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Seminar 11 - REGRESIA NELINIAR (2)

- Prezentarea unor exemple din economie


- Estimarea i testarea modelelor cu variabila dependenta log: compound, growth,
exponential
- Estimarea i testarea unui model parabolic
- citirea analitic a outputurilor din SPSS

Problema 1. n studierea legturii dintre timpul de a accelera a unui vehicul de la 0 la 60 m/h


(secunde) (engl. Time to Accelerate from 0 to 60 mph (sec) i puterea motorului s-au obinut
urmtoarele rezultate ca urmare a estimrii modelelor compound, growth i exponenial.

Modelul compound Y 0 1X e ln Y ln 0 X ln 1

Model Summary

Adjusted Std. Error of


R R Square R Square the Estimate
,726 ,526 ,525 ,129
The independent variable is Hors epower.
ANOVA

Sum of
Squares df Mean Square F Sig.
Regression 7,395 1 7,395 442,360 ,000
Residual 6,654 398 ,017
Total 14,049 399
The independent variable is Horsepower.

Coefficients

Unstandardized Standardized
Coefficients Coefficients

B Std. Error Beta t Sig.


Horsepower ,996 ,000 ,484 5951,273 ,000
(Constant) 22,024 ,413 53,294 ,000
The dependent variable is ln(Time to Accelerate from 0 to 60 mph (sec)).
Modelul growth Y e 0 1 X lnY 0 1 X

Model Summary

Adjusted Std. Error of


R R Square R Square the Estimate
,726 ,526 ,525 ,129
The independent variable is Hors epower.

ANOVA

Sum of
Squares df Mean Square F Sig.
Regres sion 7,395 1 7,395 442,360 ,000
Residual 6,654 398 ,017
Total 14,049 399
The independent variable is Horsepower.

Coeffi cients

Unstandardized St andardiz ed
Coeffic ient s Coeffic ient s
B St d. Error Beta t Sig.
Horsepower -,004 ,000 -,726 -21,032 ,000
(Const ant) 3,092 ,019 164,791 ,000
The dependent variable is ln(Time t o Ac celerate from 0 to 60 mph (s ec)).

Y 0 e 1 X ln Y ln 0 1 X
Modelul Exponenial

Model Summary

Adjusted Std. Error of


R R Square R Square the Estimate
,726 ,526 ,525 ,129
The independent variable is Hors epower.

ANOVA

Sum of
Squares df Mean Square F Sig.
Regres sion 7,395 1 7,395 442,360 ,000
Residual 6,654 398 ,017
Total 14,049 399
The independent variable is Horsepower.

Coeffi cients

Unstandardized St andardiz ed
Coeffic ient s Coeffic ient s
B St d. Error Beta t Sig.
Horsepower -,004 ,000 -,726 -21,032 ,000
(Const ant) 22,024 ,413 53,294 ,000
The dependent variable is ln(Time t o Ac celerate from 0 to 60 mph (s ec)).
ModelulLogarithmic
Modelul Logaritmic

Modelul Logaritmic Y 0 1 ln X

Model Summary

Adjusted Std. Error of


R R Square R Square the Estimate
,709 ,503 ,502 1,993
The independent variable is Hors epower.

ANOVA

Sum of
Squares df Mean Square F Sig.
Regres sion 1598,137 1 1598,137 402,529 ,000
Residual 1580,157 398 3,970
Total 3178,294 399
The independent variable is Horsepower.

Coefficients

Unstandardized Standardized
Coefficients Coefficients
B Std. Error Beta t Sig.
ln(Hors epower) -5,803 ,289 -,709 -20,063 ,000
(Constant) 42,112 1,332 31,621 ,000