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TEMATICA C4-C5
1. Prezentarea modelului liniar multiplu
2. Estimarea parametrilor modelului liniar multiplu
3. Testarea parametrilor modelului liniar multiplu
4. Testarea modelului
5. Testarea influenei marginale a unei variabile
6. Exemplu (I)
7. Estimarea indicatorilor de corelaie
8. Testarea indicatorilor de corelaie
9. Exemplu (II)
2
1 new
k new 1
R 2 new R 2 old n k new
5. Criterii de decizie:
EXEMPLU I (1)
Model Summary
Change Statistics
Model
1
2
R
.661a
.663b
R Square
.436
.439
Adjusted
R Square
.435
.437
Std. Error of
the Estimate
$12,833.540
$12,815.280
R Square
Change
.436
.003
F Change
365.381
2.346
df1
df2
472
471
1
1
Sig. F Change
.000
.126
Model Summary
Change Statistics
Model
1
2
R
.661a
.890b
R Square
.436
.792
Adjusted
R Square
.435
.792
Std. Error of
the Estimate
$12,833.540
$7,796.524
R Square
Change
.436
.356
F Change
365.381
807.889
df1
df2
472
471
1
1
Sig. F Change
.000
.000
R
.910a
.907b
R Square
.828
.822
Adjusted
R Square
.818
.814
Std. Error of
the Estimate
5.2961
5.3542
R Square
Change
.828
-.006
F Change
83.271
2.544
df1
df2
4
1
69
69
Sig. F Change
.000
.115
a. Predictors: (Constant), Average female life expectancy, People living in cities (%), Daily calorie intake, People who read (%)
b. Predictors: (Constant), Average female life expectancy, Daily calorie intake, People who read (%)
EXEMPLU I (2)
Model Summary
Change Statistics
Model
1
R
,910a
R Square
,829
Adjusted
R Square
,807
Std. Error of
the Estimate
285,65322
R Square
Change
,829
F Change
38,718
df1
df2
2
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
6318646
1305564
7624211
df
2
16
18
Mean Square
3159323,188
81597,759
F
38,718
Sig.
,000a
Model
1
(Constant)
Vechime in munca (ani)
Nr. ani pregatire
Unstandardized
Coefficients
B
Std. Error
-545,101
224,894
84,315
25,550
85,298
20,394
Standardized
Coefficients
Beta
,443
,562
t
-2,424
3,300
4,182
Sig.
,028
,005
,001
16
Sig. F Change
,000
TEMATICA
n x1i yi x1i yi
i
ry 2
n x 2 i yi x2 i yi
i
r12
( y y)
( y y)
i
xi
VE
VR
1
VT
VT
=>
Estimatori
VE
VR
2
i
1
1
2
=>
(
y
y
)
VT
VT
i
2
Estimaiile
R2
2
e
i
ESS
RSS
i
2
1
1
R
R
2 =>
TSS
TSS
(
y
y
)
i
R
,910a
R Square
,829
Adjusted
R Square
,807
Std. Error of
the Estimate
285,65322
Regression
Residual
Total
Sum of
Squares
6318646
1305564
7624211
df
2
16
18
Mean Square
3159323,188
81597,759
F
38,718
Sig.
,000a
Coefficientsa
Model
1
(Constant)
Vechime in munca (ani)
Nr. ani pregatire
Unstandardized
Coefficients
B
Std. Error
-545,101
224,894
84,315
25,550
85,298
20,394
Standardized
Coefficients
Beta
,443
,562
t
-2,424
3,300
4,182
Sig.
,028
,005
,001
Correlations
Zero-order
Partial
,801
,844
,636
,723
Part
,341
,433
Exemplu II (1)
n studiul legturii dintre valoarea vnzrilor unei firme (Y) i
cheltuielile de publicitate (X1), cheltuielile ocazionate de diferite
promoii (X2) i vnzrile anuale realizate de principalul
concurent (X3), s-au obinut urmtoarele rezultate:
Model Summaryb
Model
1
R
R Square
a
,913
,833
Adjusted
R Square
,787
Std. Error of
the Estimate
17,60029
DurbinWatson
1,879
EXEMPLU II (2)
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
16997,537
3407,473
20405,009
df
3
11
14
Mean Square
5665,846
309,770
F
18,290
Sig.
,000a
t
2,369
4,596
2,525
-2,258
Sig.
,037
,001
,028
,045
Coefficientsa
Model
1
(Constant)
X1
X2
X3
Unstandardized
Coefficients
B
Std. Error
65,705
27,731
48,979
10,658
59,654
23,625
-1,838
,814
a. Dependent Variable: Y
Standardized
Coefficients
Beta
,581
,359
-,324
ANEXE
Funcia de consum
- cererea sau consumul populaiei pentru o anumit categorie
de mrfuri este o funcie de venit:
Ci=a+Vi+i.
unde parametrul arat de cte ori crete consumul unui
anumit produs (Ci) la o cretere cu o unitate a venitului. Acesta
este, de regul, pozitiv.
Legea cererii
- cererea populaiei pentru o anumit categorie de mrfuri
este o funcie de preul acestor produse:
Ci=a+Pi+i.
unde parametrul este de regul negativ i arat cu ct
scade cererea la o cretere a preului cu o unitate