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제 7장 회귀직선의 오차 - ezstat.snu.ac.kr

7 1. 2. RMSE 3. 4. 5. 1. (standard error of estimate) (standard error of regression) 2 - - (RMSE) 1. (residual) . - - (RMS) . 3 1 1. RMSE (typical point) .. =1,503-2= -2 2 . 4 RMSE 1. 0204060801001201251301351401451501551601 65170175180185190195 RMSE 68 -95 (RMSE) 5 x.

제 7 장 회귀직선의 오차 1. 실제값과 추정치의 차이 2. 상관계수를 이용한 rmse의 계산 3. 잔 차 도 4. 세 로 띠

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Transcription of 제 7장 회귀직선의 오차 - ezstat.snu.ac.kr

1 7 1. 2. RMSE 3. 4. 5. 1. (standard error of estimate) (standard error of regression) 2 - - (RMSE) 1. (residual) . - - (RMS) . 3 1 1. RMSE (typical point) .. =1,503-2= -2 2 . 4 RMSE 1. 0204060801001201251301351401451501551601 65170175180185190195 RMSE 68 -95 (RMSE) 5 x.

2 RMSE . RMSE 68-95 . 6 RMSE 1. 1. 7 , RMSE, 68-95 1. : x y y (x, y) y . RMSE y (SDy) . 8 RMSE 2. RMSE RMSE < y .. RMSE . ( , r x y ) 9 yrSD12 RMSE y 2. RMSE 10 RMSE r=1 0. RMSE=0. r= -1 0.

3 RMSE=0. r=0 x y x y RMSE SDy . 3. 0 0. (linear pattern) .. 11 12 3. 4. , . 13 160 cm 170 cm 4. ( , homoscedasticity) 14 0204060801001201401201251301351401451501 55160165170175180185190195200 (cm) (kg)4.

4 ( , heteroscedasticity) 15 i , y y x . ii , RMSE x . 5. 16 < > y < > RMSE 5. : 2013 1 (0-50) (0-100) . = = = = = . (1) 66 % ?

5 (2) 33 66 % ? 17 5. 1) . 18 y y %24 = 5. 2) ( y ) (RMSE) . 1. SDx . 2.. = 3. SDy = . 4. + = . 5.. 19 = yr32% =