{"id":1255,"date":"2023-07-27T03:10:19","date_gmt":"2023-07-27T03:10:19","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e9%83%a8%e5%88%86f%e6%a3%80%e9%aa%8c\/"},"modified":"2023-07-27T03:10:19","modified_gmt":"2023-07-27T03:10:19","slug":"%e9%83%a8%e5%88%86f%e6%a3%80%e9%aa%8c","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e9%83%a8%e5%88%86f%e6%a3%80%e9%aa%8c\/","title":{"rendered":"\u4ec0\u4e48\u662f\u90e8\u5206 f \u68c0\u9a8c\uff1f"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u90e8\u5206 F \u68c0\u9a8c<\/strong>\u7528\u4e8e\u786e\u5b9a<a href=\"https:\/\/statorials.org\/cn\/\u591a\u5143\u7ebf\u6027\u56de\u5f52-1\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u56de\u5f52\u6a21\u578b<\/a>\u4e0e\u540c\u4e00\u6a21\u578b\u7684\u5d4c\u5957\u7248\u672c\u4e4b\u95f4\u662f\u5426\u5b58\u5728\u7edf\u8ba1\u663e\u7740\u5dee\u5f02\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><em>\u5d4c\u5957<\/em>\u6a21\u578b\u53ea\u662f\u5728\u6574\u4f53\u56de\u5f52\u6a21\u578b\u4e2d\u5305\u542b\u9884\u6d4b\u53d8\u91cf\u5b50\u96c6\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u5047\u8bbe\u6211\u4eec\u6709\u4ee5\u4e0b\u5177\u6709\u56db\u4e2a\u9884\u6d4b\u53d8\u91cf\u7684\u56de\u5f52\u6a21\u578b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">Y = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> x <sub>1<\/sub> + \u03b2 <sub>2<\/sub> x <sub>2<\/sub> + \u03b2 <sub>3<\/sub> x <sub>3<\/sub> + \u03b2 <sub>4<\/sub> x <sub>4<\/sub> + \u03b5<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5d4c\u5957\u6a21\u578b\u7684\u4e00\u4e2a\u793a\u4f8b\u662f\u4ee5\u4e0b\u4ec5\u5305\u542b\u4e24\u4e2a\u539f\u59cb\u9884\u6d4b\u53d8\u91cf\u7684\u6a21\u578b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">Y = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> x <sub>1<\/sub> + \u03b2 <sub>2<\/sub> x <sub>2<\/sub> + \u03b5<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4e3a\u4e86\u786e\u5b9a\u8fd9\u4e24\u4e2a\u6a21\u578b\u662f\u5426\u663e\u7740\u4e0d\u540c\uff0c\u6211\u4eec\u53ef\u4ee5\u8fdb\u884c\u90e8\u5206 F \u68c0\u9a8c\u3002<\/span><\/p>\n<h3><strong><span style=\"color: #000000;\">\u90e8\u5206 F \u6d4b\u8bd5\uff1a\u57fa\u7840\u77e5\u8bc6<\/span><\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u90e8\u5206 F \u68c0\u9a8c\u8ba1\u7b97\u4ee5\u4e0b F \u68c0\u9a8c\u7edf\u8ba1\u91cf\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">F = ((<sub>\u7f29\u51cf<\/sub>RSS \u2013<sub>\u5b8c\u6574<\/sub>RSS)\/p) \/ (<sub>\u5b8c\u6574<\/sub>RSS \/nk)<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong><sub>\u7b80\u5316\u7684<\/sub>RSS<\/strong> \uff1a\u7b80\u5316\uff08\u5373\u201c\u5d4c\u5957\u201d\uff09\u6a21\u578b\u7684\u6b8b\u5dee\u5e73\u65b9\u548c\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>RSS <sub>full<\/sub><\/strong> \uff1a\u5b8c\u6574\u6a21\u578b\u7684\u6b8b\u5dee\u5e73\u65b9\u548c\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>p\uff1a<\/strong>\u4ece\u5b8c\u6574\u6a21\u578b\u4e2d\u5220\u9664\u7684\u9884\u6d4b\u53d8\u91cf\u7684\u6570\u91cf\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>n\uff1a<\/strong>\u6570\u636e\u96c6\u4e2d\u7684\u89c2\u6d4b\u603b\u6570\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>k\uff1a<\/strong>\u5b8c\u6574\u6a21\u578b\u4e2d\u7684\u7cfb\u6570\u6570\u91cf\uff08\u5305\u62ec\u622a\u8ddd\uff09\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u8bf7\u6ce8\u610f\uff0c\u5b8c\u6574\u6a21\u578b\u7684\u6b8b\u5dee\u5e73\u65b9\u548c\u603b\u662f\u8f83\u5c0f\uff0c\u56e0\u4e3a\u6dfb\u52a0\u9884\u6d4b\u53d8\u91cf\u603b\u662f\u4f1a\u5bfc\u81f4\u8bef\u5dee\u6709\u6240\u51cf\u5c11\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u56e0\u6b64\uff0c\u90e8\u5206 F \u68c0\u9a8c\u672c\u8d28\u4e0a\u662f\u6d4b\u8bd5\u4ece\u5b8c\u6574\u6a21\u578b\u4e2d\u5220\u9664\u7684\u9884\u6d4b\u53d8\u91cf\u7ec4\u662f\u5426\u5b9e\u9645\u4e0a\u6709\u7528\u5e76\u4e14\u5e94\u8be5\u5305\u542b\u5728\u5b8c\u6574\u6a21\u578b\u4e2d\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u68c0\u9a8c\u4f7f\u7528\u4ee5\u4e0b\u539f\u5047\u8bbe\u548c\u5907\u62e9\u5047\u8bbe\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> \uff1a<\/strong>\u4ece\u5b8c\u6574\u6a21\u578b\u4e2d\u5220\u9664\u7684\u6240\u6709\u7cfb\u6570\u5747\u4e3a\u96f6\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> \uff1a<\/strong>\u4ece\u5b8c\u6574\u6a21\u578b\u4e2d\u5220\u9664\u7684\u81f3\u5c11\u4e00\u4e2a\u7cfb\u6570\u662f\u975e\u96f6\u7684\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5982\u679c\u4e0e F \u68c0\u9a8c\u7edf\u8ba1\u91cf\u5bf9\u5e94\u7684 p \u503c\u4f4e\u4e8e\u67d0\u4e00\u663e\u7740\u6027\u6c34\u5e73\uff08\u4f8b\u5982 0.05\uff09\uff0c\u5219\u6211\u4eec\u53ef\u4ee5\u62d2\u7edd\u96f6\u5047\u8bbe\u5e76\u5f97\u51fa\u7ed3\u8bba\uff1a\u4ece\u5b8c\u6574\u6a21\u578b\u4e2d\u5220\u9664\u7684\u81f3\u5c11\u4e00\u4e2a\u7cfb\u6570\u662f\u663e\u7740\u7684\u3002<\/span><\/p>\n<h3><strong>\u90e8\u5206 F \u68c0\u9a8c\uff1a\u793a\u4f8b<\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u5728\u5b9e\u8df5\u4e2d\uff0c\u6211\u4eec\u4f7f\u7528\u4ee5\u4e0b\u6b65\u9aa4\u6765\u8fdb\u884c\u90e8\u5206F\u68c0\u9a8c\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1.<\/strong>\u62df\u5408\u5b8c\u6574\u56de\u5f52\u6a21\u578b\u5e76\u8ba1\u7b97 RSS <sub>full<\/sub> \u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2.<\/strong>\u62df\u5408\u5d4c\u5957\u56de\u5f52\u6a21\u578b\u5e76\u8ba1\u7b97<sub>\u51cf\u5c11\u7684<\/sub>RSS\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>3.<\/strong>\u6267\u884c\u65b9\u5dee\u5206\u6790\u6765\u6bd4\u8f83\u5b8c\u6574\u6a21\u578b\u548c\u7b80\u5316\u6a21\u578b\uff0c\u8fd9\u5c06\u751f\u6210\u6bd4\u8f83\u6a21\u578b\u6240\u9700\u7684 F \u68c0\u9a8c\u7edf\u8ba1\u91cf\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u4ee5\u4e0b\u4ee3\u7801\u663e\u793a\u5982\u4f55\u4f7f\u7528\u5185\u7f6e<strong>mtcars<\/strong>\u6570\u636e\u96c6\u4e2d\u7684\u6570\u636e\u5728 R \u4e2d\u62df\u5408\u4ee5\u4e0b\u4e24\u4e2a\u56de\u5f52\u6a21\u578b\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u5b8c\u6574\u6a21\u578b\uff1a<\/strong> mpg = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub>\u53ef\u7528 + \u03b2 <sub>2<\/sub>\u78b3\u6c34\u5316\u5408\u7269 + \u03b2 <sub>3<\/sub> hp + \u03b2 <sub>4<\/sub>\u6c7d\u7f38<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u6a21\u578b\uff1a<\/strong> mpg = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub>\u53ef\u7528 + \u03b2 <sub>2<\/sub>\u78b3\u6c34\u5316\u5408\u7269<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#fit full model<\/span>\nmodel_full &lt;- lm(mpg ~ disp + carb + hp + cyl, data = mtcars)\n\n<span style=\"color: #008080;\">#fit reduced model\n<\/span>model_reduced &lt;- lm(mpg ~ disp + carb, data = mtcars)\n\n<span style=\"color: #008080;\">#perform ANOVA to test for differences in models\n<\/span>anova(model_reduced, model_full)\n\nAnalysis of Variance Table\n\nModel 1: mpg ~ available + carb\nModel 2: mpg ~ disp + carb + hp + cyl\n  Res.Df RSS Df Sum of Sq F Pr(&gt;F)\n1 29 254.82                           \n2 27 238.71 2 16.113 0.9113 0.414<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u4ece\u7ed3\u679c\u4e2d\uff0c\u6211\u4eec\u53ef\u4ee5\u770b\u5230 ANOVA \u7684 F \u68c0\u9a8c\u7edf\u8ba1\u91cf\u4e3a<strong>0.9113<\/strong> \uff0c\u76f8\u5e94\u7684 p \u503c\u4e3a<strong>0.414<\/strong> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7531\u4e8e\u8be5 p \u503c\u4e0d\u5c0f\u4e8e 0.05\uff0c\u56e0\u6b64\u6211\u4eec\u5c06\u65e0\u6cd5\u62d2\u7edd\u539f\u5047\u8bbe\u3002\u8fd9\u610f\u5473\u7740\u6211\u4eec\u6ca1\u6709\u8db3\u591f\u7684\u8bc1\u636e\u8868\u660e<em>hp<\/em>\u6216<em>cyl<\/em>\u9884\u6d4b\u53d8\u91cf\u5177\u6709\u7edf\u8ba1\u663e\u7740\u6027\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6362\u53e5\u8bdd\u8bf4\uff0c\u5c06<em>hp<\/em>\u548c<em>cyl<\/em>\u6dfb\u52a0\u5230\u56de\u5f52\u6a21\u578b\u4e2d\u5e76\u4e0d\u4f1a\u663e\u7740\u6539\u5584\u6a21\u578b\u62df\u5408\u5ea6\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u90e8\u5206 F \u68c0\u9a8c\u7528\u4e8e\u786e\u5b9a\u56de\u5f52\u6a21\u578b\u4e0e\u540c\u4e00\u6a21\u578b\u7684\u5d4c\u5957\u7248\u672c\u4e4b\u95f4\u662f\u5426\u5b58\u5728\u7edf\u8ba1\u663e\u7740\u5dee\u5f02\u3002 \u5d4c\u5957\u6a21\u578b\u53ea\u662f\u5728\u6574\u4f53\u56de\u5f52\u6a21\u578b\u4e2d\u5305\u542b [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1255","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u4ec0\u4e48\u662f\u90e8\u5206 F \u68c0\u9a8c\uff1f - Statorials<\/title>\n<meta name=\"description\" content=\"\u672c\u6559\u7a0b\u901a\u8fc7\u793a\u4f8b\u5bf9\u90e8\u5206 F \u68c0\u9a8c\u8fdb\u884c\u4e86\u7b80\u5355\u4ecb\u7ecd\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/\u90e8\u5206f\u68c0\u9a8c\/\" \/>\n<meta property=\"og:locale\" content=\"zh_CN\" \/>\n<meta property=\"og:type\" 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