Y X1 X2 ŷ e e^2 (y-y̅)^2 (ŷ-y̅)^2

56 10 12 56.59 -0.59 0.35 1211.04 1170.16

71 17 23 72.78 -1.78 3.16 392.04 324.79
101 32 32 98.29 2.71 7.34 104.04 56.11
88 12 56 86.93 1.07 1.14 7.84 14.97
138 45 70 139.41 -1.41 1.98 2227.84 2362.78
454 116 193 454 0.00 13.98 3942.80 3928.82
SSE SST SSR 3942.80
Estimare model de regresie
56 y̅= 90.8
71
y= 101 y'= 56 71 101 88 138
88 1x5
138
5x1
X1 X2
1 10 12 1 1 1
1 17 23 X'= 10 17 32
X= 1 32 32 12 23 32
1 12 56 3x5
1 45 70
5x3 5 116 193
X'X= 116 3582 5357
193 5357 9733
b0 3x3
b= b1
b2 0.9783 -0.0151 -0.0111
3x1 (X'X) = -1
-0.0151 0.0018 -0.0007
-0.0111 -0.0007 0.0007
e1 3x3
e2
e= e3 0.694 0.467 0.140
e4 (X'X) X'=
-1
-0.005 0.000 0.021
e5 -0.010 -0.007 -0.011
5x1 3x5

35.81 b0
n= 5 b=(X'X) X'y=
-1
1.32 b1 y=35.81+1.32*X1+0.63*X2
m= 2 0.63 b2
k= 3 3x1
Interceptie DA

-0.59
-1.78
e= 2.71 e'=
 1.07
-1.41
5x1
𝑺𝑺𝑬=𝒚^′ 𝒚−𝒃^′ 𝑿^′
e'e= 13.98 𝒚=∑_(𝒊=𝟏)^𝒏▒(𝒚_𝒊−𝒚 ̂_𝒊 )^𝟐

s2= 6.9897170254

6.838 -0.105 -0.078

Sb2= -0.105 0.013 -0.005
-0.078 -0.005 0.005
b0 b1 b2

Analiză calitate model de regresie

y'y= 45166
y= 90.8 𝑺𝑺𝑻=𝒚^′
SST= 3942.8 𝒚−𝒏𝒚 ̅^𝟐=∑_(𝒊=𝟏)^𝒏▒(𝒚_𝒊−𝒚 ̅
)^𝟐

b'= 35.81 1.32 0.63

b'X'y= 45152.02
SSE= 13.98
SSR = SST - SSE 𝑺𝑺𝑹=𝒃^′ 𝑿^′
SSR= 3928.82 𝑿𝒃−𝒏𝒚 ̅^𝟐=∑_(𝒊=𝟏)^𝒏▒(𝒚 ̂_𝒊−
𝟐

SSE 13.98
SSR 3928.82
SST 3942.80

R2= 0.996
R= 0.998

R2= 0.993
 Teste de semnificatie

Coeficienti Valori sbj tcalc (tj) Rezultat test t Linf Lsup

b0 35.81 2.62 13.69 Semnificativ 24.56 47.06
b1 1.32 0.11 11.76 Semnificativ 0.84 1.81
b2 0.63 0.07 8.95 Semnificativ 0.33 0.93
a= 0.05
P= (1-a)= 0.95 tcritic= 4.30

Testul lui Wald

281.0429

Fcalc = 281.043
Fcritic = 19 =FINV(a,m,n-k)
Rezultat test Wald: Modelul este statistic semnificativ

Test Wald pentru restrictii asupra coeficientilor de regresie ai modelului

Restrictiile asupra coeficientilor de regresie sunt cele precizate mai jos

b1+b2=2 j= 2
b1-b2=0
b0 b1 b2
R= 0 1 1 q=
0 1 -1

Rb = 1.953 R' = 0 0
0.694 1 1
1 -1
(Rb-q) = -0.047
0.694 (Rb-q)' = -0.0474 0.6939

s2R(X'X)-1R'= 0.008 0.008 (s2R(X'X)-1R')-1=

0.008 0.027

(Rb-q)'s2R(X'X)-1R'(Rb-q)= 28.044
 Fcalc = 14.0221
Fcritic = 19
Se accepta ipoteza nula

Predictie pentru un set de valori noi ale variabilelor X1 si X2

x̃= 1 X1 X2
18 x̃'= 1 18 29
29 1x3
3x1

x̃'*(X'X)-1 0.3850 -0.0027 -0.0032

x̃'*(X'X)-1*x̃= 0.2445

s2ŷ= 8.6984 〖𝒔 _𝒚 ̂^𝟐=𝒔 〗 ^𝟐 (𝟏+𝐱 ̃^

′ (𝐗^′ 𝐗)^(−𝟏) 𝐱 ̃)
ŷ= 77.88 𝒚 ̂=𝒙 ̃^′⋅𝜷
Li Ls
Intervalul de predictie pentru ỹ: 40.45 115.30 𝒚 ̃∈[𝒚 ̂−𝒕_(𝜶/𝟐;𝒏−𝒌)⋅𝒔
𝒚 ̂+𝒕_(𝜶/𝟐;𝒏−𝒌)⋅𝒔_𝒚 ̂ ]
 140

120

100

Y
80

60

40
1 1 10
20
12 45 30
56 70 40 2
50 0

X1

200

180

160

140

0.176 -0.477 120

-0.032 0.018
100
0.020 0.007
Y

80

60

=35.81+1.32*X1+0.63*X2 40

20

10

20

-0.59 -1.78 2.71 1.07 -1.41

 20

1x5

𝒚−𝒃^′ 𝑿^′
)^𝒏▒(𝒚_𝒊−𝒚 ̂_𝒊 )^𝟐

b0
b1
b2
sb02
sb12
sb22

de regresie

=∑_(𝒊=𝟏)^𝒏▒(𝒚_𝒊−𝒚 ̅

𝑿^′
𝟐=∑_(𝒊=𝟏)^𝒏▒(𝒚 ̂_𝒊−𝒚 ̅ )^
 p-value
0.01
𝜷_𝒋∈[𝒃_𝒋−𝒕_(𝜶/𝟐;(𝒏−𝒌) )⋅𝒔_(𝒃_𝒋 );𝒃_𝒋+𝒕_(𝜶/𝟐;(𝒏−𝒌) )⋅𝒔_(𝒃_𝒋 )]
0.01
0.01
p-value =TDIST(tcalc ,n-k,2)
tcritic=Tinv(a,n-k)

modelului
e precizate mai jos

2
0

176.431 -49.802
-49.802 50.617
X2

−𝒕_(𝜶/𝟐;𝒏−𝒌)⋅𝒔_𝒚 ̂ ;
(𝜶/𝟐;𝒏−𝒌)⋅𝒔_𝒚 ̂ ]
 80
60
40
40 20
50 0
X2
X1

200

180

160

140

120

100
Y

80

60

40

20

10

20 80
60
30
40
40
20
50 0
X2
X1
20 80
60
30
40
40
20
50 0
X2
X1
Y X1 X2
56 10 12
71 17 23
101 32 32
88 12 56
138 45 70
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.998225645823
R Square 0.996454439979
Adjusted R 0.992908879958
Standard E 2.643807297331
Observatio 5

ANOVA
df SS MS F Significance F
Regression 2 3928.821 1964.41 281.0429 0.003546
Residual 2 13.97943 6.989717
Total 4 3942.8

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95,0%

Upper 95,0%
Intercept 35.80768997046 2.615023 13.69307 0.005291 24.55616 47.05922 24.55616 47.05922
X1 1.323245884946 0.112519 11.76022 0.007153 0.839117 1.807375 0.839117 1.807375
X2 0.629352474062 0.070282 8.954692 0.012242 0.326954 0.931751 0.326954 0.931751

RESIDUAL OUTPUT PROBABILITY OUTPUT

Observation Predicted Y Residuals

Standard Residuals Percentile Y
1 56.59237850866 -0.592379 -0.316872 10 56
2 72.77797691797 -1.777977 -0.951067 30 71
3 98.29083745871 2.709163 1.449173 50 88
4 86.93037913729 1.069621 0.572157 70 101
5 139.4084279774 -1.408428 -0.75339 90 138
 X1 Residual Plot X2 Residual Plot
3 3
2 2
Residuals

Residuals
1
0 0
-1 5 10 15 20 25 30 35 40 45 50 -1 0 10 20 30 40 50 60 7
-2 -2
-3 -3
X1 X2
X1 Line Fit Plot
150

100
Y
50 Predicted

Y
Upper 95,0%
0
35.80769
5 10 15 20 25 30 35 40 45 50
1.323246
X1
0.629352

X2 Line Fit Plot

150

56.59238 100
Y
72.77798 50 Predicte
Y

98.29084
0
86.93038
0 10 20 30 40 50 60 70 80
139.4084
X2

Normal Probability Plot

150
100
50
Y

0
0 10 20 30 40 50 60 70 80 90 1
Sample Percentile
Residual Plot

30 40 50 60 70 80

X2
e Fit Plot

Y
Predicted Y

30 35 40 45 50

e Fit Plot

Y
Predicted Y

40 50 60 70 80

obability Plot

40 50 60 70 80 90 100
mple Percentile