907

x1x2, x3,..xp Y

Y= b0 + b1 x1 ++ b p x p +
b0 , b1 , b p N0 6 2

Y X T
Y

[16][15]
(1)
x1,x2xp Y
Y= b0 + b1 x1 ++ b p x p +
b0 , b1 , b p N0 6 2
P
P>1
n n
xk 1+ xk 2 +, xk p,Y p ) (k=1,2,,n)
1

X j= X kj j=1,2,,p,1
n
k =1

Y= + b1 x1- X 1++ b p (

X p)+

1 = b0 + b1 X 1++ b p X p

Y= + b1 ( X k1 - X 1 )++ b p ( X kp - X p )+ k
k N0 6 2
2 b1 , b2 ,..., b p

1
Y=
n

Y= .1
..

Y
i =1

11

21

12

..
X n1

22

....

X 2 ...
...
....
X n 2 X 2 ......

X 2P X P
........

X np X p

=
L jk ( X ij X j ) ( X ik X k ),
i =1

yi ,
L jy = ( X ij X j )
i =1`

j , k = 1,2,....,
p,

A= X t X =
n
0

..
0

0
( X 11
i

X)

.............
( X 1 p X 1)
i

i ( X 11 X 1) ( X 1 p X p)

......
......
........

2
( X 11 X 1)
...
i ( X 1 p X p)
...
....

n
0

=0

....
0

L
L

L
L

11
21

....
P1

...
...
....
....
....

12
22

...
p2

L1 p n 0
L2 p = 0 L

....
L pp

A L P
L11
L
21
A L=

LP1

L12
L22

LP 2

L1P
L2 P

LPP

I
YI

L1Y

B= X T Y YI ( X 11 X I ) =

YI ( X 1 P X P )

LPY

^ y
u^ i
b
l1 y
n o ^1
0 l = b2 = l 2 y

b p l py

n u = yi
i

^ l
b^1 1 y
l2 y

l b2 =

b^ l py
p

 ^
b1
^
b2

.
^
u= y = L1
.

.
^
b
p

L1 y

L2 y

.
.

L py

Y = b1 x1 +,.... + b p x p +

.(2) He2 b1=0,b2=0,

bp=0

QI=

i =1

i =1

i =1

(YI YI) 2 + (YI Y )

2 + 2 (YI YI)(YI Y )
i =1

, 0,
n

i =1

i =1

Qi= (YI YI) 2 + (YI Y ) 2

n

Qe= (Yi Yi) 2

i =1

i =1

j =0

Q2= (Yi Y ) 2 = bB j

[(YI YI) 2 + (YI Y )] 2 =

 Bj(j=1,2,,p). Q E (
),

; Q2 (),.

:
1

n-p-1 X
2

Q p X
1

2
E

n p 1

F= S

2
2

2
2

~F(p,n-p-1)

F , ,F (p,n-p-1),
F>=F (p,n-p-1)
H0,; H0,.
R, R 2 =

Q2
, Y ,0< R 2 <1, R 2
Q1

b1,b2,,bp 0,
Y 0

0 Y
bj(1<=j<=p) 0 Xj Y

H0bj=0 j 1<=j<=p,
b H0

,j=1,2,3,p

n-p-1 t C C=A-1 j
a
>=
H0 b 0 b 0
H0 b 0
3
X1=X01X2=X02,,Xp=Xop, Y Y0
Y0 1-a

= +

++

Y0
Y0-Y0
E

=0

Cij C=A-1 I j 62

2
d0 = 1 +

1 p

n i =1

C
j =1

11

( X 0i X i )( X 0 j X j )

( Y0 Y0 ) ~N(0, 2 d 02 )
^

U= Y0 Y0 ~N(0,1)
d 0

T= Y0 Y0 ~ (n p 1)
d 0
1-a Y0

+ta/2n-p-1 d 0

da 18

1
2
3
4
5
3
4

1
p

R R=0.05
FR FR=Fa(p,n-p-1),
TR TR=ta/2(n-p-1),
A(N,P) P1=p+1
2
1

X0(P1)
Lp,p
LYp
Cp,p Lp,p
Bp

RR 0<RR<1
4

B1 0
5

3
10********************
20 907 *
30 *******************
40 INPUTP,N=P,N:P1=P+1
50 DIM A(N,P1),X)(P1),L(P,P),C(P,),LY(P),S(P,P1)
60 DIM B(P)
70 FOR I=1 TO N
80 FOR J=1 TO P1
90 READ A(I,J)
100 NEXT J,I
110 LPRINT TAB(3);P=PN=NLPRINT

120 LPRINT TAB 9 X1 TAB 17 X2

TAB25X3
130 LPRINT TAB35Y
140 FOR I=1 TO P1
150 LPRINT I
160

FOR J=1 TO P1

170

LPRINT TAB8*JAIJ

180

NEXT J

190LRINT
200 NEXT I
210 LRINTLPRINT
220 GOSUB 1100
230 LPRINT
240 LPRINT TAB3
250 FOR J=1 TO P
260 LPRINTBJ=USING######BJ
270 IF INTI/4*4=I THEN LPRINT
280NEXT J

290 LPRINT
300 LPRINTY=USING######B0
310 FOR I-1 TO P
320

IF B10 THEN LPRINT+

330

LPRINT USING#####B1

340 LPRINT*XI
350 IF INTI/3*3=I THEN LPRINT
360 NEXT I
370 LPRINT
380 ****
390 INPUTRFrTr=RFRTR
400 GOSUB 1770
410 LPRINT
420 LPRINT TAB(3);R=;R;Fr=FR;Tr=TR:LPRINT
430 LPRINT TAB(15);
440 LPRINT ;TAB(8);;TAB(16);
450 LPRINT TAB(26);;TAB(38);F
460 LPRINT Q1;TAB(5);Q1;TAB(18);P;TAB(25);S1;TAB(35);F

470 LPRINT Q2;TAB(5);Q2;TAB(18);N-P1;TAB(25);S2

480 LPRINT Qt;TAB(5);QT;TAB(18);N-1
490 LPRINT:LPRINT TAB(3);RR=;RR:LPRINT
500 IF F>=FR THEN 510 ELSE 520
510 LPRINT :GOTO 530
520 LPRINT
530 IF F<FR THEN 1000
540 GOSUB 1930
550 LPRINT:LPRINT TAB(3);T(J):
560 FOR J=1 TO P
570 LPRINT T(J);:LPRINT ;
580 NEXT J
590 LPRINT:LPRINT
600 FOR J=1TO P
610 IF ABS(T(J))>=TR THEN 620 ELSE 630
620 LPRINT B(;J;) 0 :GOTO 640
630 LPRINT B(;J;) 0
640 NEXT J
650 LPRINT
660 ****
670 INPUT WW=:WW

680 IF WW=0 THEN 690 ELSE 700

690 LPRINT TAB(3);WW=WW:GOTO 1000
700 FOR J=1 TO P
710 INPUT X(J)=;X(J)
720 NEXT J
730 GOSUB 1980
740 LPRINT :LPRINT TAB(3);X(J):
750 FOR J=1 TO P
760 LPRINT X(J);:LPRINT;
770 IF (J/5)*5=J THEN LPRINT
780 NEXT J
790 LPRINT
800 LPRINT TAB(12);Y0=;Y0
810 LPRINT TAB(3);Y1;<Y0<;Y2
820 LPRINT :GOTO 670
830 DATA 2,18,50,4.3302,7,9,40,3.6485,5,14,46,4.4830
840 DATA 12,3,43,5.5468,1,20,64,5.4970,3,12,40,3.1125
850 DATA 3,17,64,5.1182,6,5,39,3.8759,7,8,37,4.6700
860 DATA 0,23,55,4.9536,3,16,60,5.0060,0,18,40,5.2701
870 DATA 8,4,50,5.3772,6,14,51,5.4849,0,21,51,4.5960
880 DATA 3,14,51,5.6645,7,12,56,6.0795,16,0,48,3.2194
890 DATA 6,16,45,5.8076,0,15,52,4.7308,9,0,40,4.6805
900 DATA 4,6,32,3.1272,0,17,47,3.6104,9,0,44,3.7174

910 DATA 2,16,,39,3.8946,9,639,2.7066,12,5,51,5.6314

920 DATA 6,13,41,5.8152,12,7,47,5.1302,0,24,61,5.3910
930 DATA 5,12,37,4.4533,4,15,49,,4.6569,0,20,45,4.5212
940DATA 6,16,42,4.8650,4,17,48,5.3566,10,4,48,4.6098
950 DATA 4,14,36,2.3815,5,13,36,3.8746,,9,8,51,4.5919
960 DATA 6,1354,5.1588,5,8,100,5.4373,5,11,44,3.9960
970 DATA 8,6,63,4.3970,2,13,50,4.0622,7,8,50,2.2905
980DATA 4,10,45,4.7115,10,5,40,4.5310,3,17,64,5.3637
990 DATA 4,155,72,6.0771
1000 END
1100 1
1110 FOR J=1 TO P1
1120 D=0
1130
1140
1150
1160

FOR I=1 TO N
D=D+A(I,J)
NEXT I
X0(J)=D/N

1170 NEXT J
1180 LPRINT TAB(3);
1190 J=1 TO P1
1200

LPRINT X0(J);:LPRINT ;

1210 NEXT J
1220 LPRINT
1230 ****

1240 FOR I=1 TO P

1250 FOR J=1 TO P
1260 D=0
1270
FOR K=1 TO N
1280
D= D+(A(K,I)-X0(I))*(A(K,J)-X0(J))
1290 NEXT K
1300
L(I,J)=D
1310 NEXT J
1320 NEXT J
1330 FOR I=1 TO P
1340 D=0
1350
1360
1370
1380

FOR K=1 TO N
D =D+(A(K,I)-X0(I))*(A(K,P1)-X0(P1))
NEXT K
LY(I)=D

1390 NEXT I
1400 LPRINT
1410 LPRINT TAB(3);
1420 FOR I=1 TO P
1430
1440
1450
1460

FOR J=1 TO P
LPRINT USING #####.###:LY (I);:LPRINT ;
NEXT J
LPRINT

1470 NEXT I
1480 LPRINT
1490 LPRINT TAB(3):
1500

FOR I=1 TO P

1510 LPRINT USING#####.###LY(I);:LPRINT ;

1520 NEXT I
1530 LPRINT
1540 ****
1550 FOR I=1 TO P
1560
1570
1580
1590

FOR J=1 TO P
S(I,J)=L(I,J)
NEXT J
S(I,P1)=LY(I)

1600 NEXT I
1610 GOSUB 2130
1620 LPRINT
1630 LPRINT TAB(3); L(P,P)
1640 FIR I=1 TO P
1650
1660
1670
1680

FOR J=1 TO P
LPRINT USING##.#####;C(I,J):;LPRINT
NEXT J
LPRINT

1690 NEXT I
1691 ****
1692 BO=XO(P1)
1693 FOR J=1 TO P
1694 B0=B0-B(J)*X0(J)
1695 NEXT J
1696 LPRINT
1697 RETURN
1698 2
1699 Q1=0:QT=0
1700 FOR K=1 TO P
1701 Q1=Q1/B(K)*LY(K)
1702 NEXT K

1703 FOR I=1 TO N

1704 QT=QT/(A(I,P1)-X0(P1))^2
1705 NEXT I
1706 Q2=QT-Q1
1707 ****
1708 P2=N-P1
1709 S1=Q1/P:S2=Q2/P2
1710 ***
1711 F=S1/S2
1712 RR=SQR(Q1/QT)
1713 RETURN
1714 3
1715 FOR J=1 TO P
1716 T(J)=B(J)/(SQR(C(J,J)*S2))
1717 NEXT J
1718 4
1719 Y0=0:H=0
1720 FOR J=1 TO P
1721 Y0=Y0/B(J)*X(J)
1722 NEXT J
1723 Y0=Y0+B0
1724 ****
1725 FOR I=1 TO P
1726 FOR J=1 TO P
1727 H=H+C(I,J)*(X(I)-X0(I))*(X(J)-X0(J))
1728 NEXT J,I
1729 D0=SQR(1+1/N+H)
1730 YY=TR*D0*SQR(S2)
1731 Y1=Y0-YY:Y2=Y0+YY
1732 RETURN
1733 5
1734 FOR K=1 TO P
1735 A=1/S(K,K)
1736 FOR I=1 TO P
1737 FOR J=1 TO P1
1738 IF I<>K AND J<>K THEN S(I,J)*-S(I,J)-S(I,K)*S(K,J)*A
1739 NEXT J
1740 NEXT I
1741 FOR J=1 TO P1
1742 S(K,J)=S(K,J)*A
1743 IF J<>P1 THEN S(,K)=-S(J,K)*A

1744 NEXT J
1745 FOR I=1 TO P
1746 FOR J=1TO P
1747 C(I,J)=S(I,J)
1748 NEXT J
1749 NEXT I
1750 ****
1751 FOR I=1 TO P
1752 B(I)=S(I,P)
1753 NEXT I
1754 RETURN
:P=3 N=49

1
2
2
7
3
5
4
12
5
1
6
3
7
3
8
6
9
7
10
0
11
3
12
0
13
8
14
6
15
0
16
3
17
7
18
16
19
6
20
0
21
9
22
4
23
0
24
9
25
2
26
9
27
12
28
6
29
12
30
0
31
5

X1

X2
18
9
14
3
20
12
17
5
8
23
16
18
4
14
21
14
12
0
16
15
0
6
17
0
16
6
5
13
7
24
12

X3
50
40
46
43
64
40
64
39
37
55
60
40
50
51
51
51
56
48
45
52
40
32
47
44
39
39
51
41
47
61
37

Y
4.3302
3.6485
4.483
5.5468
5.1128
3.8759
5.1128
3.8759
4.67
4.9536
5.006
5.2710
5.3772
5.4849
4.596
5.6645
6.0795
3.2194
5.8076
4.7306
4.6805
3.1272
3.6104
3.7174
3.8946
2.7066
5.6314
5.8152
5.1302
5.391
4.4533

32
4
15
33
0
20
34
6
16
35
4
17
36
10
4
37
4
14
38
5
12
39
9
8
40
6
13
41
5
8
42
5
11
43
8
6
44
2
13
45
7
8
46
4
10
47
10
5
48
3
17
49
4
15
:
5.285714
11.79592
662.000
-918.143
918.143
1753.960
324.857
714.184

-11.717
74.334

0.005525
0.002911
0.002911
0.002131
0.000045
-0.000092

B(1)=0.140798
B(2)=0.102322
B(3)=0.033798

49
45
42
48
48
50
50
51
54
100
44
63
50
50
45
40
64
72
48.91873
-324.857
714.184
6295.674

4.002284

240.118
-0.000045
-0.000092
0.000157

Y=0.99775/0.1408*X1/0.1023*X2/0.0338*X3
R=.05
FR=2.84
TR=2.0141

Q1
14.07168
3
4.690559
Q2
27.87098
45
.6193551
QT
41.94265
48
RR=.5792219

4.5569
4.5212
4.865
5.2563
4.60085
2.3815
3.3748
4.5919
5.1538
5.4373
3.990
4.397
4.8622
2.2805
4.7115
4.531
5.3637
6.0771

7.573205

T(J):
2.406815
2.816406
B(1) 0
B(2)
B(3)

:X(J);
12
20
60
Y0=6.761631
4.676331<Y0<8.846931
:X(J):
15
55]
80
Y0=11.44124
6.999876<Y0<15.8826
:X(J):
3
15
55
Y0=4.813854
3.203319<U0<6.424349
VW=0

3.324249