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Îãëàâëåíèå
Ââåäåíèå ............................................................................................................. 3
1. Ìåòîä íàèìåíüøèõ êâàäðàòîâ ....................................................................... 4
1.1. Ìîäåëü ðåãðåññèîííîãî àíàëèçà .................................................... 4
1.2. Îöåíèâàíèå êîýôôèöèåíòîâ ðåãðåññèè ......................................... 6
1.3. Îñòàòî÷íàÿ äèñïåðñèÿ ..................................................................... 9
1.4. Îïòèìàëüíàÿ ìàòðèöà ïëàíà ........................................................... 12
1.5. Âû÷èñëåíèå îïòèìàëüíîé ìàòðèöû ïëàíà .................................... 16
2. Íîðìàëüíàÿ ðåãðåññèÿ ................................................................................... 22
2.1. Îöåíêè ìàêñèìàëüíîãî ïðàâäîïîäîáèÿ ïàðàìåòðîâ
íîðìàëüíîé ðåãðåññèè .................................................................... 22
2.2. Èíòåðâàëüíûå îöåíêè ïàðàìåòðîâ
íîðìàëüíîé ðåãðåññèè .................................................................... 23
2.3. Ñîâìåñòíûå äîâåðèòåëüíûå èíòåðâàëû ......................................... 28
2.4. F-êðèòåðèé ïðîâåðêè ëèíåéíîé ãèïîòåçû ..................................... 30
3. Ïðîâåðêà îäíîðîäíîñòè ................................................................................ 33
3.1. Îáîáùåííûå îöåíêè íàèìåíüøèõ êâàäðàòîâ ................................ 33
3.2. Êðèòåðèé îäíîðîäíîñòè íàáëþäåíèé ............................................. 35
4. Äèñïåðñèîííûé àíàëèç.................................................................................. 40
4.1. Äèñïåðñèîííîå îòíîøåíèå ............................................................. 40
4.2. Îäíîôàêòîðíûé äèñïåðñèîííûé àíàëèç ........................................ 41
4.3. Äâîéíàÿ êëàññèôèêàöèÿ. Îöåíèâàíèå ôàêòîðîâ ........................... 43
4.4. Äâóõôàêòîðíûé äèñïåðñèîííûé àíàëèç ....................................... 47
5. Ñòàòèñòè÷åñêàÿ ðåãðåññèÿ ............................................................................. 52
5.1. Ñòàòèñòè÷åñêèé ïðîãíîç .................................................................. 52
5.2. Îïòèìàëüíûé ïðåäèêòîð ................................................................. 52
5.3. Êîððåëÿöèîííîå îòíîøåíèå ........................................................... 56
5.4. Ëèíåéíàÿ ôóíêöèÿ ðåãðåññèè ......................................................... 58
5.5. Ëèíåéíîå ïðîãíîçèðîâàíèå ............................................................ 60
Çàêëþ÷åíèå ........................................................................................................ 63
Áèáëèîãðàôè÷åñêèé ñïèñîê .............................................................................. 64
