1、5.5468120645.4973.1125175.11826393.87598374.6723554.953616605.006495.270145.3772515.4849214.5965.6645566.0795483.2194455.807615524.73064.6805323.2172472.6104443.71743.89462.70665.631413415.81525.130224615.3914.45334.65694.5212424.8655.3566104.6098362.38153.87464.5919545.15881005.4373113.996634.3974.
2、06222.29054.71154.5315.3637726.0771三、完整程序如下:%-by ggihhimm-%数理统计杨虎、刘琼、钟波 编著 例4.4.1 多元线性回归及显著性检验 完整解答% 输入需要的显著水平(默认=0.02),计算出不同结果(见运行结果)% 该程序也适合其他维数的数据分析(只需改变excel表格中的数据即可)clear;clc;data=xlsread(jc_p133_example.xls,sheet1);xi=data(:,1:end-1);n,k=size(data);k=k-1;index_of_xi_array=ones(1,k);X=ones(n,1)
3、 xi;Y=data(:,end);fprintf(第1次计算结果:r)beta_mao=(X*X)X*Y); fmt_str0=for i0=1:k+1 fmt_str0=fmt_str0 num2str(i0-1) = %0.4fr;endfprintf(fmt_str0,beta_mao)%检验回归方程的显著性x_ba=mean(xi);y_ba=mean(Y);St_square=sum(Y.2)-n*y_ba2;lxy=sum(xi-ones(n,1)*x_ba).*(Y-y_ba)*ones(1,k);Sr_square=sum(beta_mao(2:end).*lxy);Se_s
4、quare=St_square-Sr_square;c_flag=Sr_square/Se_square;F_alpha=input(请输入您要求的显著性水平(01)= while (isscalar(F_alpha) & F_alpha0) F_alpha=input(您的输入有误,请重新输入一个大于0,小于1的数,= F_fenweidian=finv(1-F_alpha,k,n-k-1);c=k/(n-k-1)*F_fenweidian;if c_flagc fprintf(r-回归方程显著性检验(H0:1=2=.=k=0) . -r经过计算:拒绝H0,原假设不成立。)else接受H0,
5、原假设成立。%检验回归系数的显著性(循环检验,直到OK,得出最后结果)fprintf(rr-回归系数显著性检验(分别对1、2、.、k进行)-flag_go_on=1;num_of_loop=0;while flag_go_oncij=inv(X*X);cii=diag(cij);F_fenweidian_1=finv(1-F_alpha,1,n-k-1);ci=sqrt(cii(2:end)*Se_square*F_fenweidian_1/(n-k-1);format_str=%15.4ffor ii=1:k-1 format_str=format_str %13.4fr第%d次检验:rci
6、i: format_str %13.4fr ci:ri:,num_of_loop+1,cii,ci,beta_mao)if all(abs(beta_mao(2:end)ci flag_go_on=1; beta_1tok=beta_mao; beta_1tok(1)=; fi_xin=beta_1tok.2./cii(1:end-1) min_fi=min(fi_xin); beta_index=find(fi_xin=min_fi)+1; fprintf(rx%d对y的线性影响最不显著( |%d|=%0.4f )。删除x%d,进行第%d次计算:,. beta_index-1+num_of_
7、loop,beta_index-1+num_of_loop,. abs(beta_mao(beta_index),beta_index-1+num_of_loop,. beta_index-1+num_of_loop+1) fmt_str2=x%d index_of_xi=find(index_of_xi_array); for i2=1:length(find(index_of_xi)-1 fmt_str2=fmt_str2 、x%d endrr经过检验,剩余所有变量: fmt_str2 对y的线性影响均显著。检验结束。,index_of_xi) flag_go_on=0;if flag_g
8、o_on num_of_loop=num_of_loop+1; k=k-1; if krr警告:通过一一对所有变量做显著性检验,已剔除所有变量! break; beta_mao=beta_mao-beta_mao(beta_index)/cii(beta_index)*cij(beta_index,: beta_mao(beta_index)=; fmt_str1= for i1=2: fmt_str1=fmt_str1 num2str(i1-1+num_of_loop) r0 = %0.4fr fmt_str1,beta_mao) X(:,beta_index)=; index_of_xi_
9、array(beta_index-1+num_of_loop-1)=0; xi=X(:,2:end); x_ba=mean(xi); lxy=sum(xi-ones(n,1)*x_ba).*(Y-y_ba)*ones(1,k); Sr_square=sum(beta_mao(2: Se_square=St_square-Sr_square;四、运行结果如下(分别为=0.01和 =0.02的运行结果):0 = 0.73441 = 0.15852 = 0.10633 = 0.03571)= 0.01- = 0.0100-回归方程显著性检验(H0:1=2=.=k=0)-经过计算:-回归系数显著性检验(分别对1、2、.、k进行)-第1次检验:cii: 1.1355 0.0055 0.0021 0.0002 ci: 0.1622 0.1006 0.0284i: 0.7344 0.1585 0.1063 0.0357x1对y的线性影响最不显著( |1|=0.1585 )。删除x1,进行第2次计算:0 = 2.53022 = 0.02313 = 0.0362第
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