelobebi warmoadgens. rac Seexeba

 ,  da  2 parametrebs, isini CvenTvis ucnobia, magram SesaZlebelia maTi gan-

sazRvra (ufro zustad, Sefaseba) maqsimaluri dasajereblobis meTodiT. es
meTodi ki gulisxmobs (3.13) noraluri klasikuri modelis pirobebSi  ,  da

 2 parametrebis iseTi mniSvnelobebis ganvsazRvras, romelTaTvisac mocemul

y1 , y 2 , , yn dakvirvebebs maqsimaluri albaToba Seesabameba. sxva sityvebiT, dak-

virvebis mocemuli erTobliobisaTvis unda davadginoT  ,  da  2 parametrebis

yvelaze albaTuri mniSvnelobebi, anu iseTi mniSvnelobebi, romelTaTvisac

L( y1 , y 2 ,, y n ,  ,  ,  2 ) = max .
mocemuli amocanis amoxsnis procesi mniSvnelovnad martivdeba (3.32) funq-

97
ciidan mis logariTmul variantze - dasajereblobis logariTmul funqciaze -
gadasvliT:
n n
ln L( y1 , y 2 ,, y n ,  ,  ,  2 ) = − ln ( 2 ) − ln ( 2 ) −
2 2
n (3.33)
1
−
2 2
( y
i =1
i −  −  x) .
2

vinaidan ln L funqciis maqsimumis dros maqsimums aRwevs, agreTve, L funqciac,

amitom  ,  da  2 parametrebis saZiebeli mniSvnelobebi Semdegi pirobidan SeiZ-

leba dadgindes

ln L( y1 , y 2 ,, y n ,  ,  ,  2 ) = max .
gamoviyvanoT ln L funqciis eqstremumis moZebnis aucilebeli pirobebi. amisa-

Tvis ganvixiloT (3.33)-is kerZo warmoebulebi  -s,  -s da  2 -is mimarT da

isini nuls gavutoloT

(ln L ) 1 n


= 2

(y
i =1
i −  −  xi ) = 0 ;

(ln L ) 1 n


= 2

(y
i =1
i −  −  xi ) xi = 0 ;

(ln L ) n 1 n

 (σ 2 )
= − +
2σ 2 2( σ 2 ) 2
 ( yi −  −  xi ) 2 = 0 .
i =1

gantolebaTa am sistemis amoxsniT miRebuli  -s,  -s da  2 -is mniSvnelob-

ebi aRvniSnoT Sesabamisad a ML -iT, bML -iT da ˆ ML

2
-iT9. vinaidan es ukanasknelni

SerCevis safuZvelze miiReba, amitom isini Sefasebebs warmoadgens. advilad SevniS-

navT, rom a ML -is da bML -is gansazRvra moyvanili sistemis pirveli ori gantole-

bidan xdeba. es gantolebebi ki  2 -ze gamravlebis Semdeg umcires kvadratTa meT-

odiT miRebul normalur gantolebaTa sistemis identurs warmoadgens. maSasadame,
Cov( x, y )
aML = y − bML x = a da bML = = b,
Var( x )
sadac a da b umcires kvadratTa meTodiT miRebuli Sefasebebia. rac Seexeba

ˆ ML
2
-s, misi mniSvnelobis dadgena moyvanili sistemis me-3 gantolebidan Semdegi

saxiT xdeba

9
aq gamoyenebuli simbolo- ML meTodis inglisuri saxelwodebis-Maximum Likelihood-
abraviaturis aRmniSvnelia

98
 1 n 1 n 2
̂ ML
2
=  i ML ML i
n i =1
( y − a − b x ) 2
=  ei = Var(e) .
n i =1
zemoT aRvniSneT, rom Var (e ) SemTxveviTi u wevris  u2 dispersiis gadaadgi-
lebuli Sefasebaa. radganac Var ( e ) = ˆ ML
2
, amitom vRebulobT, rom, umcires kvad-
ratTa meTodisagan gansxvavebiT, maqsimaluri dasajereblobis meTodi  u disper-
2

siis gadaadgilebul Sefasebas iZleva, maSin, roca a ML da bML Sesabamisi Teori-

uli mniSvnelobebis gadauadgilebeli Sefasebebia. aqve unda aRvniSnoT, rom ˆ ML
2

aris  u -is Zalmosili Sefaseba, radganac

2

n−2 2
E (ˆ ML
2
) = E (Var ( e )) = u .
n

kiTxvebi TviTSemowmebisaTvis

1. CamoTvaleT da daaxasiaTeT umcires kvadratTa meTodis daSvebebi.

2. rogor models ewodeba wyviluri regresiis normaluri klasikuri wrfivi
modeli?
3. CamoayalibeT gaus-markovis Teorema.
4. gamosaxeT a da b koeficientebi mudmivi da SemTxveviTi Semadgenlis saSu-
alebiT.
5. moiyvaneT a da b koeficientebis Teoriuli dispersiebis da standartuli
Secdomebis formulebi.
6. ras udris wyviluri regresiis modelSi SemTxveviTi u wevris dispersiis
gadauadgilebeli Sefaseba?
7. ras gamosaxavs dasajereblobis funqcia?
8. aRwereT maqsimaluri dasajereblobis meTodi.

savarjiSoebi da amocanebi

3.8. cxril 3.4-Si moyvanilia monacemebi raime A qveyanaSi warmoebuli mTliani

cxrili 3.4
t 1 2 3 4 5 6 7 8 9 10
realuri mSp miliard 6.2 6.5 6.8 6.4 7 7.2 8 8.4 8.1 8.3
larebSi - Q
fasebis done - P 1 1.1 1.19 1.2 1.6 1.5 1.8 1.9 1.9 1.7

99
Sida produqtis (mSp-s) realuri sididisa da fasebis donis Sesaxeb 10 erTmane-
Tis momdevno wlisTvis
a) aageT umcires kvadratTa meTodiT regresiis SerCeviTi gantoleba
Q̂ = a + bP ;

b) axseniT a da b koeficientebis Sinaarsi;

g) SeafaseT D( a ), D ( b ),  u2 .

3.9. SeafaseT regresia 3.8 savarjiSoSi moyvanili mSp-s mniSvnelobasa da dros -

t -s Soris, romelic ganisazRvreba rogorc t =1,2,...,10 . gaukeTeT interpretacia
miRebul gantolebas da SeadareT igi 3.8 savarjiSoSi miRebul gantolebas.
n−2 2 1 n
3.10. daamtkiceT, rom E (Var (e)) =  u , sadac Var(e) =  ei2 .
n n i =1
3.11. ganixileT regresiis modeli mudmivi wevris gareSe: yi =  xi + u, i =   , n

a) daadgineT  da  u2 parametrebis Sefasebebi;

b) moZebneT  -s dispersiis Sefaseba.

3.12. gaeciT pasuxi Semdeg kiTxvas: ratom aris, rom y =  +  x + u gantolebis

nacvlad y =  x + u gantolebis ganxilva iwvevs regresiis b koeficientis stan-

dartuli Secdomis S b -s Semcirebas.

3.13. gamoiyeneT a da b -s dispersiebis mniSvnelobebi (3.25) da (3.26)-dan da

cov(a, b ) = −
x
aCveneT, rom  u2 .
nVar(x )
3.14. daamtkiceT, rom
 1 (x − x)2 
cov( yi , yˆ j ) =  u2  + i .

 n nVar( x ) 
3.15. daamtkiceT, rom cov( yˆ , e) = 0 , sadac yˆ = a + bx, e = y − a − bx .
3.16. davuSvaT, rom yi =  +  xi + ui , i = 1,2,..., n, normaluri wrfivi regresiis
modelia. mocemulia  -s Sefaseba
1 n y −y
bˆ =  i .
n i =1 xi − x

a) aris Tu ara b̂ wrfivi gadauadgilebeli Sefaseba?

b) gamoTvaleT b̂ -s dispersia.

100
 Tavi IV

wyviluri regresiis modelis vargisianobis

Semowmeba

ekonometrikuli modelirebis umniSvnelovanesi etapia modelis verifikacia,

anu imis dadgena ramdenad vargisia (srulyofilia) Cvens mier agebuli regresiis
modeli da SeiZleba Tu ara mis safuZvelze raime daskvnebis gakeTeba Sesaswavli
movlenebis Sesaxeb. es mTavari kiTxvaa, romelsac pasuxi unda gaeces mas Semdeg,
rogorc ki SerCeviTi dakvirvebis safuZvelze modelis samuSao variants ganvsa-
zRvravT.
wyviluri regresiis SemTxvevaSi am problemis gadawyvetis sami ZiriTadi gza
arsebobs:
1) regresiis koeficientebis mniSvnelovnebis Sefaseba da maTTvis ndobis
intervalebis ageba;
2) dispersiis analizi;
3) korelaciis SerCeviTi koeficientis mniSvnelovnebis Sefaseba.
ganvixiloT TiToeuli maTgani. winaswar gvinda aRvniSnoT, rom wyviluri
regresiuli analizis dros samive es gza erTmaneTis ekvivalenturia, radganac ar-
sebiTad isini erTi da igive hipoTezas amowmebs, oRond gansxvavebuli meTodebiT.
mravalganzomilebian regresiaze gadasvlisas es ekvivalenturoba Zalas kargavs.

$ 4.1. wyviluri wrfivi regresiis modelis koeficientebis

statistikuri mniSvnelovnebis analizi

hipoTezaTa Semowmeba wyviluri regresiis koeficientebis Sesaxeb

daviwyoT regresiis a da b parametrebis mniSvnelovnebis SefasebiT. davu-

SvaT, rom regresiis
yi =  +  xi + ui , i = 1,2,..., n , (4.1)

101
modelisaTvis gaus-markovis pirobebTan erTad sruldeba, agreTve, SemTxveviTi

gadaxrebis normalurobis piroba u i ~ N (0,  u2 ) , i = 1,2,..., n , e.i. (4.1) wrfivi reg-

resiis normaluri klasikuri modelia. maSin samarTliania Semdegi Sedegi, rome-

lic normaluri generaluri erTobliobis SerCeviTi saSualosa da SerCeviTi dis-
persiis Gganawilebis Sesaxeb fiSeris cnobili Teoremis ganzogadebaa:
Teorema 4.1. wyviluri regresiis normalur klasikur modelSi:
1) a da b Sefasebebi normalurad ganawilebuli SemTxveviTi sidideebia
b ~ N (  ,  b2 ) ; a ~ N ( ,  a2 ) , (4.2)

sadac  b2 da  a2 dispersiebi (3.25)-iT da (3.26)-iT ganisazRvreba;

2) SemTxveviT sidides
2
n e 
(n − 2) S / 2
 u2 =   i 
i =1   u
e

Tavisuflebis ( n − 2) xarisxis mqone xi-kvadrat ganawileba Seesabameba:

( n − 2) S e2 /  u2 ~  2 ( n − 2) ; (4.3)

3) a da b Sefasebebi S e2 Sefasebisagan statistikurad damoukidebelia.

advili dasamtkicebelia (4.2)-is samarTlianoba. marTlac, SemTxveviT u i gada-

xraTa normalurobidan gamomdinareobs, rom y i , i = 1,2,..., n , sidideebic normalu-

radaa ganawilebuli da, radganac  u2 =  y2 , amitom yi ~ N ( +  xi ,  u2 ) . Tavis

mxriv, wina Tavidan CvenTvis ukve cnobili
n n
1 
b =  wi yi , a =   − x wi  yi
i =1 i =1  n 
tolobebidan gamomdinareobs, rom a da b normalurad ganawilebuli SemTxveviTi
sidideebia, radganac damoukidebel normalur SemTxveviT sidideTa wrfiv kombina-
ciebs warmoadgenen da1
n n n n
E (b) =  wi E ( yi ) =  wi ( +  xi ) =   wi +   wi xi =  ,
i =1 i =1 i =1 i =1

1
samarTliania Semdegi mniSvnelovani debuleba: normalurad ganawilebuli
nebismieri raodenobis SemTxveviT sidideTa wrfiv kombinacias normaluri ganawileba
gaaCnia. amasTan, Tu, magaliTad, X ~ N (  X ,  X2 ) da Y ~ N (  Y ,  Y2 ) damoukidebeli
SemTxveviTi sidideebia, maSin Z = kX + lY ~ N (  Z ,  Z2 ) , sadac  z = k X + lY da
 =k  +l  .
2
Z
2 2
X
2 2
Y

102
 n
1  n
1  n
E (a) =   − x wi  E ( yi ) =   − x wi ( +  xi ) =  − x   wi xi =  ,
i =1  n  i =1  n  i =1

n n n
 u2
 b2 = D( wi yi ) =  wi2 D( yi ) =  wi2 u2 = ,
i =1 i =1 i =1 nVar ( x)

 2  u  x2 
2 2
1  1
n n 2
 =   − x wi  D( yi ) =  − x wi   u = 1 +
2
.
n  Var( x) 
a
i =1  n  i =1  n 
rac Seexeba Teoremis me-2 da me-3 nawilebs, garkveuli sirTuleebis gamo
maTi samarTlianobis damtkicebas aq ar moviyvanT.
SevadginoT normirebuli SemTxveviTi sidideebi
(b −  ) /  b (a −  ) /  a
tb = , ta = .
Se /  u Se /  u
SeiZleba vaCvenoT, rom SemTxveviTi tb da t a sidideebis ganawileba Tavisuf-

lebis ( n − 2) xarisxis mqone stiudentis t -ganawilebis kanoniT aRiwereba. marT-

lac, tb -s da t a -s mricxvelSi mdgari sidideebi zemoT moyvanili Teorema 4.1-is

pirveli nawilis Tanaxmad standartuli normaluri kanoniT aris ganawilebuli:

(b −  ) /  b ~ N (0,1) , (a −  ) /  a ~ N (0,1) .
tb -s da t a -s mniSvnelSi mdgari gamosaxuleba ki igive Teoremis me-2 nawilis
safuZvelze Semdegi saxiT Caiwereba
2
Se 1 n  ei   2 (n − 2)
u
= 
n − 2 i =1   u
 =
n−2
.

maSasadame, Tu gaviTvaliswinebT, rom a da b statistikurad damoukidebelia
S e -sagan, maSin stiudentis t -ganawilebis ganmartebis Tanaxmad tb ~ t (n − 2) ,
t a ~ t (n − 2) , sadac t ( n − 2) Tavisuflebis ( n − 2) xarisxis mqone stiudentis t -
ganawilebis kanonis aRmniSvneli simboloa.
ukve imis codna, rom tb da t a sidideebi stiudentis ganawilebas eqvemde-

bareba, CvenTvis mniSvnelovania. magram zemoT moyvanil tb -s da t a -s gamosaxu-

lebebSi figurirebs sam-sami CvenTvis ucnobi Teoriuli sidide. amis gamo, a da

b koeficientebis mniSvnelovnebis Sesafaseblad uSualod am formulebiT ver
visargeblebT. saWiroa maTi Semdegi saxiT gardaqmna:

103
 b−
tb = ~ t (n − 2) , (4.4)
Sb
a −
ta = ~ t (n − 2) , (4.5)
Sa
sadac S b da S a standartuli Secdomebia:

1 S  u2 Se
Sb = Se = e =  b ,
nVar( x)  u nVar( x) u

1 x 2  Se  u2  x2  S
Sa = Se 1 + = 1 +  == e   a .
n  Var( x)   u n  Var( x)  u
miRebuli tb = (b − β ) / Sb da t a = (a −  ) / S a statistikebiT xorcieldeba b

da a parametrebis saimedobis (mniSvnelovnebis) Sefaseba. amisTvis hipoTezis Se-

mowmebis Cveulebrivi sqemebi gamoiyeneba. magaliTad, vTqvaT gvinda SevafasiT b -s
mniSvnelovneba. CamovayaliboT nulovani H 0 hipoTeza imis Sesaxeb, rom b koefici-

entis Sesabamisi Teoriuli mniSvneloba  =  0 , sadac  0 CvenTvis cnobili raime

sididea. rogorc wesi, umetesad  0 -is rolSi ganixileba  0 = 0 , anu vuSvebT,

rom generalur erTobliobaSi regresiis  koeficienti nulis tolia. rodesac

 0 = 0 , maSin H 0 -is alternativad SeiZleba sami SemTxveva ganvixiloT, imaze

damokidebulebiT, Tu ra informacia gagvaCnia  koeficientis niSnis Sesaxeb. Tu
Teoriulad dasabuTebulia, rom x da y cvladebi erTmaneTTan dadebiT damoki-
debulebaSia, maSin regresiis modelSi  -s dadebiTi niSani unda gaaCndes da

alternatiuli hipoTeza iqneba H1 :   0 ; rodesac winaswar cnobilia, rom x da

y cvladebs Soris uaryofiTi damokidebulebaa, maSin H 0 :  = 0 -is alternativaa

H1 :   0 ; da bolos, rodesac x da y cvladebs Soris mosalodneli damoki-
debuleba SeiZleba rogorc dadebiTi, iseve uaryofiTi iyos, maSin alternativad
aiReba H1 :   0 . aq aRniSnul pirvel or SemTxvevaSi nulovani hipoTezis
sisworis Semowmeba calmxrivi (marjvena an marcxena) kriteriumiT xdeba, xolo
mesame SemTxvevaSi ki ormxrivi kriteriumiT. vinaidan praqtikaSi mesame SemTxvevas
gacilebiT xSirad vawydebiT, ZiriTadi nulovani hipoTezis H 0 :  = 0 (zogad Sem-

TxvevaSi hipoTezis H 0 :  = 0 ) alternativad ganvixiloT H1 :   0

( H1 :    0 ).

104
 cxadia, mocemul situaciaSi hipoTezis Semowmeba unda ganvaxorcieloT sti-
udentis t kriteriumiT, vinaidan nulovani hipoTezis marTebulobisas
(b − β0 )
~ t (n − 2) .
Sb
hipotezis Semowmebis zogadi sqemis Tanaxmad saWiroa mniSvnelovnebis 
donisaTvis (magaliTad,  = 0,05 -saTvis ganvsazRvroT H0 hipoTezis miRebis

( −tkr  t b  tkr ) da armiRebis (t b  −tkr )  (t b  tkr ) areebi. es, Tavis mxriv, gulis-

xmobs kritikuli wertilebis dadgenas. radganac saqme ormxriv kriteriumTan

gvaqvs, amitom formaluri TvalsazrisiT tkr -s gansazRvras safuZvlad udevs

albaTuri gantoleba
( )
P − tkr  t b  tkr = 1 -  ,


romelSic tkr aris tb -s iseTi mniSvneloba, rom  f (t )dt = 2 ,
tkr
sadac f (t ) sti-

udentis ganawilebis simkvrivea.

moyvanili gantolebis amonaxsnis ( tkr -is) povnis proceduras amartivebs sti-

udentis ganawilebis cxrilis arseboba, romlis striqonebSi miTiTebulia Tavis-

uflebis xarisxebi, svetebSi ki kriteriumis mniSvnelovneba ( 1 -  ) an mniSvnelov-
nebis done  . Sesabamisi striqonis da svetis gadakveTaze ki imyofeba saZiebeli
tkr . rogorc ki am ukanasknels Tavisuflebis n − 2 xarisxiT da mniSvnelovnebis

 doniT ganvsazRvravT, vamowmebT ra mimarTebaSi imyofeba masTan SerCeviTi

dakvirvebidan miRebuli statistika

b − 0 b − 0 b
tb = = = .
Sb Sb Sb

Tu sruldeba piroba t b  tkr , maSin, cxadia, rom nulovani hipoTeza unda uarvyoT

da samarTlianad miviCnioT H 1 hipoTeza. winaaRmdeg SemTxvevaSi (roca t b  tkr )

nulovani hipoTeza miiReba. aseT situaciaSi nulovani hipoTezis uaryofis

SemTxvevaSi regresiis b koeficienti mniSvnelovnad iTvleba, xolo Tu nulovani
hipoTaza dadasturdeba, maSin unda vivaraudoT, rom Sefasebul modelSi b
SemTxveviT gansxvavdeba nulisagan (anu aramniSvnelovania) da sinamdvileSi wrfivi
kavSiri x da y cvladebs Soris SeiZleba ar arsebobdes.

105
 zemoT aRwerilis msgavsad xdeba a parametris mniSvnelovnebis Semowmeba2.
kerZod, Tu ganvixilavT hipoTezaTa wyvils
H0 : = 0 , H1 :    0 ,
sadac  0 winaswar mocemuli raime ricxvia (rogorc wesi, miiReba, rom  0 = 0 ),
maSin H 0 hipoTezas uarvyofT mniSvnelovnebis  doniT, Tuki sruldeba piroba

a −0 a
ta = =  tkr .
Sa Sa

sawinaaRmdego SemTxvevaSi (e.i., roca t a  tkr ) nulovani hipoTeza miiReba.

regresiis koeficientebis ndobis intervalebi

aucilebelia aRiniSnos, rom (4.4) da (4.5) formulebSi Cadebul informaci-

aze dayrdnobiT SesaZlebelia rogorc regresiis koeficientebis wertilovani
mniSvnelobebis saimedobis dadgena, iseve am koeficientebis ndobis Sualedebis gan-
sazRvra. marTlac, visargebloT im garemoebiT rom
tb = (b − β ) / Sb da t a = (a −  ) / S a
statistikebi stiudentis ganawilebas eqvemdebareba da CavweroT maTTvis ndobis
intervalis gansazRvris standartuli gantolebebi:

 b− β 
P − t n−2,/2   t n−2,/2  = 1 -  ,
 Sb 
 a − 
P − t n−2,/2   t n−2,/2  = 1 -  ,
 Sa 
sadac 1 -  aris ndobis albaToba, xolo t n −2,/2 ki _ t ganawilebis mniSvneloba

stiudentis cxrilSi Tavisuflebis n − 2 xarisxisaTvis da mniSvnelovnebis  / 2

donisaTvis. sxvanairad, t n − 2,/2 = tkr .

am gamosaxulebebidan gamomdinareobs, rom  da  koeficientebi 1 -  alba-

TobiT Semdeg intervalebSi SeiZleba imyofebodes:

2
wyviluri regresiis dros mTavar rols asrulebs b koeficientis statistikuri
mniSvnelovneba, radganac swored masSi Cans amxsneli x cvladis gavlena damokide-
bul y cvladze. Tumca, es ar gamoricxavs a koeficientis mniSvnelovnebis analizis
aucileblobas.

106
 b − tkr S b    b + tkr S b , (4.6)

a − tkr S a    a + tkr S a . (4.7)

(4.6) da (4.7) Sualedebidan pirvels regresiis  koeficientis, meores ki 

koeficientis ndobis intervali ewodeba. aseTi intervalebis gaangariSebiT SeiZ-
leba SevmowmoT  -s da  -s yovel mosalodnel mniSvnelobisagan Sefasebebis
gadaxris statistikuri mniSvnelovneba. magaliTad,  -s nebismieri hipoTezuri
mniSvneloba, romelic akmayofilebs (4.6)-s, avtomaturad Tavsebadia b Sefasebas-
Tan, anu am ukanasknelis mier ar iqneba uaryofili. kerZo SemTxvevaSi, es niSnavs,
rom Tu (4.6) SualedSi aRmoCndeba nuli, maSin nulovani hipoTeza H 0 :  = 0

Tavsebadia b -s miRebul mniSvnelobasTan da regresiis gantolebaSi b koefici-

enti aramniSvnelovania. sxvanairad, nulovani hipoTeza H 0 :  = 0 WeSmaritia. ana-

logiuri SeiZleba iTqvas  koeficientze da (4.7) Sualedze.

yuradReba mivaqcioT im garemoebas, rom, radganac tkr , anu t n −2,/2 mniSvnelov-

nebis  donezea damokidebuli, amitom  -s da  -s ndobis intervalebis sazRv-

rebic  -Ti ganisazRvreba: rac mcirea  -s mniSvneloba, miT farToa ndobis in-
tervali. praqtikul gamokvlevebSi  -s mniSvnelobad ZiriTadad 5%-iani an 1%-
iani doneebi (Sesabamisad, 95%-iani da 99%-iani ndobis intervalebi) ganixileba.
maSasadame, aq aRniSnulis Tanaxmad, 99%-iani ndobis intervali ufro farToa,
vidre 95%-iani. zogad SemTxvevaSi,  da  koeficientebis mimarT es niSnavs,
rom:
a) Tu nulovani hipoTeza miiReba 5%-iani doniT, is miiReba, agreTve, 1%-iani
doniT;
b) Tu H 0 uaryofili iqneba 1%-iani doniT, is uaryofili iqneba, agreTve,

5%-iani doniT;
g) H 0 SeiZleba uarvyoT 5%-iani doniT, magram miviRoT 1%-iani doniT.

 magaliTi 4.1. cxril 3.1-Si moyvanili monacemebiT agebul regresiis modelisaTvis

SevafasoT a da b parametrebis mniSvnelovneba 5%-iani mniSvnelovnebis doniT; davadgi-
noT  -s da  -s 95%-iani da 99%-iani ndobis intervalebi.
amoxsna. davubrundeT wina TavSi Cvens mier agebul regresiis models, romlis
dasrulebul variants Semdegi saxe aqvs

107
 yˆ = 8 +   x
.
() ()
dasawyisSi CamovayaliboT nulovani hipoTeza b -s mniSvnelovnebis dasadgenad. kerZod,
davuSvaT, rom H 0 :  =  0 = 0 da SevecadoT mis uaryofas an dasabuTebas.

SevadginoT t ganawilebis mqone statistika

b −  0 b − 0 b 0,0469
tb = = = = = 12,0617 .
Sb Sb S b 0,0039
radganac, Cvens SemTxvevaSi, n = 10 , amitom Tavisuflebis xarisxi n − 2 = 8 . stiudentis
ganawilebis cxrilidan vRebulobT, rom 5%-iani mniSvnelovnebis donisaTvis da Tavisuf-

lebis n − 2 = 8 xarisxisaTvis t kr = 2,306 . rogorc vxedavT, t b  tkr . es ki niSnavs,

rom nulovani hipoTeza H 0 :  = 0 uaryofilia da  nulisagan mniSvnelovnad gansxva-

vebul sidided SeiZleba miviCnioT. misi 95%-iani ndobis intervali (4.6)-is Tanaxmad
iqneba
0,04692 - 2,306  0, 00 389    0,04692 + 2,306  0,00389 ,
anu, rac igivea
0,03795    0,05589 .
maSasadame,  -s nebismieri hipoTezuri mniSvneloba, romelic aRmoCndeba mocemuli

intervalis SigniT dadasturebuli iqneba regresiis koeficientis Sefasebis miRebuli b

SedegiT.
zustad analogiuri gziT, oRond

a −  0 a − 0 0,45579
ta = = = = 2,59709
Sa Sa 0,17550
statistikis gamoyenebiT davasabuTebT, rom  nulisagan gansxvavebuli sididea

( t a = 2,59709 2,306 = tkr ) , anu a koeficienti mniSvnelovania. amasTan,  -s 95%-ian

ndobis intervals Semdegi saxe aqvs
0,45579 - 2,306  0,17550    0,45579 + 2,306  0,17550 ,
anu
0,051087    0,860493 .
 da  koeficientebis ndobis intervalebi ramdenadme gasxvavebuli iqneba, Tuki maT
ganvsazRvravT ara 5%-iani, aramed 1%-iani mniSvnelovnebis doniT. marTlac, stiudentis
ganawilebis cxrilidan vRebulobT tkr = t n − 2,δ/2 = t 8;0,005 = 3,355 . (4.6)-Si da (4.7)-Si amis

gaTvaliswineba  da  koeficientebis 99%-ian ndobis Semdeg intervalebs mogvcems

0,033869    0,059971 ; − 0,133013    1,044593 .

108
Tu erTmaneTs SevadarebT 95%-ian da 99%-ian ndobis intervalebs, SevniSnavT, rom H 0

hipoTeza  koeficientisaTvis uaryofilia rogorc 5, ise 1%-iani doniT, xolo  koe-

ficientisaTvis ki H 0 uaryofilia 5%-iani, magram miRebulia 1%-iani donisaTvis3. 

SeniSvna. kompiuterze realizebul ekonometrikis Tanamedrove standartul

programebSi zemoT ganxiluli yvela saxis gamoTvlebi, agreTve, sxva gamoTvlebi,
romlebsac qvemoT ganvixilavT, avtomaturad sruldeba. amave dros, kompiuteruli
programuli paketebi umravles SemTxvevaSi iZleva t statistikis ormxriv P
mniSvnelobas, anu albaTobas imisa, rom t ( n − 2 ) kanoniT ganawilebuli SemTxveviTi

sidide absoluturi mniSvnelobiT aranaklebi iqneba | tb |=| b / S b | -ze ( | t a |=| a / S a | -

ze). rodesac es albaToba aRemateba 0,01-s, magram naklebia 0,05-ze, maSin nulo-
vani hipoTeza 1%-iani mniSvnelovnebis doniT miiReba, xolo, Tu P  0,05 , maSin
5%-iani mniSvnelovnebis doniT nulovani hipoTezis miRebis safuZveli arsebobs.

$ 4.2 wyviluri regresiis modelis mniSvnelovnebis Sefaseba

dispersiuli analizi

regresiis modelis verifikaciis procesi ar Semoifargleba mxolod agebuli

gantolebis koeficientebis mniSvnelovnebis SefasebiT. aranaklebi mniSvneloba aqvs
mTlianad modelis Sefasebas, anu imis dadgenas, Seesabameba Tu ara mTlianobaSi
miRebuli maTematikuri modeli dakvirvebis monacemebs da sakmarisia Tu ara mo-
delSi CarTuli amxsneli cvladi (cvladebi) Sedegobrivi cvladis aRwerisaTvis.
aseTi Sefaseba SeiZleba ganxorcieldes dispersiuli analizis safuZvelze, ro-
melSic centraluri adgili saSualodan gadaxris kvadratebis jamis gaSlis Sem-
deg formulas ukavia
n n n
 ( yi - y ) 2 =  ( yˆ i - y ) 2 +  ( yi - yˆ i ) 2 , (4.8)
i =1 i =1 i =1

sadac y i Sedegobrivi cvladis Ddakvirvebis mniSvnelobaa; ŷ i Sedegobrivi cvla-

dis regresiiT Sefasebuli mniSvnelobaa; y Sedegobrivi cvladis mniSvnelobebis

saSualo ariTmetikulia. Caweris kompaqturobis mizniT SemoviRoT aRniSvnebi 4:

3
vinaidan 0 Sedis  -s ndobis intervalSi, amitom hipoTeza H 0 :  = 0 misaRebia da,
maSasadame, a kieficienti 1%-iani DdoniT mniSvnelovans ar warmoadgens.

109
 n
Q =  ( yi - y ) 2 - Sedegobrivi cvladis Ddakvirvebis mniSvnelobebis saSualos
i =1
irgvliv mTliani gafantulobis (variaciis) maCvenebeli;
n
QR =  ( yˆ i - y ) 2 - regresiis modeliT axsnil gafantulobaTa jami;
i =1
n
QE =  ( yi - yˆ i ) 2 - regresiis modeliT auxsnel gafantulobaTa jami.
i =1

maSin gveqneba
Q = QR + QE . (4.8*)

davamtkicoT (4.8)-is marTebuloba. gvaqvs

n n
 ( yi - y ) 2 = [( yi - yˆ i ) + ( yˆ i - y )]2 =
i =1 i =1

n n n
=  ( yi - yˆ i ) 2 + 2 ( yi - yˆ i )( yˆ i - y ) +  ( yˆ i - y ) 2 .
i =1 i =1 i =1

am gamosaxulebaSi Semavali Sua jamuri Sesakrebi Semdegnairad gardavqmnaT

n n n n n
2 ( yi − yˆ i )( yˆ i − y ) = 2 ei (a + b xi − y ) = 2a  ei + 2b ei xi − 2 y  ei .
i =1 i =1 i =1 i =1 i =1

umcires kvadratTa meTodis (3.9) funqciis eqstremumis aucilebeli pirobebis

n n n
Tanaxmad  ei = 0
i =1
da  ei xi = 0 . maSasadame,
i =1
2 ( yi - yˆ i )( yˆ i - y ) = 0
i =1
da (4.8)

WeSmaritia.

SeniSvna. (4.8) toloba marTebulia mxolod im SemTxvevaSi, roca regresiis

modeli Tavisufal wevrs Seicavs. (damoukideblad daamtkiceT, rom, Tu regresiis
modelis saxea yi = b xi + ei , i = 1,2,..., n , maSin (4.8) toloba ar sruldeba).

(4.8)-is Tanaxmad, faqtorTa erToblioba, romelsac SeuZlia gamoiwvios y

Sedegobrivi cvladis y saSualodan gadaxra, or jgufad iyofa: amxsneli x
cvladi da danarCeni gauTvaliswinebeli faqtorebi. rodesac x faqtori gavlenas

4
xSir SemTxvevaSi ekonometrikis saxelmZRvaneloebSi qvemoT moyvanili Q , QR da
Q E aRniSvnebis nacvlad gamoiyeneba TSS , RSS da ESS abraviaturebi ( TSS - total sum
of squares, RSS - regression sum of squares, ESS - error sum of squares). magram unda aRiniSnos,
rom aseTi abraviaturebi sayovelTaod miRebuls ar warmoadgens. magaliTad, zogi-
erT saxelmZRvaneloSi (dougerti) narCenebis kvadratebis jamis Q E -s aRniSvnisaTvis
gamoiyeneba abraviatura RSS -residual sum of squares. amitom ekonometrikuli literatu-
ris kiTxvisas yuradReba unda mieqces, Tu ra saxis terminebi da aRniSvnebi gamo-
iyeneba avtoris mier.

110
ar axdens Sedegze (e. i., roca (3.13) gantolebaSi  = 0 ), maSin y cvladis mTli-
ani gafantuloba sxva faqtorebis zemoqmedebiTaa ganpirobebuli, gadaxraTa kvad-
ratebis jami Q auxsnel gafantulobaTa jams QE -s emTxveva da regresiis wrfe

Ox RerZis paraleluria, e.i. yˆ i = y . sawinaaRmdego situaciaSi, roca gauTvalis-

winebeli faqtorebi gavlenas ar axdens Sedegze, y mTlianad (funqcionalurad)

x -iT ganisazRvreba da (4.8)-Si QE = 0 , anu Q = QR .

zogad SemTxvevaSi, Sedegobriv cvladze zemoqmedebs rogorc erTi, iseve
meore tipis faqtorebi. aqedan gamomdinare, regresiis gantolebis mniSvnelovneba
(monacemebTan morgebis xarisxi) imazea damokidebuli, Tu saerTo variaciis (gafan-
tulobis) ra nawili modis amxsnel cvladze da ra nawili – danarCen SemTxveviT
faqtorebze. bunebrivia, roca mTliani Q gafantulobis mniSvnelovani nawili
regresiiT (anu regresiis gantolebaSi CarTuli faqtoriT) aris ganpirobebuli,
maSin Sedegobrivi y cvladis axsnaSi statistikurad ufro mniSvnelovnad regre-

siis modeli unda miviCnioT, vidre saSualos Sesabamisi yˆ = y wrfe.

intuiciaze dafuZnebul am logikidan maTematikur dasabuTebaze rom gadavi-
deT, anu, rom ganvaxorcieloT regresiis modelis monacemebTan morgebis Sesaxeb
statistikuri hipoTezis Semowmeba, saWiroa avagoT Sesabamisi statistika.
amisaTvis mivmarToT (4.8)-s da davadginoT gadaxris kvadratebis jamebis saSualo
mniSvnelobebi, anu Tavisuflebis erTi xarisxiT gansazRvruli gafantulobebi.
Sinaarsobrivad Tavisuflebis xarisxi Tavisuflad varirebad, anu wrfivad damo-
ukidebel niSanTa ricxvs gamosaxavs, romelic mocemuli maxasiaTeblis an sididis
dasadgenad gamoiyeneba. zogad SemTxvevaSi, rodesac saqme gvaqvs n niSanTa erTob-
liobisagan miRebul maCvenebelTan, maSin Tavisuflebis xarisxi v ganisazRvreba
formuliT v = n − k , sadac k aris SezRudvaTa ricxvi, romelic edeba niSanTa
erTobliobas. sxvanairad mocemuli SezRudvebiT da ganxilul niSanTa nebismieri
n − k ricxviT SeiZleba ganvsazRvroT danarCeni k niSani. magaliTad, (4.8)-Si
mTliani gafantulobis jams Q -s Tavisuflebis n − 1 xarisxi Seesabameba, radganac

damoukidebel y1 , y 2 , , yn niSnebidan erTi xarisxi y saSualos gaangariSebis-

Tvis iqna gamoyenebuli.

analogiuri gziT SeiZleba davadginoT, rom (4.8)-Si auxsnel gafantulobaTa
jams Tavisuflebis ( n − 2 ) xarisxi Seesabameba. marTlac, QE -s ganmartebidan

111
 n n
QE =  ( yi − yˆ i ) 2 =  ei2
i =1 i =1

gamomdinareobs, rom mis formirebaSi n SemTxveviTi sidide e1 , e 2 ,  , en mona-

wileobs. magram, radganac es sidideebi erTmaneTTan a da b parametrebis ganmsa-

zRvrel normalur gantolebaTa sistemis saSualebiT aris dakavSirebuli, rome-
lic ori gantolebisagan Sedgeba, amitom QE -Si wrfivad damoukidebel ei Sesak-

rebTa raodenoba mxolod ( n − 2 )-s Seadgens. mocemul SemTxvevaSi Tavisuflebis

ori xarisxi a da b parametrebis gansazRvras, anu normalur gantolebaTa sis-
temis agebas moxmarda. Zneli ar aris SevniSnoT, rom, Tu gveqneba ei -s nebismieri

( n − 2 ) mniSvneloba da normalur gantolebaTa sistema, maSin SeiZleba ei -s danar-

Ceni ori mniSvnelobac gamovTvaloT.

maSasadame, davadgineT, rom (4.8)-Si saSualos irgvliv mTliani gafantulobis
Q -s Tavisuflebis xarisxi ( n − 1 )-s, xolo auxsnel gafantulobaTa Tavisuflebis
xarisxi ki ( n − 2 )-s Seadgens. maSin regresiis modeliT axsnil gafantulobaTa
wilad ( n − 1) − ( n − 2) = 1 Tavisuflebis xarisxi mova.

axla, rodesac CvenTvis cnobilia QR -is da QE -s Tavisuflebis xarisxebi,

SegviZlia ganvsazRvroT SerCeviTi dispersiebi

QR QE
S R2 = , S E2 = S e2 = ,
1 n−2
romlebic, Tavis mxriv, ori saxis dispersiis – regresiis gantolebiT axsnili

dispersiis da auxsneli dispersiis Teoriuli  R2 da  E2 mniSvnelobebis Sefase-

bebs warmoadgens. am Sefasebebis gamoyenebiT SevadginoT statistika

2 2
QR / 1 QE / (n − 2) S R2 S e2 1 n  yˆ i − y  1 n  ei 
F=
 u2  u2
=
 u2
= 
 u2 1 i =1   u 
 
n − 2 i =1   u
 .

vaCvenoT, rom moyvanili F sidide fiSeris ganawilebis mqone SemTxveviT si-
dideTa klass miekuTvneba, romelTa Tavisuflebis xarisxebia 1 da ( n − 2 ). amisa-
Tvis Teorema 4.1-Si moyvanili SedegebiT visargebloT.
aRniSnuli Teoremis Tanaxmad wyviluri regresiis normaluri klasikuri mo-
delis pirobebSi F -is mniSvnelSi mocemuli gamosaxuleba

112
 QE S e2
= (n − 2) ~  2 (n − 2) .
 2
u  2
u

meore mxriv, igive pirobebSi F -is mricxvelisaTvis gvaqvs

QR S R2 n n
b2 n
 ( yˆ i − y )  (a + bxi − a − bx )  (xi − x )
1 1
= = = =
2 2 2
.
 2
u  2
u  2
u i =1  2
u i =1  2
u i =1

aq Semavali  u2 gamovsaxoT (3.25)-dan:  u2 = nVar ( x ) b2 . imavdroulad gaviTva-

n
 ( xi − x ) = nVar( x) . maSin miviRebT
2
liswinoT, rom
i =1

2 2
QR  b  b−0
=   =  .
 u2   b    b 

vinaidan b ~ N (  ,  b2 ) , amitom rodesac wyviluri regresiis modelSi CarTuli x

cvladi y -is Sesaxeb araviTar informacias ar iZleva, e. i. rodesac  = 0 , maSin

(b /  b ) ~ N (0,1) , xolo (b /  b ) 2 ki  2 (1) kanoniTaa ganawilebuli:

2
QR  b 
=   =  2 (1) .
u b 
2

saboloo daskvnis gasakeTeblad aRvniSnoT, rom Teorema 4.1-is mesame nawilis

Tanaxmad ( b da S e2 sidideebis damoukideblobidan gamomdinare)  2 (1) da  2 ( n − 2)

erTmaneTisagan statistikurad damoukidebeli sidideebia. maSasadame miviReT, rom,

rodesac  = 0 , maSin

QR QE  2 (1) / 1
F= ~ = F (1, n − 2) (4.9)
 u2  1  u2 (n − 2)  2 (n − 2) /( n − 2)
fiSeris ganawilebis mqone SemTxveviTi sididea da misi Tavisuflebis xarisxebia 1
da ( n − 2 ). es garemoeba saSualebas gvaZlevs regresiis modelis mniSvnelovnebis
Semowmeba, magaliTad, Semdegi sqemis mixedviT movaxdinoT. vuSvebT nulovan hipo-
Tezas imis Sesaxeb, rom  = 0 . roca es hipoTeza WeSmaritia, maSin (4.9)-iT gan-
sazRvruli F mcire sididea. amitom mniSvnelovnebis  doniTa da Tavisuflebis
v1 = 1 da v2 = n − 2 xarisxebiT fiSeris ganawilebis cxrilis safuZvelze vadgenT
kritikul mniSvnelobas Fkr -s. Tu (4.9)-dan miRebuli F akmayofilebs pirobas

F  Fkr , maSin nulovan hipoTezas uarvyofT da regresiis models mniSvnelovnad

113
miviCnevT, e. i. vTvliT, rom y -is qcevas regresiis modeli ufro ukeTesad xsnis,

vidre yˆ = y wrfe.

2
determinaciis R koeficienti

regresiis modelis mniSvnelovnebis (monacemebTan morgebis xarisxis) Semowme-

bis procedura SeiZleba ramdenadme gansxvavebuli formiT warmovadginoT. amisTvis

SemoviRoT SerCeviTi determinaciis R 2 koeficientis cneba:

n

QR
 ( yˆ i - y ) 2 Var( yˆ )
i =1
R2 = = n
= . (4.10)
Q Var( y )
 ( yi - y ) 2

i =1

moyvanil formulas (4.8)-is samarTlianobis dros Semdegi ekvivalenturi saxe

Seesabameba
n

QE
 ( yi - yˆ i ) 2 Var(e)
i =1
R2 = 1− = 1− n
= 1− . (4.10*)
Q Var( y )
 ( yi - y ) 2

i =1

rogorc vxedavT, (4.10)-is mixedviT determinaciis R 2 koeficienti Sedegobrivi

cvladis mTlian gafantulobaSi regresiiT axsnili gafantulobis wils gamosa-
2
xavs. magram xazgasmiT gvinda aRvniSnoT, rom es Sinaarsobrivi mxare R -is (4.10)
formulas mxolod im SemTxvevaSi Seesabameba, roca sruldeba (4.8) toloba, e. i.
roca regresiis modelSi Tavisufali wevria CarTuli. amasTan, Tu (4.8) toloba

daculia, maSin 0  R 2  1 5. R 2 -is nulTan toloba niSnavs, rom regresia arafers

ar iZleva da y Sedegobrivi cvladis cvlilebas mTlianad SemTxveviTi faqtorebi
gansazRvravs, romlebic modelSi CarTuli ar aris. es niSnavs, rom x -sa da y -s
Soris wrfivi damokidebuleba ar arsebobs da SerCeuli modeli uvargisia. meore

ukiduresoba - R = 1 - Seesabameba situacias, roca dakvirvebis yvela ( xi , yi ) wer-

2

tili regresiis wrfeze mdebareobs da y Sedegobrivi cvladis cvlileba mTlia-

nad regresiis wrfiT aixsneba. aqedan gamomdinare, SegviZlia vivaraudoT, rom rac

2
5
praqtikaSi (4.10*) formulis gamoyenebisas R SeiZleba uaryofiTi aRmoCndes.
Cveulebriv, es xdeba regresiis modelisaTvis, romelSic Tavisufali wevri ar Sedis.
R 2 -is uaryofiToba modelSi Tavisufali wevris CarTvis aucileblobaze miuTiTebs.

114
axlos aris R 2 -is mniSvneloba 1-Tan, miT zustia regresiis wrfis morgebis xa-
risxi dakvirvebis monacemebTan, miT mniSvnelovania agebuli modeli.

rogori unda iyos R 2 -is mniSvneloba, rom regresiis SerCeviTi gantoleba

damakmayofileblad CavTvaloT? zogadad, yvela SemTxvevisaTvis erTi aseTi mniSv-

neloba ar arsebobs. amitom, R 2 -saTvis saWiroa Sefasebis statistikuri mniSvne-

lovnebis dadgenis standartuli proceduris gamoyeneba. CvenTvis ukve cnobilia,

rom aseTi procedura R 2 -is gamoTvlili mniSvnelobis cxrilur, anu kritikul

2
mniSvnelobasTan, Rkr -Tan, Sedarebas gulisxmobs. magram determinaciis koeficien-

tis ganawilebis cxrili ar arsebobs. amitom R 2 -is mniSvnelovnebis Sesaxeb hipo-

Tezis Sesamowmeblad arapirdapiri, iribi meTodi gamoiyeneba. kerZod, ganixileba

R 2 -Tan dakavSirebuli damxmare statistika, romlis ganawilebis kanoni cnobilia

da misi daxmarebiT wydeba determinaciis miRebuli koeficientis mniSvnelovnebis
sakiTxi. aRniSnuli damxmare statistikis misaRebad zemoT ganxilul (4.9)
formulas davubrundeT, romelic SeiZleba Semdegnairad gadavweroT

QR / 1 ( n − 2) QR
F= = ~ F (1, n − 2) .
QE /(n − 2) QE
gavyoT aq moyvanili wiladis mricxveli da mniSvneli Q -ze. imavdroulad gavi-

TvaliswinoT is garemoeba, rom (4.10)-is da (4.10*)-is Tanaxmad, Q E / Q = 1 − R 2 da

QR / Q = R 2 . miviRebT

(n − 2) R 2
F= ~ F (1, n − 2) . (4.11)
(1 − R 2 )
2
(4.11) amyarebs Sesabamisobas R da F statistikebs Soris. am Sesabamisobi-
2
dan gamomdinareobs, rom F da R maCveneblebidan Tu erT-erTi nulis tolia
(gansxvavdeba nulisgan), meorec analogiurad udris nuls (gansxvavdeba nulisgan)
da maTi cvlilebis mimarTulebac erTnairia. es imaze miuTiTebs, rom nulovani

H 0 : F = 0 hipoTeza H 0 : R 2 = 0 hipoTezis ekvivalenturia da erTi maTganis uar-

yofiT an miRebiT SeiZleba Sesabamisad uarvyoT an miviRoT meore. swored es
2
garemoeba udevs safuZvlad R -is mniSvnelovnebis dasabuTebis Semdeg sqemas. vaya-

libebT nulovan H 0 : R = 0 hipoTezas H 1 : R  0 alternativis sawinaaRmdegod.

2 2

115
R 2 -is mocemuli mniSvnelobiT (4.11)-dan vangariSobT F -s, xolo Tavisuflebis
v1 = 1 da v2 = n − 2 xarisxebiT da mniSvnelovnebis mocemuli  doniT fiSeris
ganawilebis cxrilSi vpoulobT Fkr -s. Tu F  Fkr , maSin nulovani hipoTeza ar

miiReba. aseT SemTxvevaSi R 2 -s imdenad maRali mniSvneloba gaaCnia, rom igi ar

SeiZleba gamowveuli iyos SemTxveviTobiT.

SeniSvna. (4.11) damokidebuleba saSualebas iZleva sakuTriv R 2 -is kritikuli

2
mniSvneloba Rkr Semdegi saxiT ganvsazRvroT

Fkr
2
Rkr = .
Fkr + (n − 2)

maSin regresiis miRebuli modelis vargisianoba SeiZleba SevafasoT R 2 -is mniS-

2
vnelobisa da mocemuli kritikuli Rkr -is Sedarebis gziT. magram, cxadia, es,

damatebiT gaTvlebis Catarebis garda axals arafers ar mogvcems.

 magaliTi 4.2 gamovTvaloT cxril 3.1-Si moyvanili monacemebiT agebuli regresiis

(3.7**) modelisaTvis determinaciis koeficienti da SevafasoT modelis mniSvnelovneba.
2
amoxsna. R koeficientis gamosaTvlelad aucilebeli monacemebi moyvanilia cxril
3.3-is me-4 da me-7 svetebSi. kerZod,
n n
Q =  ( yi − y ) = 5,565 ; QE =  ( yi − yˆ i ) = 0,2886 .
2 2

i =1 i =1

(4.10*) formulis gamoyenebiT miviRebT

QE 0,2886
R2 = 1− = 1− = 0,9481 .
Q 5,565
SevadginoT statistika

(n − 2) R 2 (10 - 2)  0,9481
F= = = 146,241 .
(1 − R ) 2
1 - 0,9481

fiSeris ganawilebis cxrilidan  = 0,05 mniSvnelovnebis doniT da Tavisuflebis

ν1 = 1 da ν 2 = 8 xarisxebiT miviRebT Fkr = 5,32 . maSasadame, F  Fkr da regresiis

modeliT damokidebuli cvladis qcevis axsna mniSvnelovania.
sainteresoa aRvniSnoT, rom aq moyvanili monacemebis pirobebSi determinaciis koefi-
2 2
cientis kritikuli mniSvnelobaa Rkr =0,3994, rac orjer da metad naklebia R -is Ser-

116
CeviT mniSvnelobaze. es kidev erTxel adasturebs imas, rom hipoTeza H 0 : R = 0 unda
2

uarvyoT. 

$ 4.3. korelaciis koeficienti

korelaciis SerCeviTi koeficienti ryx zemoT ganvmarteT, rogorc or cvlads

Soris wrfivi statistikuri damokidebulebis simWidrovis maxasiaTebeli. CvenTvis

cnobilia, rom es koeficienti ricxviT mniSvnelobas [-1,1] SualedSi Rebulobs.
amasTan, ryx -is dadebiTi mniSvnelobis dros erTi cvladis (magaliTad, x cvla-

dis) zrda meore cvladis (magaliTad, y -is) saSualo mniSvnelobis zrdas iwvevs,

xolo uaryofiTi ryx -is dros y -is saSualo mniSvneloba da x sxvadasxva mimar-

TulebiT icvleba.
aRsaniSnavia, rom regresiuli analizis procesSi korelaciis koeficienti
zogadad damxmare rols TamaSobs. magram wyviluri regresiis dros, determina-
ciis SerCeviT koeficientTan erTad, ryx SeiZleba regresiis gantolebis vargisi-

anobis (monacemebTan morgebis xarisxis) Sesamowmeblad gamoviyenoT. amis SesaZleb-

loba ryx koeficientis Tvisebebidan gamomdinareobs. kerZod, roca ryx = 1 ,

sakoordinato xOy sibrtyeze yvela dakvirvebadi ( xi , yi ) wertili erT wrfeze

imyofeba, romelic dadebiTi daxris kuTxiT xasiaTdeba 6 (nax. 4.1a). analogiurad,

roca ryx = −1 , dakvirvebis yvela wertili kvlav erT wrfeze imyofeba, oRond am

SemTxvevaSi wrfis daxris kuTxe uaryofiTia (nax. 4.1b). unda iTqvas, rom rac
axlos aris | ryx |-is mniSvneloba erTTan, miT maRalia wrfis irgvliv dakvirvebis

wertilebis koncentracis xarisxi da miT metad migvaniSnebs am wertilebis gan-

lageba x -s da y -s Soris mWidro wrfivi korelaciuri kavSiris arsebobaze. amave

dros, roca ryx = 0 , maSin dakvirvebis wertilebi saSualos irgvliv iseTi saxiT

aris gafantuli, rom maTi saSualebiT x -s da y -s Soris raime wrfivi kavSiris

6
ryx koeficientis niSani miuTiTebs regresiis wrfis daxris mimarTulebaze, magram

koeficientis sidide araviTar informacias ar iZleva imis Sesaxeb, Tu rogoria

mocemuli kavSiris maxasiaTebeli wrfis daxris kuTxe.

117
gamovlena SeuZlebelia, TumcaAam SemTxvevaSi SeiZleba arawrfivi kavSiri
arsebobdes (nax. 4.1g).

y y y
yˆ = y
r =1 r = -1

x x x
a) b) g)
nax. 4.1
maSasadame, korelaciis ryx koeficienti dakvirvebis ( xi , yi ) wertilebis
regresiis wrfesTan siaxlovis sazoms warmoadgens. amis gamo ryx -is mniSvnelobiT

SeiZleba vimsjeloT, Tu ramdenad Seesabameba SerCeuli wrfe x da y cvladebs

Soris arsebul empiriul damokidebulebas. koeficientis modulis didi mniS-
vneloba cvladebs Soris wrfivi korelaciuri kavSiris arsebobaze da agebuli
yˆ = a + b x funqciiT misi aRweris damajereblobaze, xolo nulTan siaxlove –
aseTi kavSiris sisusteze an ar arsebobaze da yˆ = a + b x funqciis miuReblobaze

mowmobs.
Cveulebriv, ekonomikur gamokvlevebSi korelaciis koeficientis modulis
0,7_0,9 sazRvrebSi moqceuli mniSvneloba fasdeba rogorc mWidro wrfivi
kavSiri, xolo 0,2_0,4 sazRvrebSi - rogorc susti wrfivi kavSiri. magram aseTi
Sefaseba eqspertul - miaxloebiT xasiaTs atarebs. ufro zusti SefasebisaTvis
saWiroa nulovani hipoTezis dasabuTeba an uaryofa.
korelaciis koeficientisaTvis nulovan hipoTezad ganixileba daSveba imis
Sesaxeb, rom generalur erTobliobaSi korelaciuri kavSiri ar arsebobs da,
maSasadame, korelaciis Teoriuli koeficienti  yx = 0 . am hipoTezasTan korela-

ciis SerCeviTi ryx koeficientis Tavsebadobis sakiTxis gasarkvevad Sesabamisi kri-

teriumis agebaa saWiro.

mcire moculobis SerCevis pirobebSi aseTi kriteriumis rolSi gamoiyeneba
SemTxveviTi sidide

118
 ryx n − 2
tr = , (4.12)
1 − ryx2

romelic nulovani H :  yx = 0 hipoTezis marTebulobis pirobebSi Tavisuflebis

( n − 2) xarisxis mqone stiudentis kanoniTaa ganawilebuli.

nulovani hipoTezis uaryofisaTvis da, maSasadame, ryx koeficientis mniSvne-

lovnebis dasabuTebisaTvis unda Sesruldes utoloba

| ryx | n − 2
| t r |=  tkr ,
1 − ryx2

sadac tkr aris stiudentis ganawilebis cxriluri mniSvneloba, romelic Tavisuf-

lebis ( n − 2) xarisxis da mniSvnelovnebis  donis mixedviT ganisazRvreba.

 magaliTi 4.3. gamovTvaloT 3.1 magaliTis monacemebiT korelaciis ryx koeficienti

da mis safuZvelze  = 0,05 mniSvnelovnebis doniT SevafasoT regresiis (3.7**) modelis

mniSvnelovneba.
amoxsna. ryx -is mniSvnelobis gasaangariSeblad Semdegi formuliT visargebloT


n
1
n xi y i − x y
ryx = i =1
.
 
n n
( 1n i =1
x −x
2
i
2
)( 1n i =1
y −y )
2
i
2

cxril 3.1-Si moyvanili monacemebis gaTvaliswinebiT miviRebT

  
n n n
1
n i =1
xi yi = 115,37; 1
n i =1
xi2 = 2045,9; 1
n i =1
yi2 = 6,559;
x = 42,5; y = 2,45; x 2 = 1806,25; y 2 = 6,0025 .
maSasadame,

115,37 − 42,5  2,45

ryx = = 0,9737 .
(2045,9 − 1806,25)(6 ,559 − 6,0025)
amis gaTvaliswineba (4.12)-Si mogvcems

0,97373 8
tr = = 12,0951.
1 − 0,94845
stiudentis ganawilebis cxriliT vadgenT, rom, roca  = 0,05 da (n − 2) = 8 , maSin
t kr = 2,306 . radganac tkr << t r , amitom ryx koeficienti da masTan erTad regresiis

(3.7**) gantoleba mniSvnelovania. 

119
 $ 4.4. kavSiri kriteriumebs Soris wyvilur regresiul analizSi

zemoT Cven ramdenime midgoma ganvixileT, romelebic regresiis SerCeuli

wrfis monacemebTan morgebis xarisxsa da vargisianobas sxvadasxva poziciidan afa-
sebs. miuxedavad imisa, rom garegnulad es midgomebi erTmaneTisagan ramdenadme
gansxvavebulia, SeiZleba vaCvenoT, rom wyviluri regresiuli analizis pirobebSi
isini (kerZod, t kriteriumi hipoTezisaTvis  = 0 , F kriteriumi determinaciis

R 2 koeficientisaTvis da t kriteriumi hipoTezisaTvis  yx = 0 ) erTmaneTis ekvi-

valenturia.

daviwyoT R 2 -is da ryx -is mniSvnelovnebis Semowmebis kriteriumebis kavSiris

ganxilviT. pirvel rigSi, vaCvenoT, rom wyviluri regresiuli analizis dros

determinaciis koeficienti x -sa da y -s Soris korelaciis koeficientis
kvadrats emTxveva. marTlac, ganvixiloT (4.10):
Var( yˆ )
R2 = . (4.10)
Var( y )
am gamosaxulebis wiladis mricxveli SeiZleba Semdegi saxiT gardavqmnaT (ix.
savarjiSo 4.6)
2
 Cov( x, y)  (Cov( x, y))2
Var( yˆ ) = Var(a + bx) = b Var( x) = 
2
 Var( x) = .
 Var( x)  Var( x)
gaviTvaliswinoT (4.10)-Si es garemoeba, da korelaciis koeficientis ganmarteba
(2.5)-dan. miviRebT
2
 Cov( x, y ) 
R =
2  = ryx2 .
 Var( x)Var( y ) 
 
2
axla erTmaneTs SevadaroT R -is da ryx -is mniSvnelovnebis SefasebisaTvis

gamoyenebuli F da t statistikebi:

(n − 2) R 2 ryx n − 2
F= , tr = .
(1 − R )
2
1 − ryx2

Tu gaviTvaliswinebT tolobas R 2 = ryx2 , SevniSnavT, rom F statistika t r sta-

tistikis kvadrats emTxveva. rac Seexeba F statistikis kritikuli mniSvnelobis

da t r statistikis kritikuli mniSvnelobis kvadratis tolobis damtkicebas, sir-

120
Tulis gamo aq gamovtovebT. aRniSnulic sakmarisia imis dasabuTebisaTvis, rom

wyviluri regresiis SemTxvevaSi F testi R 2 -isaTvis da t testi korelaciis ryx

koeficientisaTvis yovelTvis erTi da igive Sedegs mogvcems. sxva sityvebiT,

korelaciis koeficienti x -s da y -s Soris kavSiris simZlavreze maSin da mxo-

lod maSin miuTiTebs, roca R 2 -is miRebuli sididiT regresiis modelis mniSvne-
lovneba sabuTdeba.
axla vaCvenoT H 0 :  = 0 hipoTezisaTvis gamoyenebul tb da H 0 :  yx = 0 hipo-

TezisaTvis gamoyenebuli t r statistikebis ekvivalenturoba. am mizniT ganvixiloT

tb = b / Sb statistika, romelic (3.30)-is safuZvelze Semdegnairad Caiwereba

b Var(e)
tb = =b .
Sb (n − 2)Var( x)

radganac (4.10*)-is Tanaxmad Var(e) = (1 − R 2 ) Var( y) = (1 − ryx2 ) Var( y) , amitom

(n − 2)Var( x) Cov( x, y ) Var( x) n − 2

tb = b = =
(1 − ryx2 )Var( y) Var( x) Var( y) 1 − ryx2

Cov ( x, y ) n−2 n−2

= = ryx = tr .
Var ( x)Var ( y ) 1 − ryx
2
1 − ryx2

maSasadame, regresiisa da korelaciis koeficientebis mniSvnelovnebis Semowmebis

kriteriumebi erTmaneTs emTxveva. es ki mowmobs, rom Tu b da ryx parametrebidan

romelime erTi nulisagan mniSvnelovnad gansxvavebuli iqneba, maSin meorec auci-

leblad gansxvavebuli iqneba nulisagan.

$ 4.5. Sefasebuli modelis gamoyeneba prognozirebisaTvis

upirobo prognozireba. prognozis Secdoma

regresiis modelis koeficientebis SefasebiTa da statistikuri mniSvnelov-

nebis Sesaxeb hipotezebis SemowmebiT ekonomistis samuSao ar mTavrdeba. Semdegi
nabiji miRebuli Sedegebis ekonomikur interpretaciasTan erTad xSirad agebuli
modelis prognozirebisaTvis gamoyenebas gulisxmobs.

121
 Cveulebriv termini `prognozireba~ drosTan mimarTebaSi ganixileba da
gulisxmobs raime obiqtis an procesis momavali mdgomareobis maxasiaTeblis gan-
Wvretas. regresiuli analizis SemTxvevaSi am termins ufro farTo Sinaarsi gaaC-
nia. imisgan damoukideblad rasTan gvaqvs saqme _ droiTi Tu sivrcobrivi struq-
turis monacemebTan, regresiuli modeliT prognozirebis mizania Sedegobrivi
(damokidebuli) cvladis Sefaseba im amxsneli cvladis (cvladebis) mniSvnelobis
(mniSvnelobebis) safuZvelze, romlic sawyis SerCevaSi ar Sedis.
ganasxvaveben wertilovan da intervalur prognozirebas. pirvel SemTxvevaSi
Sedegobrivi cvladis Sefaseba konkretuli ricxvia, meore SemTxvevaSi ki inter-
valia, romelSic mocemuli ndobis albaTobiT SeiZleba imyofebodes Sesafasebeli
sidide. arsebobs aseve upirobo da pirobiTi prognozireba. rodesac sawyisi SerCe-
vis gareT mocemuli amxsneli cvladis mniSvneloba zustad cnobilia, maSin misi
Sesabamisi damokidebuli cvladis Sefasebis process upirobo prognozireba ewo-
deba, pirobiTi prognozirebis dros ki sawyisi SerCevis gareT mocemuli amxsneli
cvladis mniSvneloba mxolod miaxloebiTaa cnobili.
davuSvaT, rom dakvirvebis monacemebis gamoyenebiT, romelic Sedgeboda n
wertilisagan, SevafaseT wrfivi regresiis modeli
yi =  +  xi + ui , i = 1,2,, n (4.13)

da statistikuri kriteriumebis TvalsazrisiT miviReT damakmayofilebeli

gantoleba
yˆ = a + b x . (4.14)

vTqvaT, CvenTvis damatebiT cnobili gaxda amxsneli x cvladis kidev erTi

zusti mniSvneloba7 x * da gvinda gavakeToT prognozi Sesabamisi Sedegobrivi y *

cvladis sididis Sesaxeb. Tu x * -s gaviTvaliswinebT (4.14) gantolebaSi miviRebT

mniSvnelobas
yˆ* = a + b x * , (4.15)

romelsac Sedegobrivi cvladis saprognozo mniSvneloba ewodeba. rogorc

vxedavT, regresiuli gantolebiT saprognozo mniSvnelobis dadgenis procesi sak-
marisad martivad gamoiyureba. magram aq mTavaria gavarkvioT, ramdenad saimedoa
aseTnairad gakeTebuli prognozi da rasTan gvaqvs realurad Cven saqme.

7
maSasadame, vixilavT upirobo prognozirebis SemTxvevas.

122
 radganac prognozis gakeTebas safuZvlad davudeT (4.13) modelidan miRe-
buli a da b Sefasebebi, amiT Cven faqtobrivad vigulisxmeT, rom axal dakvirve-
baze gadasvlisas modelis struqtura da parametrebi ar icvleba. sxvanairad, rom
vTqvaT, miviReT daSveba imis Sesaxeb, rom x * -is Sesabamisi y -is faqtobrivi
mniSvneloba y * (romelc am SemTxvevaSi CvenTvis ucnobia) aRiwereba (4.13) tipis
wrfivi damokidebulebiT
y* =  +  x * +u * , (4.16)

sadac u * SemTxveviTi wevria da mas iseTive Tvisebebi da ganawileba gaaCnia,

rogoric (4.13)-Si Semaval SemTxveviT u i , i = 1,2,, n , sidideebs. maSasadame, prog-

nozirebis ganxilul procesSi n dakvirvebis wertilisagan Semdgari modeli Sev-

cvaleT n + 1 dakvirvebis wertilisagan Semdgari gafarToebuli modeliT, romel-
Sic damatebiTi wertili Semdegi saxiT ganisazRvreba: xn+1 = x * , y n+1 = y * . magram,

xazi gvinda gavusvaT imas, rom am gafarToebul modelze gadasvlis mizania ara
gantolebis  da  parametrebis Sefaseba (es Sefasebebi _ a da b , CvenTvis

ukve cnobilia), aramed SemTxveviTi y * sididis Sefaseba.

rogorc ukve aRvniSneT, y * -is saprognozo mniSvnelobad anu Sefasebad

(4.15)-iT gansazRvruli ŷ * ganixileba. SeiZleba davamtkicoT, rom a da b Sefa-

sebebis msgavsad ŷ * Sefasebac gadauadgilebelia da wrfiv gadauadgilebel Sefa-

sebebs Soris minimaluri dispersiiT xasiaTdeba.
davamtkicoT am debulebis erTi nawili, romelic gadauadgileblobas exeba.
am mizniT ganvixiloT sxvaoba ( yˆ * − y*) , romelsac prognozis Secdoma ewodeba.
(4.15) da (4.16) gamosaxulebebis gaTvaliswinebiT miviRebT
yˆ * − y* = (a + bx*) − ( +  x * +u*) = (a −  ) + (b −  ) x * −u * . (4.17)

es gamosaxuleba gviCvenebs, rom prognozis Secdoma ori mizeziT warmoiqmneba.

erTi mizezi prognozis gakeTebisas regresiis Teoriuli koeficientebis nacvlad
a da b Sefasebebis gamoyenebas ukavSirdeba. aSkaraa, rac didia am Sefasebebis
Teoriuli mniSvnelobebidan gadaxra, miT maRalia prognozis Secdoma. meore mize-
zi saprognozo mniSvnelobis gaangariSebisas SemTxveviTi u * wevris gauTvalis-
wineblobaa. daSvebis Tanaxmad am wevrisaTvis sruldeba piroba E(u*) = 0 . garda

123
amisa, viciT, rom E(a) =  da E(b) =  . am garemoebebis gaviTvaliswinebT (4.17)-
dan miviRebT:
E( yˆ * − y*) = E(a −  ) + x * E(b −  ) − E(u*) = 0 .
maSasadame, y * -isTvis ŷ * gadauadgilebeli Sefasebaa.

rac Seexeba ŷ * -is dispersias, mis minimalurobas aq ar davamtkicebT zedme-

ti garTulebebis Tavidan asacileblad, magram moviyvanT mis mniSvnelobas, romel-
sac Semdegi saxe aqvs

 1 (x * −x)2 
 2
yˆ * = D( yˆ *) = D(a + b x*) =   +
2
u , (4.18)
 n nVar( x) 
sadac x da Var(x) sawyisi SerCevis amxsneli cvladis saSualo ariTmetikuli da
n n
SerCeviTi dispersiaa: x =  xi n , Var( x) =  ( xi − x ) 2 n .
i =1 i =1

dispersia (4.18) prognozis variaciis maCvenebelia da, rogorc vxedavT, gan-

pirobebulia Sefasebuli regresiis a da b koeficientebis variaciiT. imisaTvis,
rom gavaanalizoT ramdenad zustia prognozi, (4.18)-is nacvlad unda ganvixiloT
prognozis Secdomis dispersia. es ukanaskneli Semdegi saxiT ganisazRvreba

 (2yˆ*− y*) = D( yˆ * − y*) = D(a + b x * − − x * −u*) =

 1 (x * −x)2 
= D(a + bx*) + D(u*) =  u2 1 + + . (4.19)
 n nVar( x ) 
aq moyvanili gardaqmnebSi gaviTvaliswineT jamis dispersiis Tviseba, agreTve is,
rom SemTxveviTi (a + b x*) da u * sidideebi erTmaneTisagan damoukidebelia,

( +  x*) mudmivi sididea da, daSvebis Tanaxmad, D(u*) = D (u i ) =  u2 . (4.19)-dan

gamomdinareobs, rom rac ufro didadaa gadaxrili x * -is mniSvneloba SerCeviTi
saSualodan, miT didia prognozis Secdomis Teoriuli dispersia. es formula
gviCvenebs, agreTve, rom prognozis sizuste damokidebulia SerCevis moculobaze
n -ze. saqme isaa, rom rodesac SerCevis moculoba mniSvnelovnad izrdeba, maSin a
da b koeficientebi Teoriuli  da  mniSvnelobisaken miiswrafvis da

prognozis Secdomis erTaderTi wyarod SemTxveviTi u * wevri gvevlineba, romlis

dispersiac aris  u . maSasadame roca n →  , maSin gaus-markovis pirobebis

2

Sesrulebisas  (2yˆ*− y*) →  u2 .

124
 prognozis ndobis intervali

davuSvaT, (4.13) modelSi Semavali SemTxveviTi u i wevrebi normaluradaa

ganawilebuli. CvenTvis ukve cnobilia, rom aseT pirobebSi Sefasebuli a da b

koeficientebic normalur ganawilebas eqvemdebareba. aqedan gamomdinare, normalu-
rad ganawilebuli iqneba, agreTve, saprognozo mniSvneloba yˆ* = a + b x * da prog-

nozis Secdoma ( yˆ * − y*) . amasTan, am ukanasknelis maTematikuri lodini, rogorc

zemoT vaCveneT, nulis tolia, dispersia ki (4.19) formuliT ganisazRvreba.

(4.19)-Si mocemuli  u2 SevcvaloT misi gadauadgilebeli SefasebiT, romel-

sac wyviluri regresiis (4.13) modelis SemTxvevaSi Semdegi saxe aqvs

1 n 2
S e2 =  ei .
n − 2 i =1
maSin miviRebT prognozis Secdomis dispersiis gadauadgilebel Sefasebas

 1 (x * −x)2 
S (2yˆ*− y*) = S e2 1 + + . (4.20)
 n nVar( x) 
SevadginoT gamosaxuleba
( yˆ * − y*) − E ( yˆ * − y*) ( yˆ * − y*)
t= = .
S ( yˆ*− y*) S ( yˆ*− y*)
CvenTvis cnobilia, rom am saxiT gansazRvruli SemTxveviTi sidide xasiaT-
deba Tavisuflebis n − 2 xarisxis mqone stiudentis t ganawilebiT. es garemoeba
saSualebas gvaZlevs prognozis namdvili y * mniSvnelobisaTvis CavweroT ndobis
itervali
yˆ * − t kr S ( y*− y*)  y*  yˆ * + t kr S ( y*− y*) , (4.21)

sadac tkr aris t statistikis kritikuli mniSvneloba, romelsac stiudentis

cxrilSi Seesabameba mniSvnelovnebis  / 2 done da Tavisuflebis n − 2 xarisxi.

moyvanili gamosaxulebis Tanaxmad prognozis ndobis intervalis sigrZe dade-
biTad damokidebulia standartul Secdomaze, S ( y*− y *) -ze. Tavis mxriv, es ukanas-

kneli (4.20)-is Tanaxmad minimalur S e 1+ 1 / n mniSvnelobas Rebulobs x* = x

situaciaSi da izrdeba ( x * − x ) 2 -is zrdis kvalobaze. maSasadame, rac metad gans-

xvavdeba x * -is mniSvneloba SerCevis saSualosagan, miT didia prognozis ndobis

125
 y

y * -is ndobis intervali

yˆ* = a + b x *

x x* x

nax. 4.2. prognozis ndobis intervali

intervali da miT metad gaurkvevelia prognozi. nax. 4.2-ze zogadad naCvenebia Se-
sabamisoba prognozis ndobis intervalis sigrZesa da amxsneli cvladis mniS-
vnelobas Soris.

 magaliTi 4.4. 4.1-Si mocemulia 15 wliani periodis monacemebi aSS-is samomxma-

reblo fasebis donisa (y) da niu-iorkis safondo birJis indeqsis (x) Sesaxeb.

cxrili 4.1
i samomxmareblo safondo i samomxmareblo safondo
fasebis done y indeqsi x fasebis done y indeqsi x
1 60.6 53.69 9 107.6 108.9
2 65.2 53.7 10 109.6 136
3 72.6 58.32 11 113.6 161.7
4 82.4 68.1 12 118.3 149.91
5 90.9 74.02 13 124 180.02
6 96.5 68.93 14 130.7 183.46
7 99.6 92.63 15 136.2 206.33
8 103.9 92.46
davadginoT rogori iqneba samomxmareblo fasebis indeqsis saprognozo mniSvneloba,
agreTve, prognozis 95%-iani ndobis intervali im SemTxvevisaTvis, Tuki safondo birJis
indeqsi miaRwevs x* = 215,5 niSnuls.
amoxsna. pirvel rigSi, moyvanili monacemebis safuZvelze SevafasoT y -is regresia
x -is mimarT. Sefasebul gantolebas Semdegi saxe aqvs
yˆ = 54,9031 + 0,4076 x , R 2 = 0,868 ; F = 85,5
,
( s.e) (5,4441) (0,0441)

sadac regresiis koeficientebis qveS frCxilebSi miTiTebulia standartuli Secdomebi.

CavsvaT aq x -is nacvlad mniSvneloba x* = 215,5 , miviRebT samomxmareblo fasebis donis

saprognozo sidides:

126
 yˆ* = 54,9031 + 0,4076 x* = 54,9031 + 0,4076  215 ,5 = 142 ,9 .
prognozis ndobis intervalis gamosaTvlelad, rogorc (4.21)-dan gamomdinareobs,
2
unda davadginoT prognozis Secdomis SerCeviTi dispersiis, S ( yˆ *− y *) -is, mniSvneloba. am

2
ukanasknelis gamosaTvlelad yvela saWiro informacia ( x , Var(x) , S e ) regresiis gan-

tolebis Sefasebis procesSi miiReba. kerZod, x = 112 ,5447 ; Var( x) = 2585,5 ;

Se2 = 75,3642 . CavsvaT es mniSvnelobebi (4.20)-Si da damatebiT gaviTvaliswinoT n = 15

da x* = 215,5 . miviRebT

 1 (215 ,5 − 112 ,5447 ) 2 

S (2yˆ*− y*) = 75,3642 1 + +  = 75,3642  1,34 = 100 ,99 .
 15 15  2585 ,5 
maSasadame, prognozis Secdomis standartuli Secdoma S ( y*− y *) tolia

S ( y*− y*) = 100 ,99 = 10,049 . mocemul situaciaSi tkr = 2,179 , amitom prognozis namdvili

y * mniSvnelobisaTvis 95%-iani ndobis intervali Seadgens

142,9 − 2,179 10,049  y*  142,9 + 2,179 10,049
an rac igivea 121,003  y*  164 ,797 . SevniSnoT, rom intervali sakmarisad didia da

amis erT-erTi mTavari mizezi didi sxvaobaa, romelic arsebobs x * -sa da SerCevis saSu-
alos, x -s Soris. 

kiTxvebi TviTSemowmebisaTvis

1. ras niSnavs regresiis koeficientebisaTvis mniSvnelovnebis Semowmeba?

2. regresiis koeficientis mniSvnelovnebis Semowmebisas ra SemTxvevaSi gamoiyeneba
calmxrivi da ra SemTxvevaSi - ormxrivi kriteriumi?
3. ras gviCvenebs regresiis koeficientisaTvis ndobis intervali?
4. rogor xdeba dispersiuli analiziT regresiis modelis mniSvnelovnebis
Semwmeba?
5. ras gamosaxavs detrminaciis koeficienti da ra sazRvrebSi SeiZleba icvle-
bodes igi?
6. aRwereT ratom aris SesaZlebeli korelaciis ryx koeficientiT wyviluri reg-

resiis gantolebis mniSvnelovnebis Sefaseba.

127
7. CamoayalibeT nulovani hipoTezebi, romlebic gamoiyeneba regresiis b koefici-
entis, determinaciis R 2 koeficientis da korelaciis ryx koeficientis mniSvnelov-

nebis dasabuTebisaTvis. ratom iZleva es hipoTezebi erTi da igive Sedegs?

8. axseniT ra igulisxmeba saprognozo mniSvnelobaSi? ra ganapirobebs prognozis
Secdomas da rodis aris igi minimaluri?

savarjiSoebi da amocanebi

4.1. davuSvaT, rom Tqven SeamowmeT nulovani hipoTeza erTdroulad 5%-iani da

1%-iani mniSvnelovnebis doneebiT. ra SemTxvevaSi ganixilavT:
1) mxolod 1%-iani mniSvnelovnebis doniT Semowmebis Sedegs?
2) mxolod 5%-iani mniSvnelovnebis doniT Semowmebis Sedegs?
3) mniSvnelovnebis orive doniT Semowmebis Sedegs?
4.2. erT-erT universitetSi, sadac studentTa codnis Sefasebis 100 quliani sis-
tema moqmedebs, saswavlo gegmaSi gaTvaliswinebul 10 SerCeviTi sagnis magaliTze
gamokvleul iqna Sesabamisoba mocemul saganSi wina kurseli studentebis saSu-
alo moswrebis mniSvnelobasa ( x ) da mimdinare welSi sagnis arCevis intensiobas
( y ) Soris. es ukanaskneli procentuli maCvenebelia, romelic gamosaxavs sagnis
potenciuri studentebis mTlian raodenobaSi im studentebis wils, romlebmac
misi Seswavlis survili gamoTqves. gamokvlevis Sedegebi moyvanilia cxril 4.1-Si.
cxrili 4.1
i 1 2 3 4 5 6 7 8 9 10
xi 63 72 67 77 83 87 58 90 80 93

yi 22 28 25 36 44 50 18 53 40 60

a) SeafaseT umcires kvadratTa meTodiT regresiis y = a + bx + e gantoleba;

b) axseniT miRebuli koeficientebis Sinaarsi;
g) 5%-iani mniSvnelovnebis doniT daadgineT, gansxvavdeba Tu ara nulisagan
regresiis miRebuli koeficientebi;
d) gamoTvaleT miRebuli koeficientebis 99%-iani ndobis intervali;

4.3. isargebleT 4.2 savarjiSoSi agebuli regresiis gantolebiT da:

128
 a) CamoayalibeT Sesabamisi nulovani da alternatiuli hipoTezebi da cal-
mxrivi kriteriumis daxmarebiT 1%-iani mniSvnelovnebis doniT SeamowmeT b koefi-
cientis mniSvnelovneba;
b) 5%-iani mniSvnelovnebis doniT daasabuTeT arsebiTad gansxvavdeba, Tu ara
b koeficienti erTisagan?
4.4. 4.2 savarjiSoSi moyvanili monacemebiT gamoTvaleT determinaciis R 2 koefi-
cienti da korelaciis ryx koeficienti. SeamowmeT, 5%-iani mniSvnelovnebis doniT

arsebiTad gansxvavdeba Tu ara nulisagan TiToeli maTgani da sruldeba, Tu ara

toloba R 2 = ryx2 .

4.5. cxril 4.2-Si moyvanili monacemebiT:

a) aageT regresiis gantoleba y = a + bx + e da gamoTvaleT determinaciis

R 2 koeficienti. SeamowmeT miRebuli koeficientiT gantolebis mniSvnelovneba;

b) aageT regresiis y = bx + e gantoleba da gamoTvaleT determinaciis R 2
n
QE Q
koeficienti Semdegi ori wesiT: R2 = 1− , R 2 = R , sadac Q =  ( yi - y ) 2 ,
Q Q i =1

n n
QR =  ( yˆ i - y ) , QE =  ( yi - yˆ i ) 2 . ra daskvnebis gaakeTeba SegiZliaT miRebuli
2

i =1 i =1

koeficientebis mniSvnelobebis safuZvelze?

cxrili 4.2
i 1 2 3 4 5 6 7 8 9 10

xi 3 7 9 13 14 18 21 23 28 32

yi 90 84 80 75 66 60 55 47 40 36

4.6. daamtkiceT, rom Var ( yˆ ) = b 2Var ( x) , sadac yˆ = a + bx .

4.7. aCveneT, rom, roca ryx = 0 , maSin regresiis wrfiv gantolebaSi a = y da

b = 0.
4.8. aCveneT, rom ( xi , yi ), i = 1,2,..., n , wyvilebisaTvis gamoTvlili korelaciis

koeficienti emTxveva (axi + b, cyi + d ), i = 1,2,..., n , wyvilebisaTvis gamoTvlil

korelaciis koeficients, sadac a, b, c, d mudmivebia.

129
4.9. 4.2 savarjiSoSi moyvanili monacemebiT aageT y -is regresia x -is mimarT da,
piriqiT, x -is regresia y -is mimarT:
y = a + bx + e , x = c + dy + ξ .

SeamowmeT WeSmaritia, Tu ara toloba ryx = bd . pasuxis samarTlianoba daasabu-

TeT analitikurad. ras unda udrides determinaciis R2 koeficienti, rom

Sesruldes damokidebuleba b = 1/d ?

4.10. 13 dakvirvebisagan Semdgari SerCeva gamoiyeneba y =  +  x + u modelis

SefasebisaTvis, sadac u -s gaaCnia normaluri ganawileba nulovani saSualoTi da
 u2 dispersiiT. mocemulia:
n n n
 yi = 2969 ;  ( yi − y ) 2 = 1123,077 ;  ( xi − x )( yi − y ) = 2508,1369 ;
i =1 i =1 i =1
n n
 xi = 2646 ;  ( xi − x ) 2 = 16687,5377 .
i =1 i =1

a) SeafaseT  ,  da maTi dispersiebi; b) moZebneT 1%-iani mniSvnelovnebis doniT

 -s da  -s ndobis intervalebi; g) gamoTvaleT determinaciis R 2 koeficienti;

d) moaxdineT 5%-iani mniSvnelovnebis doniT regresiis b koeficientis, regresiis
gantolebis da korelaciis koeficientis mniSvnelovnebis Sefaseba.

4.11. daamtkiceT (4.18) gamosaxulebis marTebuloba.

4.12. wyviluri regresiis modelisaTvis yi =  +  xi + ui , i = 1,,20 , cnobilia:

20 20 20 20
 xi = 769,99 ,  yi = 480,27  xi2 = 31166,49 ,  yi2 = 11803,09 ,
i =1 i =1 i =1 i =1
20
 xi yi = 18898,77 . mocemulia amxsneli cvladis kidev erTi, mniSvneloba
i =1

x* = 50,25 , amasTan, igulisxmeba, rom igi sawyisi modelis pirobebs akmayofilebs.

a) gamoTvaleT Sesabamisi Sedegobrivi y * sididis saukeTeso (efeqturi) gadauad-
gilebeli saprognozo mniSvneloba;
b) SeafaseT prognozis standartuli Secdoma;
g) gansazRvreT prognozis 95%-iani ndobis intervali.

130
 Tavi V

mravlobiTi regresiis klasikuri modeli

$ 5.1. wrfivi regresiis modeli ori damoukidebeli cvladiT

orfaqtoriani wrfivi modeli

wyviluri regresia, romelic wina TavSi ganvixileT, saSualebas iZleva Sede-

gobriv cvladze mxolod erTi damoukidebeli (faqtoruli) cvladis gavlena Se-
viswavloT. Tu SerCeuli damoukidebeli cvladi SedegobrivisTvis dominirebadi
faqtoria, maSin wyviluri regresia mizez-Sedegobriv kavSirebs sakmarisad srulad
aRwers. magram, xSirad, Sedegobriv cvladze erTdroulad da SesaZloa sxvadasxva
mimarTulebiT ramdenime mniSvnelovani faqtori zemoqmedebs, romelTa gaTvaliswi-
nebac aucilebelia. magaliTad, Tu Sedegobrivi cvladis rolSi Sinameurneobebis
mier romelime konkretuli saqonlis SeZenis sidides ganvixilavT, maSin mizanSe-
wonilia regresiis gantolebaSi aranakleb ori faqtoruli cvladis - saqonlis
fasisa da Sinameurneobebis Semosavlebis - gaTvaliswineba. amasTan, zogad SemTxv-
evaSi, pirveli maTganis mimarT SeZenis sidide klebadia, meoris mimarT ki zrdadi.
damokidebuli cvladis Seswavlis procesSi ramdenime faqtoris gaTvaliswi-
nebas mravlobiTi regresiis modelTan mivyavarT, romelic, Tavisi arsiT, wyvilu-
ri regresiis modelis ganzogadebas warmoadgens. magram unda iTqvas, rom ganzoga-
deba marto erTis nacvlad ramdenime faqtoris ganxilvas ar gulisxmobs. aq Cven
or axal problemas vawydebiT, romlebic wyviluri regresiisaTvis damaxasiaTe-
beli ar iyo: Sedegobriv cvladze damoukidebel cvladTa gavlenis erTmaneTisagan
gamijvnis problemas da modelis specifikaciis problemas, anu imis garkvevas, reg-
resiis gantolebaSi damoukidebeli cvladebidan romeli CavrToT da romeli ara.
am problemebis Sesaxeb saubari mogvianebiT gveqneba. axla ki ganvixiloT mra-
vlobiTi regresiis umartivesi varianti, romelSic y Sedegobrivi cvladis gan-

msazRvrelia ori faqtoruli cvladi, x1 da x 2 , da models Semdegi wrfivi saxe

aqvs

131
 yi =  0 + 1 xi1 +  2 xi 2 + ui , i = 1,2,..., n , (5.1)

sadac i dakvirvebis nomris indeqsia;  0 , 1 da  2 regresiis ucnobi paramet-

rebia; u i SemTxveviTi wevria. Tu davuSvebT, magaliTad, rom (5.1) raime produqci-

aze moTxovnis regresiuli modelia, maSin xi1 da xi 2 Sinaarsobrivad i dakvir-

vebisTvis Sinameurneobebis Semosavlebis moculobas da fasis sidides gamosaxavs,

xolo y i ki imave i dakvirvebisaTvis saqonelze moTxovnis sididea.

o
x1

x2
nax. 5.1

wyviluri regresiis modelis msgavsad (5.1)-ic Sedgeba SemTxveviTi ( u i ) da

sistematuri (  0 + 1 xi1 +  2 xi 2 ) nawilebisagan. samganzomilebian sivrceSi (5.1)-is

geometriuli gamisaxvisas sistematur nawils sibrtye, xolo SemTxveviT u i naw-

ils ki am sibrtyis zemoT da qvemoT mdebare wertilebi Seesabameba (nax. 5.1). yu-
radReba mivaqcioT im garemoebas, rom nax. 5.1-ze sibrtyis daxrilobis forma miu-
TiTebs situaciaze, roca x1 faqtoris zrda y -is saSualo mniSvnelobis zrdas,

xolo x 2 -is zrda ki - klebas ganapirobebs. faqtorebze y -is saSualos damokide-

bulebis aseTi forma marTebulia, magaliTad, maSin, roca (5.1) moTxovnis modelia
da masSi 1 ( 1  0 ) aris Semosavlis erTeuli nazrdiT, xolo  2 (  2  0 ) ki -

fasis erTeuli nazrdiT gamowveuli moTxovnis cvlilebis saSualo sidide.

umcires kvadratTa meTodi orfaqtoriani modelisaTvis

(5.1) gantolebis  0 , 1 da  2 parametrebis Sefaseba SerCeviTi erTobli-

obis safuZvelze xorcieldeba. mocemul SemTxvevaSi SerCeviTi erTobliobis yo-

132
veli i dakvirvebisTvis aucilebelia, rom gansazRvruli iyos gantolebis samive
cvladis mniSvneloba y i , xi1 da xi 2 . amitom, Tu davuSvebT, rom mocemuli gvaqvs
n dakvirveba, maSin maTi erToblioba SeiZleba Semdegi cxriliT gamovsaxoT:
1 2  n
yi y1 y2  yn

x1 x11 x21  x n1
x2 x12 x22  xn 2

vTqvaT,
yˆ i = b0 + b1 xi1 + b2 xi 2 , i = 1,2,..., n , (5.2)

aris regresiis (5.1) Teoriuli modelis Sefaseba, romelic cxrilSi moyvanili

monacemebis safuZvelze miiReba. cxadia, b0 , b1 da b2 warmoadgens  0 , 1 da  2
parametrebis Sefasebebs. aRvniSnoT: ei = yi − yˆ i . amis gaTvaliswinebiT (5.2) SeiZ-

leba Semdegi ekvivalenturi saxiT CavweroT

yi = b0 + b1 xi1 + b2 xi 2 + ei , i = 1,2,..., n . (5.3)

ei -s narCenobiTi wevri ewodeba da, Tavis mxriv, igi (5.1) gantolebis SemTxveviTi
u i wevris Sefasebaa.
iseve, rogorc wyviluri regresiis dros, mocemul SemTxvevaSic regresiis
b0 , b1 da b2 parametrebis SefasebisaTvis ZiriTadad umcires kvadratTa meTodi
gamoiyeneba, romelic Semdeg kriteriumzea dafuZnebuli
n n
G =  ( yi − yˆ i ) =  ei2 = min .
2
(5.4)
i =1 i =1

CavsvaT (5.4)-Si ŷ i -is mniSvneloba (5.2)-dan da miRebuli gamosaxulebisTvis

CavweroT pirveli rigis aucilebeli pirobebi, romlis drosac G minimums

aRwevs. gvaqvs:
G n n
= −2 ( yi − b0 − b1 xi1 − b2 xi 2 ) =  ei = 0 ,
b0 i =1 i =1

G n n
= −2 ( yi − b0 − b1 xi1 − b2 xi 2 ) xi1 =  ei xi1 = 0 ,
b1 i =1 i =1

G n n
= −2 ( yi − b0 − b1 xi1 − b2 xi 2 ) xi 2 =  ei xi 2 = 0 .
b2 i =1 i =1

133
 martivi gardaqmnebis Semdeg miviRebT:

 n n n

 0 1  i1 2  i 2  yi
nb + b x + b x =
 i =1 i =1 i =1

 n n n n
 0  i1 1  i1 2  i1 i 2  yi xi1 .
+ + =
2
b x b x b x x (5.5)
 i =1 i =1 i =1 i =1
 n n n n
b0  xi 2 + b1  xi1 xi 2 + b2  x i 2 =  yi xi 2
2

 i =1 i =1 i =1 i =1

maSasadame, gvaqvs sami wrfivi gantoleba sami ( b0 , b1 da b2 ) ucnobiT. (5.5)-s

normalur gantolebaTa sistema ewodeba. roca es sistema Tavsebadia mas erTader-

Ti amonaxsni gaaCnia, romelic SeiZleba wrfiv gantolebaTa sistemis amoxsnis
nebismieri meTodiT miviRoT. zogierTi meTodi saSualebas iZleva gamoviyvanoT sa-
Ziebeli parametrebis gamoTvlis mza formulebi. amitom yovel jerze rom ar mog-
viwios (5.5) sistemis romelime meTodiT amoxsna, mizanSewonilia aseTi mza for-
mulebis erT-erTi varianti moviyvanoT. am mizniT gavyoT (5.5) sistemis pirveli
gantoleba n -ze da miRebuli Sedegidan gamovsaxoT b0 :

b0 = y − b1 x1 − b2 x2 , (5.6)
n n n
sadac y =  yi /n , x1 =  xi1 / n , x2 =  xi 2 / n . SevcvaloT (5.5)-is darCenil or
i =1 i =1 i =1
gantolebaSi b0 -is mniSvneloba (5.6)-dan. imavdroulad, Sesabamisi dajgufebiT mi-
n n
Rebul gamosaxulebebSi gaviTvaliswinoT  xi1 = n x1 da
i =1
x
i =1
i2 = n x 2 tolobebi.
maSin Semdeg sistemas miviRebT

b1Var ( x1 ) + b2 Cov ( x1 , x 2 ) = Cov ( x1 , y ) ,

(5.7)
b1Cov ( x1 , x 2 ) + b2Var ( x2 ) = Cov ( x 2 , y ) ,

sadac
1 n 2 1 n
Var( x1 ) = 
n i =1
xi1 − x12 ; Var( x2 ) =  xi22 − x22 ;
n i =1
n
1
Cov( x1 , x2 ) =  xi1 xi 2 − x1 x2 ; (5.8)
n i =1

1 n
Cov( x1 , y ) =  xi1 yi − x1 y;
n i =1
1 n
Cov( x2 , y ) =  xi 2 y i − x2 y .
n i =1

sabolood (5.7) sistemis amoxsna mogvcems, rom

134
 Cov ( x1 , y )Var ( x 2 ) − Cov ( x 2 , y )Cov ( x1 , x 2 )
b1 = ; (5.9)
Var ( x1 )Var ( x 2 ) − Cov ( x1 , x 2 )
2

Cov ( x 2 , y )Var ( x1 ) − Cov ( x1 , y )Cov ( x1 , x 2 )

b2 = . (5.10)
Var ( x1 )Var ( x 2 ) − Cov ( x1 , x 2 )
2

erTobliobaSi (5.9)-(5.10) da (5.6) samuSao formulebis erT-erTi variantia,

romelTa gamoyenebiT SeiZleba gamovTvaloT orfaqtoriani wrfivi regresiuli mo-
delis koeficientebis Sefasebebi. magram unda aRvniSnoT, rom praqtikaSi regre-
siis mravalfaqtoriani, maT Soris orfaqtoriani, modelis Sefaseba ZiriTadad
xorcieldeba gamoyenebiTi programebis paketebiT, romelTa simravlec sakmarisad
mravalferovania.

 magaliTi 5.1. ekonomikuri Teoriidan cnobilia, rom Sinameurneobebis mimdinare

danaxarjebis, maT Soris dasveneba-garTobaze mimarTuli danaxarjebis, y -is, erT-erT
ZiriTad ganmsazRvrels mimdinare SromiTi Semosavlebi x1 warmoadgens. amave dros, dana-

xarjebis sidideze garkveuli zegavlena SeiZleba iqonios, agreTve, Sinameurneobebis dag-

rovilma simdidrem, kerZod ki misma im nawilma - x 2 -ma, romelic fasiani aqtivebis saxiT

(anabrebi, obligaciebi aqciebi da a.S.) arsebobs. amitom erT-erT dasaxlebul punqtSi 10

SemTxveviT SerCeul gansxvavebul Semosavliani samsuliani ojaxebis gamokvlevis Sedegad
mimdinare wlis mdgomareobis mixedviT dafiqsirda monacemebi (pirobiTi), romlebic
asaxulia cxril 5.1_Si.
cxrili 5.1
danaxarjebi dasveneba- 1,6 1,7 1,7 2 2,2 2,4 2,5 3 3,6 3,8
garTobaze (as larebSi) y
SromiTi Semosavali (as 20 25 28 34 38 45 50 55 60 70
larebSi) x1
aqtivebis porTfeli (as 4,5 2,4 3,7 7,0 10,5 0 7,5 9,8 10,7 9,9
larebSi) x 2

avagoT ekonometrikuli modeli, romelic gansazRvravs mocemuli dasaxlebuli pun-

qtis samsuliani ojaxebis dasveneba-garTobaze danaxarjebis regresias maTi SromiTi Semo-
savlebisa da arsebuli aqtivebis sididis mimarT da am monacemebis safuZvelze movax-
dinoT modelis Sefaseba.

amoxsna. davuSvaT, rom y , x1 da x 2 cvladebs Soris kavSiris gamosaxvisTvis Teo-

riulad misaRebia wrfivi regresiuli modeli (5.1). masSi Semavali  0 , 1 da  2 parame-

135
trebis Sefasebebis gansazRvrisTvis visargeblod (5.6), (5.9)-(5.10) formulebiT. winaswar
mizanSewonilia SevadginoT damxmare cxrili (ix. cxril 5.2-is pirveli 6 sveti).

cxrili 5.2
i xi21 x i22 y i2 xi1 xi 2 xi1 yi xi 2 yi ŷ i yi − yˆ i ei2 ( yi - y )
2

1 2 3 4 5 6 7 8 9 10
1 400 20,25 2,56 90 32 7.2 1,41419 0,18581 0,03453 0,60393
2 625 5,76 2,89 60 42.5 4.08 1,59520 0,10480 0,01098 0,73068
3 784 13,69 2,89 103,6 47,6 6.29 1,75285 -0,05285 0,00279 0,48602
4 1156 49 4 238 68 14 2,08155 -0,08155 0,00665 0,13575
5 1444 110,25 4,84 399 83,6 23.1 2,32559 -0,12559 0,01577 0,01548
6 2025 0 5,76 0 108 0 2,43419 -0,03419 0,00117 0,00025
7 2500 56,25 6,25 375 125 18.75 2,79910 -0,29910 0,08946 0,12187
8 3025 96,04 9 539 165 29.4 3,06440 -0,06440 0,00415 0,37749
9 3600 114,49 12,96 642 216 38.52 3,30288 0,29712 0,08828 0,72739
10 4900 98,01 14,14 693 266 37.62 3,73003 0,06997 0,00490 1,63849

 20459 563,74 65,59 3139,6 1153,7 178,96 24,4998 0 0,25868 4,83735

vinaidan cxril 5.1-is Tanaxmad

y = 2,25, x1 = 42,5 da x2 = 6,6 ,

amitom am monacemebis, agreTve, cxril 5.2-is pirveli 6 svetis jamuri Sedegebis (5.8)
formulebSi gaTvaliswineba mogvcems:

Var ( x1 ) = (10) −1  2,459 − 1806,25 = 239,65 ;

Var ( x2 ) = (10 ) −1  563,74 − 43,56 = 12,814 ;
Cov ( x1 , x2 ) = (10 ) −1  3139,6 − 280,5 = 33,46 ;
Cov ( x1 , y ) = (10 ) −1  1153,7 − 104,125 = 11,245 ;
Cov ( x 2 y ) = (10) −1  178,96 − 16,17 = 1,726 .
maSasadame,
11,245  12,814 − 1,726  33,46
b1 = = 0,04425 ,
239,65  12,814 − (33,46 )
2

1,726  239,65 − 11,245  33,46

b2 = = 0,01916 ,
239,65  12,814 − (33,46 )
2

b0 = 2,45 − 0,04241  42,5 − 0,019155  6,6 = 0,44303 .

SevitanoT es mniSvnelobebi (5.2)-Si. maSin Cveni saZiebeli gantolebis konkretuli
saxe iqneba
yˆ = 0,44303 + 0,04425 x1 + 0,01916 x2 .  (5.2*)

136
 $ 5.2. mravlobiTi regresiis koeficientebis interpretacia

Tu erTmaneTs SevadarebT erTi da igive informaciis bazaze agebul wyviluri

da mravlobiTi regresiis gantolebebs, SevniSnavT, rom orive gantolebaSi Sema-
vali saerTo faqtoruli cvladis win mdgari regresiis koeficientis mniSvne-
loba, rogorc wesi, erTi da igive ar aris. amasve mowmobs magaliT 3.1-is da 5.1-
is monacemebiT agebuli regresiis gantolebebis
yˆ = 0,45579 + 0,04692 x1 (3.5*)

yˆ = 0,44303 + 0,04425 x1 + 0,01916 x2 (5.2*)

Sedareba, saidanac gamomdinareobs, rom x1 -is Sesabamisi regresiis koeficienti

(0,04692) wyvilur regresiaSi igive cvladis koeficients (0,04425) mravlobiT

regresiaSi ramdenadme aRemateba. amis mizezi ki isaa, rom mravlobiTi regresiis
dros Sedegobriv cvladze sxvadasxva faqtorul cvladTa cvlilebis gavlenis
erTmaneTisagan gamijvna xdeba. saqme isaa, rom wyviluri regresiis (3.5*) ganto-
lebaSi b1 koeficienti axasiaTebs rogorc sakuTriv mocemuli x1 faqtoris, ise

masTan korelirebuli sxva faqtorebis, maT Soris x 2 -is erTobliv gavlenas Sede-

gobrivi cvladis saSualo mniSvnelobaze. mravlobiTi regresiis (5.2*) gantole-

baSi ki aRniSnuli erToblivi zemoqmedeba gantolebaSi asaxul x1 da x 2 faqtor-

ebzea ganawilebuli. amitom Sinaarsobrivad b1 gamosaxavs x1 faqtoruli cvladis

erTeuli cvlilebis Sedegad warmoqmnil Sedegobrivi y cvladis saSualo mniS-

vnelobis nazrds im pirobebSi, roca x 2 -is mniSvneloba fiqsirebulia. 1 analogi-

urad, b2 asaxavs x 2 faqtoris erTeuli nazrdis wminda gavlenas y cvladis saS-

ualo mniSvnelobaze im pirobebSi, roca dafiqsirebulia x1 cvladis mniSvneloba.

(5.2*) gantolebis mixedviT SegviZlia vTqvaT, rom Cvens hipoTezur dasaxlebul

punqtSi, romlisTvisac Catarebuli SerCevis Sedegebi mocemulia cxril 5.1-Si,
samsuliani ojaxis wliuri SromiTi Semosavalis asi lariT gazrda, sxva Tanabar
pirobebSi, dasveneba-garTobaze danaxarjebis saSualod 4,4 lariT gadidebas gamo-

1
rac Seexeba Tavisufal wevrs b0 -s, misi Sinaarsi zogadad nakleb sainteresoa. saqme isaa, rom
regresiul modelebSi Tavisufali wevri, anu mudmivi wevri, rogorc wesi, damxmare rols asru-
lebs. regresiaSi misi CarTva modelis moqnilobisaTvis xdeba da ZiriTadad arainterpretirebadia
ekonomikurad. Tumca gvxvdeba gamonaklisi situaciebi, rodesac Tavisufali wevri ekonomikuri Si-
naarsis matarebelia. aq ganxiluli modeli amis magaliTia, romelSic Tavisufali wevri dasveneba-
garTobaze avtonomiuri danaxarjebis sidides aRniSnavs.

137
iwvevs, maSin, roca dagrovili aqtivebis Rirebulebis 100 lariT gadidebas, sxva
Tanabar pirobebSi, igive danaxarjebis mxolod 1,9 lariT zrda mohyveba.

$ 5.3. mravlobiTi regresiis wrfivi modeli (zogadi SemTxveva)

davuSvaT, rom Sedegobriv y cvladze wrfivad m amxsneli x1 , x 2 , , xm

cvladi zemoqmedebs. maSin mravlobiTi regresiis zogadi wrfivi modeli Semdegi
saxiT Caiwreba
y =  0 + 1 x1 +  2 x2 + . . . +  m xm + u, (5.11)
sadac  0 , 1 , . . . ,  m regresiis ucnobi koeficientebia. cxadia, roca mocemulia

dakvirvebis ( yi , xi1 , . . . , xim ), i = 1, . . . , n , wertilebi sadac n  m , maSin TiToeulma

am wertilma (4.11) gantoleba unda daakmayofilos. amitom gveqneba

y1 =  0 + 1 x11 +  2 x12 + . . . +  m x1m + u1 ,
y 2 =  0 + 1 x21 +  2 x22 + . . . +  m x2 m + u 2 ,
(5.12)
............................
y n =  0 + 1 xn1 +  2 xn 2 + . . . +  m xnm + u n ,
sadac xij aris x j faqtoruli cvladebis mniSvneloba i dakvirvebisTvis, xolo

u i SemTxveviTi wevris mniSvnelobaa i dakvirvebisTvis.

erT da orfaqtoriani modelis SemTxvevis msgavsad mocemul situaciisTvisac
regresiuli analizis mTavari amocanaa  0 , 1 , . . . ,  m parametrebis b0 , b1 , . . . , bm Se-

fasebebis gansazRvra da SerCeviTi gantolebis

yˆ = b0 + b1 x1 + b2 x2 + . . . + bm xm (5.13)

ageba, romelic dakvirvebis wertilebisaTvis Semdeg sistemas warmoqmnis

y1 = b0 + b1 x11 + b2 x12 + . . . + bm x1m + e1 ,

y 2 = b0 + b1 x21 + b2 x22 + . . . + bm x2 m + e2 ,
(5.14)
...........................
y n = b0 + b1 xn1 + b2 xn 2 + . . . + bm xnm + en ,
sadac ei narCenobiTi wevris mniSvnelobaa i dakvirvebisTvis.

b0 , b1 , . . . , bm Sefasebebis gansazRvrisTvis SeiZleba gamoviyenoT umcires kvad-

ratTa meTodi. igi gulisxmobs b0 , b1 , . . . , bm Sefasebebis mniSvnelobis miRebas

138
 n n n
G =  ei2 =  ( yi − yˆ i ) =  ( yi − b0 − b1 xi1 − b2 xi 2 − . . . − bm xim ) = min
2 2

i =1 i =1 i =1

kriteriumis safuZvelze.
mravali cvladis funqciis eqstremumis moZebnis aucilebeli pirobis safu-
Zvelze G -s kerZo warmebulebi

G G G
, , , .
b0 b1 bm
nuls gavutoloT. gveqneba

G n
G n
= −2 ei = 0, == −2 ei xij = 0, j = 1,, m , (5.15*)
b0 i =1 b j i =1

sadac ei = yi − b0 − b1 xi1 − b2 xi 2 −  − bm xim . Sesabamisi gardaqmnebiT normalur gan-

tolebaTa Semdeg sistemas miviRebT
n n n n
b0 n + b1  xi1 + b2  xi 2 + . . . + bm  xim =  yi ,
i =1 i =1 i =1 i =1
n n n n n
b0  xi1 + b1  xi21 + b2  xi1 xi 2 + . . . +bm  xi1 xim =  yi xi1 ,
i =1 i =1 i =1 i =1 i =1
n n n n n
b0  xi 2 + b1  xi 2 xi1 + b2  xi22 + . . . + bm  xi 2 xim =  yi xi 2 , (5.15)
i =1 i =1 i =1 i =1 i =1

............................................
n n n n n
b0  xim + b1  xim xi1 + b2  xim xi 2 + . . . + bm  xim2 =  yi xim .
i =1 i =1 i =1 i =1 i =1

rogorc vxedavT, (5.15) m + 1 ucnobisagan da amdenive wrfivi gantolebisagan

Sedgeba. amitom amonaxsnis arsebobis SemTxvevaSi saZiebeli b0 , b1 , , bm paramet-

rebi calsaxad ganisazRvreba. (5.15) sistemis amoxsnis ramdenime meTodi arsebobs.

gansakuTrebiT mosaxerxebels matricis Sebrunebis meTodi warmoadgens, amitom
SevCerdeT masze. am meTodis daxasiaTebisaTvis winaswar saWiroa regresiis (5.12)
da (5.14), agreTve, (5.15) sistemebi matriculi formiT gamovsaxoT.
SemoviRoT Semdegi aRniSvnebi

 y1  1 x11 x12 . . . x1m   0 

     
y  1 x21 x22 . . . x2 m   
Y =  2 , X = ,  =  1 ,
 ... ... ... ... ...  
     
y  1 . . . xnm   
 n  xn1 xn 2  m

139
  u1   b0   e1 
     
u    b1 
e =  2  .
e
U = 2, B= ,
  
     
u  b  e 
 n  m  n
Tu gaviTvaliswinebT matricebze da veqtorebze moqmedebis wesebs (ix.
danarTi 1), (5.12) Semdegnairad Caiwereba
Y = X + U , (5.16)
xolo (5.14)-is matricul analogs ki warmoadgens

Y = XB + e . (5.17)
rac Seexeba (5.15)-s, misi matriculi formiT gamosaxvisTvis or garemoebas unda
mivaqcioT yuradgeba. pirveli, advilad SevniSnavT, rom (5.15) sistemaSi bj ,
j = 0,1,, m , koeficientebTan mdgari sidideebisagan Semdgari matrica

 n n

 n  x i1   xim 
 i =1 i =1 
 n n n 
  i1  i 1 
2
x x  xi1 xim 
A =  i =1 i =1 i =1

. . . . . . . . . . . . . . . . . . . . . . 
 n n n 
  xim  xim xi1   xim2 
 i =1 i =1 i =1 
T
aris X da X matricaTa namravli:

 1 1  1  1 x11  x1m 
   
 x11 x21  xn1  1 x21  x2 m 
X TX = . . = A,
....... .......  . . . . . . . . . .
   
x  xnm  1 xn1  xnm 
 1m x 2 m 
sadac X T aris X -is transponirebuli matrica; 2
meore, (5.15) sistemis marjvena mxareSi mdgari elementebisagan Semdgari
T
veqtor-sveti X matriciis Y veqtor-svetze gamravlebiT miiReba, kerZod,

2
SemdegSi matricis an veqtoris zeda marjvena kuTxeSi dasmul T simbolos trans-
ponirebis aRmniSvnelad vixmarT. am ukanasknelSi matricaSi striqonebis svetebiT an
svetebis striqonebiT Secvlis operacia igulisxmeba.

140
  n 
  yi 
 1 1 ... 1   1   i =1
y 
    n
 y i x i1  .
 x11 x12 . . . xn1
X TY = 


 2
y
 ...  =  i =1


..............
    ... 
x  y   n
 1m x2 m . . . xnm   n   y x 
 i im 
 i =1
maSasadame, normalur gantolebaTa (5.15) sistemis matriculi saxea

X T XB = X TY . (5.18)
am ukanasknelidan gamomdinareobs, rom, roca arsebobs Sebrunebuli matrica

(X X )
T −1
, maSin normalur gantolebaTa sistemis amonaxsnia

B = (X T X ) X TY .
−1
(5.19)
aRsaniSnavia erTi garemoeba, ris codnac SemdgomSi gamogvadgeba. Tu gavaana-

lizebT A = ( X T X ) matricas, SevniSnavT, rom igi simetriulia mTavari diagona-

lis mimarT. matriculi algebridan cnobilia, rom simetriuli matricis Sebrune-

bulic simetriul matricaa. maSasadame, (5.19)-Si Semavali ( X T X ) −1 simetriul

matricaTa jgufs miekuTvneba.

 magaliTi 5.2 ganxiluli meTodis arsis ilustrireba 5.1 magaliTis monacemebis

gamoyenebiT movaxdinoT.
amoxsna. am magaliTis pirobebSi m =2, n =10 da

 1,6  1 20 4,5 
    b 
 1 25 2,4    0
Y =  ,
1,7
X= , B =  b1 .
      
    b 
 2
 3,8  1 70 9,9 
amitom gveqneba

1 20 4,5 
 1 1 ... 1     10 425 66 
  1 25 2,4   
(X T X ) =  20 25 . . . 70   =  425 20459 3139,6 ;
 4,5 2,4 . . . . . . . . . . . . 
 9,9     66 3139,6 563,74 
1 70 9,9 


141
  1,6 
 1 1  1     24,5 
  1,7  
( )
X TY =  20 25  70    = 1153,7  .
 4,5 2,4  9,9     178,96 
   3,8   
 

= (X T X )
−1 −1 −1
Sebrunebuli matrica A
−1
gamovTvaloT formuliT A = A A* , sadac A
T
aris ( X X ) matricis determinanti, xolo A * ki mierTebuli matricaa, romelic
Semdegi saxisaa

 A11 A21 A31 

 
A* =  A12 A22 A32  ,
A A33 
 13 A23

sadac Ai j (
aris A = X X
T
) matricis a i j elementis algebruli damateba. gvaqvs

 0,85915 - 0,01659 - 0,00818 

 
(X T
X)
−1
=  - 0,01659 0,00066 - 0,00171 .
 - 0,00818 0,01228 
 - 0,00171

Tu gavamravlebT mocemul matricas X TY veqtoris zemoT moyvanil mniSvnelobaze,

sabolood miviRebT

 b   0,85915 - 0,01659 - 0,00818   24,5 

  0   
B =  b1  =  - 0,01659 0,00066 - 0,00171  1153,7  =
 b   - 0,00818 0,01228  178,96 
 2  - 0,00171

= (0,44303 0,04425 0,01916 )T .

maSasadame, rogorc mosalodneli iyo, mocemulma meTodma igive Sefasebebi mogvca,
rac (4.6), (4.9)-(4.10) formulebis gamoyenebiT zemoT ukve miviReT. 

$ 5.4. mravlobiTi regresiis gantoleba standartizebul

masStabSi

mravlobiTi regresiis gantolebis interpretaciisas aRvniSneT, rom b j koe-

ficienti Sedegobrivi cvladis saSualo mniSvnelobis cvlilebis sidides gamosa-

xavs, romelic sxva Tanabar pirobebSi, damoukidebeli j cvladis erTi erTeuliT

cvlilebisas miiReba. am Sinaarsidan gamomdinare b j koeficientis zomis erTeuli

Sedegobrivi cvladis da Sesabamisi faqtoris zomis erTeulebiT ganisazRvreba.

magaliTisaTvis ganvixiloT orfaqtoriani modeli

142
 yˆ = b0 + b1 x1 + b2 x2
da davuSvaT, rom masSi ŷ aris produqciis gamoSvebis moculoba (aTas larebSi),

x1 _ gamoyenebuli kapitalis Rirebuleba (aTas larebSi), x2 _ warmoebaSi

dasaqmebulTa raodenoba (kac dReebSi). aseT pirobebSi b1 -is zomis erTeulia

aTasi lari aTasi lari
, xolo b2 -is ki _ . amasTan, unda aRiniSnos, rom koefi-
aTasi lari kac dRe

cientis sidide regresiis gantolebaSi Sedegobrivi cvladis an Sesabamisi faqto-

ris zomis erTeulis cvlilebisas icvleba. kerZod, Tu Sedegobrivi y cvladis

zomis erTeuls k -jer SevamcirebT (magaliTad, aTas lars as larebSi gadavi-

yvanT), maSin gantolebis marjvena mxare k -ze unda gavamravloT. es niSnavs, rom
b0 -Tan erTad b1 -is da b2 -is mniSvnelobebi k -jer gaizrdeba. magram, Tu erT-erTi
faqtoris zomis erTeuls k -jer SevamcirebT, maSin k -ze mxolod Sesabamisi faq-
toris regresiis koeficienti unda gavamravloT. aRniSnulidan gamomdinareobs,
rom, rodesac mravlobiTi regresiis gantolebaSi faqtorebi sxvadasxva zomis
erTeulebSia warmodgenili, regresiis koeficintebi, zogad SemTxvevaSi, erTmaneTi-
saTvis araSesadaria. magaliTad, Tu zemoT moyvanil regresiis gantolebaSi b1  0 ,

b2  0 da b1  b2 , es sulac ar niSnavs imas, rom y -ze x1 faqtoris gavlena uf-

ro Zlieria, vidre x 2 faqtorisa. regresiis koeficientebis Sesadar saxeze dayva-

nisaTvis da Sedegobriv cvladze faqtorebis gavlenis SedarebiTi SefasebisaTvis

saWiroa regresiis koeficientebi standartizebul erTeulebSi gamovsaxoT.
regresiis koeficientebis standartizebul masStabSi gamosaxva advilia, roca
cnobilia regresiis gantoleba Cveulebrivi (naturaluri) formiT. marTlac, da-
vuSvaT, rom umcires kvadratTa meTodiT miviReT SerCeviTi gantoleba

yˆ = b0 + b1 x1 + b2 x2 + . . . + bm xm .

masTan erTad ganvixiloT normalur gantolebaTa (5.15) sistemis pirveli ganto-

leba, romelic n -ze gayofiT Semdegi saxiT Caiwereba

y = b0 + b1 x1 + b2 x2 +  + bm xm .

am gantolebebis sxvaoba mogvcems

yˆ − y = b1 ( x1 − x1 ) + b2 ( x2 − x2 ) +  + bm ( xm − xm ) .

143
es ukanaskneli Semdegnairad gardavqmnaT

yˆ − y Sx (x − x ) S x ( x − x2 ) S x ( x − xm )
= b1 1 1 1 + b2 2 2 +  + bm m m ,
Sy Sy S x1 Sy S x2 Sy S xm

sadac S y , S x , j = 1,2 ,, m , standartuli gadaxrebia:

j

1 n
S y = Var ( y ) = 
n i =1
( yi − y ) 2 ;

1 n
S x j = Var ( x j ) = 
n i =1
( xij − x j ) 2 .

yˆ − y x1 − x1 x2 − x2 x − xm
miRebul gamisaxulebaSi , , , , m cvladebs standarti-
Sy S x1 S x2 S xm

zebuli cvladebi, xolo

~ Sxj
bj = bj , j = 1,2, ,m ,
Sy
koeficientebs ki regresiis standartizebuli koeficientebi ewodeba.
Tu SemoviRebT aRniSvnebs
 = ( yˆ − y ) / S y , z j = ( x j − x j ) / S x j , j = 1,2, , m,

maSin regresiis gantoleba standartizebul masStabSi SegviZlia Semdegi saxiT

CavweroT
~ ~ ~
 = b1 z1 + b2 z 2 +  + bm zm .
yuradReba mivaqcioT im garemoebas, rom mocemul gantolebaSi Tavisufali wevri
ar Sedis, radganac yvela cvladi saSualodan gadaxris normirebul sidideebSia
gamosaxuli.
~
regresiis standartizebuli koeficienti b j gviCvenebs saSualod ramdeni
standartuli erTeuliT Seicvleba Sedegobrivi niSani faqtorulis erTi standa-
rtuli erTeuliT Secvlis pirobebSi. es koeficientebi erTmaneTis Sesadaria. es
imas niSnavs, rom, Tu nebismieri ori maTganisaTvis, vTqvaT, sruldeba piroba
~ ~
| b p || bq | , maSin SeiZleba CavTvaloT, rom Sedegobrivi y cvladis saSualo mniS-

vnelobaze x p faqtori ufro Zlier gavlenas axdens, vidre x q faqtori.

ilustraciisaTvis ganvixiloT (5.2*) gantoleba da misi koeficientebi stan-

144
dartizebuli formiT gamovsaxoT.3 visargebloT standartuli gadaxris mniSvne-
lobebiT
S y = 0,74599, S x = 15,48063 , S x = 3,57966 ,
1 2

romlebic advilad SeiZleba gamovTvaloT 5.1 da 5.2 cxrilebis monacemebis gamo-

yenebiT. miviRebT
~ 15,4806 ~ 3,5797
b1 = 0,04425  = 0,9183 ; b2 = 0,01916  = 0,0919 .
0,74599 0,74599
maSasadame, ganxilul pirobiT magaliTSi, rogorc mosalodneli iyo, garToba-
dasvenebaze gaweuli danaxarjebis sidideze mimdinare Semosavlebi ufro met
gavlenas axdens, vidre fasian aqtivebSi dagrovili simdidre.
regresiis standartizebuli gantoleba da koeficientebi SeiZleba uSualod
sawyisi monacemebidan regresiis Cveulebrivi (naturaluri) gantolebis agebis ga-
reSec miviRoT. marTlac, orfaqtoriani modelis ganxilvisas zemoT vaCveneT, rom
normalur gantolebaTa (5.5) sistemis me-2 da me-3 gantoleba SeiZleba Semdeg
saxeze daviyvanoT
b1Var ( x1 ) + b2 Cov ( x1 , x 2 ) = Cov ( x1 , y ) ,
(5.7)
b1Cov ( x1 , x 2 ) + b2Var ( x 2 ) = Cov ( x 2 , y ) .
es garemoeba ganzogadebis saSualebas iZleva. kerZod, m faqtoriani modelis
normalur gantolebaTa (5.15) sistemidan analogiuri gziT miiReba:

b1Var( x1 ) + b2 Cov( x1 , x2 ) +  + bm Cov( x1 , xm ) = Cov( x1 , y ),

b1Cov( x1 , x2 ) + b2Var( x2 ) +  + bm Cov( x2 , xm ) = Cov( x2 , y ),
-------------------------------------------------
b1Cov( xm , x1 ) + b2 Cov( xm , x2 ) +  + bmVar( xm ) = Cov( xm , y ).

am sistemis pirveli gantolebis yvela wevri gavyoT S y S x1 -ze, meore gantolebisa

- S y S x2 -ze da a.S., bolo gantolebisa - S y S xm -ze. imavdroulad, gaviTvaliswinoT
standartizebuli koeficientebis zemoT moyvanili ganmarteba da is faqti, rom
Cov( x j , y) Cov( x j , xk )
= ryx j , = rx j xk .
SySxj S x j S xk
maSin CavwerT

3
unda aRvniSnoT, rom (5.2*) gantolebis koeficientebi Tavidanve erTmaneTis Sesada-
ria, radganac maT erTnairi zomis erTeulebi gaaCniaT. miuxedavad amisa, (5.2*)
regresiis gantolebis standartizebul formas ar warmoadgens.

145
 ~ ~ ~
b1 + b2 rx1x2 +  + bm rx1xm = ryx1 ,
~ ~ ~
b1rx2 x1 + b2 +  + bm rx2 xm = ryx2 ,
------------------------
~ ~ ~
b1rxm x1 + b2 rxm x2 +  + bm = ryxm .

rodesac wyviluri korelaciis ryx j , rx j xk koeficientebi mocemulia, maSin am

gantolebaTa sistemis amoxsna regresiis standartizebul koeficientebs mogvcems.
aucileblobis SemTxvevaSi advilad SeiZleba regresiis Cveulebriv (naturalur)
gantolebaze gadavideT, risTvisac Semdegi formulebiT unda visargebloT
m
~
b j = b j S y / S x j , j = 1,2,,m; b0 = y −  b j x j .
j =1

dasasruls kidev erTi gza ganvixiloT, romlis saSualebiTac SeiZleba Sede-

gobriv cvladze gavlenis xarisxis mixedviT regresiis gantolebis faqtoruli
cvladebis mowesrigeba. mxedvelobaSi gvaqvs saSualo elastikurobis ξ j koefi-

cientebis gaangariSeba. es ukanaskneli Semdegi saxiT xorcieldeba

xj
 j = bj , j = 1,2,,m .
y
Sinaarsobrivad  j koeficienti gviCvenebs ramdeni procentiT Seicvleba Sede-

gobrivi cvladis SerCeviTi saSualos mniSvneloba faqtoruli x j cvladis SerCe-

viTi saSualo mniSvnelobis erTi procentiT cvlilebisas. elastikurobis saSua-

lo koeficientebis absoluturi mniSvnelobebi SeiZleba erTmaneTs SevadaroT.
magaliTad, ganvixiloT (5.2*) gantoleba, romlisTvisac
y = 2,25, x1 = 42,5 da x2 = 6,6 .
saSualo elastikurobis zemoT moyvanili formulis gamoyenebiT miviRebT
42,5 6,6
1 = 0,04425  = 0,768 ,  2 = 0,01916  = 0,052 .
2,45 2,45
rogorc vxedavT, 1 mniSvnelonad aRemateba  2 -s. es kidev erTxel adasturebs
zemoT gakeTebul daskvnas imis Sesaxeb, rom (5.2*) modelSi Sedegobriv cvladze
pirveli faqtoris gavlena gacilebiT ufro Zlieria, vidre meore faqtorisa.

146
 $ 5.5. mravlobiTi regresiuli analizis ZiriTadi daSvebebi

rogorc vnaxeT, mravlobiTi regresiis modelis

Y = X + U (5.16)

koeficientebis Sefasebebis B veqtori umcires kvadratTa meTodis gamoyenebiT
SeiZleba Semdegi saxiT ganvsazRvroT

B = (X T X ) X TY .
−1
(5.19)
miRebuli Sefasebebis Tvisebebi damokidebulia daSvebebze, romlebic (5.16) mode-
lis, gansakuTrebiT ki masSi Semavali U veqtoris mimarT gamoiyeneba. es daSvebebi
wyviluri regresiis modelisaTvis miRebuli daSvebebisagan arsebiTad ar gansxva-
vdeba da am ukanasknelTa ganzogadebaa. ufro konkretulad, mravlobiTi regresiis
modeli Semdeg daSvebebs efuZneba.
daSveba I. damokidebulebas Sedegobriv da faqtorul cvladebs Soris (5.16)-
Si moyvanili wrfivi saxe gaaCnia, sadac X determinirebuli (araSemTxveviTi)
matricaa, U SemTxveviTi veqtoria. amasTan, U veqtoris elementebi da x j ,

j = 1,2, , m , cvladebi erTmaneTisagan damoukidebelia, anu cov (ui , x j ) = 0 ,

i = 1,2, ,n; j = 1,2, , m ;

daSveba II. E (ui ) = 0, i = 1,2,,n ;

daSveba III. E (u i2 ) =  u2 , i = 1,2, , n ;

daSveba IV. E (u i  u j ) = 0, i  j ;

daSveba V. X matricis rangi r (X ) emTxveva misi svetebis ricxvs (m + 1 ) -s

da naklebia dakvirvebis ricxvze n -ze: r ( X ) = m + 1  n;
daSveba VI. ui , i = 1,2,,n, normalurad ganawilebuli SemTxveviTi sidi-

deebia, amasTan u i ~ N (0,  u2 ) .

regresiis models, romlisTvisac aq CamoTvlili eqvsive piroba sruldeba,

mravlobiTi regresiis normaluri klasikuri wrfivi modeli ewodeba, xolo Tu
mxolod pirveli xuTi piroba sruldeba, maSin mravlobiTi regresiis klasikuri
wrfivi modeli gvaqvs.
Tu aq moyvanil pirobebs da wyviluri regresiisaTvis Camoyalibebul analo-
giur pirobebs erTmaneTs SevudarebT, axal garemoebas SevniSnavT. igi X matricis
(romlis striqonebis ricxvia n , svetebisa ki ( m + 1) ) rangis Sesaxeb moTxovnas

147
exeba. kerZod, mravlobiTi regresiis modelSi igulisxmeba, rom: 1) dakvirvebaTa
ricxvi n aranaklebi unda iyos ( m + 1) -ze, radganac mxolod am SemTxvevaSia Sesa-
Zlebeli regresiis koeficientebis metnaklebad saimedo Sefasebebis miReba; 2)
amxsneli cvladebis dakvirvebadi mniSvnelobebisagan Sedgenili X matricis rangi
maqsimaluri unda iyos, anu am matricis svetebis ricxvs unda udrides. es moTxo-
na faqtobrivad niSnavs, rom modelSi ganxilul amxsnel cvladebs Soris mkacri
wrfivi damokidebuleba ar unda arsebobdes. winaaRmdeg SemTxvevaSi, Tu erTi faq-
toruli cvladi mainc sxva cvladebis meSveobiT wrfivad gamoisaxeba, maSin X
matricis rangi ( m + 1) -ze naklebi iqneba da aseT pirobebSi ( m + 1) -ze naklebi

iqneba, agreTve, ( X T X ) matricis rangi. es ki simetriuli ( X T X ) matricis

gadagvarebulobas niSnavs, anu am matricis determinanti nulis tolia da,

maSasadame, ar arsebobs Sebrunebuli ( X T X ) −1 matrica, romelic mniSvnelovan

rols asrulebs regresiis modelis parametrebis Sefasebis procesSi.
SemdegisaTvis me-2, me-3 da me-4 daSvebebis matriculi Canaweri dagvWirdeba.

amisaTvis n elementiani nulovani veqtor-sveti 0 n -iT aRvniSnoT: 0 n = (0 0  0) T .

maSin me-2 daSvebis Sesabamisi matriculi Canaweri iqneba

E (U ) = 0 n . (5.20)

rac Seexeba me-3 da me-4 daSvebebs, SesaZlebelia maTi erT matricul gamosaxu-
lebaSi gaerTianeba. marTlac, SemoviRoT regresiis modelis SemTxveviTi wevrebis
kovariaciuli matrica cov(U ) , romelic Semdegnairad ganimarteba 4

cov (U ) = E[(U − E (U ))(U − E (U )) T ] = E (UU T ) =

 u1  
  
u 
= E  2 (u1 u2  u n ) =
  
  
 u n  
 E (u12 ) E (u1u 2 )  E (u1u n ) 
 
 E (u 2 u1 ) E (u 22 )  E (u 2 u n ) 
= =
 - - - - - - - - - - - - - - - - - - - - - - - - - - - 
 E (u u ) E (u u )  E (u 2 ) 
 n 1 n 2 n 

4
aq da SemdegSic kovariaciuli matricis dasaxasiaTeblad cov (U , U ) -s nacvlad
gamoviyenebT gamartivebul aRniSvnas: cov (U ) .

148
  var(u1 ) cov(u1 , u 2 )  cov(u1 , u n ) 
 
 cov(u 2 , u1 ) var(u 2 )  cov(u 2 , u n ) 
= .
----------------------------------
 
 cov(u , u ) cov(u , u )  var(u ) 
 n 1 n 2 n 
advilad SevniSnavT, rom me-4 daSvebis Tanaxmad cov (U ) = E (UU T ) aris diagona-

luri matrica, xolo me-3 daSvebis Tanaxmad E (UU T ) -s diagonalze mdgari ele-

mentebi erTmaneTis tolia da maTi mniSvnelobaa  u2 . maSasadame, Tu n  n ganzomi-

lebian erTeulovan matricas I n -iT aRvniSnavT, maSin me-3 da me-4 daSvebas Semdegi

matriculi Canaweri Seesabameba

cov(U ) = E (UU T ) =  u2 I n . (5.21)

$5.6. umcires kvadratTa meTodiT miRebuli Sefasebebis Tvisebebi.

gaus-markovis Teorema.

SefasebaTa gadauadgilebloba

ekonometrikisaTvis metad mniSvnelovan Sedegs Seicavs debuleba, romelic

gaus-markovis Teoremis saxelwodebiTaa cnobili. am debulebis Tanaxmad, Tu
mravlobiTi regresiis (5.16) modelisaTvis adgili aqvs zemoT moyvanil 1-5
daSvebas, maSin umcires kvadratTa meTodiT miRebuli (5.19) Sefasebebi

B = (X T X ) X TY
−1

wrfiv gadauadgilebel Sefasebebs Soris optimaluria (yvelaze efeqtiania).

davamtkicoT am debulebis marTebuloba.

(5.19)-dan uSualod gamomdinareobs, rom Sefasebebis B veqtori Y -ze wrfi-

vad aris damokidebuli. amitom, pirvel rigSi, vaCvenoT, rom  -saTvis B aris
gadauadgilebeli Sefasebebis veqtori. vidre amas gavakeTebT, SegaxsenebT, rom veq-

toruli parametrebis pirobebSi B SefasebaTa gadauadgilebloba Semdegi tolo-
bebis erTdroul Sesrulebas niSnavs:
E (b j ) =  j j = 0,1, , m .

am ukanasknelTa veqtoruli Canaweri ki aris E (B) =  .
davubrundeT (5.19)-s. (5.16)-is gaTvaliswinebiT igi Semdegnairad gardavqmnaT

149
 
B = ( X T X ) − 1 X TY = ( X T X ) − 1 X T ( X + U ) =
= ( X T X ) −1 ( X T X ) + ( X T X ) −1 X TU .

radganac ( X T X ) −1 da ( X T X ) urTierTSebrunebuli matricebia, maTi namravli

erTeulovani matricaa. amitom gveqneba

B =  + ( X T X ) −1 X TU . (5.22)
maSasadame, wyviluri regresiis modelis analogiurad, mravlobiTi regresiis mo-
delis yoveli b j , j = 0,1, , m , koeficienti ori nawilisagan Sedgeba. erTi nawi-

li araSemTxveviTi sididea, romelic am koeficientis Teoriuli  j mniSvnelobis

tolia; meore nawili ki SemTxveviTia da U veqtoris elementebiT ganisazRvreba.


gamovTvaloT (5.22)-iT gansazRvruli B veqtoris maTematikuri lodini. Tu
gaviTvaliswinebT regresiis modelis I da II daSvebas, miviRebT

E ( B) =  + ( X T X ) −1 X T E (U ) =  .

maSasadame, B gadauadgilebel SefasebaTa veqtoria.

regresiis koeficientebis kovariaciuli matrica


SefasebaTa B veqtoris b j , j = 0,1, , m , elementebis dispersiebis gamosaT-

vlelad gamoiyeneba kovariaciuli matrica cov (B) , romelic Semdegnairad ganisaz-
Rvreba
      
cov ( B) = E[( B − E ( B))( B − E ( B)) T ] = E[( B − )( B − ) T ] =

 b0 −  0  
  
 b −  
= E  1 1
(b0 −  0 b1 − 1  bm −  m ) =
   
 
 
 m
b −  m  

 E[(b0 −  0 ) 2 ] E[(b0 −  0 )(b1 − 1 )]  E[(b0 −  0 )(bm −  m )]

 
 E[(b1 − 1 )(b0 −  0 )] E[(b1 − 1 ) 2 ]  E[(b1 − 1 )(bm −  m )] 
= =
 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 
 E[(b −  )(b −  )] E[(b −  )(b −  )]  E[(b −  ) 2 ] 
 m m 0 0 m m 1 1 m m 

  00  01   0 m 
 
  10  11   1m 
= . (5.23)
----------------- 
 
    
 m 0 m1 mm 

150
 Tu gaviTvaliswinebT SemTxveviTi sididis dispersiis ganmartebas da im
faqts, rom  j = E (b j ) , maSin advilad SevniSnavT, rom moyvanili matricis mTavar

diagonalze mdgari  00 , 11 ,, mm elementebi b0 , b1 ,, bm Sefasebebis dispersi-

ebia:  jj = E[(b j −  j ) 2 ] =  b2 , j = 0,1,, m .

j

rac Seexeba aradiagonalur  l j = E[(bl −  l )(b j −  j )] elementebs, isini reg-

resiis koeficientebis Sefasebebis urTierTdamokidebulebis maxasiaTeblebs warmo-

adgens. aRsaniSnavia, rom regresiis koeficientebis Sefasebebis kovariaciuli mat-

ricis cov (B) -s saSualebiT SeiZleba gamovTvaloT bl da b j Sefasebebs Soris

wrfivi kavSiris simWidrovis maxasiaTebeli _ korelaciis koeficienti b b j ,

l

romelic Semdegi saxiT miiReba b b j =  l j  ll jj .

l

(5.22)-is gaTvaliswinebiT cov (B) matrica Semdegnairad gardavqmnaT
  
cov ( B) = E[( B − )( B − ) T ] =

= E{( X T X ) −1 X TU [( X T X ) −1 X TU ]T } =

= E{( X T X ) −1 X TUU T X [( X T X ) −1 ]T } =

= ( X T X ) −1 X T E (UU T ) X [( X T X ) −1 ]T .

vinaidan E (UU ) =  u I n da, simetriulobis gamo, [( X T X ) −1 ]T = ( X T X ) −1 ,

T 2
amitom

cov ( B ) = ( X T X ) −1 X T u2 I n X ( X T X ) −1 =

=  u2 ( X T X ) −1 ( X T X )( X T X ) −1 =  u2 ( X T X ) −1 ,
anu

cov ( B ) =  u2 ( X T X ) −1 . (5.24)

es gamosaxuleba gviCvenebs, rom ( X T X ) −1 matricis saSualebiT regresiis


koeficientebis Sefasebebis B veqtorTan erTad gamoiTvleba am Sefasebebis dis-
persiebi da maT Soris arsebuli kovariaciebi.

SefasebaTa optimaluroba

vaCvenoT, rom B veqtoris elementebis dispersiebi, romlebic (5.24) matri-
cis diagonaluri elementebia,  -s wrfiv gadauadgilebel SefasebaTa dispersiebs
Soris minimaluria.

151
 ~
vTqvaT, B aris  -s nebismieri wrfivad gansazRvruli gadauadgilebeli Se-
~  ~
faseba, B  B . maSin B SegviZlia Semdegi saxiT warmovadginoT
~
B = [( X T X ) −1 X T + G] Y ,
sadac G raime ( m + 1)  n ganzomilebis matricaa. gadauadgileblobis Tvisebidan
gamomdinare
~
 = E ( B ) = [( X T X ) −1 X T + G ] E (Y ) =
= [( X T X ) −1 X T + G ] E[ X + U ] =
= [( X T X ) −1 X T + G ][ X + E (U )] = ( I m+1 + GX ) ,
sadac I m+1 -erTeulovani matricaa, romlis ganzomilebaa ( m + 1)  ( m + 1) . radganac

es toloba samarTliani unda iyos  -s yvela mniSvnelobisaTvis, amitom vRebu-

lobT, rom
GX = 0 .
am garemoebis gamoyenebiT davadgenT
~
B = [( X T X ) −1 X T + G] Y = [( X T X ) −1 X T + G ][ X + U ] =

=  + GX + [( X T X ) −1 X T + G ] U =

=  + [( X T X ) −1 X T + G ] U .
~
maSasadame, Tu ganvixilavT Sefasebebis B veqtoris kovariaciul matricas da
gaviTvaliswinebT
• matricaTa jamisa da namravlis transponirebis wesebs
• (5.21) formulas
• erTeulovan matricaze gamravlebis Sedegs,
gveqneba
~ ~ ~
cov( B ) = E[( B − )(B − ) T ] =
= E{[( X T X ) −1 X T + G] UU T [( X T X ) −1 X T + G]T } =

= [( X T X ) −1 X T + G ] E (UU T )[ X ( X T X ) −1 + G T ] =
=  u2 [( X T X ) −1 X T X ( X T X ) −1 + ( X T X ) −1 X T G T + GX ( X T X ) −1 + GG T ] .
magram, radganac matricis Tavis Sebrunebulze namravli erTeulovani matricaa da

samarTliania X T G T = (GX ) T = 0 = GX , amitom

~ 
cov( B ) =  u2 [( X T X ) −1 + GG T ] = cov( B) +  u2GG T .

152
 GG T matricis diagonaluri elementebi arauaryofiTia – isini G matricis
~
striqonebis Tavis transponirebulze gamravlebiT miiReba. da radganac cov ( B ) da
 ~ 
cov ( B ) matricebis diagonaluri elementebi, ganmartebis Tanaxmad, B da B Sefa-
sebebis dispersiebia, amitom miRebuli gamosaxulebidan gamomdinareobs, rom

 b~2j   b2j , j = 0,1,, m .

maSasadame, umcires kvadratTa meTodiT gansazRvrul Sefasebebs minimaluri dis-

persiebi Seesabameba.

$ 5.7.  u2 dispersiis Sefaseba mravlobiTi regresiis modelSi

davubrundeT regresiis koeficientebis SefasebaTa kovariaciul matricas


cov ( B ) =  u2 ( X T X ) −1 . (5.24)

am gamosaxulebaSi ( X T X ) −1 matricasaTan erTad mamravlis saxiT Sedis SemTxvevi-

Ti wevris dispersia  u , romlis mniSvnelobac ucnobia. maSasadame, rom gamovTva-

2


loT B veqtoris elementebis dispersiebi  u unda SevafasoT. wyviluri regre-
2

siis msgavsad, mocemul SemTxvevaSic am maxasiaTeblis Sesafaseblad unda visar-


gebloT narCenobiTi wevrebis e = Y − Yˆ = Y − XB = (e1 e2  en ) T veqtoriT gamoTv-

lili SerCeviTi dispersiiT

1 n 2 1 T
Var(e) =  ei = n e e .
n i =1
magram uSualod Var (e) ar gamodgeba  u2 -is Sefaseblad, vinaidan igi gaduadgi-

lebel Sefasebas ar warmoadgens. vaCvenoT, rom

n − m −1 2
E (Var (e)) = u . (5.25)
n
am mizniT narCenobiTi wevrebis e veqtori Semdegnairad gamovsaxoT

e = Y − XB = ( X + U ) − X ( X T X ) −1 X T ( X + U ) =
= U − X ( X T X ) −1 X TU = [ I n − X ( X T X ) −1 X T ] U = M X U ,
sadac M X n  n ganzomilebian matricas aRniSnavs:

M X = I n − X ( X T X ) −1 X T .

153
es ukanaskneli ori saintereso TvisebiT xasiaTdeba.Ppirveli, M X simetriuli ma-

tricaa, anu adgili aqvs tolobas M X = M XT . marTlac, Tu gamoviyenebT matricis

transponirebis Tvisebebs, agreTve, imas, rom ( X T X ) −1 simetriuli matricaa, mi-

viRebT

M XT = ( I n − X ( X T X ) −1 X T ) T = I n − X ( X T X ) −1 X T = M X ;

meore, M X idompotenturi matricaa, rac imas niSnavs, rom M X2 = M X . marTlac,

M X2 = M X M X = [ I n − X ( X T X ) −1 X T ][ I n − X ( X T X ) −1 X T ] =

= I n − X ( X T X ) −1 X T − X ( X T X ) −1 X T + X ( X T X ) −1 X T =

= I n − X ( X T X ) −1 X T = M X .
visargeblebT M X -is am TvisebebiT. miviRebT
1 1 1
E (Var (e)) = E ( e T e) = E [( M X U ) T ( M X U )] = E [(U T M X M X U )] =
n n n
1 1
= E [(U T M X U )] = E [U T ( I n − X ( X T X ) −1 X T )U ] .
n n
maSasadame,
1 1
E (Var (e)) = E (U TU ) − E[U T X ( X T X ) −1 X TU ] . (5.26)
n n
am gamosaxulebis pirveli Sesakrebi mogvcems
1 1 n 1 n
E (U TU ) = E  ui2 =  E (ui2 ) =  u2 . (5.27)
n n i =1 n i =1

aRvniSnoT N = X ( X T X ) −1 X T . maSin (5.26)-is meore Sesakrebi Semdegi kvadratuli

formiT gamoisaxeba:
n n n
1 1 1 1
U E (U T NU ) = E (  N i j ui u j ) =  N i i E (ui2 ) +  N i j E (ui u j ) ,
n n i , j =1 n i =1 n i , j =1
i j

sadac N i j aris simetriuli N = X ( X T X ) −1 X T matricis elementi. mravlobiTi

regresiis modelis me-4 daSvebis Tanaxmad E (u i u j ) = 0, i  j . amis gaTvaliswinebiT

miviRebT
1 1 n 1 n
U E (U T NU ) =  N i i E (ui2 ) =  u2  N i i .
n n i =1 n i =1

154
 n
N
i =1
ii sidides, romelic N = X ( X T X ) −1 X T matricis diagonaluri elementebis

jamia, matricis kvali ewodeba. misi aRniSvnisaTvis gamoiyeneba simbolo tr ( N ) .

amasTan, matricis kvalis Tvisebebis Tanaxmad

tr( N ) = tr[ X ( X T X ) −1 X T ] = tr[( X T X ) −1 X T X ] = tr ( I m +1 ) = m + 1 ,

sadac I m+1 erTeulovani ( m + 1)  ( m + 1) matricaa. maSasadame,

1  u2 n
 u2 m +1
n
E (U NU ) =
T
n
 N i i = n tr ( N ) = n  u2 . (5.28)
i =1

(5.26), (5.27) da (5.28) erTobliobaSi asabuTebs (5.25) tolobis samarTlianobas.

es Sedegi imaze miuTiTebs, rom  u2 -is gadauadgilebeli Sefasebis rolSi

Var (e) -s nacvlad unda ganvixiloT narCenebis koreqtirebuli dispersia S e2 , ro-

melic Semdegnairad ganisazRvreba
n
n 1 1
S =
2
e
n − m −1
Var(e) = 
n − m − 1 i =1
ei2 =
n − m −1
eT e . (5.29)

am formulaSi n − m − 1 gamosaxavs Tavisuflebis xarisxs, romelic mravlobiTi

2
regresiis pirobebSi S e -is gansazRvris dros gagvaCnia. saqme isaa, rom n dakvir-

vebidan m + 1 Tavisuflebis xarisxi ucnobi b0 , b1 ,, bm parametrebis gansazRvris

dros ikargeba, ris gamoc S e -s, saboloo jamSi, n − m − 1 Tavisuflebis

2
xarisxi

Seesabameba, rogorc es (5.29) formulaSia naCvenebi.

(5.24)-Si  u SevcvaloT misi gadauadgilebeli SefasebiT (5.29)-dan. maSin mi-

2

viRebT B Sefasebebis kovariaciuli matricis SerCeviT mniSvnelobas


Cov ( B ) = S e2 ( X T X ) −1 , (5.30)

romlis mTavari diagonalis elementebi gamosaxavs b0 , b1 ,, bm Sefasebebis Ser-

CeviT dispersiebs:

Var(b j ) = S e2 a jj , j = 0,1,, m ,

sadac a jj aris ( X T X ) −1 matricis diagonaluri elementi.

SeiZleba vaCvenoT, rom, roca mravlobiTi regresiis modelSi m = 2 , maSin

mocemuli matricis diagonaluri elementebi, anu b0 ,b1 da b2 Sefasebebis SerCe-

viTi dispersiebi Var(b0 ) , Var (b1 ) , Var(b2 ) Semdegi saxiT gamoiTvleba

155
 S e2  x12 x22 [Cov( x1 , x2 )]2 + 2 x1 x2 Cov( x1 , x2 ) 
Var(b0 ) = 1 + + − ;
n(1 - rx21x2 )  Var( x1 ) Var( x2 ) Var( x1 )Var( x2 ) 

S e2
Var(b1 ) = ; (5.31)
n(1 - rx21x2 )Var( x1 )

S e2
Var(b2 ) = .
n(1 - rx21x2 )Var( x2 )

es formulebi gviCvenebs, rom regresiis b0 ,b1 da b2 parametrebis disper-

2
siebze da, maSasadame, sizusteze gavlenas axdens narCenobiTi dispersia S e , dak-

virvebis ricxvi n , amxsnel cvladTa SerCeviTi Ddispersiebi da korelacia moce-

mul cvladebs Soris. amasTan, b1 da b2 koeficientebis sizuste maRalia:

•
2
rac mcirea narCenobiTi dispersia S e ;

• rac didia dakvirvebaTa ricxvi SerCevaSi;

• rac didia amxsnel cvladTa dispersiebi;
• rac naklebad aris amxsneli cvladebi erTmaneTTan dakavSirebuli, anu rac
mcirea korelaciis koeficienti rx1x2 .

SemdegSi regresiis b j koeficientis SerCeviT dispersias aRvniSnavT kidev er-

Ti simboloTi - S b2j -iT: Var(b j ) = S b2 . ariTmetikul fesvs S b2j -dan:

j

S b = Var(b j ) = S e a jj , j = 0,1,, m
j

b j koeficientis saSualo kvadratuli Secdoma an, kidev, standartuli Secdoma

ewodeba. aRsaniSnavia, rom kompiuteruli ekonometrikuli programebi, umetes Sem-

TxvevaSi, S b2j -is nacvlad uSualod standartul Secdomas, S b j -s, iZleva.

$ 5.8. mravlobiTi regresiis klasikuri modelis koeficientebis

mniSvnelovnebis Sefaseba. ndobis intervalebi

regresiis koeficientebis SerCeviTi dispersiebis S b2j , j = 0,1,, m , codna

saSualebas gvaZlevs umcires kvadratTa meTodiT miRebuli b j , j = 0,1, , m , para-

metrebis statistikuri mniSvnelovnebis Sefaseba movaxdinoT. mravlobiTi regresi-

156
is klasikuri modelis farglebSi Sefasebis es procesi xorcieldeba me-6 daSve-
bis gaTvaliswinebiT, romlis Tanaxmadac SemTxveviTi wevrebis U veqtoris ele-
mentebi normalurad ganawilebuli sidideebia. aseT pirobebSi (5.19)-dan miRebuli

Sefasebebis B veqtori m + 1 ganzomilebian normalur ganawilebas eqvemdebareba,
radganac, (5.19)-is Tanaxmad, misi elementebi normalurad ganawilebul damoukide-
bel SemTxveviT y i , i = 1,2,, n , sidideTa wrfivi kombinaciebia. 5 amasTan, rogorc

zemoT davadgineT, B -s saSualo mniSvnelobebis veqtoria  , xolo kovariaciuli
 
matricaa  u2 ( X T X ) −1 , anu B ~ N m+1[,  u2 ( X T X ) −1 ] . aqedan gamomdinare, B -s
calkeuli elementisaTvis SegviZlia CavweroT

b j ~ N ( j , u2 a jj ), j = 0,1,, m , (5.32)

sadac a jj aRniSnavs ( X T X ) −1 matricis diagonalur elements,  u2 a jj namravli ki

aris b j -s Teoriuli dispersia:  b2j =  u2 a jj . maSasadame, normirebul sidideebs

bj −  j
, j = 0,1,, m ,
 u a jj
standartuli normaluri ganawileba Seesabameba.
meore mxriv, fiSeris cnobili Teoremis (ix. wina TavSi moyvanili Teorema
4.1) mravalganzomilebiani SemTxvevisaTvis ganzogadebidan gamomdinareobs, rom Sem-
TxveviT sidides
n
(n − m − 1)Se2 /  u2 = e T e /  u2 =  (ei /  u ) 2
i =1

Tavisuflebis n − m − 1 xarisxis  2 (xi-kvadrat) ganawileba gaaCnia da b j ,

j = 0,1,, m , da S e2 Sefasebebi erTmaneTisagan statistikurad damoukidebelia.

amitom, Tu SevadgenT gamosaxulebebs

bj − β j S e2 bj −  j bj −  j
tb j = = = , j = 0,1,, m , (5.33)
 u a jj  2
u S e a jj Sb j

miviRebT stiudentis ganawilebis mqone SemTxveviT sidideebs, romelTa Tavis-

uflebis xarisxia n − m − 1 , e.i. t b j ~ t (n − m − 1) . (5.33)-is Cawerisas is garemoeba

5
SegaxsenebT, rom normalurad ganawilebul damoukidebel SemTxveviT sidideTa ne-
bismieri wrfivi kombinacia kvlav normalurad ganawilebuli SemTxveviTi sididea.

157
gaviTvaliswineT, rom S e2 aris  u2 -is gadauadgilebeli Sefaseba, xolo S e a jj ki

b j koeficientis standartuli Secdomaa:

S b j = S e a jj , j = 0,1, , m . (5.34)

SemTxveviTi t b j sidideebis ganawilebis kanonis codna saSualebas gvaZlevs b j

koeficientebis mniSvnelovnebis dasabuTebisaTvis t testi gamoviyenoT. mravlobiTi

regresiis modelSi t testi iseTive saxiT sruldeba, rogoriTac wyviluri reg-
resiis dros. kerZod, vuSvebT nulovan hipoTezas H 0 :  j =  j 0 , romlis alter-

nativasac, zogad SemTxvevaSi, warmoadgens H 1 :  j   j 0 (xazi gvinda gavusvaT im

garemoebas, rom praqtikaSi  j 0 -s rolSi umetesad ganixileba  j 0 = 0 ). stiuden-

tis ganawilebis cxrilidan mniSvnelovnebis  doniTa da Tavisuflebis n − m − 1

xarisxiT vsazRvravT kritikul mniSvnelobas tkr -s. Tu Sesruldeba Ppiroba

| b j −  j0 |
tb j =  tkr ,
Sb j

maSin nulovani hipoTezis uaryofa xdeba da misi alternativa miiReba (roca

β j0 = 0 , bj koeficienti statistikurad mniSvnelovnad iTvleba). winaaRmdeg

SemTxvevaSi (roca | t b j | tkr ) nulovani hipoTeza miReba (roca β j0 = 0 , bj

koeficienti statistikurad aramniSvnelovania,).

mravlobiTi regresiis modelis koeficientebis ndobis intervalis gansazR-
vrac im garemoebas efuZneba, rom t b j ~ t (n − m − 1) , j = 0,1, , m . kerZod, yoveli

j -saTvis vixilavT gantolebas

 b − 
(
P | t b j | t n−m−1,δ/2 ) =P 
 S
j j
 t n−m−1,δ/2  = 1 − δ ,

 bj

sadac t n −m −1,δ / 2 saZiebeli sididea da Tavisuflebis n − m − 1 xarisxisaTvis da mni-

Svnelovnebis  / 2 donisaTvis stiudentis t ganawilebis kritikul mniSvnelobas

aRniSnavs. sxvanairad, t n − m −1,δ / 2 = tkr , amitom igi stiudentis ganawilebis cxrilis

meSveobiT ganisazRvreba. aRniSnulidan gamomdinareobs, rom  j koeficienti 1 - 

ndobis albaTobiT Semdeg sazRvrebSi SeiZleba imyofebodes

158
 b j − t n−m−1,  / 2 S b j   j  b j + t n−m−1,  / 2 S b j . (5.35)

 magaliTi 5.3. mocemuli Tavis 5.1 magaliTSi agebuli regresiis (5.2*) modelis
b0 , b1 da b2 koeficientebisaTvis gamovTvaloT standartuli Secdomebi S b , S b1 da S b2 . 0

miRebuli mniSvnelobebis gamoyenebiT: a) SevafasoT b0 , b1 da b2 koeficientebis mniSvne-

lovneba 5%-iani mniSvnelovnebis doniT; b) davadginoT regresiis  0 , 1 da  2 koefici-

entebis 95%-iani ndobis intervalebi.
amoxsna. winaswar gamovTvaloT regresiis koeficientebis SerCeviTi dispersiebi
(5.30) matricis diagonaluri elementebis saxiT:

S b20 = S e2 a00 , S b21 = S e2 a11 , S b22 = S e2 a22 .

2
aq Semavali S e -is misaRebad (5.29) formulaSi CavsvaT cxril 5.2-is me-9 svetSi moyva-
10
nili  ei2 = 0,25868 . gveqneba
i =1
n
1 1
S e2 = 
n − m − 1 i =1
ei2 =
10 - 2 - 1
 0,25868 = 0,03695 .

T −1
meore mxriv, magaliT 5.2-Si miviReT, rom ( X X ) matricis diagonaluri elementebia

a00 = 0,85915, a11 = 0,00066 da a22 = 0,01228. amitom

Sb2 = Se2 a00 = 0,03695 0,85915 = 0,03175,

0

S = S e2 a11 = 0,03695  0,00066 = 0,0000243 ,

2
b1

S b22 = S e2 a22 = 0,03695  0,01228 = 0,0004537 .

maSasadame, b0 ,b1 da b2 koeficientebis standartuli Secdomebi Seadgens
S b0 = 0,17818, S b1 = 0,00493 , S b2 = 0,02130 .

praqtikaSi, regresiis modelis Cawerisas, xSir SemTxvevaSi, koeficientis qveS miewereba

Sesabamisi standartuli Secdoma. Tu Cvenc amas gavakeTebT, maSin regresiis (5.2*) modeli
Semdeg saxes miiRebs

yˆ = 0,443029 + 0,044248 x1 + 0,019156 x2 . (5.2**)

(0,17818) (0,00493) (0,02130)

regresiis koeficientebis mniSvnelovnebis Sesafaseblad ganvixiloT hipoTezaTa

wyvilebi: H 0 :  j = 0, H 1 :  j  0 , j = 0,1,2 . SevadginoT normirebuli sidideebi

b0 − 0 0,443029
t b0 = = = 2,4864 ;
S b0 0,17818

159
 b1 − 0 0,044248
t b1 = = = 8,9753 ;
S b1 0,00493
b2 − 0 0,019156
t b2 = = = 0,8993 .
S b2 0,02130
stiudentis ganawilebis cxrilSi Tavisuflebis n − m − 1 = 7 xarisxisaTvis da 5%-
iani mniSvnelovnebis donisaTvis (ormxrivi kriteriumis SemTxvevaSi) t kr = 2,36 . rogorc

vxedavT, t b  tkr , t b  tkr da t b  t kr . es niSnavs, rom b0 da b1 parametrebi mniSvne-

0 1 2

lovania (maTTvis nulovani hipoTeza uaryofilia), xolo b2 koeficienti ki ar warmo-

adgens mniSvnelovans (am ukanasknelisaTvis nulovani hipoTeza dadasturebulia).

gaviTvaliswinoT t n − m −1,δ / 2 = t kr -is aq moyvanili mniSvneloba (5.35)-Si. maSin  0 , 1
da  2 koeficientebis 95%-iani ndobis intervalebi Semdegi saxiT Caiwereba
0,44303 − 2,36  0,17818   0  0,44303 + 2,36  0,17818 ,
0,04425 − 2,36  0,00493  1  0,04425 + 2,36  0,00493 ,
0,01916 − 2,36  0,0213   2  0,01916 + 2,36  0,0213 ,
anu
0,22525  0  0,86354,
0,03262 1  0,05589,
− 0,03111  2  0,01928.
rogorc mosalodneli iyo, miRebuli sami Sualedidan ricxvTa RerZze mxolod erTi
– me-3 Sualedi - faravs nuls. amitom  0 -is da 1 -isaTvis nulovani hipoTeza uaryo-
filia, xolo  2 -saTvis ki hipoTeza H 0 :  2 = 0 Tavsebadia.
Catarebuli formaluri procedurebis Tanaxmad x 2 cvladi, romlis Sesabamisi koe-

ficienti b2 mniSvnelovani ar aris, regresiis gantolebidan unda gamoiricxos. magram

zogjer dasaSvebia, rom statistikurad aramniSvnelovani erTi an ramdenime amxsneli

cvladi regresiis gantolebaSi davtovoT, Tuki amis mizanSewonilobaze ekonomikuri Teo-
ria miuTiTebs. Cvens konkretul magaliTSi x 2 cvladi, miuxedavad imisa, rom raime arse-

biT gavlenas ar axdens damoukidebel y cvladze, SeiZleba gantolebidan ar gamovricxoT,

radganac moxmarebis erT-erTi cnobili Teoriis Tanaxmad (modilianis sasicocxlo cik-
lis Teoria) Sinameurneobebis dagrovili simdidre mniSvnlovnad ganapirobebs mimdinare
danaxarjebis sidides. aq aRniSnulidan gamomdinareobs, rom ekonometrikis praqtikaSi
erTmaneTisagan unda ganvasxvaoT statistikurad da ekonomikurad mniSvnelovani cvladebi
da koeficientebi. statistikuri mniSvnelovneba mowmdeba nulovani hipoTezis safuZvelze,
ekonomikuri mniSvnelovneba ki – ekonomikuri Teoriisa da saRi azris safuZvelze . 

160
 $ 5.9. erTi wrfivi SezRudvis testireba

zemoT Cven ganvixileT t testis gamoyeneba situaciisaTvis, rodesac regresi-

is Sesafasebel gantolebaSi
y =  0 + 1 x1 +  2 x2 +  +  m xm + u (5.36)

Semaval TiToeul koeficients saTiTaod vadebdiT garkveul SezRudvas. Segaxse-

nebT, rom am SezRudvas zogadad Semdegi saxe hqonda  j =  j 0 , sadac  j 0 winas-

war mocemuli raime mniSvnelobaa, romlis rolSic nulovani hipoTezis Semowmebi-

sas umetesad ganixileba  j 0 = 0 . magram praqtikaSi zogierTi modelis agebisa da

gamoyenebis procesSi aucilebelia sxva tipis SezRudvebis gaTvaliswineba da maT

mimarT hipotezis Semowmeba. magaliTad, davuSvaT, rom gvinda avagoT makroekono-
mikuri ekonometrikuli modeli, romelic logariTmul skalaSi gamosaxavs mTli-
ani Siga produqtis (mSp-is) moculobis damokidebulebas gamoyenebuli kapitalisa
da Sromis raodenobebTan. maSin am mizniT SeiZleba ganvixiloT regresiis orfaq-
toriani modeli
y =  0 + 1 x1 +  2 x2 + u ,
sadac y aRniSnavs mSp-is mniSvnelobis logariTms, x1 _ gamoyenebuli kapitalis

mniSvnelobis logariTmia, xolo x2 _ gamoyenebuli Sromis raodenobis logariT-

mia. gamocdileba gviCvenebs, rom zogjer ekonomikaSi moqmedebs masStabis mimarT

mudmivi ukugebis efeqti, rac moyvanili modelis pirobebSi formaluri Tvalsaz-
risiT niSnavs 1 +  2 = 1 pirobis Sesrulebas, xolo ekonomikurad ki gulisx-

mobs, rom orive resursis gamoyenebis moculobis, magaliTad, gaormagebis SemTxve-

vaSi mSp-is mniSvnelobac unda gaormagdes. cxadia, aseTi modelis Sefasebis pro-
cesSi, Tu eWvi gvaqvs masStabis efeqtis arsebobaze, mizanSewonilia SevamowmoT,
akmayofilebs Tu ara koeficientebi wrfivi SezRudvis hipoTezas H 0 : 1 +  2 = 1.

gvxvdeba wrfivi SezRudvis sxva kerZo SemTxvevebic, magram yvela maTgani,

maT Soris aq moyvanili magaliTis Sesabamisi SezRudvac, Semdegi zogadi saxis
SezRudvis kerZo gamovlineba6

6
arsebobs iseTi SemTxvevac, roca regresiis koeficientebi arawrfiv SezRudvas (maga-
liTad 1 =  2  3 ) akmayofilebs. magram am nawilSi Cven mxolod wrfivi SezRudvis
Semowmebis ganxilviT SemovifarglebiT.

161
 H 0 :  11 +  2  2 +  +  m  m = c , (5.37)

sadac  1 ,  2 ,,  m da c raime winaswar mocemuli skalaruli sidideebia 7, xolo

1 ,  2 ,,  m regresiis (5.36) gantolebis koeficientebia. momdevno gardaqmnebis

ganxorcielebisaTvis mizanSewonilia ganvixiloT  0 = 0 da (5.37) Semdegi ekviva-

lenturi saxiT gadavweroT

H 0 :  0  0 +  11 +  2  2 +  +  m  m = c , (5.38)

am ukanasknels Semdegi veqtoruli Canaweri Seesabameba

H 0 : T B = c ,
sadac  aRvniSnavs  j , j = 0,1,, m elementebis veqtor-svets, xolo B ki  j ,

j = 0,1,, m , koeficientebis veqtor-svetia:

 T = ( 0 1  m ) , B = (  0 1   m ) T .

(5.38) hipoTezis SemowmebisaTvis SeiZleba gamoviyenoT stiudentis t-

statistika da testi. amis SesaZleblobas iZleva is garemoeba, rom regresiis
 0 , 1 ,,  m koeficientebis b0 , b1 ,, bm Sefasebebis normalurobis Tvisebidan
m
gamomdinare  T Bˆ =  j b j normalurad ganawilebuli SemTxveviTi sididea, rom-
j =0

m
lis maTematikuri lodinia  T B =  j  j , xolo dispersia ki Semdegi gamosaxu-
j =0

lebiT ganisazRvreba: var ( T Bˆ ) =  T cov ( Bˆ ) , sadac B̂ aris b0 , b1 ,, bm koefi-

cientebis veqtor-sveti, xolo cov (Bˆ ) ki am veqtoris elementebis kovariaciuli

matricaa, romelsac, rogorc CvenTvis ukve cnobilia, Semdegi saxe aqvs

 u2 ( X T X ) −1 . aseT pirobebSi SeiZleba vaCvenoT, rom gamosaxulebas

 T Bˆ −  T B
S e  T ( X T X ) −1 
Seesabameba n − m − 1 Tavisuflebis xarisxis mqone stiudentis ganawileba. maSa-

7
advilad SevniSnavT, rom zemoT moyvanili magaliTis SemTxvevaSi es sidideebi Sem-

degi saxisaa: 1 =  2 = 1,  3 =  =  m = 0 , c = 1 .

162
sadame, rodesac nulovani hipoTeza marTebulia (e.i., roca T B udris c -s),
maSin statistika

T Bˆ − c
t= , (5.39)
Se T ( X T X ) −1 
imave saxiT SeiZleba gamoviyenoT wrfivi SezRudvis 11 +  2  2 +  +  m  m = c
bj − 0
marTebulobis dasabuTebisaTvis, rogorc wina paragrafSi viyenebdiT t b =
j
S e a jj
statistikas H 0 :  j = 0 hipoTezis dasabuTebis an uaryofisaTvis. SegviZlia vTqvaT,
rom (5.39) t kriteriumis zogadi versiaa.
aRsaniSnavia, rom t testis gamoyenebiT wrfivi SezRudvis Semowmeba zogjer
sxva gziTac SeiZleba. es gza wrfivi SezRudvis mqone modelis iseT gardaqmnas
gulisxmobs, romlis Sedegadac wrfivi SezRudvis nacvlad SesaZlebeli xdeba
calk-calke TiToeuli koeficientis mimarT ganvixiloT, magaliTad,  j =  j 0 ti-

pis martivi SezRudva. sailustraciod mivmarToT samfaqtorian models

y =  0 + 1 x1 +  2 x2 +  3 x3 + u
da CavTvaloT, rom garkveuli ekonomikuri Sinaarsidan gamomdinare SeiZleba mar-
Tebuli iyos hipoTeza H 0 :  2 =  3 8. maSin moyvanili modeli SeiZleba Semdegi

saxiT gadavweroT
~
y =  0 + 1 x1 +  2 ( x2 + x3 ) +  3 x3 + u .
~
sadac  3 = ( 3 −  2 ) . cnobilia, rom umcires kvadratTa meTodi parametrebis
wrfivi gardaqmnis mimarT invariantulia. es niSnavs, rom samfaqtoriani modelis
aq gardaqmnili variantidan miRebuli  0 -is, 1 -is da  2 -is Sefasebebi sawyisi
~ ~
variantis Sesabamisi Sefasebebis analogiuri iqneba, xolo  3 -is Sefaseba b3 ki

daemTxveva sxvaobas (b3 − b2 ) . es garemoeba saSualebas iZleva nulovani hipoTezis

~
H 0 :  2 =  3 nacvlad ganvixiloT hipoTeza H 0 :  3 = 0 da SevamowmoT igi Cven-
Tvis cnobili standartuli t -statistikiT, romelsac mocemul SemTxvevaSi Sem-
~ ~
degi saxe aqvs tb~ = (b3 − 0) S b~ , sadac S b~ aris b3 -is standartuli Secdoma.
3 3 3

8
Zneli ar aris SevniSnoT, rom es SezRudva (5.37)-is is kerZo SemTxvevaa, roca m = 3 ,
 1 = 0 ,  2 = 1,  3 = −1 da c = 0 , anu am situaciaSi gvaqvs H 0 : 0  1 + 1  2 − 1  3 = 0 .

163
 magaliTi 5.4. dakvirvebis 21 wertilis safuZvelze orfaqtoriani modeliT Sefasebul
regresiis gantolebas Semdegi saxe aqvs

yˆ = − 8,8151 + 0,14299 x1 + 1,8702 x 2 .

( s.e) ( 2,9042) (0,14361) (0,5342)

cnobilia kovariaciuli matricis Cov( Bˆ ) = S e2 ( X T X ) −1 mniSvneloba

17772,456 82,5469 − 325,172 

ˆ −1  
Cov( B) = S e ( X X ) = 0,00478 82,5264
2 T
4,3302 − 15,5244  .
 − 325,156 − 15,5274 59,9568 
 
SevamowmoT mocemuli modelisaTvis nulovani hipoTeza H 0 : 1 +  2 = 2 zemoT gan-

xiluli orive gzis gamoyenebiT.

amoxsna. dasawyisSi visargebloT wrfivi SezRudvis Semowmebis t statistikiT,
romelsac (5.39)-Si moyvanili saxe aqvs. advilad SevniSnavT, rom mocemul konkretul
SemTxvevaSi

c = 2 ,  T = (0 1 1) , Bˆ = (−8,8151 0,14299 1,8702 )T .

amitom (5.39)-is mricxvelSi mocemuli gamosaxulebis ricxviTi mniSvneloba iqneba

 T Bˆ − c = [0  ( −0,8151 ) + 1  0,14299 + 1  1,8702 ] − 2 = 0,01316 .

rac Seexeba (5.39)-is mniSvnelSi mocemul sidides, mis misaRebad pirvel rigSi ga-

movTvaloT  T ( X T X ) −1  . gvaqvs

17772,456 82,5469 − 325,172  0 

  
 ( X X )  = (0 1 1) 82,5264
T T −1
4,3302 − 15,5244  1  = 33,23522 .
 − 325,156 − 15,5274 59,9568  1 
  
narCenobiTi dispersiis S e = 0,00478 mniSvnelobasTan erTad  T ( X T X ) −1  -s es mniSvne-
2

loba mogvcems

Se T ( X T X ) −1  = 0,00478 33,23522 = 0,158898 = 0,39862.

sabolood miviRebT, rom
 T Bˆ − c 0,01316
t= = = 0,033.
S e  T ( X T X ) −1  0,39862

roca Tavisuflebis xarisxi Seadgens 18-s, rasac Cvens SemTxvevaSi aqvs adgili, 5%-

iani mniSvnelovnebis donisaTvis tkr = 2,101 . maSasadame, t  tkr da nulovani hipoTeza

wrfivi SezRudvis Sesaxeb dadasturebulia.

mocemuli wrfivi SezRudvis Semowmebis meore gzis gamosayeneblad regresiis modeli
y =  0 + 1 x1 +  2 x2 + u Semdegnairad gardavqmnaT

164
 y =  0 + 1 ( x1 − x2 ) + ( 2 +  2 ) x2 + u .
am gantolebis Sefasebuli varianti Sedegi saxisaa

yˆ = − 8,8151 + 0,14299 ( x1 − x2 ) + 2,01316 x 2 .

( s.e) ( 2,9042) (0,14361) (0,3986)
~
rogorc vxedavT x2 -is koeficienti b2 , romelic ( 1 +  2 )-is Sefasebaa, Seadgens

2,01316-s, misi standartuli Secdoma ki aris 0,3986. am pirobebSi nulovan

hipoTezis H 0 : 1 +  2 = 2 Seesabamisi t statistika iqneba
~
(b2 − 2) 2,01316− 2
tb~ = = = 0,033  t kr = 2,101.
2 S b~ 0,3986
2

rogorc mosalodneli iyo, orive gzam zustad erTnairi Sedegi mogvca. 

$ 5.10. mravlobiTi regresiis gantolebis mniSvnelovnebis Sefaseba:

dispersiuli analizi

mravlobiTi regresiis gantolebis mniSvnelovnebis Sefaseba SeiZleba ganvi-

xiloT, rogorc wyviluri regresiis analogiuri amocanis ganzogadeba. wyviluri
regresiisagan gansxvavebiT, sadac amxsneli cvladi mTlianad gansazRvravs ganto-
lebas da regresiis koeficientisa da regresiis gantolebis mniSvnelovnebis Sefa-
seba erTmaneTis alternativaa, mravlobiTi regresiis dros calkeuli koeficienti
SeiZleba statistikurad mniSvnelovani aRmoCndes, magram Sefasebuli gantoleba
aradamakmayofilebeli iyos. ufro metic, SesaZlebelia iseTi SemTxvevac, roca
yvela koeficientisaTvis t testi aramniSvnelovania, magram gantoleba ki mTliano-
baSi mniSvnelovania. maSasadame, mravlobiTi regresiis modelSi koeficientebis
statistikuri mniSvnelovnebis gansazRvris paralelurad aucileblad regresiis
gantolebis vargisianobis Sefasebac unda ganxorcieldes.
regresiis gantolebis mniSvnelovneba SeiZleba davasabuToT an uarvyoT erT-
maneTis ekvivalenturi ramdenime meTodiT. erT-erTi maTgania dispersiuli analizi,
romelic efuZneba CvenTvis cnobil gaSlas
n n n
 ( yi - y ) 2 =  ( yˆ i - y ) 2 +  ( yi - yˆ i ) 2 ,
i =1 i =1 i =1
(5.40)

an, rac igivea

Q = QR + QE . (5.40*)
iseve rogorc wyviluri regresiis dros, mocemul SemTxvevaSic:

165
 n
Q =  ( yi - y ) 2 aris Sedegobrivi cvladis mTliani gafantuloba;
i =1
n
QR =  ( yˆ i - y ) 2 asaxavs regresiis gantolebiT axsnil gafantulobas;
i =1
n
QE =  ( y i - yˆ i ) 2 “auxsneli” gafantulobaa, romelic regresiis gantolebis
i =1

miRma darCenili garemoebebiTaa ganpirobebuli.

mravlobiTi regresiisaTvis (5.40)-is marTebulobis damtkicebisaTvis ganvi-
xiloT gaSla
n n n n
 ( yi - yi ) 2 =  ( yi - yˆ i ) 2 + 2 ( yi - yˆ i )( yˆ i - y ) +  ( yˆ i - y ) 2 .
i =1 i =1 i =1 i =1

am gamosaxulebis marjvena mxareSi mocemuli me-2 jamuri Sesakrebi Semdegnairad

gardavqmnaT
n n n
A =  ei ( yˆ i − y ) =  ei yˆ i − y  ei =
i =1 i =1 i =1

n n n n
= b0  ei + b1  ei xi1 +  + bm  ei xim − y  ei ,
i =1 i =1 i =1 i =1

sadac ei = yi − yˆ i . radganac normalur gantolebaTa (5.15*) sistemis Tanaxmad

n n n
 ei = 0 ,
i =1
 ei xi1 = 0 ,  ,  ei xim = 0 , amitom A = 0 da (5.40) marTebulia9.
i =1 i =1

martivi logikis safuZvelze SeiZleba davadginoT, rom (5.40) gaSlaSi Q -s

Tavisuflebis n − 1 xarisxi, QE -s - Tavisuflebis n − m − 1 xarisxi, xolo QR -s

ki - Tavisuflebis m xarisxi Seesabameba. amitom, Tu Q -s, QR -s da QE -s Sesa-

bamis Tavisuflebis xarisxebze gavyofT Semdegi sami saxis SerCeviT dispersias

miviRebT
Q QR QE
S y2 = , S R2 = , S E2 = .
n −1 m n − m −1
amaTgan pirveli SemTxveviTi y sididis dispersiis, meore – regresiiT axsnili

dispersiis, mesame ki auxsneli dispersiis Teoriuli  y2 ,  R da  E mniSvnelo-

2 2

bebis gadauadgilebeli Sefasebaa.

9
iseve rogorc wyviluri regresiis dros, mravlobiTi regresiis drosac (5.40)
toloba marTebulia mxolod maSin, roca regresiis gantoleba Seicavs nulisagan
gansxvavebul Tavisufal wevrs b0 -s.

166
 SeiZleba davamtkicoT, rom SemTxveviTi QR da QE sidideebi erTmaneTisagan

statistikurad damoukidebelia da
QR QE
~  2 ( m) , ~  2 (n − m − 1) ,
 2
y  y2
sadac  2 () -xi-kvadrat ganawilebaa Sesabamisi Tavisuflebis xarisxiT. maSasadame,
Sefardeba

QR /  y2 QE /  y2 QR QE Q (n − m − 1)
F= = = R , (5.41)
m n − m −1 m n − m −1 mQE
ganmartebis Tanaxmad, aris SemTxveviTi sidide, romelic Tavisuflebis m da
n − m − 1 xarisxebis mqone F ganawilebiT xasiaTdeba. es garemoeba, agreTve, isic,
rom dispersiuli analizis dros regresiis gantoleba ganixileba rogorc mTli-
anobiTi sistema, romelSic m amxsneli cvladis nacvlad aqcenti Sedegobriv ŷ
cvladzea gadatanili, saSualebas gvaZlevs (5.41) statistikiT SevasruloT F
testi. testis Sesruleba Semdegi standartuli sqemis mixedviT xorcieldeba.
vuSvebT nulovan hipoTezas imis Sesaxeb, rom Teoriuli regresiis gantolebiT

axsnili  R2 da auxsneli  E2 dispersiebi erTmaneTis tolia: H 0 :  R2 =  E2 . alter-

nativad ki hipoTazas H1 :  R2   E2 vixilavT. mniSvnelovnebis  doniTa da Tavis-

uflebis v1 = m da v2 = n − m − 1 xarisxebiT fiSeris ganawilebis cxrilis safu-

Zvelze vadgenT kritikul mniSvnelobas Fkr -s. Tu (5.41)-dan miRebuli F akmayofi-

lebs pirobas F  Fkr , maSin nulovan hipoTezas uarvyofT da regresiis models

mniSvnelovnad miviCnevT, e. i. vTvliT, rom mravlobiTi regresiis modeliT Sede-

gobrivi cvladis gafantulobis axsna mniSvnelovania da mTlianobaSi miRebuli
gantoleba garkveuli daskvnebis gasakeTeblad vargisia.

 magaliTi 5.5. mniSvnelovnebis  = 0,05 donisaTvis magaliT 5.1-Si miRebuli

regresiis (5.2*) gantolebis mniSvnelovneba SevafasoT (5.41) statistikis gamoyenebiT.
amoxsna. cxril 5.1-Si da 5.2-Si moyvanili monacemebiT miviRebT
10 10 10
Q =  ( yi - y ) 2 =5,565; QR =  ( yˆ i - y ) 2 =5,3063; QE =  ( y i - yˆ i ) 2 =0,2587.
i =1 i =1 i =1

CavsvaT QR -s da QE -s mniSvnelobebi (5.41)-Si. imavdroulad, gaviTvaliswinoT, rom m =2

da n − m − 1 =7. gveqneba: F = (5,3063  7) (0,2587  2) = 71,79 . Tavisuflebis v1 = 2 da.

167
v2 = 7 xarisxebisaTvis da mniSvnelovnebis δ = 0,05 donisaTvis fiSeris ganawilebis
cxrilidan miviRebT, rom Fkr =4,74. radganac F didi maragiT aRemateba Fkr -s, amitom
SegviZlia vamtkicoT, rom (5.2*) gantoleba mniSvnelovania, e. i. y -is dispersiis
mniSvnelovani nawilis regresiis gantolebiT axsna SemTxveviT xasiaTs ar atarebs . 

$ 5.11. determinaciisa da mravlobiTi korelaciis

koeficientebi

Ddeterminaciis koeficienti

mravlobiTi regresiis gantolebis mniSvnelovnebis Sesafaseblad SeiZleba miv-

marToT determinaciis koeficients. wyviluri regresiis gantolebisaTvis deter-
minaciis R 2 koeficienti ganvmarteT, rogorc regresiiT axsnili gafantulobis
wili Sedegobrivi cvladis mTlian gafantulobaSi. es ganmarteba mravlobiTi reg-
resisTvisac marTebulia, amitom mocemul SemTxvevaSic R 2 -is gamosaTvlel for-
mulas Semdegi saxe aqvs
n

Q  ( yˆ i - y)2
Var ( yˆ )
R2 = R = i =1
n
= . (5.42)
Q
(y
i =1
i - y) 2 Var ( y )

gamovsaxoT QR Q Sefardebis mniSvneloba dispersiuli analizis (5.40) tolo-

bidan da gaviTvaliswinoT miRebuli Sedegi (5.42)-Si. maSin R 2 koeficienti SeiZ-

leba Semdegi saxiT CavweroT
n

QE
 ( yi - yˆ i ) 2 Var(e)
i =1
R2 = 1− = 1− n
= 1− . (5.42*)
Q Var( y )
 ( yi - y ) 2

i =1

rodesac Cvens mier ganxiluli wrfivi regresiis gantoleba faqtorul wev-

rebTan erTad Tavisufal wevrsac Seicavs, maSin determinaciis koeficientis es
ori gamosaxuleba erTmaneTis ekvivalenturia. aSkaraa, rom am ukanasknel SemTxve-

vaSi determinaciis R 2 koeficienti akmayofilebs pirobas 0  R 2  1 da gviCvenebs

Sedegobrivi cvladis axsnisas regresiis gantoleba martiv yˆ = y ganWvretasTan
SedarebiT ramdenad ukeTes Sedegs iZleva. roca y -is gafantulobis mniSvnelovani
nawilis axsna regresiis gantolebiT xorcieldeba, an, sxvanairad, roca y -is mni-

168
Svnelobebis gafantuloba regresiis gantolebis irgvliv mniSvnelovnad naklebia,
vidre saSualo mniSvnelobis irgvliv, maSin R 2 -is sidide axlos aris erTTan.
magram, Tu y -is gafantuloba SerCeuli gantolebis irgvliv naklebad gansxvav-

deba saSualos irgvliv gafantulobisagan, maSin R 2 koeficienti nuls uaxlov-

deba. kidura mniSvnelobebis (1-isa da 0-is) miReba R 2 -s SeuZlia mxolod maSin,

roca regresiidan gadaxris yvela ei = 0 (am dros R 2 = 1 ), an roca SerCeviT sa-

SualosTan SedarebiT regresiis gantoleba damatebiT arafers ar xsnis (am dros

R 2 = 0 da regresiis modelis marjvena mxare mxolod Tavisufali wevrisagan Se-

dgeba). maSasadame, zogad SemTxvevaSi, rac didia R 2 -is mniSvneloba, miT maRalia
regresiis gantolebiT Sedegobrivi cvladis axsnis xarisxi. aqedan gamomdinare,
unda vecadoT, rac SeiZleba maRali R 2 koeficientis mqone regresiis modelis ag-
ebas an SerCevas. magram, unda aRiniSnos, rom zogadad ar arsebobs raime univer-
saluri zRvari, romlis mimarTac R 2 -is mniSvneloba SeiZleba ganvixiloT `dabal-

is~ an `maRalis~ rangSi. magaliTad, R 2 = 0,18 erT konkretuli SemTxvevaSi SeiZ-

leba maRali iyos, sxva SemTxvevaSi ki _ dabali. ufro metic, calkeuli konteq-
2
stis pirobebSi 0,9-c ki R -isTvis SeiZleba dabal mniSvnelobad CaiTvalos.
gamonaklis SemTxvevebSi, roca regresiis modeli Tavisufal wevrs ar Sei-

cavs, maSin R 2 -is zemoT moyvanili ori gamosaxuleba _ (5.42) da (5.42*), erTma-
neTis ekvivalenturi ar aris 10. amis mizezia is, rom aseTi modelis Sefasebuli
n
variantisTvis ar sruldeba piroba  ei = 0 , rac Tavis mxriv, iwvevs dispersiu-
i =1

li analizis (5.40) tolobis marTebulobis darRvevas, romlidanac miiReba

(5.42*). ar aris gamoricxuli, rom aseT situaciaSi (5.42*) formuliT gamoT-

vlili R 2 [0,1] Sualedis miRma aRmoCndes da uaryofiTi mniSvneloba miiRos.

regresiis modelSi Tavisufali wevris ar arsebobis SemTxvevaSi determi-
naciis koeficientis zemoT moyvanili mniSvnelobis nacvlad zogjer ganixileba
aracentrirebuli varianti, romelic Semdegi formuliT ganisazRvreba (savarji-

10
(5.42) da (5.42*) tolobebis ekvivalenturoba SeiZleba kidev erT SemTxvevaSi dairR-
ves. kerZod, roca regresiis modelis Sesafaseblad umcires kvadratTa meTodis nac-
vlad Sefasebis sxva romelime meTodi gamoiyeneba, maSin (5.40) da (5.40*) tolobebi
erTmaneTs ara Tu ar emxveva, aramed gaurkvevelicaa, rogor ganvsazRvroT R 2 .

169
Sos saxiT daamtkiceT, rom qvemoT mocemuli ori gamosaxuleba erTmaneTis
ekvivalenturia):
n n
 yˆ i2  ei2
i =1 i =1
uncentredR2 = n
an kidev uncentredR2 = 1 − n
.
 yi2  yi2
i =1 i =1

zogadad R 2 -is aracentrirebuli mniSvneloba aRemateba (5.40) formuliT

gasazRvrul standartul mniSvnelobas.

determinaciis koreqtirebuli koeficienti

regresiis modelis xarisxis Sefasebis kriteriumad determinaciis koefici-

entis gamoyenebis absolutizireba ar SeiZleba. praqtikaSi aris SemTxvevebi, roca
regresiis cudad gansazRvrul models R 2 -is maRali mniSvneloba Seesabameba da

amitom marto R 2 arasakmarisia regresiis gantolebis vargisianobis Sesaxeb daskv-

nebis gakeTebisaTvis. amis erT-erTi mizezia is, rom determinaciis koeficienti am-
xsnel cvladTa ricxvis mimarT araklebadi funqciaa _ gantolebaSi arsebuli am-
xsneli cvladebis SenarCunebisas axali amxsneli cvladis CarTvas, rogorc wesi,

mosdevs R 2 -is mniSvnelobis zrda (yovel SemTxvevaSi igi ar mcirdeba). avxsnaT,

Tu ratom iwvevs amxsneli cvladebis ricxvis zrda R 2 -is mniSvnelobis zrdas. am
mizniT ganvixiloT regresiis ori gantoleba, romelTagan pirvelis Sesafaseblad
gamoviyeneT m amxsneli cvladi, meoris Sesafaseblad ki erTiT naklebi, anu
m − 1 amxsneli cvladi:
yˆ = b0 + b1 x1 + b2 x2 +  + bm xm ,
yˆ = b0 + b1x1 + b2 x2 +  + bm −1 xm−1 .
aq moyvanilTagan meore gantoleba Semdegnairad SeiZleba gadavweroT
yˆ = b0 + b1x1 + b2 x2 +  + bm −1 xm−1 + 0 xm .
Tu SevadarebT sawyis m amxsnel cvladian da am saxiT Caweril meore gan-
tolebebs erTmaneTs, SevniSnavT, rom y, x1 , x2 ,, xm monacemebis pirobebSi narCe-

nebis kvadratebis jamis minimizirebas pirvel maTganis SemTxvevaSi vaxdenT Tavis-

ufali koeficientebisaTvis, meore gantolebis SemTxvevaSi ki erT-erTi koefici-
entis mimarT TviTneburad gamoiyeneba SezRudva bm = 0 . Zneli ar aris SevniSnoT,

170
rom am situaciaSi adgili eqneba utolobas QE  QE , sadac QE pirveli ganto-

lebis, QE ki meore gantolebis Sesabamis narCenebis kvadratebis jams aRniSnavs.

es garemoeba, agreTve, determinaciis koeficientis ganmartebis Sesabamisi (5.40*)

formula gviCvenebs, rom m − 1 amxsneli cvladis Semcvel gantolebaSi kidev
erTi x m cvladis CarTva R 2 -is mniSvnelobas ar Secvlis mxolod im SemTxvevaSi,

roca SemTxveviT aRmoCndeba, rom bm = 0 . sxva danarCen situaciaSi damatebiTi

amxsneli cvladi R 2 -is mniSvnelobaze dadebiTad aisaxeba. ufro metic, Tu amxs-

neli cvladebis ricxvs m -s dakvirvebis wertilebis ricxvis n -is tolad avi-

RebT, yovelTvis SeiZleba mivaRwioT imas, rom R = 1 . magram es sulac ar niS-

2

navs, rom aseTnairad gansazRvruli modeli saukeTeso, xolo Sedegobrivi da faq-

toruli cvladebis kavSiris SerCeuli forma realuri ekonomikuri Sinaarsis ga-
momxatveli iqneba.
determinaciis koeficientTan mimarTebaSi faqtorebis ricxvis zrdiT warmoq-
mnili efeqtis neitralizebisaTvis R 2 -is koreqtireba xdeba. saqme isaa, rom (5.42)
formuliT gansazRvruli R 2 determinaciis SerCeviTi koeficientia da igi Teo-
riuli (CvenTvis ucnobi) mniSvnelobisaTvis gadaadgilebuli Sefasebaa. determi-
naciis koeficientis gadauadgilebeli Sefasebis misaRebad (5.42) formulaSi Sema-

vali QE da Q mTliani gafantulobebis nacvlad unda aviRoT narCenobiTi  E

2

da mTliani  y2 dispersiebis gadauadgilebeli QE (n − m − 1) da Q (n − 1) Sefa-

2
sebebi. Tu determinaciis koreqtirebul koeficients R -iT aRvniSnavT, maSin
zemoT aRniSnulis Tanaxmad gveqneba

QE (n − m − 1) (n − 1)QE
R 2 = 1− = 1− =
Q (n − 1) (n − m − 1)Q

n −1 m
= 1− (1 − R 2 ) = R 2 − (1 − R 2 ) . (5.43)
n − m −1 n − m −1
mocemuli gamosaxuleba gviCvenebs, rom, pirveli, koreqtirebuli koeficienti
ar aRemateba gadaadgilebel R 2 koeficients da, meore, m -is gadidebasTan erTad
izrdeba Sefardeba m (n − m − 1) da, maSasadame, izrdeba R 2 koeficientis koreq-

tirebis sidide Semcirebis mxares. es niSnavs, rom axali, araarsebiTi amxsneli

cvladebis regresiis modelSi CarTvis SemTxvevaSi, R 2 -sagan gansxvavebiT, koreq-

171
tirebuli R koeficienti SeiZleba Semcirdes11. SeiZleba vaCvenoT, rom regresiaSi
2

2
axali xm+1 cvladis damateba mxolod maSin migviyvans R -is gadidebamde, roca am

cvladis bm+1 koeficientis Sesabamisi tb statistika akmayofilebs pirobas

m +1

| tb | >1. magram, radganac es piroba jer kidev ar niSnavs CarTuli xm+1 cvladis
m+1

bm+1 koeficientis mniSvnelovnebas, amitom R 2 -is gadideba regresiis gantolebis

xarisxs yovelTvis ar aumjobesebs.
aRsaniSnavia, rom ekonometrikuli paketebis umravlesoba regresiis ganto-
lebis xarisxis SefasebisaTvis erTdroulad iZleva determinaciis rogorc Cveu-
lebriv, ise koreqtirebul koeficients.

 magaliTi 5.6. magaliT 5.1-Si moyvanili monacemebiT agebul mravlobiTi regresiis

(5.2*) modelisaTvis gamovTvaloT determinaciis koeficientis gadaadgilebuli da gadaua-
dgilebeli (koreqtirebuli) mniSvnelobebi. amave monacemebis safuZvelze vaCvenoT ra gav-
lena iqonia determinaciis koeficientze erTfaqtoriani ( x1 -is Semcveli) modelidan or-

faqtorian ( x1 -is da x 2 -is Semcvel) modelze gadasvlam.

2
amoxsna. orfaqtoriani modelis determinaciis R koeficientis gamosaTvlelad vi-
sargebloT (5.42) formuliT. CavsvaT masSi magaliT 5.4-Si moyvanili QR -is da Q -s mni-

Svnelobebi. gveqneba

QR 5,3063
R2 = = = 0,9535 .
Q 5,565
am Sedegis (5.43)-Si gaTvaliswinebiT miviRebT

m 2
R 2 = R2 − (1 − R 2 ) = 0,9535 − (1 − 0,9535) = 0,9402 .
n − m −1 7
2 2
determinaciis R da R koeficientebis es mniSvnelobebi mowmobs, rom y -is mTli-
ani gafantulobis daaxloebiT 94-95% ganpirobebulia x1 da x 2 cvladebis cvlilebiT.

amasTan, determinaciis koeficientis aseTi didi mniSvneloba agebuli regresiis modelis

monacemebTan morgebis maRal “xarisxze” miuTiTebs.

11 2
ufro metic, R -is sawyisi mcire mniSvnelobisas SesaZlebelia (5.43) formuliT ga-
2
moTvlilma R -ma uaryofiTi mniSvneloba miiRos. am ukanasknel (absurdul) situ-
aciidan gamosavali miRebuli koeficientis kidev erTxel koreqtirebaSi mdgomare-
obs, rac Semdegi saxiT xorcieldeba R 2 = max( R 2 ,0) .

172
 cxrili 5.3

b1 b2 t b1 tb R2 R2
2

m =1 0,04692 - 12,1554 - 0,9481 0,94161

m=2 0,04425 0,01916 8,97525 0,89934 0,95352 0,94024

cxril 5.3-Si moyvanilia erT da orfaqtoriani regresiuli modelis umniSvne-

lovanesi maxasiaTeblebi, romlebic magaliT 5.1-is monacemebis safuZvelze miiReba. yurad-
2 2
Reba mivaqcioT R da R koeficientebis mniSvnelobebs. rogorc vxedavT, erTfaqtoriani
2
modelidan orfaqtorianze gadasvlis Sedegad determinaciis R koeficienti 0,9481-dan
0,9535-mde gaizarda (Tumca zrda umniSvneloa). samagierod determinaciis koreqtirebuli
2
koeficienti R Semcirda 0,9416-dan 0,9402-mde. es bunebrivicaa, radganac x 2 cvladis

regresiis koeficientis Sesabamisi tb erTze naklebia ( tb =0,8993). es faqti kidev erT-

2 2

xel adasturebs Cvens mier adre gakeTebul daskvnas imis Sesaxeb, rom b2 koeficienti

aramniSvnelovania da x 2 faqtoris CarTva regresiis modelSi gantolebis statistikur

mniSvnelovnebas ar aumjobesebs. 

mravlobiTi korelaciis koeficienti

wina Tavis masalidan CvenTvis cnobilia, rom wyviluri korelaciis ry , x koe-

ficienti martivi wrfivi regresiuli modelis xarisxis Sefasebis erT-erTi maxa-

siaTebelia. organzomilebiani analogis msgavsad mravlobiTi wrfivi regresiis
modelis xarisxis Sesafaseblad SeiZleba gamoviyenoT mravlobiTi korelaciis ko-
eficienti R y , X , romelic Sedegobriv y cvladsa da gantolebaSi CarTul amxsnel

X = ( x1 , x2 ,, xm ) cvladebis erTobliobas Soris arsebuli wrfivi kavSiris siZ-

lieres gamosaxavs. vinaidan X = ( x1 , x2 ,, xm ) faqtorTa erToblivi zemoqmedebis

Sedegi mravali cvladis wrfivi funqciiT yˆ = b0 + b1 x1 + b2 x2 + . . . + bm xm aRiwere-

ba, amitom R y , X SeiZleba ganvsazRvroT, rogorc Cveulebrivi wyviluri korela-

ciis koeficienti, oRond am SemTxvevaSi ganixileba wyviluri korelacia y -sa da

ŷ -s Soris: R y , X = ry , yˆ . arsebobs erTi mniSvnelovani niuansi, romelic R y , X -s Cve-

ulebrivi wyviluri koeficientisagan ganasxvavebs: mravlobiTi korelaciis koefi-
cienti yovelTvis uniSnod aiReba, radganac mravlobiTi regresiis gantoleba erT-

173
droulad SeiZleba Seicavdes y -ze rogorc dadebiTad, ise uaryofiTad moqmed
faqtorebs. maSasadame, SegviZlia CavweroT 0  R y , X  1 . zogad SemTxvevaSi, rac ax-

losaa R y , X koeficientis mniSvneloba erTTan, miT Zlieria wrfivi kavSiri y -sa

da regresiis modelSi CarTul amxsnel cvladebs Soris da miT “kargia” agebuli

regresiis modeli.
mravlobiTi korelaciis koeficientis gamosaTvlelad zogjer gamoiyeneba
wyviluri korelaciis koeficientebis simetriuli matrica

 1 ry , x1 ry , x2  ry , xm 
 
 rx y 1 rx1 , x2  rx1 , xm 
R YX = 1 . (5.44)
− − − − − 
 
 rx y rxm , x1 rxm , x2  1 
 m
rogorc vxedavT, mocemul matricaSi m + 1 striqoni da amdenive svetia. amasTan,
pirvel striqonSi da pirvel svetSi Sedegobrivi cvladis amxsnel cvladebTan
wyviluri korelaciis koeficientebia mocemuli; danarCeni elementebi ki amxsnel
cvladebs Soris yvela SesaZlo wyvilur korelaciaTa mniSvnelobebs axasiaTebs.
(5.44) matricis safuZvelze mravlobiTi korelaciis koeficienti Semdegi
formuliT miiReba

R y , X = 1 − D D11 , (5.45)

sadac D aris R YX matricis determinanti, xolo D11 ki - R YX matricidan pir-

veli svetisa da striqonis amoSlis Semdeg miRebuli matricis detrminantia:

1 ry , x1 ry , x2  ry , xm
1 rx1 , x2  rx1 , xm
rx1 y 1 rx1, x2  rx1, xm
D= ; D11 = − − − − .
− − − − −
rxm , x1 rxm , x2  1
rxm y rxm , x1 rxm , x2  1

Tu ganvixilavT, magaliTad, SemTxvevas, roca modelSi amxsnel cvladTa ric-

xvi Seadgens 2-s, maSin advilad miviRebT, rom

r 2 y , x1 + r 2 y , x2 − 2ry , x1 ry , x2 rx1 , x2
Ry,X = . (5.45*)
1 − r 2 x1 , x2

mravlobiTi korelaciis R y , X koeficientsa da mravlobiTi determinaciis R 2

koeficients Soris martivi Sesabamisoba arsebobs. kerZod, SeiZleba vaCvenoT, rom

174
wrfivi mravlobiTi regresiis modelSi determinaciis koeficienti mravlobiTi

korelaciis koeficientis kvadrats emTxveva: R 2 = ( R y , X ) 2 . es faqti, erTi mxriv,

wrfivi regresiis funqciis agebis gareSe determinaciis koeficientis gamoTvlis

saSualebas iZleva (Tumca am SemTxvevaSi saWiroa wyviluri korelaciis koefici-
entebis R YX matricis Sedgena); meore mxriv, igi imaze migvaniSnebs, rom R y , X da

R 2 koeficientebis mniSvnelovneba, maT safuZvelze ki regresiis funqciis mniSvne-

lovneba (monacemebTan morgebis xarisxi) SeiZleba erTi da igive proceduriT
SevafasoT.

 magaliTi 5.7. cxril 5.1_Si moyvanili monacemebis gamoyenebiT SevadginoT kore-

laciuri matrica R YX , (5.45*) formuliT gamovTvaloT mravlobiTi korelaciis koefi-

cienti R y , X da SevamowmoT R = ( R y , X )
2 2
tolobis samarTlianoba.

amoxsna. visargebloT wyviluri korelaciis koeficientebis gamosaTvleli stan-

dartuli wesiT. Sesabamisi gaangariSebis Catarebis Semdeg miviRebT simetriul matricas

 1 ry , x1 ry , x2   1 0,97373 0,64635 
   
R YX =  rx1 , y 1 rx1 , x2  =  0,97373 1 0,60380  .
 
 rx2 , y rx2 , x1 1   0,64635 0,60380 1 

wyviluri korelaciis koeficientebis es mniSvnelobebi (5.45*) fomulaSi gaviTvalis-
winoT. gveqneba

(0,9737)2 + (0,6463)2 − 2  0,9737 0,6463 0,6038

R y, X = = 0,9535 .
1 - (0,6038)2
2
zemoT, magaliT 5.5-Si, davadgineT, rom aq ganxiluli monacemebisaTvis R =0,9535. maSa-

sadame, samarTliania R = ( R y , X ) . 
2 2

determinaciis koeficientis da mravlobiTi regresiis statistikuri

mniSvnelovnebis analizi

mravlobiTi regresiis gantolebis vargisianobis Semowmeba gulisxmobs imis

dadgenas, mniSvnelovania Tu ara mis mier Sedegobrivi y cvladis axsnis unari.
cxadia, sxva Tanabar pirobebSi (funqcionaluri formis sworad SerCevis SemTxve-
vaSi), gantolebis am unars ZiriTadad gansazRvravs masSi CarTuli amxsneli cvla-
debis erToblioba da y -is am erTobliobaze damokidebulebis xarisxi. aqedan ga-

175
momdinare, gantolebis statistikuri mniSvnelovneba SeiZleba SevafasoT ori erT-
maneTis ekvivalenturi hipoTezis gamoyenebiT. erT SemTxvevaSi gantolebisaTvis
y =  0 + 1 x1 +  2 x2 +  +  m xm + u
nulovan hipoTezad ganixileba yvela amxsneli cvladis Sesabamisi 1 ,  2 , ,  m

koeficientis nulTan toloba:

H 0 : 1 =  2 =  =  m = 0 .
bunebrivia, aseTi nulovani hipoTezis alternativaa 1 ,  2 , ,  m koeficientebi-

dan Tundac erTis nulisagan gansxvavebuloba.

meore hipoTeza efuZneba im garemoebas, rom rodesac regresiis gantolebSi
yvela  j = 0 , maSin, rogorc zemoT ukve aRvniSneT, determinaciis koeficienti

R 2 = 0 da aseTi gantoleba yˆ = y wrfesTan SedarebiT y -is qcevaSi damatebiT

arafers ara xsnis. maSasadame, H 0 : 1 =  2 =  =  m = 0 hipoTezis nacvlad Se-

iZleba ganvixiloT H 0 : R *2 = 0 , sadac R determinaciis Teoriuli koeficientia.

*2

rogorc vxedavT, pirveli hipoTeziT vamowmebT regresiis modelSi Semavali

m faqtoruli cvladis erToblivi amxsneli unaris mniSvnelovnebas, meore hipo-
TeziT ki determinaciis koeficientis nulisagan gansxvavebulobis statistikur
mniSvnelovnebas. orive hipoTezisaTvis F statistika da masze dafuZnebuli
testi gamoiyeneba. amis saSualebas is garemoeba iZleva, rom gamosaxuleba

QR m (n − m − 1)QR Q (n − m − 1) R 2
F= = = (5.46)
QE (n − m − 1) m QE Q m(1 − R 2 )
orive nulovani hipoTezis marTebulobis SemTxvevaSi SemTxveviTi sididea, rome-
lic Tavisuflebis m da n − m − 1 xarisxebis mqone fiSeris F ganawilebiT xasi-
aTdeba. rodesac mocemuli R 2 -iT (5.46)-dan miRebuli F mniSvnelovnebis  do-
niT da Tavisuflebis m da n − m − 1 xarisxebiT gansazRvrul Fkr -s aRemateba,

maSin zemoT moyvanili orive nulovani hipoTezis uaryofa xdeba. es niSnavs, rom
F  Fkr utolobis dros mniSvnelovania rogorc regresiis modelSi CarTul faq-

torTa erToblivi amxsneli unari, aseve R 2 -is nulisagan gansxvavebuloba da Ser-

Ceuli regresiis modeli garkveuli daskvnebis gasakeTeblad vargisia. cxadia,
sawinaaRmdego utolobis dros nulovani hipoTezebi miiReba da agebuli modeli
Semdgom srulyofas saWiroebs.

176
  magaliTi 5.8. davubrundeT magaliT 5.5-s da masSi moyvanili determinaciis koe-
ficientis safuZvelze SevamowmoT nulovani hipoTezis H 0 : 1 =  2 = 0 marTebuloba
(5.2**) modelisaTvis.
amoxsna. (5.46) formuliT gamovTvaloT F statistika. gvaqvs

(n − m − 1) R 2 7  0,9535
F= = = 71,80 .
m(1 − R 2 ) 2  (1 − 0,9535 )

fiSeris ganawilebis cxrilSi Tavisuflebis m =2 da n − m − 1 = 7 xarisxebisaTvis da

mniSvnelovnebis  = 0,05 donisaTvis Fkr =4,74. radganac F =71,80>4,74= Fkr , amitom

nulovani hipoTeza uaryofilia da (5.2**) modeli, miuxedavad imisa, rom statistikurad

aramniSvnelovan x 2 faqtors Seicavs, mTlianobaSi mniSvnelovans warmoadgens. 

kiTxvebi TviTSemowmebisaTvis

1. ras gamosaxavs mravlobiTi regresiis  j koeficienti?

2. ra nawilebisagan Sedgeba mravlobiTi regresiis Teoriuli modeli?

3. ra moTxovnebi unda Sesruldes, rom mravlobiTi regresiis wrfivi modeli
warmoadgendes klasikurs? normalur klasikurs?
4. risTvis aris saWiro mravlobiTi regresiis gantolebis standartizebul
maStabSi gamosaxva?
5. ra Tvisebebi gaaCnia mravlobiTi regresiis wrfivi klasikuri modelisaTvis
umcires kvadratTa meTodiT miRebul Sefasebebs?
6. moiyvaneT regresiis koeficientebis dispersiebis gadauadgilebeli Sefasebebis
gasaangariSebeli formulis zogadi saxe. rogor dakonkretdeba es formula
orfaqtoriani modelis SemTxvevisaTvis?
7. rogor xdeba regresiis koeficientebis statistikuri mniSvnelovnebis
Semowmeba?
8. raSi mdgomareobs dispersiuli analizis arsi mravlobiTi regresiis modeli-
sTvis. rogor xdeba misi gamoyeneba regresiis modelis mniSvnelovnebis Semow-
mebisTvis?
9. ra Tvisebebi gaaCnia determinaciis koeficients?
10. rogor da ratom xdeba determinaciis koreqtirebuli koeficientis gamoTvla?
11. ras gamosaxavs mravlobiTi korelaciis koeficienti? moiyvaneT misi gamosaTv-

177
vleli formulebi.
12. risTvis da rogor gamoiyeneba F statistika mravlobiTi regresiuli analizis
dros?
13. qvemoT moyvanilTagan romeli debulebaa marTebuli?
Tu determinaciis R 2 koeficienti statistikurad mniSvnelovania, maSin:
a) regresiis yvela koeficienti mniSvnelovania;
b) regresiis erTi koeficienti mainc aris mniSvnelovani;
g) SeiZleba regresiis arcerTi koeficienti ar iyos mniSvnelovani.

savarjiSoebi da amocanebi

5.1. oTx faqtorul cvladze damokidebuli y cvladis regresia dakvirvebis 30

wliani periodisaTvis Semdegi gantolebiT gamoisaxeba
y = −15,045+ 0,217x1 + 2,024x2 − 1,015x3 + 0,112x4
(7,219) (0,011) (0,456) (0,421) (0,029)
(t) (-2,084) ( ) ( ) ( ) ( )
(
95% - iani ndobis  14,871 ) ( ) ( ) ( ) ( )
intervali

a) SeavseT gamotovebani;
b) mcdaria Tu WeSmariti Semdegi mtkicebani (Tu mcdaria, gaasworeT isini):
1) x1 -is koeficientis Sefasebaa 0,217. sxva mkvlevarebs gansxvavebuli monace-
mebis SegrovebiT SeuZliaT am koeficientis sxva Sefasebebi aagon. am Sefasebebis
ganawileba WeSmariti 0,217 mniSvnelobis irgvliv iqneba Tavmoyrili, amitom
Sefasebas gadauadgilebeli ewodeba;
2) Tu arsebobs aprioruli darwmunebuloba imaSi, rom x3 ar zemoqmedebs y -
ze, maSin azri aqvs mniSvnelovnebis 5 procentiani doniT uarvyoT nulovani
hipoTeza H 0 :  3 = 0 ;

3) Tu arsebobs aprioruli darwmunebuloba imaSi, rom x 2 zemoqmedebs y -ze,

maSin ufro mizanSewonilia gamoviyenoT 2,024 Sefaseba, vidre miviRoT nulovani
hipoTeza H 0 :  2 = 0 .
5.2 ganixileba sami saxis fasiani qaRaldi, romelTa yovelTviuri Semosavlianobaa

178
y , x1 da x 2 . arsebobs mosazreba, rom y danarCeni ori fasiani qaRaldis x1 da
x 2 Semosavlianobazea damokidebuli da am damokidebulebas mravlobiTi regresiis
wrfivi klasikuri modeli yi =  0 + 1 xi1 +  2 xi 2 + ui Seesabameba. mocemulia
informacia Semosavlianobis Sesaxeb naxevarwliani periodisaTvis (cxrili 5.6)
cxrili 5.6
Semosavalianoba Tvis indeqsi
fasiani qaRaldebidan
1 2 3 4 5 6
x1 0,054 0,053 0,049 0,049 0,054 0,060

x2 0,063 0,062 0,061 0,058 0,057 0,057

y 0,092 0,092 0,091 0,090 0,087 0,086

a) rogori saxe gaaCnia mocemul SemTxvevaSi ( X T X ) matricas?

b) gamoTvaleT X T Y veqtori;
g) gamoTvaleT ( X T X ) −1 matrica da SeamowmeT, rom mas miaxloebiT Semdegi saxe
gaaCnia

 189,1116 − 1084,5602 − 2200,2643

 
 − 1084,5602 13338,3667 6291,6824  ;
 − 2200,2643 6291,6824 31269,6615 
d) isargebleT ( X T X ) −1 -s da X T Y -s mniSvnelobebiT da umcires kvadratTa
meTodiT gamoTvaleT  j , j = 0,1,2 parametrebis Sefasebebi;

e) gamoTvaleT miRebuli Sefasebebis kovariaciuli matricis SerCeviTi mniSv-

neloba. miuTiTeT ras udris regresiis koeficientebis SerCeviTi dispersiebi.

5.3. Sedegobrivi y cvladis qcevis asaxsnelad ganixileba ori regresia:

y =  0 + 1 x1 +
y =  0 + 1 x1 +  2 x2 + 
mocemuli regresiebis SefasebebisaTvis ra SemTxvevaSi iqneba marTebuli Semdegi
mtkicebebi:
a) a1 = b1 ;
n n
b)  ei2   νi2 , sadac e da ν Sesabamisad  -s da ν -s Sefasebebia;
i =1 i =1

179
g) 5%-iani mniSvnelovnebis doniT a1 koeficienti statistikurad mniSvnelovania,
b1 ki ara;
d) 5%-iani mniSvnelovnebis doniT b1 koeficienti statistikurad mniSvnelovania,
a1 ki ara.

5.4. 16 wertilisagan Semdgari SemTxveviTi SerCevis safuZvelze Sefasebuli

wrfivi regresiis gantoleba Semdegi saxisaa
y = 753,148 + 10,5151 x1 − 122 ,224 x2 + e .
damatebiT cnobilia, rom:

 3,319575 − 0,01047 − 0,48492 

  16
T
(X X ) −1
=  − 0,01047 0,0000414 0,001301  ;  ( yi − yˆ i ) 2 = 530054,2 .
 − 0,48492 0,001301 0,080865  i =1
 
a) 1%-iani doniT SeafaseT b0 ,b1 da b2 koeficientebis statistikuri mniSvne-
lovneba;
b) 5%-iani doniT SeamowmeT hipoTezebi:
H 0 :  0 = 700 , H 0 : 1 = 8 , H 0 :  2 = −100 ;
g) 5%-iani doniT SeamowmeT wrfivi SezRudva 1 +  2 = −100 .

5.5. erTi da igive moculobis dakvirvebis Sedegebis gamoyenebiT regresiis Semdegi

ori gantoleba iqna agebuli

y = 1,43293 + 1,56098 x1 + e , R1 = 0,97805

2
,
t (1,28295) (17,68867)

y = 3,76642 + 2,32265 x1 − 4,32998 x2 + e , R2 = 0,98102

2
.
t (1,91048) (2,19941) (-1,39254)

gansazRvreT SerCevis moculoba n . moxda Tu ara erTfaqtoriani modelidan

orfaqtorianze gadasvliT modelis arsebiTi gaumjobeseba?

5.6. aCveneT, rom R 2 = ry2, yˆ , sadac yˆ = b0 + b1 x1 + b2 x2 + . . . + bm xm .

5.7. davuSvaT, rom mocemuli qveynis yovelwliuri samxedro xarjebis sidide y

qveynis mTliani erovnuli produqtis ( x1 ) da garemocvaSi myofi potenciuri

mtruli qveynebis samxedro xarjebis ( x 2 ) sididiT ganisazRvreba. aTwliani peri-

odisaTvis y -is, x1 -is da x 2 -is pirobiTi mniSvnelobebi miliard dolarebSi

(sabaziso wlis fasebSi) cxril 5.7-Sia moyvanili.

180
 cxrili 5.7.
i 1 2 3 4 5 6 7 8 9 10
y 4,7 4,8 5,6 5,1 7,2 7,1 7,2 7,3 6,5 7,5
x1 67,1 68,3 71,1 72,6 76,1 76,8 79,9 81,5 80,1 83,9
x2 12,9 17,2 24,9 30,7 34,0 33,0 33,4 34,9 36,3 43,9

a) aageT x1 -is da x 2 -is mimarT y -is mravlobiTi regresiis gantoleba da axseniT

miRebuli Sedegebi;
b) gamoTvaleT S b , S b1 da S b2 standartuli Secdomebi da SeafaseT b0 ,b1 da b2
0

parametrebis statistikuri mniSvnelovneba δ = 0,05 donisTvis. aageT maTi ndobis

intervalebi;
g) gamoTvaleT mravlobiTi determinaciis R 2 koeficienti da determinaciis koreq-
tirebuli R 2 koeficienti. SeafaseT regresiis gantolebis mniSvnelovneba;
d) ganixileT y -is regresia x1 -is mimarT da R 2 koeficientis gamoyenebiT Seamow-
meT x 2 cvladis CarTvis Sedegad xdeba, Tu ara gantolebis xarisxis gaumjo-
beseba.

5.8. ekonomikur TeoriaSi fulis brunvis siCqare V (garkveul periodSi erTsaxe-

liani fuladi erTeulis garigebebSi monawileobis saSualo ricxvi) xSirad
mTliani erovnuli produqtis da saprocento ganakveTis zrdadi funqciis rolSi
ganixileba. amave dros, iTvleba, rom fasebis donis cvlileba gavlenas ar axdens
V -ze.
cxrili 5.8
weli V PGNP COMM weli V PGNP COMM
1967 4,593 0,360 5,032 1978 6,492 0,722 7,942
1968 4,694 0,377 5,842 1979 6,725 0,786 10,970
1969 4,784 0,398 7,831 1980 6,899 0,857 12,658
1970 4,855 0,420 7,714 1981 7,181 0,939 15,325
1971 4,940 0,444 5,045 1982 6,990 1,000 11,892
1972 5,071 0,465 4,663 1983 6,768 1,038 8,878
1973 5,300 0,496 8,203 1984 7,005 1,077 10,097
1974 5,460 0,540 10,015 1985 6,843 1,110 7,954
1975 5,677 0,593 6,250 1986 6,370 1,140 6,495
1976 5,997 0,630 5,236 1987 6,081 1,177 6,812
1977 6,217 0,673 5,547 1988 6,268 1,217 7,656
wyaro: Р. Дорнбуш, С. Фишер. Макроэкономика. Москва, МГУ, 1997, gv. 377.
gamoiyeneT wrfivi regresiis modeli
Vi =  0 + 1 PGNPi +  2 COMM i + ui

181
da SeamowmeT Teoriis marTebuloba imis Sesaxeb, rom V dadebiTad aris damoki-
debuli saprocento ganakveTze da ar aris damokidebuli fasebis doneze. aRniS-
nuli funqciis agebisaTvis isargebleT cxril 5.8-Si moyvanili monacemebiT, rom-
lebic aSS-Si 1967-1988 wlebSi mTliani erovnuli produqtis deflatoris,
PGNP -s, fulis M1 agregatis brunvis siCqaris V -s da komerciuli fasiani qa-
Raldebis saprocento ganakveTis, COMM -is, mniSvnelobebs axasiaTebs.

5.9. ganixileT wrfivi regresiis modeli Tavisufali wevris gareSe

y = 1 x1 +  2 x2 + u .
a) Tqveni azriT, ra SemTxvevaSi gamoiyeneba aseTi modeli?
b) rogor xdeba am modelis regresiis koeficientebis Sefaseba? gamoiyvaneT b1 da

b2 koeficientebis gamosaTvleli formulebi.

g) mocemuli modelisaTvis samarTliania Tu ara Semdegi tolobebi:
n n n

 ei = 0,
i =1
 ei xi1 = 0,
i =1
e x
i =1
i i2 =0 ?

5.10. ra mouva orfaqtoriani regresiis modelis

y = 1 + 1 x1 +  2 x2 + u
koeficientebis umcires kvadratTa meTodiT miRebul Sefasebebs, Tu:
a) y -is dakvirvebis yovel mniSvnelobas raime c mudmivs davamatebT?
b) x1 da x 2 cvladebis dakvirvebis yovel mniSvnelobas Sesabamisad c1 da c 2 mud-
mivebs davamatebT?
g) y -is dakvirvebis yovel mniSvnelobas raime c mudmivze gavamravlebT?
d) erT-erTi damoukidebeli cvladis yovel mniSvnelobas raime c mudmivze gavam-
ravlebT?

5.11. dakvirvebis 12 wertilis ( yi , xi1 , xi 2 ) , i = 1,2,,12 , safuZvelze Semdegi

Sedegebi iqna miRebuli
n n
x1 = 91 , x2 = 60,7 , y = 112,6 , (y
i =1
i − y ) 2 = 39286,9 ,  (x
i =1
i1 − x1 ) 2 = 20398,
n n n

 (x
i =1
i2 − x2 ) 2 = 7236,7 ,  (x
i =1
i1 − x1 )( xi 2 − x2 ) = 4974 ,  (x
i =1
i1 − x1 )( yi − y ) = 16016 ,
n

 (x
i =1
i2 − x 2 )( y i − y ) = 14043,3 .
isargebleT am monacemebiT da

182
a) SeafaseT y =  0 + 1 x1 +  2 x2 + u gantolebis koeficientebi umcires kvadratTa
meTodiT;
b) SeafaseT koeficientebis statistikuri mniSvnelovneba;
g) gamoTvaleT mravlobiTi korelaciis, determinaciis da determinaciis koreqti-
rebuli koeficientebi;
d) SeafaseT miRebuli gantolebis statistikuri mniSvnelovneba.

5.12. cxril 5.9-Si moyvanilia monacemebi erT-erTi mzardi dargis gamoSvebis mo-
culobis zrdis tempis ( y %-Si), rentabelobis saSualo donis ( x1 %-Si) da darg-

Si ganxorcielebuli investiciebis moculobis ( x2 mil. dolarebSi) Sesaxeb.

cxrili 5.9
i y x1 x2 i y x1 x2
1 105.2 5.8 58.7 9 127.1 7.2 60.3
2 107.9 6.7 78.5 10 133.2 6.6 74.3
3 107.5 8.4 81.9 11 139.9 7.6 94
4 110.1 6.2 75 12 143.1 10.6 93.5
5 117.1 5.4 85.3 13 148.1 14.9 65.4
6 123.5 5.9 86.9 14 151.3 16.6 76.8
7 121.8 9.4 72.7 15 149.2 17.5 74.2
8 120.2 9.4 50.2 16 153.5 16 79.2

a) SeafaseT wrfivi regresiis modeli y = 1 + 1 x1 +  2 x2 + u da axseniT ekono-

mikurad miRebuli Sedegebi;
b) SeafaseT regresiis koeficientebi da aageT maTi 95%-iani ndobis intervalebi;
g) SeamowmeT 5%-iani doniT Semdegi wrfivi SezRudvis marTebuloba:
1) 1 +  2 = 4 ; 2) 1 = 10 2 ;
d) gamoTvaleT (1 +  2 ) -saTvis 95%-iani ndobis intervali da SeudareT igi 1 -

sa da  2 -is ndobis intervalebs. Tqvens mier SemCneuli Sedegi aris Tu ara yo-
velTvis marTebuli? axseniT ratom?

183
 Tavi VI

regresiis modelis specifikaciisa da verifikaciis

zogierTi Tavisebureba

$ 6.1. cvladebis specifikacia regresiis modelSi

ekonomikur-maTematikuri modelis agebis procesSi TiTqmis yovelTvis vaw-

ydebiT specifikaciis problemas. rodesac es modeli regresiis gantolebis saxiT
warmoidgineba, specifikacia maTematikuri funqciis SerCevasa da funqciaSi Sema-
vali faqtoruli cvladebis dadgenas gulisxmobs. orive garemoeba mniSvnelovania
da romelime maTganis araswor gadawyvetas garkveuli problemebi axlavs Tan.
qvemoT Cven vigulisxmebT, rom funqciis specifikaciis problema sworadaa gada-
wyvetili _ mas wrfivi saxe Seesabameba _ da gavaanalizebT im SesaZlo Sedegebs,
rasTanac saqme gvaqvs faqtorul cvladTa simravlis araswori dadgenis SemTxve-
vaSi. es ukanaskneli ki gulisxmobs ori SesaZlo situaciis arsebobas.
_ Sesafasebel modelSi ar gaiTvaliswineba mniSvnelovani cvladebi, romle-
bic WeSmarit modelSi arsebobs;
_ Sesafasebel modelSi CarTulia cvladebi, romlebic ar Sedis WeSmarit
modelSi.
ganvixiloT aq aRniSnuli TiToeuli situacia.

regresiis gantolebaSi arsebiTi cvladebis gauTvaliswineblobis

Sedegebi

regresiis gantolebaSi CasarTavi faqtoruli cvladebis SerCevisas pirvel

rigSi unda daveyrdnoT ekonomikur Teorias, magram, rogorc wesi, Teoria yovel-
Tvis srulyofili ar aris da am arasrulyofilebas zogjer faqtorebis araswor
specifikaciamde mivyavarT. garda amisa, araswor specifikacias srulyofili ekono-
mikuri Teoriis pirobebSic SeiZleba wavawydeT, Tuki modelSi Segnebulad ar
gaviTvaliswinebT romelime mniSvnelovan faqtors Sesabamisi monacemebis uqonlo-
bis gamo. am etapze CvenTvis mniSvneloba ara aqvs imas, Tu ra mizeziT ar xdeba

184
faqtorebis srulfasovani SerCeva. Cveni mizania vaCvenoT, ra uaryofiTi Sedegebi
miiReba im SemTxvevaSi, roca Sesafasebel regresiis gantolebaSi ar gaiTvaliswi-
neba erTi an ramdenime arsebiTi faqtori, romelic Teoriis mixedviT ganmsazRv-
rels warmoadgens Sedegobrivi y cvladisaTvis.
dasawyisSi ganvixiloT martivi SemTxveva. vTqvaT, y cvladi wrfivad damoki-

debulia or x1 da x2 cvladze da regresiis WeSmariti Teoriuli modelis saxea

y =  0 + 1 x1 +  2 x2 + u . (6.1)

vTqvaT am ukanasknelis nacvlad gadavwyviteT SevafasoT wyviluri regresiis

Semdegi modeli
y =  0 + 1 x1 + u . (6.2)

vaCvenoT, rom aseT SemTxvevaSi Sefasebuli yˆ = b0 + b1 x1 modelis koeficientebi

SeiZleba gadaadgilebuli aRmoCndes.

sailustraciod ganvixiloT b1 koeficienti. CvenTvis ukve cnobilia, rom es

koeficienti Semdegnairad ganisazRvreba b1 = Cov( x1 , y) Var( x1 ) . Tu gaviTvaliswi-

nebT am gamosaxulebaSi y cvladis mniSvnelobas (6.1)-dan miviRebT

Cov( x1 , y ) Cov( x1 ,  0 + 1 x1 +  2 x2 + u )
b1 = = =
Var( x1 ) Var( x1 )
Cov( x1 ,  0 ) + 1Var( x1 ) +  2 Cov( x1 , x2 ) + Cov( x1 , u )
= =
Var( x1 )

Cov( x1 , x2 ) Cov( x1 , u )
= 1 +  2 + .
Var( x1 ) Var( x1 )
gaus-markovis erT-erTi pirobis Tanaxmad x1 da x2 araSemTxveviTi cvladebia da

E[Cov( x1 , u)] = 0 . Tu amas gaviTvaliswinebT gveqneba:

Cov( x1 , x2 )
E (b1 ) = 1 +  2 .
Var( x1 )
es formula gviCvenebs, rom, Tu regresis (6.1) gantolebaSi ar gaviTvaliswi-
nebT x2 cvlads da SevafasebT wyviluri regresiis (6.2) models, maSin umcires

kvadratTa meTodiT miRebuli 1 koeficientis Sefaseba b1 gadaadgilebulia ori

gamonaklisi SemTxvevis garda. pirvel SemTxvevas maSin aqvs adgili, roca x2 faq-

tori gavlenas ar axdens y cvladze da, maSasadame, (6.1) gantolebaSi  2 = 0 .

185
cxadia, aseT pirobebSi (6.2) gantoleba sworad aris specificirebuli. meore
SemTxveva, SeiZleba iTqvas, mxolod Teoriuladaa SesaZlebeli da maSin warmoiq-
mneba, roca modelis Sesafaseblad gamoyenebul SerCevaSi Cov( x1 , x2 ) = 0 . rogorc

wesi, ekonomikuri SerCeviTi erTobliobebisaTvis es piroba TiTqmis ar sruldeba.

magram Tu igi sruldeba, maSin vambobT, rom ( x11 x21  xn1 ) da ( x12 x22  xn 2 ) veq-

torebi erTmaneTis mimarT orTogonaluria. aqve gvinda aRvniSnoT, rom Sefasebuli

b1 koeficientis gadaadgilebis mimarTuleba calsaxa ar aris da damokidebulia,
erTi mxriv, WeSmariti modelis  2 koeficientis, meore mxriv, Cov( x1 , x2 ) -is

niSnebze. imis mixedviT es niSnebi erTmaneTisagan gansxvavebulia Tu erTnairia,

regresiis gantolebaSi mniSvnelovani x2 cvladis CaurTvelobam SeiZleba gamoiwvi-

os b1 koeficientis rogorc qvemoT, iseve zemoT gadaadgileba.

ganvazogadod axla aq ganxiluli martivi SemTxveva da davuSvaT, rom WeSma-

riti modeli Sedgeba m + l cvladisagan. Semdgomi gardaqmnebis TvalsaCinoebis-
Tvis pirvel m faqtorul cvlads aRvniSnavT x1 ,  , x m simboloebiT, xolo

danarCen l cvlads ki z1 ,, zl simboloebiT. maSin dakvirvebis n wertilisaTvis

sworad specificirebuli modelis saxe iqneba

y1 =  0 + 1 x11 +  +  m x1m +  1 z11 +  +  l z1l + u1
y 2 =  0 + 1 x21 +  +  m x2 m +  1 z 21 +  +  l z 2l + u 2
. (6.3)
−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−
y n =  0 + 1 xn1 +  +  m xnm +  1 z n1 +  +  l z nl + u n
davuSvaT, rom aramizanSewonilad CavTvaleT modelSi z1 ,, zl cvladebis
CarTva da arCevani gavakeTeT m faqtorian modelze:
y1 =  0 + 1 x11 +  +  m x1m + u1
y 2 =  0 + 1 x21 +  +  m x2 m + u 2
. (6.4)
−−−−−−−−−−−−−−−−−−−
y n =  0 + 1 xn1 +  +  m xnm + u n
aSkaraa, (6.3) modelis nacvlad (6.4)-is ganxilvisas dairRveva gaus-markovis
piroba, romelic gulisxmobs SerCeuli modelis WeSmarit modelTan Sesabamisobis
aucileblobas. am darRvevis Tanmdevi Sedegebis dasadgenad (6.3) da (6.4) veqto-
rul-matriculi saxiT gadavweroT:
Y = XB + ZA + U , (6.3a)

186
 Y = XB + U , (6.4a)
sadac Z aRniSnavs n  l ganzomilebis matricas, romlis elementebia z ij ; A _

1 ,, l elementebis veqtor-svetia. danarCeni aRniSvnebi CvenTvis ukve cnobilia.

(6.3a)-s vuwodoT `grZeli~ modeli, (6.4a)-s _ `mokle~ modeli.
vaCvenoT, rom mokle modelis SefasebiT miRebuli gantolebis,
yˆ = b0 + b1 x1 + b2 x2 +  + bm xm ,
b0 , b1 ,, bm koeficientebi, zogad SemTxvevaSi, WeSmariti parametrebis (grZeli
modelis  0 , 1 ,,  m koeficientebis) gadaadgilebuli Sefasebebia.

marTlac, CvenTvis ukve cnobilia, rom (6.4a) tipis gantolebis mimarT umci-
res kvadratTa meTodis gamoyeneba saSualebas iZleva Sefasebuli regresiis koefi-

cientebis veqtori B̂ Semdegi saxiT gamovsaxoT

Bˆ = ( X T X ) −1 X T Y .
Cveni daSvebis Tanaxmad, am gamosaxulebaSi Semavali Y veqtoris mniSvneloba (6.3a)
gantolebiT aRiwereba. am garemoebis gaTvaliswineba mogvcems:

Bˆ = ( X T X ) −1 X T Y = ( X T X ) −1 X T ( XB + ZA + U ) =
= B + ( X T X ) −1 X T ZA + ( X T X ) −1 X T U .
radganac X da Z arastoxastikuri matricebia da, daSvebis Tanaxmad, E(U ) = 0 ,
amitom

E ( Bˆ ) = B + ( X T X ) −1 X T ZA .

maSasadame, zogad SemTxvevaSi E (Bˆ ) gansxvavdeba B̂ -sagan, rac (6.4a) mode-

lis regresiis koeficientebis SefasebaTa gadaadgilebaze miuTiTebs. iseve, ro-
gorc martivi SemTxvevis dros, aqac arsebobs ori gamonaklisi situacia, roca
mokle modeliT miRebuli Sefasebebi SeiZleba gadauadgilebeli iyos:
a) A = 0 _ es is SemTxvevaa, roca araswori specifikacia ar warmoiSveba;

b) X T Z = 0 _ formaluri TvalsazrisiT es piroba X da Z matricebis

orTogonalobas gamosaxavs, rac ekonomikurad Zneli asaxsnelia.
regresiis gantolebaSi mniSvnelovani faqtorebis CaurTvelobiT gamowveuli
`usiamovneba~ ar Semoifargleba mxolod regresiis koeficientebis Sefasebebis
gadaadgilebiT. aranakleb seriozuli uaryofiTi Sedegia is, rom Sefasebuli mok-
2
le modeliT gansazRvruli S e statistika, romelsac Semdegi saxe aqvs

187
 n 1
S e2 = Var (e) = eT e ,
n − m −1 n − m −1
zogad SemTxvevaSi, grZeli modelis (WeSmariti modelis) SemTxveviTi wevris  u2

dispersiis gadaadgilebuli Sefasebaa. SeiZleba vaCvenoT, rom

1 1
E ( S e2 ) = E (eT e) =  u2 + AT Z T MZA ,
n − m −1 n − m −1
sadac M = ( I − X ( X T X ) −1 X T ) simetriuli idempotenturi matricaa, e. i. misTvis

adgili aqvs pirobas M = MM = M 2 . am matricis aRniSnuli Tvisebis gamo nebis-

2
mieri A veqtorisaTvis E ( S e ) -is moyvanili gamosaxulebis meore Sesakrebi arauar-

yofiTia, radgan M -is idempotenturobis da matricaTa namravlis transponirebis

Tvisebebis Tanaxmad

AT Z T MZA = AT Z T MMZA = ( MZA )T ( MZA )  0 .

Tavis mxriv, es niSnavs, rom  u dispersiisaTvis S e aris zemoT gadaadgilebuli

2 2

2
Sefaseba1. es Sedegi imaze miuTiTebs, rom statistikuri testebiT, romlebSic S e

monawileobs SeiZleba araswori daskvnebi gavakeToT.

wrfivi regresiis modelSi mniSvnelovani cvladebis CaurTvelobis kidev
erTi seriozuli uaryofiTi gamovlineba ukavSirdeba regresiis koeficientebis
Sefasebebis dispersiebsa da standartuli Secdomebs. mtkicdeba, rom B veqtoris
Sefasebebs mokle modelSi zogadad ufro naklebi dispersiebi gaaCnia, vidre
grZel modelSi. am Sedegis marTebulobis Cveneba gansakuTrebiT advilad SeiZleba
martivi situaciisaTvis, roca grZeli modelis variantia (6.1), xolo mokle
models ki warmoadgens (6.2). marTlac, rogorc CvenTvis cnobilia, (6.1) modeli-
sTvis b1 koeficientis dispersis mniSvneloba ganisazRvreba formuliT

 u2 nVar( x1 )(1 − r12, 2 ) , sadac r1, 2 -iT aRniSnulia x1 da x2 faqtors Soris arsebu-
li korelaciis koeficienti, maSin roca igive dispersiis mniSvneloba (6.2) mode-

lis pirobebSi Seadgens  u nVar ( x1 ) -s. Tu gaviTvaliswinebT imas, rom korelaci-

2

is koeficientis kvadratis mniSvneloba nulsa da erTs Sorisaa moqceuli, advi-

1 zemoT Cven aRvniSneT, rom mokle modelis SemTxvevaSi Sefasebuli regresiis koe-
ficientebi SeiZleba gadauadgilebuli aRmoCndes X Z = 0 pirobis Sesrulebis dros.
T

magram S e2 gadaadgilebul Sefasebad rCeba maSinac, roca X T Z = 0 .

188
lad SevniSnavT, rom b1 koeficientis dispersia zogadad ufro didi unda iyos

(6.1) modelSi, vidre (6.2) modelSi. aqedan gamomdinareobs, rom, roca regresiis
gantolebaSi romelime arsebiTi cvladi ar gaiTvaliswineba, maSin Sefasebuli
regresiis koeficientebis standartuli Secdomebis formulebi da maTze dafuZ-
nebuli testuri statistikebiT hipoTezebis Semowmeba zogadad arakoreqtulia.

 magaliTi 6.1. zemoT moyvanili Teoriuli Sedegebis ilustrireba movaxdinoT

monte-karlos meTodis nairsaxeobis safuZvelze ganxorcielebuli eqsperimentis saSua-
lebiT.
cxrili 6.1.
i y x1 x2 u i y x1 x2 u
1 173,929 487,67 265,8 21,2981 16 231,098 830,7 326,7 -9,5272
2 139,604 490,59 266,9 -14,125 17 259,689 874,29 329,2 11,0255
3 151,120 533,55 267,8 -9,5926 18 259,065 925,86 332 0,98638
4 174,028 576,57 269,6 5,78268 19 263,566 980,98 332,1 -2,8413
5 150,805 598,62 268,7 20,2076 20 275,554 1007,72 334,4 3,7559
6 164,131 621,77 273,6 -13,294 21 274,209 1051,83 344,9 -10,506
7 191,504 613,67 276,3 13,6736 22 280,778 1078,76 350,8 -11,516
8 152,197 654,8 277,2 -32,343 23 309,115 1075,31 359,4 12,1786
9 176,183 668,84 278,1 -11,003 24 02,8171 1107,48 367,3 -3,6849
10 183,196 681,02 284,7 -9,7766 25 322,489 1171,1 375,4 1,58362
11 211,106 679,53 293,3 13,1963 26 356,271 1234,97 388,9 17,6858
12 181,766 720,53 289,7 -20,134 27 348,928 1217,81 400,4 6,01601
13 201,849 736,86 300,7 -9,0998 28 362,007 1202,36 411,8 14,5725
14 200,741 755,35 313,5 -20,662 29 366,020 1271,01 426,7 -0,6517
15 214,650 799,15 315,3 -14,402 30 341,986 1332,67 429,8 -35,794

amoxsna. eqsperiments safuZvlad davudoT Semdegi Teoriuli modeli

y = −80 + 0,15x1 + 0,6 x2 + u , (*)

sadac x1 da x2 cvladebis mniSvnelobebi nebismierad SerCeuli erTmaneTTan dadebiT

korelaciaSi myofi sidideebia, romelTaTvisac Var( x1 ) = 64912 , Var( x2 ) = 2533,07 ,

Cov( x1 , x2 ) = 12532,47 ; rac Seexeba damokidebuli y cvladis mniSvnelobebs, maTi gene-

rirebisaTvis moyvanil gantolebaSi SemTxveviTi u wevris rolSi ganvixiloT 30 dakvir-
vebisagan Semdgari SerCevis variantebi, romlebsac Seesabameba normaluri ganawileba
nulovani saSualoTi da 15-is toli standartuli gadaxriT: u ~ N (0,225 ) . erT-erTi
aseTi variantis Sesabamisi monacemebi mocemulia cxril 6.1-Si.
zemoT ganxiluli Teoriis Tanaxmad Tu generirebuli monacemebiT SevafasebT swo-

189
red specificirebul, anu orfaqtorian wrfiv models, maSin regresiis gantolebis
yˆ = b0 + b1 x1 + b2 x2 koeficientebi daakmayofilebs pirobas E (b0 ) = −80 , E (b1 ) = 0,15 ,
E (b2 ) = 0,6 . magram Tu araswor specifikacias ganvixilavT da erT romelime amxsnel
cvlads ar gaviTvaliswinebT, maSin Sefasebuli gantolebebis koeficientebi gadaadgile-

buli iqneba. kerZod, x2 cvladis gauTvaliswineblobis SemTxvevaSi yˆ = b0 + b1 x1

gantolebis b1 koeficientis gadaadgilebis sidide Seadgens 0,1158-s, radganac

Cov( x1 , x 2 ) 12532,47
E (b1 ) = 1 +  2 = 0,15 + 0,6 = 0,15 + 0,1158 = 0,2658,
Var( x1 ) 64912

xolo x1 cvladis gauTvaliswineblobis SemTxvevaSi yˆ = b0 + b2 x2 gantolebis b2 koefi-

cientis gadaadgileba 0,7421 erTeulis tolia, radganac

Cov( x1 , x 2 ) 12532,47
E (b2 ) =  2 + 1 = 0,6 + 0,15 = 0,6 + 0,7421 = 1,3421 .
Var( x 2 ) 2533,07
cxrili 6.2
eqsperi- swori specifikacia araswori specifikacia
mentis
nomeri b0 b1 b2 S e2 b0 b2 S e2
(s.e.) (s.e.) (s.e.) (s.e.) (s.e.)
1 -60,7721 0,1817 0,4449 192,6 -195,616 1,3439 289,6
(38,44) (0,0468) (0,2367) (20,3046) (0,0617)
2 -99,5854 0,1148 0,7392 267,3 -184,784 1,3073 299,2
(45,2847) (0,0551) (0,2789) (20,6381) (0,0627)
3 -80,7448 0,1613 0,5598 150,7 -200,447 1,3579 227,2
(34,0035) (0,0414) (0,2094) (17,9840) (0,0547)
4 -108,34 0,13606 0,7113 218,6 -209,305 1,3844 269,0
(40,9534) (0,04981) (0,2522) (19,570) (0,0595)
5 -67,1707 0,1628 0,5230 243,2 -188,002 1,3286 317,9
(43,1973) (0,0525) (0,2660) (21,2747) (0,0647)
6 -157,623 0,0640 1,0688 256,3 -205,08 1,3852 260,0
(44,3441) (0,0539) (0,2731) (19,2384) (0,0585)
7 -58,3818 0,1754 0,4721 191,0 -188,506 1,3396 281,0
(38,2858) (0,0466) (0,4721) (19,9997) (0,0608)
8 -76,9907 0,1439 0,6319 244,0 -183,736 1,3436 300,4
(43,2697) (0,0526) (0,2665) (20,6798) (0,0629)
9 -133,703 0,1020 0,8887 214,3 -209,417 1,3935 239,4
(40,5533) (0,0493) (0,2497) (18,4623) (0,0561)
10 -172,03 0,0684 1,1028 156,6 -222,786 1,4412 165,8
(34,6659) (0,0422) (0,2135) (15,3607) (0,0467)

SemTxveviTi u wevris 10 gansxvavebuli SerCevebis generirebiT ganxorcielebuli

eqsperimentis Sedegebi, rogorc swori, aseve araswori specifikaciis modelisaTvis (am
ukanasknelSi ar aris gaTvaliswinebuli x1 ), mocemulia cxril 6.2-Si. es Sedegebi sru-

lad Seesabameba zemoT gakeTebul daskvnebs. kerZod, rogorc mosalodneli iyo:

190
 a) sworad specificirebuli modelis koeficientebis Sefasebebi WeSmarit mniSvne-

lobebTan axlosaa da maT irgvlivaa gafantuli. WeSmariti  u = 15 = 225 mniSvnelobis

2 2

2
irgvlivaa gafantuli, agreTve, narCenobiTi wevris koreqtirebuli dispersia S e .

b) arasworad specificirebuli modelis koeficientebis Sefasebebi gadaadgilebuli

mniSvnelobebis irgvlivaa gafantuli (rogorc zemoT aRvniSneT, b2 koeficientisaTvis ga-

daadgilebuli mniSvneloba Seadgens 1,3421). garda amisa, arasworad specificirebul mo-

delSi b2 koeficientis standartuli Secdomebi mniSvnelovnad Semcirebulia, xolo
2
narCenobiTi wevris koreqtirebuli dispersia S e TiTqmis yvela eqsperimentis pirobebSi

aRemateba Teoriul  u = 225 mniSvnelobas (e. i. saSualod gadaagilebulia zemoT). 

2

Camnacvlebeli cvladebi

xSir SemTxvevaSi regresiis gantolebaSi romelime arsebiTi cvladis Caur-

Tvelobis mizezia is, rom winaswar ucnobia, unda Sediodes Tu ara igi amxsneli
cvladebis simravleSi. zogjer isec xdeba, rom Sedegobrivi cvladisaTvis amx-
sneli cvladis Sinaarsobrivi mniSvnelovneba winaswar cnobilia, magram ver xer-
xdeba misi pirdapiri asaxva regresiis gantolebaSi. arsebobs ramdenime garemoeba,
romelic amas ganapirobebs. maTgan aRsaniSnavia Semdegi:
_ CasarTavi cvladi Sinaarsobrivad kargad aris gansazRvruli, magram sta-
tistikuri monacemebi mis Sesaxeb an ar arsebobs, an arsebobs, magram arasaimedoa;
_ CasarTavi cvladi Sinaarsobrivad imdenad cudad aris gansazRvruli, rom
principulad SeuZlebelia misi gazomva;
_ CasarTavi cvladis gazomva SesaZlebelia, magram Sromisa da drois imdenad
did danaxarjs moiTxovs, rom amis ganxorcieleba ekonomikuri TvalsazrisiT ara-
mizanSewonilia.
Tu CamoTvlili garemoebebis gamo saerTod uars vityviT mocemuli cvladis
gantolebaSi CarTvaze, maSin, rogorc zemoT vnaxeT, ganxiluli regresiis ganto-
lebis Sefasebebi gadaadgilebuli aRmoCndeba da, garda amisa, maTi statistikuri
Semowmebac arakoreqtuli iqneba. aseT situaciidan erT-erTi gamosavalia sxva
romelime iseTi cvladis SerCeva, romelic arapirdapiri saxiT mogvcems informa-
cias mocemul arsebiT cvladze. aseT cvlads Camnacvlebeli cvladi ewodeba.
magaliTad, vTqvaT, vixilavT regresiis romelime makroekonomikur models, ro-

191
melSic, ekonomikuri Teoriis Tanaxmad, erT-erTi arsebiTi cvladis rolSi unda
Sediodes qveynis keTildReobis done. es ukanaskneli Zalian zogadi maCvenebelia
da mkacr da zust gazomvas ar eqvemdebareba, amitom misTvis Camnacvlebeli cvla-
dis rolSi SeiZleba aviRoT erT sulze gaangariSebuli erovnuli Semosavlis si-
dide. analogiurad, Tu romelime modelSi amxsneli cvladis saxiT unda CavrToT,
magaliTad, QqveyanaSi ganaTlebis xarisxi, romelic, aseve Zalian bundovani da ara-
mkafio maCvenebelia da zusti raodenobrivi Sesatyvisi ar gaaCnia, misTvis Camnac-
vlebel cvladad sxvadasxva situaciaSi SeiZleba gamoviyenoT mTliani Siga pro-
duqtidan ganaTlebaze gaweuli danaxarjebi, ganaTlebis sferoSi dasaqmebuli ada-
mianebis ricxovneba an erT moswavleze daxarjuli Tanxis raodenoba.
ganvixiloT ra Sedegi mosdevs WeSmarit regresiis modelSi romelime Zi-
riTadi amxsneli cvladis nacvlad Camnacvlebeli cvladis CarTvas. davuSvaT, rom
WeSmarit models Semdegi saxe aqvs
y =  0 + 1 x1 +  2 x2 +  +  m xm + u . (6.5)

CavTvaloT, agreTve, rom ar gagvaCnia monacemebi, magaliTad, x m -is Sesaxeb, magram,

gvaqvs zusti informacia sxva z cvladis Sesaxeb, romelic x m -isTvis SeiZleba

Camnacvlebel cvladad gamoviyenoT. cxadia, z cvladi x m -isTvis mxolod im SemT-

xvevaSi gamodgeba Camnacvlebelad, roca maT Soris damokidebuleba arsebobs. imis

mixedviT, rogoria am damokidebulebis saxe, z cvladi x m -isTvis SeiZleba iyos

idealuri (srulyofili) an arasrulyofili Camnacvlebeli. roca x m -sa da z -s

Soris arsebobs wrfivi funqcionaluri damokidebuleba,

xm =  +  z , (6.7)

sadac  da  raime mudmivebia, maSin z idealuri Camnacvlebeli cvladia. mag-

ram, roca x m -sa da z -s Soris arsebuli wrfivi damokidebuleba statistikuria,

xm =  +  z +  , (6.8)

sadac  SemTxveviTi sididea, maSin z arasrulyofili Camnacvlebeli cvladia.

dasawyisSi ganvixiloT SemTxveva, roca adgili aqvs (6.7)-s. cxadia, Tu moce-
mul gamosaxulebaSi Semavali  da  parametrebi CvenTvis cnobili iqneba, maSin

z cvladis saSualebiT gamoviTvliT x m -is mniSvnelobas da amiT problema moix-

sneba. rom ar aRmovCndeT aseT trivialur situaciaSi, davuSvaT, rom  da 

192
CvenTvis ucnobi parametrebia, romelTa Sefaseba SeuZlebelia, radgan (6.7)-is
marcxena mxareSi mdgari x m cvladi ucnobia. CavsvaT (6.5) gantolebaSi x m -is

mniSvneloba (6.7)-dan. miviRebT gantolebis axal variants

~ ~
y =  0 + 1 x1 +  2 x2 +  +  m−1 xm−1 +  m z + u , (6.9)
~ ~
sadac  0 =  0 +  m  da  m =  m  . rogorc vxedavT, am gantolebaSi Semavali

yvela cvladi dakvirvebadia (arsebobs monacemebi maT Sesaxeb), ris gamoc ganto-
lebis Sefaseba SeiZleba. mtkicdeba, rom (6.9)-is mimarT umcires kvadratTa meTo-
dis gamoyeneba Semdeg Sedegebs iZleva:
a) 1 ,  ,  m−1 koeficientebis Sefasebebi Sesabamisi t statistikebiT, aseve

determinaciis R 2 koeficienti, zustad iseTivea, rogoric iqneboda im SemTxvevaSi,

gantolebaSi z -is nacvlad x m rom yofiliyo CarTuli;
~ ~ ~ ~
b)  0 da  m koeficientebis Sefasebebi b0 da bm saSualebas ar iZleva

davadginoT sawyisi (6.5) gantolebis Tavisufali wevris,  0 -is, da faqtoruli

x m cvladis koeficientis,  m -is, Sefasebebi b0 da bm , radgan ori gantolebi-

sagan Semdgari sistema:
~ ~
b0 = b0 + bm  ; bm = bm  ,
romelic (6.9)-is Sefasebis Sedegad miiReba, b0 -isa da bm -is garda Seicavs kidev

or,  da  ucnobs;
g) z cvladis koeficientis t statistika zustad iseTivea, rogoric iqne-
boda im SemTxvevaSi, gantolebaSi z -is nacvlad x m rom yofilyo CarTuli;
maSasadame, miuxedavad imisa, rom ver vafasebT x m -is koeficientis mniSvnelobas,

SegviZlia davadginoT uSualod mocemuli cvladis statistikuri mniSvnelovneba.

unda aRiniSnos, rom praqtikaSi iSviaTad moiZebneba idealuri Camnacvlebeli
cvladi. yvelaze ukeTes SemTxvevaSi Camnacvlebeli cvladi CvenTvis ucnob Ziri-
Tad cvladTan wrfivad mxolod miaxloebiT, (6.8)-is saxiT, aris dakavSirebuli.
aseT pirobebSi Canacvleba arasrulyofilia da mis gamoyenebas saxarbielo Sede-
gebamde yovelTvis ar mivyavarT. kerZod, arasrulyofili Camnacvlebeli cvladis
SemTxvevaSi, zogadad, koeficientebisaTvis miRebuli Sefasebebi gadaadgilebulia,
standartuli Secdomebi arakoreqtulia, aseve arakoreqtulia maTze dafuZnebuli
testuri statistikebi. amasTan, aRniSnuli uaryofiTi gamovlinebani miT serio-

193
zulia, rac ufro maRalia Camnacvlebeli cvladis arasrulyofilebis xarisxi
(rac didia (6.8)-Si Semavali  -s dispersia z -is dispersiasTan SedarebiT). ara-
srulyofili Camnacvlebeli cvladis gamoyeneba mxolod maSin SeiZleba CaiTvalos
gamarTlebulad, roca arsebobs varaudi, rom am gziT miRebuli gadaadgilebebi da
cdomilebebi standartul SecdomebSi ufro naklebi iqneba, vidre gveqneboda Cven-
Tvis mniSvnelovani ZiriTadi cvladis mTliani ugulebelyofis SemTxvevaSi. samwu-
xarod, am varaudis Semowmebis raime dasabuTebuli wesi ar arsebobs da Camnacvle-
beli cvladis gamoyenebis gadawyvetileba konkretuli modelis Taviseburebis
gaTvaliswinebiT subieqtur mosazrebebs efuZneba.

 magaliTi 6.2. davuSvaT, rom cxril 6.1-Si moyvanili monacemebidan y aRniSnavs

Sinameurneobebis moxmarebis sidides, x1 - Sinameurneobebis gankargvaSi arsebuli fasiani

qaRaldebis Rirebulebas, x2 - Sinameurneobebis gankargvadi Semosavlis sidides. cxadia,

aseT pirobebSi 6.1-Si moyvanili monacemebiT Sefasebuli gantoleba

yˆ = − 108,34 + 0,1361 x1 + 0,7113 x2 , R 2 = 0,961, R 2 = 0,959, F = 337

, (**)
( s.e.) ( 40,9534) (0,0498) (0,2522)

romelic Zalian axlos aris Teoriul analogTan ((*) modelTan), unda ganvixiloT mox-
marebis funqciad. misi b1 = 0,1361 da b2 = 0,7113 koeficientebi ekonomikurad inter-
pretirebadia – mocemuli SerCevisaTvis gamosaxaven fasiani qaRaldebidan da gankargvadi
Semosavlebidan moxmarebisadmi zRvrul midrekilebebs.
ganvixiloT ra daemarTeba mocemuli gantolebis koeficientebs da mTlianad gan-
tolebas, Tu masSi erT-erTi amxsneli cvladis nacvlad romelime arasrulyofil Camnac-
vlebels CavrTavT, romelic mWidro korelaciaSia gamotovebul amxsnel cvladTan.
amoxsna. davuSvaT, rom garkveuli mizezebis gamo CvenTvis ucnobia x1 -is mniSvne-

lobebi. aseT pirobebSi Tu models SevafasebT mxolod erTi x2 amxsneli cvladis safu-

Zvelze, miviRebT gantolebas

yˆ = − 209,305 + 1,3844 x2 , R 2 = 0,951, R 2 = 0,949, F = 541

, (***)
( s.e.) (19,570) (0,0595)

romelic formaluri statistikuri maxasiaTeblebiT mniSvnelovnad gamoiyureba, magram

Sinaarsobrivad aSkarad miuRebelia, radganac moxmarebisadmi zRvruli midrekilebis Sefa-

seba b2 = 1,3579 imdenad gadaadgilebulia, rom ekonomikurad yovelgvar dasaSveb sazRv-

rebs miRma imyofeba (Sinaarsidan gamomdinare es koeficienti nulsa da erTs Soris unda
imyofebodes). es swored is SemTxvevaa, roca aucilebelia x1 -isaTvis Tundac arasrul-

194
yofili Camnacvlebeli cvladis gamoyeneba. aseTi Camnacvlebeli cvladis rolSi ganvixi-
loT, magaliTad, samomxmareblo xarjebis fasebis deflatori, romlis mniSvnelobebi mo-

cemulia cxril 6.3-Si da aRniSnulia x3 -iT.

cxrili 6.3
i x3 i x3 i x3 i x3 i x3
1 70,6 7 77,2 13 96,5 19 139,3 25 213,6
2 71,9 8 79,4 14 100 20 149,1 26 218,9
3 72,6 9 81,4 15 105,7 21 162,5 27 225,3
4 73,7 10 84,6 16 116,3 22 179,0 28 231,3
5 74,8 11 88,4 17 125,2 23 194,5 29 235,7
6 75,9 12 92,5 18 131,7 24 206,0 30 240,4

am cvladis gaTvaliswinebiT Sefasebuli regresiis gantoleba Semdegnairad gamo-

iyureba

yˆ = − 52,6886 + 0,6371 x2 + 0,6448 x3 , R 2 = 0,962, R 2 = 0,959, F = 339

.
( s.e.) (59,0562) (0,2743) (0,2321)

rogorc vxedavT, b2 -is mniSvneloba Zalian axlosaa mis Teoriul mniSvnelobasTan. es

niSnavs, rom samomxmareblo xarjebis fasebis deflatorma, x3 -ma aSkarad `ikisra” x1 -is

Camnacvleblis roli da amiT x2 cvlads ZiriTadad misi sakuTari funqciis Sesrulebis

roli dautova 2 . garda amisa, determinaciis rogorc Cveulebrivi, aseve koreqtirebuli

koeficientebi daubrundnen iseTive niSnuls, rogoric maT hqondaT sworad specifici-
rebuli modelis gantolebaSi. maSasadame, ganxilul situaciaSi Camnacvlebeli cvladis
rolSi samomxmareblo xarjebis fasebis deflatoris ganxilvam gaamarTla. 

regresiis gantolebaSi araarsebiTi cvladebis CarTviT gamowveuli

Sedegebi

gadavideT axla araswori specifikaciis meore situaciis ganxilvaze, roca

Sesafasebel modelSi gaiTvaliswineba iseTi faqtoruli cvladebi, romlebic WeS-
marit modelSi ar Sedis. cxadia, am SemTxvevaSi WeSmariti modelis rolSi unda
ganvixiloT mokle modeli
Y = XB + U , (6.10)

2
SegaxsenebT, rom rodesac gantolebaSi amxsnel cvladad mxolod erTi, x2 , cvladi
figurirebda is orgvar rols TamaSobda: asaxavda Tavis pirdapir gavlenas y -ze da,
nawilobriv mainc, iTavsebda x1 -is gavlenas.

195
xolo arasworad specificirebuli modeli ki iqneba grZeli modeli:
Y = XB + ZA + U . (6.11)
vTqvaT, (6.10)-sTvis sruldeba gaus-markovis pirobebi da U normalurad gana-
wilebul SemTxveviT sidideTa veqtoria. SeiZleba davamtkicoT, rom Tu WeSmariti
(6.10) modelis nacvlad SevafasebT grZel (6.11) models, maSin:

a) miRebuli B̂ warmoadgens WeSmariti modelis B veqtoris gadauadgilebel

Sefasebas;

b) gadauadgilebelia  u dispersiis Sefaseba S e2 = (e T e) ( n − m − 1) ;

2

g) B̂ veqtoris elementebi optimaluri ar aris, rac imas niSnavs, rom grZe-

li modelis B̂ Sefasebebis dispersiebis mniSvnelobebi zogadad aRemateba WeSma-

riti modelis analogiur dispersiebis mniSvnelobebs.
am debulebebidan pirvelis WeSmaritebis damtkiceba zogadi (6.10)-(6.11) Sem-
TxvevisaTvis efuZneba matriculi algebris aparatis, kerZod ki blokuri matri-
cis Sebrunebis wesis gamoyenebas. dainteresebul mkiTxvels SeuZlia mimarTos,
magaliTad [17]. aq Cven ganvixiloT martivi SemTxveva, rodesac CvenTvis ucnobi
WeSmariti modeli aRiwereba wyviluri regresiis gantolebiT:
y =  0 + 1 x1 + u , (6.12)

magram mis nacvlad vcdilobT SevafasoT orfaqtoriani modeli

y =  0 + 1 x1 +  2 x2 + u . (6.13)

aSkaraa, rom aseT situaciaSi Sefasebuli regresiis yˆ = b0 + b1 x1 + b2 x2 koefi-

cientebis:
Cov( x1 , y )Var( x2 ) − Cov( x2 , y )Cov( x1 , x2 )
b1 =
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2

Cov( x2 , y )Var( x1 ) − Cov( x1 , y )Cov( x1 , x2 )

b2 =
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2
gadauadgilebloba niSnavs Semdegi pirobis Sesrulebas E (b1 ) = 1 , E (b2 ) = 0 ,
sadac 1 aris x1 faqtoris, xolo 0 - x2 faqtoris koeficienti (6.12)-Si3.

3Zneli ar aris SevniSnoT, rom WeSmariti (6.12) modeli SeiZleba Semdegi ekvivalen-
turi saxiT gadavweroT: y =  0 + 1 x1 + 0  x2 + u .

196
 CavsvaT b1 -sa da b2 -is moyvanili gamosaxulebebis mricxvelSi y -is mniSvne-

loba (6.12)-dan. imavdroulad gaviTvaliswinoT kovariaciis Tvisebebi da ganvaxor-

cieloT martivi gardaqmnebi. miviRebT
Cov( x1 , u )Var( x2 ) − Cov( x2 , u )Cov( x1 , x2 )
b1 = 1 + ,
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2

Cov( x2 , u )Var( x1 ) − Cov( x1 , u )Cov( x1 , x2 )

b2 = .
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2
movdoT am gamosaxulebebs maTematikuri lodinis operatori. advilad SevamowmebT,
rom gaus-markovis E (ui ) = 0 pirobis TanaxmadU E[Cov( x1 , u)] = 0 , E[Cov( x2 , u )] = 0 .

maSasadame, E (b1 ) = 1 , E (b2 ) = 0 da (6.13) gantolebis SefasebiT miRebuli koefi-

cientebi gadauadgilebelia.

S e2 -is gadauadgileblobis dasamtkiceblad kvlav mivmarToT (6.12) da (6.13)

gantolebebs, oRond amjerad isini ganvixiloT dakvirvebis n wertilisaTvis da
miRebuli sistemebi CavweroT veqtorul matriculi saxiT:
Y = X 1 B1 + U , (6.12a)

Y = X 1B1 + X 2 B2 + U , (6.13a)

1 x11   x12   y1   u1 
       
1 x21   x22   0   y2  u 
sadac X 1 =  , X2 =  , B1 =   , B2 =  2 , Y =   , U =  2  .
      1   
       
1 x  x  y  u 
 n1   n2   n  n
amave dros, Tu SemoviRebT aRniSvnebs

1 x11 x12 
   0 
1 x21 x22   B1   
X = ( X1 X 2 ) =  , B =   =  1  ,
     B2    
   2
1 x xn 2 
 n1

maSin (6.13a)-sTvis Semdeg ekvivalentur Canawers miviRebT: Y = XB + U . am ukanas-

knelis Sefaseba gvaZlevs Bˆ = ( X X ) X Y .

T −1 T

ganvixiloT

eT e = (Y − XBˆ ) T (Y − XBˆ ) =
= (Y − X ( X T X ) −1 X T Y )T (Y − X ( X T X ) −1 X T Y ) =

197
 = Y T ( I − X ( X T X ) −1 X T )( I − X ( X T X ) −1 X T )Y = Y T MY , (6.14)
sadac M = ( I − X ( X T X ) −1 X T ) simetriuli idempotenturi matricaa. am gardaqm-

nebis dros gaviTvaliswineT B̂ -s mniSvneloba Bˆ = ( X T X ) −1 X T Y , transponirebis

wesi, romlis Tanaxmadac

(Y − X ( X T X ) −1 X T Y )T = (Y T − Y T X ( X T X ) −1 X T ) ,

da idempotenturi matricis Tviseba M  M = M 2 = M . CvenTvis sainteresoa am

matricis kidev erTi Tviseba. kerZod, MX = ( I − X ( X T X ) −1 X T ) X = X − X = 0 .
aqedan gamomdinareobs, rom, radganac, ganmartebis Tanaxmad, X = ( X 1 X 2 ) , amitom

MX = M ( X 1 X 2 ) = (MX 1 MX 2 ) = 0 . maSasadame, MX 1 = 0 , MX 2 = 0 . visargebloT

am garemoebiT, agreTve, Y -is mniSvnelobiT WeSmariti (6.12a) gantolebidan da
(6.14) Semdegnairad gardavqmnaT

eT e = Y T MY = ( X 1 B1 + U )T M ( X 1 B1 + U ) = (U T + B1T X 1T ) M ( X 1 B1 + U ) =
= U T MX 1 B1 + U T MU + B1T X 1T MX 1 B1 + B1T X 1T MU .

radganac M = M da X 1T M = ( MX 1 )T = 0 , amitom sabolood CavwerT

T

eT e = Y T MY = U T MU = U T U − U T X ( X T X ) −1 X T U = U T U − U T NU ,
sadac N = X ( X T X ) −1 X T . me-5 Tavis $5.7-Si Cven ukve vaCveneT, rom roca sruldeba

gaus-markovis pirobebi, kerZod ki E (u i2 ) =  u2 da E (ui u j ) = 0, i  j , maSin,

zogad SemTxvevaSi, E (U U ) = n u da E (U NU ) = ( m + 1) u . am garemoebis gaTva-

T 2 T 2

liswinebiT miviRebT
1 1
E ( S e2 ) = E (e T e) = (n u2 − (m + 1) u2 ) =  u2 .
n − m −1 n − m −1
maSasadame, (6.12) modelis Sefasebis Sedegad miRebul regresiis koeficientebTan
2
erTad S e -is mniSvnelobac gadauadgilebeli Sefasebaa.

rac Seexeba grZeli regresiis koeficientebis Sefasebebis araoptimalurobis

Tvisebas, misi marTebulobis damtkicebisaTvis zemoT ganxiluli martivi
situaciis SemTxvevaSi sakmarisia erTmaneTs SevadaroT (6.12) da (6.13) modelebis
pirobebSi b1 koeficientis Sesabamisi dispersiis mniSvnelobebi. SegaxsenebT, rom

b1 koeficientis dispesia (6.12)-is pirobebSi Seadgens  u2 nVar ( x1 ) -s, maSin roca

(6.13)-is pirobebSi igi  u2 nVar( x1 )(1 − r12, 2 ) -is tolia. aqedan gamomdinareobs, rom

198
martiv situaciaSi regresiis gantolebaSi arasaWiro cvladis CarTviT gamowve-
uli efeqtianobis danakargi damokidebulia x1 da x2 faqtors Soris arsebuli

korelaciis siZliereze _ rac didia korelaciis r1, 2 koeficientis absoluturi

mniSvneloba, miT maRalia b1 koeficientis dispersia. aRsaniSnavia, rom zogadi

SemTxvevisaTvis damokidebuleba Sefasebuli regresiis raime b j koeficientis dis-

persiis sididesa da regresiaSi CarTuli cvladebis raodenobas Soris gamoisaxeba

metad mniSvnelovani formuliT

 u2
D(b j ) = , (6.15)
nVar( x j )(1 − R 2j )

romelsac Cven mogvianebiT multikoliniarobis ganxilvis dros kidev davub-

rundebiT. am formulaSi R 2j determinaciis koeficientia. igi Seesabameba regre-

siis gantolebas, romelSic damokidebul cvladad ganxilulia x j , damoukidebel

cvladebs ki regresiis sawyis gantolebaSi CarTuli danarCeni regresorebi (faq-

toruli cvladebi) warmoadgens. zemoT ukve aRvniSneT, rom determinaciis koe-
ficientis mniSvneloba faqtorebis ricxvis mimarT zrdadia (araklebadia). es
faqti (6.15) gamosaxulebasTan erTad imaze miuTiTebs, rom Sesafasebel regresiis
gantolebaSi WeSmarit modelSi Semavali faqtorebis garda damatebiT kidev sxva
faqtorebis CarTva zogadad regresiis koeficientebis araefeqtiani Sefasebebis
miRebas ganapirobebs.
zemoT Catarebulma analizma gviCvena, rom regresiul modelSi mniSvnelovan
cvladTa gauTvaliswineblobas mosdevs regresiis koeficientebis Sefasebebis
gadaadgileba da statistikuri testebis daskvnebis arasiamedoba. meore mxriv,
Sesafasebel modelSi aramniSvnelovan cvladTa CarTva ar iwvevs koeficientebis
Sefasebebis gadaadgilebas, Tumca adgili aqvs maTi efeqtianobis xarisxis dakar-
gvas. aqedan gamomdinare, regresiul modelSi aramniSvnelovani cvladebis CarTva
garegnulad ufro nakleb `usafrTxod~ gamoiyureba, vidre mniSvnelovan cvladTa
gauTvaliswinebloba. magram, vcdilobT ra meti faqtoris asaxvas, unda gaviTva-
liswinoT, rom faqtorebis ricxvis zrdas Sefasebebis sizustis Semcireba da
multikoliniarobis problemis gaCena mosdevs, rac xSirad modelis aramdgra-
dobas ganapirobebs (am problemas calke TavSi ganvixilavT).

199
  magaliTi 6.3. sworad specificirebul, anu WeSmarit modelSi damatebiTi
cvladis CarTviT gamowveuli Sedegebis ilustrirebisaTvis ganvixiloT cxril 6.1-Si da

6.3-Si moyvanili monacemebi. amasTan, CavTvaloT, rom cxril 6.1-Si mocemuli y , x1 da

x2 swori specifikaciis cvladebia, xolo cxril 6.3_Si mocemuli x3 damatebiTi cvla-

dia, romlis CarTvasac vapirebT modelSi.
amoxsna. zemoT Cven ukve moviyvaneT cxril 6.1-is monacemebiT Sefasebuli swori spe-
cifikaciis gantolebis varianti (**). Tu am gantolebis amxsnel cvladebis simravles
x3 -s davamatebT, miviRebT grZeli modelis gantolebis Semdeg variants

yˆ = − 36,213 + 0,0900 x1 + 0,4312 x2 + 0,4376 x3 , R 2 = 0,965 , R 2 = 0,961,

. (****)
( s.e.) (58,222) (0,0553) (0,2947) (0,2589) F = 241

miuxedavad imisa, rom erTi eqsperimentis Sedegebze bolomde dayrdnoba ar SeiZleba,

miRebuli gantolebisa da swori specifikaciis (**) gantolebis erTmaneTTan Sedareba sa-
Sualebas gvaZlevs SevniSnoT ori mniSvnelovani garemoeba.
_ Sefasebuli b0 , b1 da b2 koeficientebis mniSvnelobebi swori specifikaciis (**)

gantolebis SemTxvevaSi ufro zustia da axlosaa Sesabamis Teoriul mniSvnelobebTan,

vidre aq moyvanili araswori specifikaciis grZeli gantolebis SemTxvevaSi. mocemul kon-
kretul situaciaSi es zogadi kanonzomierebis gamovlinebaa, magram, aRsaniSnavia, rom
calkeuli SerCevis (eqperimentis) pirobebSi sawinaaRmdego situaciis arsebobac SesaZ-
lebelia;

_ grZeli modelis gantolebis samive b0 , b1 da b2 koeficientis standartuli

Secdoma aRemateba swori specifikaciis (**) gantolebis Sesabamis mniSvnelobebs, rac imis
faqtobrivi dadasturebaa, rom gantolebaSi zedmeti cvladis CarTva amcirebs koefi-
cientebis Sefasebebis sizustes da zrdis maT araefeqtianobas. 

$ 6.2. amxsneli cvladebis arCeva

rogorc vnaxeT, wrfivi regresiis modelSi amxsneli cvladebis arasakmarisi

raodenobiT CarTvas mosdevs Sefasebebis gadaadgileba, xolo Warbi raodenobiT
CarTva ki amcirebs Sefasebebis saimedobas. es garemoeba imaze miuTiTebs, rom
modelis specifikaciis problemis damakmayofileblad gadasawyvetad saWiroa raime
wesi, romlis mixedviTac movaxdenT amxsnel cvladTa simravlis arCevas.
amxsnel cvladTa simravlis SerCevisas pirvel rigSi unda daveyrdnoT eko-
nomikur Teorias da saR azrs imis Sesaxeb, Tu ra aris CvenTvis saintereso. maga-

200
liTad, inflaciis modelis agebisas potenciuri faqtoruli cvladebis rolSi
ekonomikuri Teoria gvTavazebs umuSevrobis dones, fulis masas, saprocento
ganakveTs, xelfasis dones, molodinebs, Sromis mwarmoeblurobas da sxva faq-
torebs. praqtikaSi faqtorebis dasabuTebisas ekonomikuri TeoriasTan erTad
mxedvelobaSi miiReba, agreTve, satatistikuri argumentebi. magram unda gvaxsov-
des, rom es ukanasknelni (statistikuri argumentebi) arasodes ar unda miviCnioT
WeSmaritebis saboloo ganmsazRvrelad, radganac yovelTvis arsebobs araswori
statistikuri daskvnebis miRebis mcire, magram araignorirebadi albaToba. ufro
metic, mxolod statistikuri testebis gamoyenebis SemTxvevaSi gamoricxuli ar
aris, rom modelSi CasarTavad rekomendacia mieces iseT regresorebsac, romleb-
Tanac Sedegobriv (asaxsnel) cvlads realurad araviTari kavSiri ar aqvs.
davuSvaT, rom ekonomikuri mosazrebidan gamomdinare winaswar SevarCieT faq-
torTa garkveuli simravle, romelTa safuZvelze unda avagoT modeli. aseT piro-
bebSi modelis specifikacia faqtorebis mimarT SeiZleba ganvaxorcieloT ori
gziT: martivi specifikaciidan rTulisaken da piriqiT zogadi specifikaciidan
kerZosaken. pirvel SemTxvevaSi viwyebT martivi modelis SefasebiT da masSi dama-
tebiT faqtorebs vrTavT iqamde, vidre modeli misaRebi ar gaxdeba koeficientebis
Sefasebebis rogorc niSnebis, aseve statistikuri mniSvnelovnebis mixedviT. meore
gza ki zogadi modelis SefasebiT iwyeba da Sesabamisi SezRudvebis da testirebis
operaciebis gamoyenebiT TandaTanobiT davdivarT Semcirebuli zomisa da sirTulis
modelze. aqve unda aRiniSnos, rom praqtikaSi xSirad modelis specifikacias viw-
yebT raime `sasurveli variantidan~, romelsac faqtorebis mocvis TvalsazrisiT
Sualedur mdgomareoba ukavia da Semdeg, erTi mxriv, vcdilobT davadginoT ram-
denad marTebulad uarvyaviT faqtorebis nawili, romlebic modelSi ar CavrTeT,
meore mxriv, vamowmebT modelSi CarTuli faqtorebidan kidev romelimes xom ar
Seesabameba regresiis nulovani koeficienti.
modelSi CasarTavi faqtoruli cvladebis SerCevis procesSi aqtiurad gamo-
iyeneba kriteriumebi, romlebic iTvaliswinebs kompromiss SerCevis monacemebTan
modelis morgebis xarisxsa da modelSi CarTul regresorebis ricxvs Soris.
erT-erTi aseTi kriteriumia CvenTvis ukve cnobili determinaciis koreqtirebuli
koeficienti, romelic Semdegi saxiT ganisazRvreba

201
 n

Q (n − m − 1)
 ei2 (n − m − 1)
i =1
R = 1− E
2
= 1− . (6.16)
Q (n − 1) n
 ( yi − y ) 2
(n − 1)
i =1

miaqcieT yuradReba, rom moyvanili gamosaxulebis marjvena mxareSi mocemuli wi-

n
ladis mniSvneli  ( yi − y ) 2 (n − 1) damokidebuli ar aris regresiis gantolebis
i =1

specifikaciis formaze. gantolebis specifikacia gavlenas mxolod aRniSnuli

n
wiladis mricxvelze,  ei2 (n − m − 1) -ze, da am ukanasknelis saSualebiT R 2 -ze
i =1

axdens. sxva Tanabar pirobebSi, gantolebaSi CarTuli regresorebis ricxvi m ,

ori mimarTulebiT zemoqmedebs R 2 -ze. erTi mxriv, m -is zrda aumjobesebs mona-
cemebTan regresiis gantolebis morgebis xariss _ amcirebs narCenebis kvadratebis
n
jams,  ei2 -s, da dadebiTad aisaxeba R 2 -ze. meore mxriv, m -is zrda amcirebs
i =1

(n − m −1) -s, am ukanasknelis saSualebiT mricxvelSi mdgar gamosaxulebas,

n
 ei2 (n − m − 1) -s, da mTlianobaSi uaryofiTad aisaxeba R 2 -ze. ase, rom deter-
i =1

minaciis Cveulebrivi R 2 koeficientisagan gansxvavebiT, romelic regresorebis

ricxvis mimarT zrdadia (araklebadia), kireqtirebul koeficientSi regresorebis
ricxvis, m -is, gadidebisas erTdroulad adgili aqvs rogorc `waxalisebas~, ase-

ve `dasjas~. R 2 -is es Tviseba faqtorebis SerCevisas uzrunvelyofs kompromisis

miRwevas SerCevis monacemebTan modelis morgebis xarisxsa da modelis ekonomi-
urobas Soris.
dazustebisaTvis aRvniSnavT, rom determinaciis koreqtirebul koeficientze
dafuZnebuli specifikaciis dros upiratesoba eniWeba iseT models da, Sesaba-

misad, faqtorebis im raodenobas, romelsac R 2 -is maRali mniSvneloba Seesabameba.

amasTan, zemoT moyvanili analizidan gamomdinareobs, rom R 2 -is sididis mixedviT

modelebis Sedareba amave modelebis koreqtirebuli dispersiis sididis
n
n 1
S e2 =
n − m −1
Var (e) = 
n − m − 1 i =1
ei2

202
mixedviT Sedarebis ekvivalenturia. oRond am ukanasknel SemTxvevaSi upiratesoba

eniWeba im models da, Sesabamisad, faqtorebis im raodenobas, romlisaTvisac S e2

minimaluria.
faqtorebis specifikaciis informaciuli kriteriumebi. statistikurad
misaRebi modelis arCeva SeiZleba ganvaxorcieloT e. w. informaciuli kriteri-
umebiT, romlebic determinaciis koreqtirebuli koeficientis msgavsad asaxaven
kompromiss monacemebTan modelis morgebis xarisxsa da morgebis procesSi gamo-
yenebuli regresorebis ricxvs Soris. am kriteriumebidan gansakuTrebiT cnobili
da farTod gamoyenebadia akaikis informaciuli kriteriumi _ AIC , romelic
SemoTavazebulia akaikis mier da Svarcis baiesuri informaciuli kriteriumi -
BIG , SemoTavazebuli Svarcis mier. pirveli maTgani mocemul konteqstSi Semdegi
formuliT ganisazRvreba

1 n 2 2(m + 1)
AIC = log  ei + n ,
n i −1
(6.17)

xolo meores Seesabameba formula

1 n 2 (m + 1)
BIC = log  ei + log n . (6.18)
n i −1 n
orive kriteriumi dafuZnebulia dasajereblobaze da asaxavs kompromiss mor-
gebis xarisxsa, romelic izomeba dasajereblobis logariTmiT, da ekonomiurobas
Soris, romelic izomeba regresorebis ricxviT. advilad SevniSnavT, rom moyvani-
li informaciuli kriterimebis pirobebSi ekonomiuroba miiRweva modelze dadebu-
li jarimis saSualebiT, romelic izrdeba faqtorebis ricxvis zrdis kvalobaze.
orive kriteriumis gamoyenebisas Cveulebriv upiratesoba eZleva iseT models,
romelsac AIC -s da BIC -s minimaluri mniSvneloba Seesabameba. amasTan, radganac
modelze dadebuli jarimis sidide ufro didia Svarcis BIC kriteriumSi, es
ukanaskneli ufro ekonomiuri modelis (naklebi raodenobis faqtorebis Semcveli

modelis) SerCevas uzrunvelyofs. aqve aRvniSnavT, rom ganxiluli R 2 , AIC da

BIC kriteriumebis mixedviT SerCeuli specifikaciebi zogadad SeiZleba erTmane-
Tisagan gansxvavebuli iyos, Tumca xSir SemTxvevaSi erTi da igive Sedegi miiReba.

203
 $ 6.3 testireba F -statistikis gamoyenebiT

F statistikiT hipoTezis Semowmeba calkeuli faqtoris mniSvnelovnebis

Sesaxeb

gavixsenoT, rom me-5 TavSi, determinaciis koeficientisa da regresiis gan-

tolebaSi CarTuli faqtoruli cvladebis erToblivi amxsneli unaris mniSvne-
lovnebis Sesaxeb Camoyalibebuli nulovani hipotezis marTebulobis Semowmebi-
saTvis gamoviyeneT F statistika, romelsac Semdegi saxe hqonda

(n − m − 1) R 2
F= .
m(1 − R 2 )
gvinda aRvniSnoT, rom F statistikiT SeiZleba rogorc regresiis mTliani gan-
tolebis, iseve masSi Semavali TiToeuli faqtoris an faqtorTa jgufis statis-
tikuri mniSvnelovnebis Semowmeba.
davuSvaT, rom regresiis Sefasebuli modelisaTvis, romelSic CarTulia m
2
faqtori, determinaciis koeficienti Seadgens R m -s. am models vuwodoT sruli

modeli da mis mier y -is mTliani gafantulobis axsnili mniSvneloba aRvniSnoT

QR(m) -iT. vTqvaT, gvinda erTi faqtoris, magaliTad, x j -s statistikuri mniSvne-

lovnebis Semowmeba. amisaTvis avagoT da SevafasoT e. w. SezRuduli modeli,
romelic sawyisisagan mxolod imiT gansxvavdeba, rom CvenTvis saintereso xj

faqtors ar Seicavs. aRvniSnoT am modelis Sesabamisi determinaciis koeficienti

R m2 −1 -iT, xolo y -is mTliani gafantulobis axsnili mniSvneloba QR( m−1) -iT. x j

cvladi SezRudul ( m − 1) faqtoriani modelSi damatebiT CasarTavi cvladis rol-

Si ganvixiloT da SevafasoT SezRuduli modelidan srul modelze gadasvlis
Sedegad regresiis xarisxis gaumjobeseba aris Tu ara mniSvnelovani.
cxadia, SezRuduli modelidan srulze gadasvliT gamowveuli xarisxis
( m −1)
gaumjobeseba QR − QR
(m)
sxvaobis tolia. am Sedegis miiRebas damatebiT dasWir-

da Tavisuflebis erTi xarisxi. Tu SevadgenT gamosaxulebas

(QR( m ) − QR( m−1) ) 1

, (6.19)
QE( m ) (n − m − 1)

204
sadac QE(m) aris y -is auxsneli gafantuloba sruli modelis pirobebSi, SeiZleba

vaCvenoT, rom, roca SezRuduli modelidan srulze gadasvlisas xarisxis gaum-

jobesebas adgili ara aqvs, maSin moyvanil gamosaxulebas Seesabameba Tavisuflebis
1 da n − m − 1 xarisxebiT gansazRvruli F ganawileba.
(6.19)-is mricxveli da mniSvneli gavyoT y -is mTliani gafantulobis mniSv-
nelobaze, Q -ze, da gaviTvaliswinoT determinaciis koeficientis ganmarteba (ix.
(5.42) da (5.42*)). miviRebT

(QR( m ) − QR( m−1) ) 1 ( Rm2 − Rm2 −1 ) 1

Fx j = = . (6.20)
QE( m ) (n − m − 1) (1 − Rm2 ) (n − m − 1)
Fx j -s kerZo F -kriteriumi ewodeba. misi gaTvaliswinebiT x j cvladis mniS-

vnelovnebis Sesafaseblad SeiZleba CamovayaliboT nulovani hipoTeza

H 0 : ( Rm*2 − Rm*2−1 ) = 0 ,
*2 *2 2 2
sadac R m da Rm −1 Sesabamisad R m -is da R m −1 -is Teoriul mniSvnelobebia. rodesac

mocemuli nulovani hipoTeza WeSmaritia, maSin, rogorc ukve aRvniSneT, Fx j Tavis-

uflebis 1 da n − m − 1 xarisxebis mqone fiSeris F ganawilebas eqvemdebareba.

amitom, Tu mniSvnelovnebis  doniT da Tavisuflebis 1 da n − m − 1 xarisxebiT
gansazRvruli Fkr -saTvis Fx j > Fkr , maSin nulovani hipoTezis uaryofa xdeba, anu

x j faqtori statistikurad mniSvnelovnad iTvleba. winaaRmdeg SemTxvevaSi x j

cvladi statistikurad mniSvnelovani ar aris da misi modelSi CarTva armizan-

Sewonilia.
aRsaniSnavia, rom m faqtoriani regresiis modelisaTvis
y =  0 + 1 x1 +  2 x2 + . . . +  m xm + u
aq aRwerili procedura x j faqtoris Sesabamisi  j koeficientis mniSvnelovnebis

Semowmebis ekvivalenturia. ufro metic, SeiZleba vaCvenoT, rom adgili aqvs Sem-

deg tolobas Fx j = (tb ) 2 . am ukanasknelis sailustracioT ganvixiloT magaliTi.

j

 magaliTi 6.4. cxril 6.4-Si moyvanilia monacemebi saqarTvelos ekonomikis

ramdenime umniSvnelovanesi maCveneblis Sesaxeb 11 kvartlisaTvis. es maCveneblebia:
y - umuSevrobis done (procentebSi);
x1 - mSp-s deflatori, anu fasebis done (1996=100);

205
 x 2 - importis moculoba (milioni aSS dolari);
x3 - realuri mTliani Sida produqti (1996 wlis fasebSi, mln. lari).
umuSevrobis done damokidebuli cvladis rolSi ganvixiloT da avagoT samfaqtori-
ani modeli, romelSic damoukidebeli cvladebia x1 , x 2 , x3 ; TiToeuli faqtorisaTvis

gamovTvaloT kerZo F -kriteriumi da SevamowmoT Sesabamisad Fx = (tb ) 2 tolobis samar-

j j

Tlianoba.
cxrili 6.4

i y x1 x2 x3
1 13,0 154,5 328,7 1304,4
2 11,9 163,0 438,4 1486,6
3 13,1 165,9 488,1 1548,1
4 12,5 167,8 590,3 1622,1
5 14,7 176,2 454,2 1416,1
6 13,4 171,6 527,3 1636,4
7 13,3 173,1 687,6 1742,7
8 13,8 181,7 820,8 1782,3
9 14,6 182,9 682,7 1534,7
10 12,9 188,3 887,2 1767,9
11 13,7 188,6 1023,3 1900,9

amoxsna. umcires kvadratTa meTodis gamoyenebiT regresiis Semdegi samfaqtoriani

modeli miiReba
yˆ = −0,3132 + 0,1069 x1 − 0,0024 x 2 − 0,0021 x3 ,
(i )
t ( -0,0353) (2,3351) (-0,5988) (0,6558)

R3 = 0,7561 , R3 = 0,5717 , R3 = 0,3882 ; F (3,7) = 3,1148

2 2

yuradReba mivaqcioT im garemoebas, rom modelis konstruqciaSi regresiis koeficien-

tebis qveS frCxilebSi standartuli Secdomis nacvlad moyvanilia Sesabamisi t statis-

tika. am ukanasknelis kritikuli mniSvneloba tkr 5%-iani mniSvnelovnebis donisaTvis

mocemul situaciaSi 2,365-s Seadgens. advilad SevniSnavT, rom arcerTi koeficientisa-

Tvis utoloba t  t kr ar sruldeba, amitom miRebuli samfaqtoriani modelis regresiis

koeficientebi statistikurad mniSvnelovans ar warmoadgens.4

4 ufro metic, statistikurad mniSvnelovani ar aris, agreTve, mTlianobaSi regre-

siis gantoleba, radganac determinaciis miRebuli koeficientis Sesabamisi F -is

mniSvneloba ( F =3,1148) naklebia Fkr -ze, romelic 5%-iani mniSvnelovnebis donisaTvis

da Tavisuflebis v1 = 3 da v2 = 7 xarisxebisaTvis 4,35-s Seadgens. aqedan gamomdina-

206
 analogiur daskvnamde SeiZleba mivideT im SemTxvevaSic, roca regresiis koefici-
entebis statistikuri mniSvnelovnebis Sesafaseblad kerZo F -kriteriumi gamoiyeneba.
amaSi rom davrwmundeT TanmimdevrobiT SevafasoT modelSi Semavali TiToeuli faqtori.

daviwyoT x1 -is SefasebiT. es ukanaskneli orfaqtorian modelSi

yˆ = 18,7745 + 0,0049 x2 − 0,0053 x3

( ii )
t ( 4,4025) (1,5790) (-1,4199)

R2 = 0,488 , R2 = 0,238 , R2 = 0,0476 ; F (2,8) = 1,2501

2 2

damatebiT CasarTveli faqtoris rolSi ganvixiloT da (5.43) formuliT gamovTvaloT

Fx . gvaqvs
1

( R32 − R22 ) 1 (0,5717 − 0,2381)  7

Fx1 = = = 5,453 .
(1 − R3 ) (11 − 3 − 1)
2
1 − 0,5717

5%-iani mniSvnelovnebis donisaTvis da Tavisuflebis v1 = 1 da v2 = 7 xarisxebisaTvis

Fkr Seadgens 5,59-s. radganac Fx  5,59 , amitom x1 faqtori statistikurad aramniSvne-

1

lovania da misi CarTva ( ii ) modelSi gamarTlebuli ar aris. amasTan, advilad Sevamow-

mebT, rom miRebuli Fx1 ( i ) gantolebaSi mocemul tb -is kvadrats emTxveva. marTlac,
1

(tb ) 2 = (2,3351) 2 = 5,453 = Fx .

1 1

meore faqtoris mniSvnelovnebis Sesafaseblad unda avagoT orfaqtoriani modeli

yˆ = 4,5788 + 0,0855 x1 − 0,0038 x3

( iii )
t (1,3922) (3,1237) (-2,2571)

R2 = 0,741, R2 = 0,5498, R2 = 0,437; F (2,8) = 4,883,

2 2

romlisTvisac x 2 damatebiT CasarTveli cvladia da gamovTvaloT Fx :

2

( R32 − R22 ) 1 (0,5717 − 0,5498)  7

Fx2 = = = 0,3585 .
(1 − R32 ) (11 − 3 − 1) 1 − 0,5717

rogorc mosalodneli iyo, Fx -is miRebuli mniSvneloba Fkr -ze naklebia ( Fkr =5,59) da,
2

amave dros, sruldeba toloba

(tb 2 ) 2 = (−0,5988) 2 = 0,3585 = Fx .

2

reobs, rom arsebuli monacemebiT agebuli modelis safuZvelze raime konkretuli

ekonomikuri daskvnis gakeTeba ar SeiZleba. saWiroa modelis Semdgomi srulyofa,
magaliTad, orfaqtorianze dayvanis gziT.

207
 dabolos, mesame faqtoris statistikuri mniSvnelovnebis SemowmebisaTvis cxril 6.1-
is monacemebiT avagoT orfaqtoriani modeli
yˆ = −4,5230 + 0,1193 x1 − 0,0046 x2
( iiii )
t ( −0,7685) (2,9642) (-2,229)

R2 = 0,738, R2 2 = 0,5454, R2 2 = 0,432; F (2,8) = 4,799,

romlisTvisac x3 damatebiT CasarTveli cvladia, da gamovTvaloT Fx :
3

( R32 − R22 ) 1 (0,5717 − 0,5454)  7

Fx3 = = = 0,4300 .
(1 − R32 ) (11 − 3 − 1) 1 − 0,5717

rogorc vxedavT, x3 faqtoric statistikurad aramniSvnelovania ( Fx < Fkr =5,59) da

3

marTebulia toloba

(tb3 ) 2 = (−0,6558) 2 = 0,4300 = Fx . 

3

F statistikiT hipoTezis Semowmeba faqtorTa jgufis mniSvnelovnebis

Sesaxeb

erTi amxsneli cvladisaTvis zemoT ganxiluli testirebis procedura SeiZ-

leba ganvazogadoT SemTxvevaze, rodesac erTdroulad ramdenime amxsneli cvladis
da maTi Sesabamisi regresiis koeficientebis mniSvnelovnebis Semowmebas vapirebT.
davuSvaT, rom dasawyisSi avageT regresia k damoukidebeli cvladiT
y =  0 + 1 x1 +  2 x2 + . . . +  k xk + u (6.21)

da umcires kvadratTa meTodiT Sefasebis Sedegad gantolebiT axsnilma gafantu-

(k )
lobam Seadgina Q R . Semdeg gantolebaSi damatebiT ramdenime damoukidebeli

cvladi CavrTeT, ris Sedegadac maTi saerTo ricxvi gaizarda m -mde, m  k .

vTqvaT, axali
y =  0 + 1 x1 +  2 x2 + . . . +  k xk +  k +1 xk +1 +  +  m xm + u (6.22)
(m )
gantolebisaTvis regresiiT axsnilma gafantulobam Seadgina Q R . maSasadame,

Catarebuli proceduriT damatebiT avxseniT Sedegobrivi cvladis gafantulobis

(Q R( m ) _ Q R(k ) ) sidide da amisaTvis Tavisuflebis m − k xarisxi gamoviyeneT. saWi-

roa gavarkvioT, mniSvnelovania Tu ara damatebiTi cvladebiT axsnili gafantulo-
ba. am mizniT SeiZleba ganvixiloT nulovani hipoteza, romelic gulisxmobs

208
gantolebaSi damatebiT CarTuli m − k amxsneli cvladis Sesabamisi koeficientis
nulTan erTdroul tolobas:
H 0 :  k +1 =  =  m = 0 .
mocemuli hipoTezis alternativaa  k +1 ,,  m koeficientebidan Tundac erTi
maTganis nulisagan gansxvavebuloba.
rodesac nulovani hipoTeza WeSmaritia, maSin SemTxveviTi sidide

(QR( m) − QR( k ) ) (m − k )
F= , (6.23)
QE( m) (n − m − 1)

sadac Q E( m ) = Q − Q Rm aris m faqtorul cvladian gantolebaSi auxsneli gafan-

tuloba, miekuTvneba Tavisuflebis m − k da n − m − 1 xarisxebis mqone F ganawi-
lebas. aRvniSnoT m da k faqtorul cvladiani gantolebebis Sefasebis procesSi
2 2
miRebuli determinaciis koeficientebi Sesabamisad R m -iT da R k -iT. maSin (6.23)

SeiZleba Semdegi ekvivalenturi saxiT gadavweroT

( Rm2 − Rk2 ) (m − k )
F= . (6.24)
(1 − Rm2 ) (n − m − 1)
im SemTxvevaSi Tu (6.24)-dan miRebuli F daakmayofilebs pirobas F > Fkr ,

sadac Fkr fiSeris ganawilebis cxrilidan Tavisuflebis (k − m) da (n − k − 1)

xarisxebis da mniSvnelovnebis  donis mixedviT SerCeuli kritikuli sididea,

maSin nulovani hipoTeza unda uarvyoT da CavTvaloT, rom faqtorTa mocemuli
erToblioba xk +1 ,, xm statistikurad mniSvnelovania _ modelSi am cvladebis

CarTva regresiis gantolebis vargisianobas (mniSvnelovnebas) aamaRlebs. roca F <

Fkr , regresiis gantolebaSi cvladebis damatebiTi xk +1 ,, xm jgufis mier Seta-

nili wvlili statistikurad aramniSvnelovania da nulovani hipoTeza misaRebia.

zemoT Cven aRvniSneT, rom erTi romelime x j amxsneli cvladis mniSvnelov-

nebis Semowmebis procesSi F da t statistikebi erTi da igive Sedegs iZleva.

ufro metic, marTebulia Semdegi toloba Fx = (tb ) 2 . es garemoeba bunebrivad

j j

warmoSobs kiTxvas imis Sesaxeb, Tu ra Sesabamisoba arsebobs faqtorTa jgufisa-

Tvis (6.24) formuliT gansazRvrul F statistikasa da amave jgufSi Semaval
faqtorebis kerZo Fx (an Sesabamis tb ) statistikebs Soris. es kiTxva SeiZleba
j j

209
sxvanairad asec CamovayaliboT: aris Tu ara mravlobiTi regresiis gantolebaSi
Semaval faqtorTa raime jgufis erToblivi amxsneli unari am jgufis calkeul
faqtorTa amxneli unaris jamis toli? saqme isaa, rom hipoTezebis Semowmebisas
zogadad ori calke aRebuli testi erTi erToblivi testis ekvivalenturi ar
aris. aqedan gamomdinare, pasuxi uaryofiTia, radganac xSir SemTxvevaSi faqtoru-
li cvladebi erTmaneTTan garkveul korelaciaSi imyofeba da, amis gamo, maTi
axsnis simZlavris dadebiTi an uaryofiTi urTierTgadafarva xdeba. calkeuli
konkretuli modelis pirobebSi SesaZlebelia, rom faqtoruli cvladebis moce-
muli simravlisTvis (zogadobis Seuzrudavad am simravlis rolSi SeiZleba
ganvixiloT xk +1 ,, xm cvladebi) sxvadasxva SesaZlo Sualeduri variantis garda

SeiZleba adgili hqondes qvemoT moyvanil romelime ukiduress variantsac:

_ calke aRebulad TiToeuli faqtorisaTvis Fx (Sesabamisad tb ) kriti-
j j

kul mniSvnelobaze naklebia da WeSmaritia nulovani hipoTeza H 0 :  j = 0 , magram

faqtorTa erTobliobisaTvis F statistika kritikuls aRemateba da araWeSmari-

tia nulovani hipoteza H 0 :  k +1 =  =  m = 0 ;

_ calke aRebulad TiToeuli faqtorisaTvis Fx (Sesabamisad tb ) kriti-

j j

kul mniSvnelobaze metia da araWeSmaritia nulovani hipoTeza H 0 :  j = 0 , magram

faqtorTa erTobliobisaTvis F statistika kritikulze naklebia da WeSmaritia

nulovani hipoteza H 0 :  k +1 =  =  m = 0 .

dasasruls gvinda aRvniSnoT, rom F statistikaze dafuZnebuli testiT

regresiis (6.22) modelisaTvis SeiZleba SevamowmoT, magaliTad, Semdegi wrfivi
SezRudvis marTebuloba
H 0 :  m−1 =  m .
Semowmebis procedura sakmarisad martivia da sawyis etapze gulisxmobs ori reg-
resiis agebas: regresias SezRudvis gareSe da regresias SezRudvis gaTvaliswi-
nebiT. umcires kvadratTa meTodiT Sefasebis Sedegad miRebuli narCenebis
kvadratebis jami SezRudvis gareSe regresiisaTvis aRvniSnoT GU -iT, SezRudvis

mqone regresiisaTvis _ G R -iT. cxadia, adgili eqneba pirobas GR  GU . Cveni

mizania SevamowmoT, aris Tu ara statistikurad mniSvnelovani regresiis xarisxis

210
gaumjobeseba (GR − GU ) , romelic miiRweva SezRudvis situaciidan SezRudvis

gareSe situaciaze gadasvlis Sedegad. amisaTvis avagoT statistika

(GR − GU ) 1
F= .
GU (n − m − 1)
rodesac nulovani hipoTeza H 0 :  m−1 =  m WeSmaritia da, maSasadame, regresiis

xarisxis gaumjobesebas adgili ara aqvs, maSin moyvanil SemTxveviT sidides

fiSeris F (1, n − m − 1) ganawileba gaaCnia, sadac pirveli argumenti 1 SezRudvis

mqone modelidan SezRudvis gareSe modelze gadasvlisaTvis gamoyenebuli Tavis-

uflebis xarisxis maCvenebelia. es garemoeba saSualebas iZleva ganxiluli nulo-
vani hipoTezis Semowmebisas F testis standartuli proceduriT visargebloT.

 magaliTi 6.5. aq ganxiluli proceduris ilustrirebisaTvis kvlav mivmarToT

CvenTvis ukve kargad cnobil 5.1 magaliTs, romelSic erT-erTi dasaxlebuli punqtis
samsuliani ojaxebis dasveneba-garTobaze danaxarjebis ganmsazRvrel faqtorebad aRebuli
iyo mxolod ori: ojaxis mimdinare gankargvadi Semosavali da mimdinare periodisaTvis
dagrovili simdidre. gavafarTovoT es modeli da damatebiT vcadoT masSi kidev ori
faqtoris – ojaxis jamuri asakis ( x3 ) da ganaTlebis jamuri xangrZlivobis ( x 4 ) –

CarTva. informacia am ori faqtoris Sesaxeb sxva sawyis monacemebTan erTad moyvanilia
cxril 6.5-Si.
cxrili 6.5

danaxarjebi dasveneba- 1,6 1,7 1,7 2 2,2 2,4 2,5 3 3,6 3,8
garTobaze (as larebSi) y
SromiTi Semosavali (as 20 25 28 34 38 45 50 55 60 70
larebSi) x1
aqtivebis porTfeli (as 4,5 2,4 3,7 7,0 10,5 0 7,5 9,8 10,7 9,9
larebSi) x 2
ojaxis jamuri asaki (wlebi) 89 68 76 92 55 77 81 63 90 84
x3
ganaTlebis jamuri 28 32 18 28 19 37 32 30 35 36
xangrZlivoba (wlebi) x4

SevafasoT ramdenad mniSvnelovania mocemuli ori faqtori regresiis gantole-

bisaTvis.
amoxsna. Sefasebul oTxfaqtorian models Semdegi saxe aqvs

211
 yˆ = − 0,0844 + 0,0381 x1 + 0,0379 x2 + 0,0029 x3 + 0,0151 x4 .
.
(t ) ( −1,7962) (0,7859) (1,3448) (0,4722) (0,8812)

am ukanasknelisaTvis
10 10
QR( 4) =  ( yˆ i - y ) 2 = 5,3726 ; QE( 4) =  ( yi - yˆ i ) 2 = 0,1924 .
i =1 i =1

SegaxsenebT, rom sawyisi orfaqtoriani modelisaTvis regresiiT axsnili gafantuloba

Seadgenda QR( 2) == 5,3063-s. amitom, Tu visargeblebT (6.23) formuliT, miviRebT

(QR( m ) − QR( k ) ) (m − k ) (5,3726 − 5,3063 ) ( 4 − 2)

F= = = 0,86 1 .
QE( m ) (n − m − 1) 0,1924 (10 − 4 − 1)

fiSeris ganawilebis cxrilSi mniSvnelovnebis  = 0,05 donis da Tavisuflebis

(m − k ) = 2 da ( n − m − 1) = 5 xarisxebis Sesabamisi Fkr =5,79. radganac mocemul SemTx-

vevaSi F  Fkr , amitom regresiis gantolebaSi ojaxis jamuri asakis da ganaTlebis

jamuri xangrZlivobis amsaxveli faqtorebis mier Setanili erToblivi wvlili mniSvne-

lovani ar aris da modelSi es faqtorebi SeiZleba ar gaviTvaliswinoT. aRsaniSnavia
isic, rom am faqtorebis erTobliv wvlilTan erTad aramniSvnelovania, agreTve,
TiToeuli maTganis wvlilic, razec miuTiTebs Sesabamisi t -s mniSvneloba. 

kiTxvebi TviTSemowmebisaTvis

1. ra igulisxmeba modelis araswor specifikaciaSi?

2. ra uaryofiTi Sedegebi warmoiqmneba im SemTxvevaSi, roca Sesafasebel regresi-
is gantolebaSi ar gaiTvaliswineba amxsneli cvladi, romelic WeSmarit modelSi
arsebobs?
3. ra uaryofiTi Sedegebi warmoiqmneba im SemTxvevaSi, roca Sesafasebel regresiis
gantolebaSi viTvaliswinebT amxsnel cvlads romelic WeSmarit modelSi ar
arsebobs?
4. ras niSnavs Camnacvlebeli cvladi da ra SemTxvevaSia misi gamoyeneba mizan-
Sewonili?
5. davuSvaT, rom mocemuli gvaqvs modeli y =  0 + 1 x1 +  2 x2 + u , magram ucnobia

x2 -is mniSvnelobebi, romliTac modeli unda SevafasoT. ra moxdeba, Tu moyvanil

models axali x3 cvladis gaTvaliswinebiT SevafasebT, romelic akmayofilebs pi-

robas x2 = 2 + 3x3 ?

212
6. ra saerTo aqvs kriteriumebs, romlebic gamoiyeneba regresiis modelis amx-
sneli faqtorebis SerCevis procesSi? CamoTvaleT aRniSnuli kriteriumebi.
7. axseniT, rogor SeiZleba H 0 :  2 +  3 = 0 da H 0 :  2 =  3 = 0 hipoTezebis
testireba samfaqtorian modelSi.

savarjiSoebi da amocanebi

6.1. mocemulia regresiis standartuli modeli

yi =  0 + 1 xi + ui , i = 1,2,, n .
a) ras udris  0 = 0 SezRudvis pirobebSi umcires kvadratTa meTodiT miRe-
buli 1 koeficientis Sefaseba da dispersia?

b) aCveneT, rom b1 -is dispersia  0 = 0 SezRudvis pirobebSi ufro naklebia,

vidre SezRudvis ar arsebobis SemTxvevaSi. xom ar ewinaaRmdegeba es gaus-markovis
Teoremas?
6.2. davuSvaT, rom y -is mniSvneloba ganisazRvreba y =  0 + 1 x1 +  2 x2 + u
gantolebiT, romelSic Cov( x1 , x2 ) = 0 . aseT situaciaSi regresiis rogori
specifikaciis gantolebas airCevT? ratom?

6.3. monte-karlos eqsperimentis Catarebisas y cvladis generireba moxda

y = −80 + 0,15x1 + 0,6 x2 + u
gantolebis saSualebiT, sadac x1 da x2 erTmaneTTan dadebiT korelaciaSi myofi
cvladebia, romelTa mniSvnelobebi mocemulia cxril 6.1-Si; u SemTxveviTi sididea
nulovani saSualoTi da 225-is toli dispersiiT. amis Semdeg 30 dakvirvebisagan
Semdgari 10 SerCevis safuZvelze yˆ = b0 + b1 x1 + b2 x2 gantolebis nacvlad moxda
ori AA da B gantolebis Sefaseba:
(A) yˆ = b0 + b1 x1 ,
(B) yˆ = b0 + b1 x1 + b2 x2 + b3 x3 .

pirveli maTgani ar Seicavs x2 cvlads, meoreSi damatebiT CarTulia x3 cvla-

di, romlis mniSvnelobebi mocemulia cxril 6.3-Si. eqsperimentis Sedegebi
warmodgenilia cxril 6.6-Si.

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 cxrili 6.6
eqsperi- regresiis A gantoleba regresiis B gantoleba
menti
b0 b1 R2 b0 b1 b2 b3 R2
(s.e.) (s.e.) (s.e.) (s.e.) (s.e.) (s.e.)
1 9,478 0,268 0,960 -39,137 0,168 0,361 0,131 0,965
(9.372) (0,010) (59,284) (0,054) (0,290) (0,255)
2 17,14 0,257 0,934 -96,383 0,133 0,727 0,019 0,947
(11,656) (0,013) (67,819) (0,065) (0,343) (0,302)
3 7,652 0,269 0,965 -96,761 0,172 0,622 -0,097 0,965
(8,768) (0,010) (50,748) (0,048) (0257) (0,226)
4 3,972 0,273 0,950 -36,213 0,090 0,432 0,438 0,965
(10,684) (0,012) (58,221) (0,055) (0,295) (0,259)
5 15,416 0,264 0,948 -74,945 0,168 0,553 -0,047 0,954
(10,590) (0,012) (64,665) (0,062) (0,327) (0,288)
6 11,145 0,270 0,929 -101,63 0,028 0,852 0,340 0,957
(12,729) (0,014) (64,704) (0,062) (0,328) (0,288)
7 16,161 0,266 0,959 -86,024 0,193 0,579 -0,167 0,965
(9,407) (0,010) (56,863) (0,054) (0,288) (0,253)
8 22,792 0,266 0,945 -71,855 0,141 0,612 0,031 0,955
(10,905) (0,012) (64,792) (0,062) (0,328) (0,288)
9 6,632 0,274 0,945 -207,17 0,149 1,173 -0,445 0,966
(11,270) (0,012) (51,069) (0,055) (0,291) (0,256)
10 2,105 0,281 0,948 -137,04 0,046 0,967 0,212 0,975
(11,208) (0,012) (51,069) (0,049) (0,258) (0,227)
a) regresiebis Sefasebis yvela aspeqts gaukeTeT komentari da mogveciT maTi
sruli axsna.
6.4. mocemuli gvaqvs orfaqtoriani modeli y =  0 + 1 x1 +  2 x2 + u . davuSvaT,

rom calk-calke SevafaseT y -is regresia x1 -isa da x2 -is mimarT. erT SemTxve-
vaSi determinaciis koeficientma Seadgina 0,4, meore SemTxvevaSi 0,5. niSnavs, Tu
ara es imas, rom x1 xsnis y -is dispersiis 40%-s, x2 _ 50%-s? rogori Sesaba-
misoba SeiZleba arsebobdes determinaciis mocemuli koeficientebis jamsa da ori-
ve faqtoris erTdroulad gaTvaliswinebiT Sefasebul regresiis determinaciis
koeficients Soris? pasuxi daasabuTeT.

6.5. WeSmariti modeli samfaqtoriania da Semdegi saxe aqvs

y = β0 + β1 x1 + β2 x2 + β3 x3 + u .
davuSvaT, rom mis nacvlad SevafaseT orfaqtoriani modeli, romelic ar Seicavs
x3 cvlads. daadgineT ras udris aseT SemTxvevaSi orfaqtoriani modelis b1 da
b2 koeficientebis maTematikuri lodinebi da gadaadgilebis mniSvnelobebi.

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6.6. ganixileba samfaqtoriani regresiuli modeli
yi =  0 + 1 xi1 +  2 xi 2 +  3 xi 3 + ui .
26 dakvirvebis safuZvelze umcires kvadratTa meTodiT am modelis Sefasebam
mogvca

yi = 2 + 3,5 xi1 − 0,7 xi 2 + 2,0 xi 3 + ei , R 2 = 0,882 .

(t ) (1,9) ( 2, 2) (1,5)
1 =  3 SezRudvis pirobebSi igive modelis ganmeorebiTma Sefasebam mogvca
yi = 1,5 + 3,0 ( xi1 + xi 3 ) − 0,6 xi 2 + ei , R 2 = 0,876 .
(t ) ( 2, 7 ) ( 2, 4 )

a) SeamowmeT hipoTeza H 0 : 1 =  3 .

6.7. 19 dakvirvebisagan Semdgari SemTxveviTi SerCevis safuZvelze Sefasebul sam-

faqtorian regresiis gantolebas Semdegi saxe aqvs
yˆ = 3,912 + 0,469 x1 − 0,382 x2 − 0,173 x3 ,
( s.e.) 1,873 0,082 0, 284 0,102
19 19
amasTan, QR =  ( yˆ i − y ) = 97 ,15 , QE =  ( yi − yˆ i ) 2 = 1,378 .
2

i =1 i =1
a) CamoayalibeT nulovani hipoTeza da SeamowmeT TiToeuli koeficientis mni-
Svnelovneba 5%-ian doneze;
b) gamoTvaleT determinaciis Cveulebrivi da koreqtirebuli koeficientebi
da moaxdineT gantolebis mniSvnelovnebis testireba;
g) rodesac gantolebas ori x2 da x3 cvladi moaklda, darCenili erTfaqto-
riani gantolebisaTvis QR Semcirda 96,69-mde. CamoayalibeT Sesabamisi hipoTeza
da SeamowmeT amoRebuli faqtorebis erToblivi amxsneli unari.

6.8. dakvirvebis 16 wertilis safuZvelze Sefasebul wrfivi regresiis gantole-

bas Semdegi saxe aqvs

yˆ = − 19,074 + 23,007 x1 + 0,132 x2 , R 2 = 0,961 .

(t ) ( −3,276 ) ( 4,538 ) ( 0,178)

damatebiT kidev erTi amxsneli x3 cvladis CarTvis SemTxvevaSi gantolebis

Semdegi varianti miiReba

yˆ = − 30,712 + 23,416 x1 + 0,287 x2 + 1,854 x3 , R 2 = 0,963 .

(t ) ( −1,480 ) ( 4,460 ) (0,355) (?)

a) daadgineT, aris Tu ara statistikurad mniSvnelovani x3 -is koeficienti?

b) ras udris x3 cvladis koeficientis t statistikis mniSvneloba?

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