Lixiaoxu
Membre des de 6 jul 2009
cap resum d'edició
Cap resum de modificació |
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szpku.lixiaoxu@gmail.com | Xiaoxu LI szpku.lixiaoxu@gmail.com | ||
Shenzhen Graduate School of Peking University, Guangdong, China | |||
| Línia 62: | Línia 62: | ||
=== 练习 === | === 练习 === | ||
请观察< | 请观察<math>\vec{X}_2</math>加入前后，回归方程 | ||
:<math>\vec{Y}=\beta_1\vec{X}_1+\vec{\epsilon}</math> | :<math>\vec{Y}=\beta_1\vec{X}_1+\vec{\epsilon}</math> | ||
与 | 与 | ||
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if (rawdata) outHTML(rhtml, x, title="Raw data\n", format="f", digits=4); | if (rawdata) outHTML(rhtml, x, title="Raw data\n", format="f", digits=4); | ||
</R> | </R> | ||
=== R 代码 === | |||
<pre> | |||
cy1 <- 89; ## \angle YX_1 | |||
cy2 <- 89; ## \angle YX_2 | |||
c12 <- 177.9; ## \angle X_1X_2 | |||
N <- 100; | |||
rawdata=TRUE; | |||
S <- matrix(rep(1,9),3); | |||
S[1,2]<-S[2,1]<-cos(cy1/180*pi); | |||
S[1,3]<-S[3,1]<-cos(cy2/180*pi); | |||
S[2,3]<-S[3,2]<-cos(c12/180*pi); | |||
require(MASS);## install.packages('MASS'); | |||
x<-mvrnorm(n=N,mu=c(0,0,0),Sigma=S,empirical= TRUE); | |||
Y<-x[,1];X_1<-x[,2];X_2<-x[,3]; | |||
colnames(x)<-colnames(S)<-rownames(S)<-c('Y','X_1','X_2'); | |||
R2<-matrix(rep(NA,3),nrow=3); | |||
colnames(R2)<-c('R^2'); | |||
rownames(R2)<-c('Y = b_1*X_1 + e','Y =b_2*X_2 + e','Y =b_1*X_1 + b_2*X_2 + e'); | |||
lm1 <- lm(Y~0+X_1); | |||
lm2 <- lm(Y~0+X_2); | |||
lm12 <- lm(Y~0+X_1+X_2); | |||
R2[,1] <- c( summary(lm1)$r.squared, summary(lm2)$r.squared, summary(lm12)$r.squared); | |||
R2 | |||
R2[1,1]+R2[2,1]-R2[3,1] | |||
summary(lm1) | |||
summary(lm2) | |||
summary(lm12) | |||
cat('\ncorr') | |||
S | |||
cat('\nraw data') | |||
if (rawdata) (x); | |||
</pre> | |||