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Analysis of Variance

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  3. The Analysis
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 69227,4   69227,4 296,66 0,0000
Residual 4200,39   233,355    
Total (Corr.) 73427,8        

 

Correlation Coefficient = -0,970977

R-squared = 94,2796 percent

R-squared (adjusted for d.f.) = 93,9618 percent

Standard Error of Est. = 15,276

Mean absolute error = 12,4017

Durbin-Watson statistic = 0,17058 (P=0,0000)

Lag 1 residual autocorrelation = 0,715

 

The StatAdvisor

The output shows the results of fitting a linear model to describe the relationship between В and N. The equation of the fitted model is

 

В = 216,032 - 10,203*N

 

Since the P-value in the ANOVA table is less than 0,05, there is a statistically significant relationship between В and N at the 95,0% confidence level.

 

The R-Squared statistic indicates that the model as fitted explains 94,2796% of the variability in В. The correlation coefficient equals -0,970977, indicating a relatively strong relationship between the variables. The standard error of the estimate shows the standard deviation of the residuals to be 15,276. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu.

 

The mean absolute error (MAE) of 12,4017 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the residuals to determine if there is any significant correlation based on the order in which they occur in your data file. Since the P-value is less than 0,05, there is an indication of possible serial correlation at the 95,0% confidence level. Plot the residuals versus row order to see if there is any pattern that can be seen.

 

 

Comparison of Alternative Models

Model Correlation R-Squared
Exponential -0,9995 99,91%
Reciprocal-Y squared-X 0,9988 99,77%
Square root-X -0,9965 99,30%
Squared-Y logarithmic-X -0,9938 98,76%
Square root-Y -0,9926 98,52%
Logarithmic-X -0,9863 97,29%
Logarithmic-Y square root-X -0,9841 96,84%
Logarithmic-Y squared-X -0,9729 94,65%
Linear -0,9710 94,28%
Reciprocal-Y 0,9677 93,64%
Squared-Y square root-X -0,9608 92,32%
Square root-Y squared-X -0,9361 87,63%
Multiplicative -0,9284 86,20%
Squared-Y reciprocal-X 0,9085 82,54%
Squared-Y -0,9010 81,18%
Squared-X -0,8874 78,76%
Reciprocal-Y logarithmic-X 0,8269 68,38%
Reciprocal-X 0,8257 68,17%
Double squared -0,7774 60,44%
Square root-Y reciprocal-X 0,7687 59,10%
S-curve model 0,7040 49,55%
Double reciprocal -0,5699 32,48%
Double square root <no fit>  
Reciprocal-Y square root-X <no fit>  
Square root-Y logarithmic-X <no fit>  
Logistic <no fit>  
Log probit <no fit>  

 

The StatAdvisor

This table shows the results of fitting several curvilinear models to the data. Of the models fitted, the exponential model yields the highest R-Squared value with 99,9054%. This is 5,62584% higher than the currently selected linear model. To change models, select the Analysis Options dialog box.

 

График остатков:

Пересчитаем в экспонентациальную модель

Simple Regression - В vs. N

Dependent variable: В

Independent variable: N

Exponential model: Y = exp(a + b*X)

 


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Читайте в этой же книге: Свойства медианы | Графическое определение медианы | Степень свободы параметра | Экспериментальные данные каждой переменной, необходимые для анализа. | Методы точечного оценивания | Критерий Кохрэна | The StatAdvisor | Методы корреляционно-регрессионного анализа | Линейная регрессия и метод наименьших квадратов |
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