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Двухвыборочный t-тест с одинаковыми дисперсиями

Переменная 1 Переменная 2
Среднее 3212.92 4299.2
Дисперсия 1706148.24333333 2785662.41666667
Наблюдения 25 25
Объединенная дисперсия 2245905.33
Гипотетическая разность средних 0
df 48
t-статистика -2.5627194629
P(T<=t) одностороннее 0.0067885023
t критическое одностороннее 1.6772241961
P(T<=t) двухстороннее 0.0135770047
t критическое двухстороннее 2.0106347576
ВЫВОД ИТОГОВ

Регрессионная статистика
Множественный R 0.9824339304
R-квадрат 0.9651764276
Нормированный R-квадрат 0.9636623593
Стандартная ошибка 318.1578225487
Наблюдения 25

Дисперсионный анализ
df SS
Регрессия 1 64527736.7988739
Остаток 23 2328161.20112609
Итого 24 66855898

Коэффициенты Стандартная ошибка


Y-пересечение 265.9130045134 171.9522809496
Переменная X 1 1.255333776 0.0497197119
MS F Значимость F
64527736.7988739 637.4721585671 2.85083541898E-18
101224.400048961

t-статистика P-Значение Нижние 95% Верхние 95%


1.5464348774 0.135649675 -89.7973901019 621.6233991287
25.2482109974 2.85083541898165E-18 1.1524807156 1.3581868363
Нижние 95,0% Верхние 95,0%
-89.7973901019 621.6233991287
1.1524807156 1.3581868363
Econometria

Model unifactorial

Distanta parcursa (mile)- ~


y i  Yi  Y
endogena Cheltuieli($)- Distanta parcursa
exogena (mile) Cheltuieli ($)
1 1,236 1,827 1,211 1,802 -1,967
2 1,370 2,430 1,345 2,405 -1,833
3 1,447 2,030 1,422 2,005 -1,756
4 1,712 2,536 1,687 2,511 -1,491
5 1,874 2,357 1,849 2,332 -1,329
6 2,051 2,330 2,026 2,305 -1,152
7 2,158 3,041 2,133 3,016 -1,045
8 2,278 3,410 2,253 3,385 -925
9 2,425 3,115 2,400 3,090 -778
10 2,493 3,719 2,468 3,694 -710
11 2,724 3,396 2,699 3,371 -479
12 2,831 4,023 2,806 3,998 -372
13 3,107 3,580 3,082 3,555 -96
14 3,234 4,717 3,209 4,692 31
15 3,491 4,269 3,466 4,244 288
16 3,668 5,323 3,643 5,298 465
17 3,877 4,826 3,852 4,801 674
18 4,058 5,172 4,033 5,147 855
19 4,292 5,763 4,267 5,738 1,089
20 4,523 6,445 4,498 6,420 1,320
21 4,558 6,084 4,533 6,059 1,355
22 4,829 6,451 4,804 6,426 1,626
23 5,115 6,346 5,090 6,321 1,912
24 5,258 7,051 5,233 7,026 2,055
25 5,464 6,989 5,439 6,964 2,261
Total 80,073 107,230 79,448 106,605
total ^2 6,411,685,329 11,498,272,900
media 3,203 4,289 3,178 4,264
σ2 1637902.3136 2674235.92 1637902.3136 2674235.92
σ 1279.8055764842 1635.31 1279.81 1635.31
Cov(Yi,Xi) 2056114.096
r= 0.9824339304
R^2= 0.9651764276
R= 0.9824339304
t-tab(0/05,23)= 2.069
∆= 1023688946.00
∆b0= 274826026958.00
∆b1= 1285071310.00
bo= 268.47
b1= 1.26
Ŷ= 251,36+1,26*Xi
Su^2= 101224.40
Sbo= 171.49
Sb1= 0.04
tb0= 1.57

conf.univ . BRADU M.
Econometria

tb1= 32.26
-86.3474574481 <=Ɓ0<= 623.2801419943
1.174826852 <=Ɓ1<= 1.3358406999
Ftab(0,05,1,23)= 4.28
Ŷn+p= 4607.18
Xn+p= 3457.00
S^2Ŷn+p= 326.07
(Xn+p-Xmediu)^2= 692556.84
3932.5401879062 <=Ŷn+p<= 5281.8198120938
pentru a individualiza modificati valorile fiecarei variabile dupa cum urmeaza:
adunati la fiecare valoare a variabilei valoarea: A+B
A=?? (unde ?? - sunt ultimile 2 cifre a numarului carnetului studentesc)
B=?? (unde ?? - este numarul de ordine conform numelui din catalogul grupei)

Se cere
1. Specificati variabilele (endogena si exogena)
2. Construiti corelograma (norul de puncte) si apreciati relatia de legatura dintre variabile
3. Calculati covarianta, coeficientul de corelatie, si coeficientul de determinatie. Trageti concluzii
4. Testati semnificatia coeficientului de corelatie cu un α=0,05(5%)
5. Estimati parametrii modelului de regresie unifactorial. Ce metoda de estimare ati utilizat?
Scrieti relatia modelului si interpretati coeficientii functiei
6. Determinati valorile ajustate ale variabilei dependente (Y^) si valorile variabilei reziduale (e)
7. Depuneti pe graficul de la p.2 valorile ajustate (Y^)
8. Testati semnificatia parametrilor cu un nivel de semnificatie de 5% (α=0,05). Formulati concluzii
9. Determinati intervalele de incredere a fiecarui parametru (β0 si β1). Formulati concluzii
10. Construiti tabelul ANOVA. Explicati componentele . aplicati testul Fisher in vederea testarii calitatii modelului
11. Realizati predictia punctiforma si pe baza unui interval a variabilei rezultative pentru x=3457

conf.univ . BRADU M.
Econometria

Yi  Y ~
xi  X i  X
(Xi-Xmediu)^2 Xi^2 Xi*Yi ŷ ei ei^2 A+B
-2,462 6,062,429 1,527,696 2,258,172 1,820 7 48 25
-1,859 3,456,625 1,876,900 3,329,100 1,988 442 195,122
-2,259 5,103,985 2,093,809 2,937,410 2,085 -55 3,018
-1,753 3,073,710 2,930,944 4,341,632 2,418 118 14,019
-1,932 3,733,397 3,511,876 4,417,018 2,621 -264 69,676
-1,959 3,838,465 4,206,601 4,778,830 2,843 -513 263,329
-1,248 1,558,003 4,656,964 6,562,478 2,977 64 4,035
-879 772,993 5,189,284 7,767,980 3,128 282 79,458
-1,174 1,378,746 5,880,625 7,553,875 3,313 -198 39,066
-570 325,128 6,215,049 9,271,467 3,398 321 103,032
-893 797,806 7,420,176 9,250,704 3,688 -292 85,261
-266 70,862 8,014,561 11,389,113 3,822 201 40,274
-709 502,965 9,653,449 11,123,060 4,169 -589 346,672
428 183,013 10,458,756 15,254,778 4,328 389 151,153
-20 408 12,187,081 14,903,079 4,651 -382 145,799
1,034 1,068,742 13,454,224 19,524,764 4,873 450 202,472
537 288,154 15,031,129 18,710,402 5,135 -309 95,726
883 779,336 16,467,364 20,987,976 5,363 -191 36,332
1,474 2,172,086 18,421,264 24,734,796 5,656 107 11,372
2,156 4,647,474 20,457,529 29,150,735 5,946 499 248,661
1,795 3,221,307 20,775,364 27,730,872 5,990 94 8,784
2,162 4,673,379 23,319,241 31,151,879 6,330 121 14,527
2,057 4,230,426 26,163,225 32,459,790 6,689 -343 117,991
2,762 7,627,539 27,646,564 37,074,158 6,869 182 33,120
2,700 7,288,920 29,855,296 38,187,896 7,128 -139 19,213
66,855,898 297,414,971 394,851,964 107,230 0 2,328,161

Anova
df SS MS F
ESS 1 64527736.8 64527736.8 637.4721586
RSS 23 2328161.201 101224.4
TSS 24 66855898

conf.univ . BRADU M.
Econometria

8,000

7,000

6,000

5,000
Cheltuieli($)

4,000

3,000

2,000

1,000

0
1,000 1,500 2,000 2,500 3,000 3,500 4,000 4,500 5,000 5,500 6,000

Distanta parcursa(mile)

8,000

7,000

Significance F 6,000
0.00

5,000
Cheltuieli($)

4,000 Column C
Linear (Column C)
Column K
3,000 Linear (Column K)

conf.univ . BRADU M.
2,000
Cheltuieli($)
4,000 Column C
Econometria
Linear (Column C)
Column K
3,000 Linear (Column K)

2,000

1,000

0
1,000 2,000 3,000 4,000 5,000 6,000

Distanta parcursa(mile)

conf.univ . BRADU M.
Econometria

00 6,000

umn C)

umn K)

conf.univ . BRADU M.
Econometria
umn C)

umn K)

conf.univ . BRADU M.