SlideShare a Scribd company logo
1 of 18
Download to read offline
=         (                            )


                                                                                                  '
                                                                                    !
                         "                                                          "
                             #                                                              $
                                     %
             #&                                                 #&

" &                                      &                  (                                                    )

                                     =β           +β                + β*   *        +        +β       +ε
                                     =β           +β                + β*       *    +        +β         +ε
                                 *   =β       *   +β            *   + β*       **   +        +β       +ε


                                     =β           +β                + β*       *    +        +β         +ε

+

                    =β       +β              + β*       *   +        +β             +ε                ∀ =    *

+

                            β                                                           *
                                                                                                                     ε
                            β                                                           *
                                                                                                                     ε
     =       *          β = β*                      =           *          *            **              *        ε = ε*

                              β                                                         *                            ε

                                                            =β                      +ε




 ,                -          & .         //       !                                               0 1                ,%
2        &       & 3/
$                                                                                                                     4
    &                                                     =       ∀ =                  )                                  5
                                                                                                        &

                           β                                              *
                                                                                                                ε
                           β                                              *
                                                                                                                ε
     =    *            β = β*                     =               *       **               *                ε = ε*

                               β                                          *                                       ε


6 %               &                                                   &            (

                                   "                      &
                                         ' )
              '         ! "#! " ! $                                                            %            ! 2
              7        5 )    47                              &
     & "                     8
                                                              (ε ) = /
     ' (              !"       ! "                2               4            8
                      %
                                                              (ε ) = σ
     )            *        "             "+           2                   4
                                                  (ε ε ) = /                   ∀ ≠

9                                        %

     ,            -!               *     "                                %    . "             : %)
                       &
     /                                 " 8
     0 "                       &


                  1                          "2                                    3 " 43          !4
"                                                         &
                                                          =β              +ε

;
                                                      <       =β<


         β<                                                                                             0
                               8                                                                                          "
 8                                                0               8                    0                              "
8                                               4
                                                        )


                                                                    (       −<       )       =               ε
                                                                =                                        =



9                             8                             0                                                                        = 5 "
2               !       &      = "2!                                                                     = $+            β                              &
                    0               4                       "                                                                          >           ?= @

"                                                                                                                                                   &
                                                        0
            &                       0                       4                            = "2!

2 &                                 8               = $+                                         β
                                                                                                 <                   8           &


                                                                β =(                     )
                                                                                             −
                                                                 <              '                    '




                                                                                *
                                                        =               =                                    =                                 =
            β
            <

            β
            <
                                                        =           =
                                                                                     *
                                                                                                         =                                 =

β = β*
<   <                           '       =                                                                                        ' =
                                                                                *                                *                                  *
                                                                        =                                =                                 =


            β
            <

                                                                                                             =                             =



:                                   4           '               8           )                        &
(               )
                    −
        '                   8               8


                                                                                    0

                                                                            <=β
                                                                              <
                                                        < =β +β
                                                           < <                      + β*
                                                                                      <
                                                                                                 *   + +β
                                                                                                        <


:                                                                                                                            A   β )
                                                                                                                                  <        &
                =                           )           5
)

    ,                   > 5                 //B "                   0 $                                  = ?> C D
< =β +β
                                                  <  <                       + β*
                                                                               <                  + +β<


                                                                                                                   &                                                      )
    0

"                                                 β
                                                  <               )                                                    8                                              >   ?
.        "           8                                                       &

             9                   4        '       '
                                      8                                                                       4                       4                                   4

                                                                                                                                                (             )
                                                                                                                                                                  −
             %                        &               4                                       %                            &                β
                                                                                                                                            <        '

        & :
                     0                                                = $+              β


             %                                                             "
;        5                                                >               ?= @                                                        = "2!
        &        )                    0                   4
        &

                                                                                                                                                              *
             "           &
                                                                          ( β< ) = β
                                                                                                                                       B
             6               4            0
                                                                  ( β< ) = σ      (       '        )
                                                                                                       −



2                                                                            4                      4 )                        4                β<
                                 4 )                  4                                                                                    ;
        4(           )
                         −
                 '                    8                                               4                           4 )                       4            β<               8
         8           2       &                            4                      4 )                          4                                                       4
                                  )                                               )                5                       &
             4       "
                                                                          σ β<    σ β<       β<        σ β<       β*
                                                                                                                  <            σ β<    β<

                                                                                      σ β<             σ β<       β*
                                                                                                                  <            σ β<    β<

                                 ( β< ) = σ   (       '   )
                                                              −
                                                                      =                                    σ β<
                                                                                                              *
                                                                                                                               σ β<
                                                                                                                                   *   β<




                                                                                                                                σ β<
+


                                                            ( β< )              ( β< β< )                    ( β< β< )
                                                                                                                     *                ( β< β< )
                                                                                  ( β< )                     ( β< β< )
                                                                                                                     *                ( β< β< )
         ( β< ) = σ    (       '       )
                                           −
                                               =
                                                                                                                ( β< )
                                                                                                                 *                    ( β< β< )
                                                                                                                                        *




                                                                                                                                       ( β< )
"                                                                                       (σ )
      4    ( )                     8                                    (σ< )       "

         4                 4 )                             4               β<                    &           #

             &        ()
                                                                        ( β< ) =        (    '       )
                                                                                                         −




#                                                                                                                                ( )
                                                                                                                                  β
                                                                                                                                  <               0
                                                                                                                                                  4

                               4                   %


                 5             5                   !2                "2
2                                      ( )
&            )                                                                                                   "
     &

                                                                   ! = ! + !
                                                                    !   !   !
                                                       (       −     )=( <      −   )+(           −<         )
+
                                   (       ' −             ) = ( β< '     ' −               )+(      ' −β '
                                                                                                        <                '   )


! =( ' −
 !                         )
       (
    ! = β'
     ! <             ' −           )
    ! =(
     !       ' −β '
                <              '   )
2                                             &                                                             &
                                          :                        '

                              ' =
                                          =



6                             6           7            1                                              (σ ) ( )
"                             4               8                             ( )                   8                       σ


                                                                                     ε
                                                                   ε 'ε
                                                      =σ =
                                                        <                    =   =

                                                                       −             −

;                   ! =
                     !        ε = ' −β '
                                     <                         '
                          =

                                                           ! !              ' −β '
                                                                                <             '
                                              =σ =
                                                <              =
                                                           −                   −

:         ( )                                     && )                                                  &

                                                               ( ) =σ

6     " 85                                    5        ( ) $"                85                          5      9
                                                                                                                2         ( )
"   ( )                                                                                                             ( )
                                                  &
                                                               !!     !!
                                                       =          = −
                                                               !!     !!

"   ( )
      5                  /≤           ≤       6            =
                                                           &                6            =/


"   ( )   39
           2         4            4                                                                                           6



                                                               (       −   )
                                                      = −
                                                               (       −   )
                                                                             (   −       )

6         8     5                 5
"                                                                                    )                      5

                     : 2
                                                                                                                    β
                                                                                                                    <                    =                     &
                                       0                           &                                            &

             5                                                                                              &
                 %                 "/ β =
                                      <                            %                                "# β ≠
                                                                                                       <

                     0                 &                                $                               (       −    )   &

                                                                            β −
                                                                             <
                                                                   $ =
                                                                                β<


9 $                           $                        )                                            $                                            $
                                                                                                                                 α
                                                                                            $                                            )   (   −     )   &

                                  $α               #                        α                                        &                   6           $ > $α
                                       (   −   )                                                                                                               (   −   )

                                  %4               %                                    β =
                                                                                        <


6                                                                           0
%                        "/ β = /
                            <                          %                             "# β ≠ /
                                                                                        <

         0                &                                    $                        (   −       )       &

                                                                                β
                                                                                <
                                                                       $ =
                                                                                β<

!
&                                                          $                                            $
                                                                                        α
                                                       $                                        )   (       −        )   &

$α               #                         α                            &                           6               $ > $α
     (   −   )                                                                                                               (   −   )

     %4              %                                 β =
                                                       <


#                                      %                                                                )


                 "   9
                     2
                                                                                                                                                           5

                                                           β + β +              +     β =
                                                           β + β +                  + β =


                                                           β +     β +              +       β =
"
                                                                                                                    β
                                                                                                                    <
                                                                                                                β
                                                                                                                <
                                =                                             =                         β=
                                                                                                        <

                                                                                                                β
                                                                                                                <


6                                                       &                                           %
                                                                            ( )                 (
    (               &

:               %                        "/        β=
                                                   <
;               0

                                               (            )(                             ) (              )
                                                                                            −
                                                                    (         )
                                                                                  −
                                                   − β '
                                                     <                  '              '            − β
                                                                                                      <

                                         % =
                                                                            ! !
                                                                            −

"               0           %                           %                             ( )   &                                         )

(       −   )   &                                                           6          %                                 8
>                       )        %                                                              %4          %
                                5                  &                , &

1           &                                           %                               &               " / β = β* =
                                                                                                             <  <             =β =/
                                                                                                                                <
"                                                                       &                               &       1 )
            &       # )                        (   !)
                                                   !                                                            (       !&)
                                                                                                                         !
            &       )       (   !!   )                                                          &                   8
    &                   0

                                                                (   ! − !&)
                                                                     !   !
                                                       % =
                                                                            !&
                                                                             !
                                                                            −

"               0           %                           %                             ( )   &                                         )

(       −   )   &                                                           6          %                                 8
>                       )        %                                                              %4          %
                                5                  &

1                                                           %                                                   0
% =
                                                                   (   −        )
                                                                        −

"                0           %                       %                              ( )   &                                   )

 (   −   )   &                                                          6            %                           8
>                        )        %                                                       %4             %
                                 5               &


6                                 6 3            $   86        54
2            9:+ 9
                                         &                                                               8
     &                                                             66

                     Fuente de variación                       SS                             G de L             MS
                             Regresión               ! =β
                                                      ! <                  −                   k-1               !!
                                                                                                                 −

                                                                                                                 ! !
                         Error (Residuos)            ! =
                                                      !            −β                          n-k
                                                                                                                 −

                                 Total                         −                               n-1


"                9:+ 9                               8                                    =6                 &       )
                                                                            &
:                                                9:+ 9                                                           ( ) ) (% )   )


                                                               !!     !!
                                                          =       = −
                                                               !!     !!


                                                          % =
                                                                   (   −        )
                                                                   −
                                                                  '!
+            8                                                % =                               (            )
                                                                  '!
                 %&


6            .               .2 5                                                         $2                     5
 D                   %           &           )                                                       )
                                         "                             5
                                                                                                                 &
&                             (                         4


                                  ;
$                         &
                                                                                                β   ε
                                                                                = β/

"                                                               &
                                                                    =           β/ + β                          +ε



                                                                        =α + β                              +ε                                                   *


            α=        β/ "                                                                                                      α ) β
    &                                           )               )                                                           8           = $+
                                                                                                                                         ;                   ;
                          ;

"                                                   β
                                                                        A                                                       "                    5


)                                                           β                                                   ?                                :
                              0                 &                                           A                               β                &       )
            %                                                           ?

                          !                         5                   ;           $       ;
=       %
                      !
                      E

,                                               8                                                                           5                    &       3
> 5             //B
                                                                                =       (       +   )
                                                                                                        $
                                                                            $       /                                                                            B
                                                                                                                                    )
                                  &
                                                                    $   =           /   +$          (       +       )                                            F
#                                         β =           /   ) β =                       (   +       )       )                                & &
8
                                                                            $   = β + β $ + ε$                                                                   G

"                                     )
    &                                       0                                                                           )                        ;
"                                  β
         $

#                                  ( =(
                                    $                $   −           $−      )
             $                               =
                                                     (       $   −               $−    ) =∆
                                                                                                       $
                                                                     $−


                     $(        $                                         $ =
                                                                                       (       $   −       $−   )H   // = ∆I   $
                                                                                                    $−




                                                         ∂                   $
                                                                                 =β
                                                             ∂$
                                                             −
                                                         $                        $−
                                                                                           =β
                                                             ∂$
6                         //
                                           ∆ $
                                               H // = β H //
                                           ∂$
                                           ∆I $
                                                 = β H //
                                            ∂$

"    &
                                       $ J                                             β H //
                                                         $ "                          β H //
                 $

9%                                     ;                                               &
                                           $   =β +β                                       $   + ε$                                    3
"                                  β                                                                                                   $

"                    β                                                                                                             $




                                                             ∂       $
                                                                                  =β
                                                         ∂                   $

                                                             ∂       $
                                                                                 =β
                                                             ∆           $

6                    //
                                           ∂     $
                                                         H                       =β H
                                           ∆         $           //                                //
                                                ∂ $
                                                                      =β H
                                               ∆I                $                             //
"           &                                                                                                                   $


J                   β H
                              //
        $       5                                   β = 3//

                I         $                3// H             =3
                                                    //

    &                     5                5
6                              &

                                                         $   =β +β                            + ε$                              K
                                                                                     $

9                                                                          0                  "
                                                                                                      = $+

2               0                                                                                                  $


                     β                                                      )    $                        0            β
                                   $



                                                              ∂   $
                                                                          = −β            −

                                                              ∂
                                                                                         $
                                                                      $

                                                              ∂   $
                                                                          = −β
                                                              ∂   $                      $

"                                               β                                                             &    )       β
    &




> 5      //B                                   $) $                          = ?> C D
   ) @# )#                                      // "                        0 =     )                         $                = ?
   > C?D
-     & . //                           $       ( *                              $ )+&                ,(       ,%
2                                                                   $%                     %                                                 ( -$ )
                        L.(       /        0M                               // ///                                            &

                              -$ = β / + β                 $   +β           $   + ε$                     $=


          $                            &                       (                                                                             $ )      $

                                                                    (1               (                      # ) H //
1                                                  )                                                5                                         &
 &
     //                           //                           //                              //                                   //

          $   = B/                     -$ = /                           $       =/                  -           $   = /                  $   = /
     $=                           $=                           =                               =                                    =
     //                           //                           //                                   //

          $       $   =/                   $
                                               = /                  -           $   =F )                 - = F
     =                            =                            =                                    =




4$            )              4
4"                                                                                                                      8          = $+ "
          4                            )               4                    4 )                         4
5 "
 4                                                     !                               &

 4   $                           &
 4   6                           5                             &                       N#
8
4    $        )               9:+ 9
 4   O                             N$




4$            )              4         '

                                                                     // B/                     /
                                                                   = B/  /                     /
                                                                        /            /         /

4"                                                                                                       8                  = $+
                      β =(         )
                                       −
#                      <      '                '
                                                                                                   4(               )
                                                                                                                        −
                                               4       '       )                                            '
                                                                                     /
                                                                    ' = F
                                                                        /
−                   /
                                                               /                       /
                        (            )
                                         −
                                                 = −                                           /
                                                               /                   B
                                                           /                   /
                                                                                                   /

2 &


                                                                               −                   /
                                                                   /                       /                     /
              β =(           )
                                 −
               <        '                        ' = −                                             /            F
                                                                       /               B
                                                                                                                 /
                                                               /                   /
                                                                                                       /


                                                  β = − *B
                                                  <




+                                                  8                                                   >         ?.

      9            4                                   '               '
                                 // B/                     / /                     / /
                                 B/                /       / F /  /
                                 /                /        / // /
6&                                                                                                           4                    4%

                                                                                                                (         )
                                                                                                                              −
      &        4                                           %                                   &            β
                                                                                                            <         '

                                                                               −                   /
                             / /                                   /                       /
                       /             / −* −                                                        /
                                         B                         /                   B
                       / /
                                                               /                   /
                                                                                                       /
:
 0                          = $+                  β


"         4                                                β = − *B
                                                           <




                       ' −β '
                           <                 '                                                         //
9%             =                                  )                    ' =                     =            -$ = F "
                          −                                                        =               $=
/
                                                                      F−                        −*                     F
                                                                                                             B
                                               ' −β '
                                                   <        '                                                          /
                                       =                         =
                                                  −                                             // − *
                                                                    F− G F
                                                            =              = / /P
                                                                      P3

                                       4                4 )                         4


                                                                ( β< ) =        (       '       )
                                                                                                    −



                                                        −              /                    P                     −P                    /
                                                   /            /                                   ///                 ///
                    ( β< ) =       P
                                   //
                                      −
                                                   /        B
                                                                       /            = −P
                                                                                                        ///
                                                                                                                   P
                                                                                                                       B//
                                                                                                                                        /

                                               /            /                                       /                  /       P
                                                                           /                                                            ///

5 !
 4                       &
2                                      0
                                           -$ = / F − / 3F
                                           <                               (#       (               )$ +         1$


                                                       -$ = / F − / 3F
                                                       <
                                                                                        $   +            $

                               $                &

!

"                   β/ =
                    <              )


                                                                                                                  ∂-
                                           &                                                                          =β
                                                                                                                  ∂ $
                     $
                                                                                                                                    $

 ∂-             β                                           *
            =            "                         β = − = / 3F "
                                                   <                                                                            I              (
∆I      $       //                                          B
                                                                                                                             / 3F
                                                                                                                                  H // /// = 3F/
                                                                                                                              //



                                                                                                                                              ∂-$
                                                                    (1              (                            # ) H // "                       =β
                                                                                                                                              ∂ $
    $


"                   β =
                    <              "
&                                                                          // ///
4$                              &

                                         &                                          0
                                               $


"                   β/
                    <                &
" / β/ = /
    <

" # β/ ≠ /
    <
                                                       /F
                                             $ =            = 3 BF
                                                        P
                                                        ///
                                                                                                 α
"             0                                                  0                                    )   (   −   )
&                        "                    0                       $ / /F        = PKB       PFI               4
                                                                               P3


) $/ /        = G        PPI             4                                      %4      %
         P3

PPI                 4                              &

         β
         <                   &
"/ β = /
   <

"# β ≠ /
   <
                                                       −/ 3F
                                              $ =            = −F
                                                          P
                                                        B//
                                                                                                 α
"             0                                                  0                                    )   (   −   )
&                        "                    0                       $ / /F        = PKB       PFI               4
                                                                               P3


) $/ /        = G        PPI             4                            PPI                   4                 %4
         P3

    %                                              &


         β<                  &
"/       β =/
         <

"#       β ≠/
          <

                                             $ =             = / FB
                                                        P
                                                       ///
α
"             0                                                                           0                                                  )   (    −   )
&                          "                          0                                           $ / /F        = PKB               PFI                   4
                                                                                                           P3


) $/ /        = G          PPI                4                                                PPI                              4                    %4
         P3

    %                                                     &

 4 6                                  5                   &                       N#
#                                                         B                                                                 0       %

2 %
"/ β = β = /
   <    <
"#            "/

                                          (           )(                                      ) (                   )
                                                                                              −
                                                              (               )
                                                                                  −
                                              − β '
                                                <                     '                   '               − β
                                                                                                            <

                                 % =
                                                                          ! !
                                                                          −

"                                                 &
                                 β/
                                 <                                                                                  β/
                                                                                                                    <
         /         /                              /                                   /   /                                          β
                                                                                                                                     <           −*
    =                      β= β
                           <  <               =                       β=
                                                                      <                                                 β
                                                                                                                        <       =            =        B
         / /                                      /                                   / /                                            β
                                                                                                                                     <
                                 β                                                                                  β
                       *                                                                                        *
                                 <                                                                                  <
                                      *                                                                                     *

"
                                                                                                                            −
                                                                          −                       /
                                                                  /                   /                         / /
               /   −*                 /   /                                                                                         /   −*
                 −    B                                   −                                       /                     /             −    B
               /                      / /                         /               B                                                 /
                                                                                                                /
                                                              /               /
                                                                                                      /
    % =
                                                                      K 3F
                                                                       P3
                                                      −

                                      B
                                              /               −*                                                    B       /       −*
                       −*                                             B                   −*                                             B
                            B         /                                                           B                 /       /
                                                  /
              % =                                                                 =
                                          / /P                                                                      / /P


                                                      % =                 = GG GG
                                                              / /P
"                   0                                                              0                    &
                                 ) P3 &                                                     "       0
%(   P3 )
            = B 3P                PPI                     4 ) %(    P3 )
                                                                           = * /P        PFI            4 "           0
                             )                                 0               PFI )    PPI                           %4
     %                                                                           5            &
     5                       &

8 $
4                       )                 9:+ 9

1           )                                             4#


 ! =( ' −
  !                               )
       (
    ! = β'
     ! <                    ' −           )
    ! =(
     !              ' −β '
                       <              '   )
;        &                                                                                                      -$ )
     &              /                                              -$ )


"                       ! =( ' −
                         !                    )=      F − // ( /     )     =
2 &                                           #66                                                 ! = ! − !
                                                                                                   !   !   !
    ! = β'
     !  <       (           ' −           )           8            %)              &                    !!=       F


9                            )                                     9:+ 9




4O                                               N"
2 &                                                9:+ 9                                            ( )
                                                               !!              F
                                                          =       =                = / FK*
                                                               !!
"    ( )                                                                                                    5
                        "                     / FK*                         FK *I
                                                 &

:                                               ,         9:+ 9                               J&
                    4

                                                              '! G F
                                                      % =        =      = G3 P
                                                              '!   / /P

More Related Content

What's hot

Lan acceptance for carriage
Lan   acceptance for carriageLan   acceptance for carriage
Lan acceptance for carriagecomercio01
 
Vacas Listagem Final Localizacoes
Vacas Listagem Final LocalizacoesVacas Listagem Final Localizacoes
Vacas Listagem Final Localizacoescab3032
 
Anexo i cegonha_final
Anexo i cegonha_finalAnexo i cegonha_final
Anexo i cegonha_finalCms Nunes
 
Enquete Exclusive Attentes Des Acheteurs De Machines Demballage
Enquete Exclusive Attentes Des Acheteurs De Machines DemballageEnquete Exclusive Attentes Des Acheteurs De Machines Demballage
Enquete Exclusive Attentes Des Acheteurs De Machines DemballageChristina Parmionova
 
Magellan wyniki-2011
Magellan wyniki-2011Magellan wyniki-2011
Magellan wyniki-2011StockWatchPL
 
Apresentação braskem day (somente inglês)
Apresentação braskem day (somente inglês)Apresentação braskem day (somente inglês)
Apresentação braskem day (somente inglês)Braskem_RI
 
Cr2 apresentacao 2 q10 - 17-08-2010 - eng
Cr2   apresentacao 2 q10 - 17-08-2010 - engCr2   apresentacao 2 q10 - 17-08-2010 - eng
Cr2 apresentacao 2 q10 - 17-08-2010 - engSiteriCR2
 
2 q10 presentation
2 q10 presentation2 q10 presentation
2 q10 presentationSiteriCR2
 
Tema 1.2 disponibilidad y demanda del recurso agua
Tema 1.2 disponibilidad y demanda del recurso aguaTema 1.2 disponibilidad y demanda del recurso agua
Tema 1.2 disponibilidad y demanda del recurso aguaaboa284
 

What's hot (17)

Jovens, violência e mídia: construções e significados
Jovens, violência e mídia: construções e significadosJovens, violência e mídia: construções e significados
Jovens, violência e mídia: construções e significados
 
Text ficaleletr
Text ficaleletrText ficaleletr
Text ficaleletr
 
CGA skyboard
CGA skyboardCGA skyboard
CGA skyboard
 
Lan acceptance for carriage
Lan   acceptance for carriageLan   acceptance for carriage
Lan acceptance for carriage
 
Vacas Listagem Final Localizacoes
Vacas Listagem Final LocalizacoesVacas Listagem Final Localizacoes
Vacas Listagem Final Localizacoes
 
Ainespalencia
AinespalenciaAinespalencia
Ainespalencia
 
Pom2010a
Pom2010aPom2010a
Pom2010a
 
Anexo i cegonha_final
Anexo i cegonha_finalAnexo i cegonha_final
Anexo i cegonha_final
 
Apresentação 1 t09
Apresentação 1 t09Apresentação 1 t09
Apresentação 1 t09
 
Enquete Exclusive Attentes Des Acheteurs De Machines Demballage
Enquete Exclusive Attentes Des Acheteurs De Machines DemballageEnquete Exclusive Attentes Des Acheteurs De Machines Demballage
Enquete Exclusive Attentes Des Acheteurs De Machines Demballage
 
Magellan wyniki-2011
Magellan wyniki-2011Magellan wyniki-2011
Magellan wyniki-2011
 
Apresentação braskem day (somente inglês)
Apresentação braskem day (somente inglês)Apresentação braskem day (somente inglês)
Apresentação braskem day (somente inglês)
 
Res 23-anvisa-15-mar-2000-registro alimentos
Res 23-anvisa-15-mar-2000-registro alimentosRes 23-anvisa-15-mar-2000-registro alimentos
Res 23-anvisa-15-mar-2000-registro alimentos
 
Cr2 apresentacao 2 q10 - 17-08-2010 - eng
Cr2   apresentacao 2 q10 - 17-08-2010 - engCr2   apresentacao 2 q10 - 17-08-2010 - eng
Cr2 apresentacao 2 q10 - 17-08-2010 - eng
 
2 q10 presentation
2 q10 presentation2 q10 presentation
2 q10 presentation
 
Tema 1.2 disponibilidad y demanda del recurso agua
Tema 1.2 disponibilidad y demanda del recurso aguaTema 1.2 disponibilidad y demanda del recurso agua
Tema 1.2 disponibilidad y demanda del recurso agua
 
3 marifatullah
3 marifatullah3 marifatullah
3 marifatullah
 

Resumen regresion multiple

  • 1. = ( ) ' ! " " # $ % #& #& " & & ( ) =β +β + β* * + +β +ε =β +β + β* * + +β +ε * =β * +β * + β* ** + +β +ε =β +β + β* * + +β +ε + =β +β + β* * + +β +ε ∀ = * + β * ε β * ε = * β = β* = * * ** * ε = ε* β * ε =β +ε , - & . // ! 0 1 ,% 2 & & 3/
  • 2. $ 4 & = ∀ = ) 5 & β * ε β * ε = * β = β* = * ** * ε = ε* β * ε 6 % & & ( " & ' ) ' ! "#! " ! $ % ! 2 7 5 ) 47 & & " 8 (ε ) = / ' ( !" ! " 2 4 8 % (ε ) = σ ) * " "+ 2 4 (ε ε ) = / ∀ ≠ 9 % , -! * " % . " : %) & / " 8 0 " & 1 "2 3 " 43 !4 " & =β +ε ; < =β< β< 0 8 " 8 0 8 0 "
  • 3. 8 4 ) ( −< ) = ε = = 9 8 0 = 5 " 2 ! & = "2! = $+ β & 0 4 " > ?= @ " & 0 & 0 4 = "2! 2 & 8 = $+ β < 8 & β =( ) − < ' ' * = = = = β < β < = = * = = β = β* < < ' = ' = * * * = = = β < = = : 4 ' 8 ) & ( ) − ' 8 8 0 <=β < < =β +β < < + β* < * + +β < : A β ) < & = ) 5 ) , > 5 //B " 0 $ = ?> C D
  • 4. < =β +β < < + β* < + +β< & ) 0 " β < ) 8 > ? . " 8 & 9 4 ' ' 8 4 4 4 ( ) − % & 4 % & β < ' & : 0 = $+ β % " ; 5 > ?= @ = "2! & ) 0 4 & * " & ( β< ) = β B 6 4 0 ( β< ) = σ ( ' ) − 2 4 4 ) 4 β< 4 ) 4 ; 4( ) − ' 8 4 4 ) 4 β< 8 8 2 & 4 4 ) 4 4 ) ) 5 & 4 " σ β< σ β< β< σ β< β* < σ β< β< σ β< σ β< β* < σ β< β< ( β< ) = σ ( ' ) − = σ β< * σ β< * β< σ β<
  • 5. + ( β< ) ( β< β< ) ( β< β< ) * ( β< β< ) ( β< ) ( β< β< ) * ( β< β< ) ( β< ) = σ ( ' ) − = ( β< ) * ( β< β< ) * ( β< ) " (σ ) 4 ( ) 8 (σ< ) " 4 4 ) 4 β< & # & () ( β< ) = ( ' ) − # ( ) β < 0 4 4 % 5 5 !2 "2 2 ( ) & ) " & ! = ! + ! ! ! ! ( − )=( < − )+( −< ) + ( ' − ) = ( β< ' ' − )+( ' −β ' < ' ) ! =( ' − ! ) ( ! = β' ! < ' − ) ! =( ! ' −β ' < ' )
  • 6. 2 & & : ' ' = = 6 6 7 1 (σ ) ( ) " 4 8 ( ) 8 σ ε ε 'ε =σ = < = = − − ; ! = ! ε = ' −β ' < ' = ! ! ' −β ' < ' =σ = < = − − : ( ) && ) & ( ) =σ 6 " 85 5 ( ) $" 85 5 9 2 ( ) " ( ) ( ) & !! !! = = − !! !! " ( ) 5 /≤ ≤ 6 = & 6 =/ " ( ) 39 2 4 4 6 ( − ) = − ( − ) ( − ) 6 8 5 5
  • 7. " ) 5 : 2 β < = & 0 & & 5 & % "/ β = < % "# β ≠ < 0 & $ ( − ) & β − < $ = β< 9 $ $ ) $ $ α $ ) ( − ) & $α # α & 6 $ > $α ( − ) ( − ) %4 % β = < 6 0 % "/ β = / < % "# β ≠ / < 0 & $ ( − ) & β < $ = β< ! & $ $ α $ ) ( − ) & $α # α & 6 $ > $α ( − ) ( − ) %4 % β = < # % ) " 9 2 5 β + β + + β = β + β + + β = β + β + + β =
  • 8. " β < β < = = β= < β < 6 & % ( ) ( ( & : % "/ β= < ; 0 ( )( ) ( ) − ( ) − − β ' < ' ' − β < % = ! ! − " 0 % % ( ) & ) ( − ) & 6 % 8 > ) % %4 % 5 & , & 1 & % & " / β = β* = < < =β =/ < " & & 1 ) & # ) ( !) ! ( !&) ! & ) ( !! ) & 8 & 0 ( ! − !&) ! ! % = !& ! − " 0 % % ( ) & ) ( − ) & 6 % 8 > ) % %4 % 5 & 1 % 0
  • 9. % = ( − ) − " 0 % % ( ) & ) ( − ) & 6 % 8 > ) % %4 % 5 & 6 6 3 $ 86 54 2 9:+ 9 & 8 & 66 Fuente de variación SS G de L MS Regresión ! =β ! < − k-1 !! − ! ! Error (Residuos) ! = ! −β n-k − Total − n-1 " 9:+ 9 8 =6 & ) & : 9:+ 9 ( ) ) (% ) ) !! !! = = − !! !! % = ( − ) − '! + 8 % = ( ) '! %& 6 . .2 5 $2 5 D % & ) ) " 5 &
  • 10. & ( 4 ; $ & β ε = β/ " & = β/ + β +ε =α + β +ε * α= β/ " α ) β & ) ) 8 = $+ ; ; ; " β A " 5 ) β ? : 0 & A β & ) % ? ! 5 ; $ ; = % ! E , 8 5 & 3 > 5 //B = ( + ) $ $ / B ) & $ = / +$ ( + ) F # β = / ) β = ( + ) ) & & 8 $ = β + β $ + ε$ G " ) & 0 ) ;
  • 11. " β $ # ( =( $ $ − $− ) $ = ( $ − $− ) =∆ $ $− $( $ $ = ( $ − $− )H // = ∆I $ $− ∂ $ =β ∂$ − $ $− =β ∂$ 6 // ∆ $ H // = β H // ∂$ ∆I $ = β H // ∂$ " & $ J β H // $ " β H // $ 9% ; & $ =β +β $ + ε$ 3 " β $ " β $ ∂ $ =β ∂ $ ∂ $ =β ∆ $ 6 // ∂ $ H =β H ∆ $ // // ∂ $ =β H ∆I $ //
  • 12. " & $ J β H // $ 5 β = 3// I $ 3// H =3 // & 5 5 6 & $ =β +β + ε$ K $ 9 0 " = $+ 2 0 $ β ) $ 0 β $ ∂ $ = −β − ∂ $ $ ∂ $ = −β ∂ $ $ " β & ) β & > 5 //B $) $ = ?> C D ) @# )# // " 0 = ) $ = ? > C?D - & . // $ ( * $ )+& ,( ,%
  • 13. 2 $% % ( -$ ) L.( / 0M // /// & -$ = β / + β $ +β $ + ε$ $= $ & ( $ ) $ (1 ( # ) H // 1 ) 5 & & // // // // // $ = B/ -$ = / $ =/ - $ = / $ = / $= $= = = = // // // // $ $ =/ $ = / - $ =F ) - = F = = = = 4$ ) 4 4" 8 = $+ " 4 ) 4 4 ) 4 5 " 4 ! & 4 $ & 4 6 5 & N# 8 4 $ ) 9:+ 9 4 O N$ 4$ ) 4 ' // B/ / = B/ / / / / / 4" 8 = $+ β =( ) − # < ' ' 4( ) − 4 ' ) ' / ' = F /
  • 14. / / / ( ) − = − / / B / / / 2 & − / / / / β =( ) − < ' ' = − / F / B / / / / β = − *B < + 8 > ?. 9 4 ' ' // B/ / / / / B/ / / F / / / / / // / 6& 4 4% ( ) − & 4 % & β < ' − / / / / / / / −* − / B / B / / / / / : 0 = $+ β " 4 β = − *B < ' −β ' < ' // 9% = ) ' = = -$ = F " − = $=
  • 15. / F− −* F B ' −β ' < ' / = = − // − * F− G F = = / /P P3 4 4 ) 4 ( β< ) = ( ' ) − − / P −P / / / /// /// ( β< ) = P // − / B / = −P /// P B// / / / / / P / /// 5 ! 4 & 2 0 -$ = / F − / 3F < (# ( )$ + 1$ -$ = / F − / 3F < $ + $ $ & ! " β/ = < ) ∂- & =β ∂ $ $ $ ∂- β * = " β = − = / 3F " < I ( ∆I $ // B / 3F H // /// = 3F/ // ∂-$ (1 ( # ) H // " =β ∂ $ $ " β = < " & // ///
  • 16. 4$ & & 0 $ " β/ < & " / β/ = / < " # β/ ≠ / < /F $ = = 3 BF P /// α " 0 0 ) ( − ) & " 0 $ / /F = PKB PFI 4 P3 ) $/ / = G PPI 4 %4 % P3 PPI 4 & β < & "/ β = / < "# β ≠ / < −/ 3F $ = = −F P B// α " 0 0 ) ( − ) & " 0 $ / /F = PKB PFI 4 P3 ) $/ / = G PPI 4 PPI 4 %4 P3 % & β< & "/ β =/ < "# β ≠/ < $ = = / FB P ///
  • 17. α " 0 0 ) ( − ) & " 0 $ / /F = PKB PFI 4 P3 ) $/ / = G PPI 4 PPI 4 %4 P3 % & 4 6 5 & N# # B 0 % 2 % "/ β = β = / < < "# "/ ( )( ) ( ) − ( ) − − β ' < ' ' − β < % = ! ! − " & β/ < β/ < / / / / / β < −* = β= β < < = β= < β < = = B / / / / / β < β β * * < < * * " − − / / / / / / −* / / / −* − B − / / − B / / / / B / / / / / % = K 3F P3 − B / −* B / −* −* B −* B B / B / / / % = = / /P / /P % = = GG GG / /P
  • 18. " 0 0 & ) P3 & " 0 %( P3 ) = B 3P PPI 4 ) %( P3 ) = * /P PFI 4 " 0 ) 0 PFI ) PPI %4 % 5 & 5 & 8 $ 4 ) 9:+ 9 1 ) 4# ! =( ' − ! ) ( ! = β' ! < ' − ) ! =( ! ' −β ' < ' ) ; & -$ ) & / -$ ) " ! =( ' − ! )= F − // ( / ) = 2 & #66 ! = ! − ! ! ! ! ! = β' ! < ( ' − ) 8 %) & !!= F 9 ) 9:+ 9 4O N" 2 & 9:+ 9 ( ) !! F = = = / FK* !! " ( ) 5 " / FK* FK *I & : , 9:+ 9 J& 4 '! G F % = = = G3 P '! / /P