{"id":668,"date":"2023-07-29T03:58:36","date_gmt":"2023-07-29T03:58:36","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e6%9d%9c%e5%ae%be%c2%b7%e6%b2%83%e6%a3%ae%e8%af%95%e9%aa%8c\/"},"modified":"2023-07-29T03:58:36","modified_gmt":"2023-07-29T03:58:36","slug":"%e6%9d%9c%e5%ae%be%c2%b7%e6%b2%83%e6%a3%ae%e8%af%95%e9%aa%8c","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e6%9d%9c%e5%ae%be%c2%b7%e6%b2%83%e6%a3%ae%e8%af%95%e9%aa%8c\/","title":{"rendered":"\u5982\u4f55\u5728 r \u4e2d\u6267\u884c durbin-watson \u6d4b\u8bd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/cn\/\u7ebf\u6027\u56de\u5f52\u5047\u8bbe\/\" target=\"_blank\" rel=\"noopener\">\u7ebf\u6027\u56de\u5f52\u7684\u5173\u952e\u5047\u8bbe<\/a>\u4e4b\u4e00\u662f\u6b8b\u5dee\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\uff0c\u5373\u6b8b\u5dee\u662f\u72ec\u7acb\u7684\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u786e\u5b9a\u662f\u5426\u6ee1\u8db3\u6b64\u5047\u8bbe\u7684\u4e00\u79cd\u65b9\u6cd5\u662f\u6267\u884c<a href=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u6c83\u68ee\u68c0\u9a8c\/\" target=\"_blank\" rel=\"noopener\">Durbin-Watson \u68c0\u9a8c<\/a>\uff0c\u8be5\u68c0\u9a8c\u7528\u4e8e\u68c0\u6d4b\u56de\u5f52\u6b8b\u5dee\u4e2d\u662f\u5426\u5b58\u5728\u81ea\u76f8\u5173\u3002\u8be5\u6d4b\u8bd5\u4f7f\u7528\u4ee5\u4e0b\u5047\u8bbe\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> \uff08\u96f6\u5047\u8bbe\uff09\uff1a<\/strong>\u6b8b\u5dee\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> \uff08\u66ff\u4ee3\u5047\u8bbe\uff09\uff1a<\/strong>\u6b8b\u5dee\u662f\u81ea\u76f8\u5173\u7684\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u672c\u6559\u7a0b\u4ecb\u7ecd\u5982\u4f55\u5728 R \u4e2d\u6267\u884c Durbin-Watson \u6d4b\u8bd5\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u793a\u4f8b\uff1aR \u4e2d\u7684 Durbin-Watson \u6d4b\u8bd5<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u8981\u6267\u884c Durbin-Watson \u68c0\u9a8c\uff0c\u6211\u4eec\u5fc5\u987b\u9996\u5148\u62df\u5408\u7ebf\u6027\u56de\u5f52\u6a21\u578b\u3002\u6211\u4eec\u5c06\u4f7f\u7528<strong>mtcars<\/strong>\u96c6\u6210 R \u6570\u636e\u96c6\uff0c\u5e76\u4f7f\u7528<strong>mpg<\/strong>\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u3001 <strong>disp<\/strong>\u548c<strong>wt<\/strong>\u4f5c\u4e3a\u89e3\u91ca\u53d8\u91cf\u6765\u62df\u5408\u56de\u5f52\u6a21\u578b\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load mtcars dataset\n<\/span>data(mtcars)\n\n<span style=\"color: #008080;\">#view first six rows of dataset\n<\/span>head(mtcars)\n\n                   mpg cyl disp hp drat wt qsec vs am gear carb\nMazda RX4 21.0 6 160 110 3.90 2.620 16.46 0 1 4 4\nMazda RX4 Wag 21.0 6 160 110 3.90 2.875 17.02 0 1 4 4\nDatsun 710 22.8 4 108 93 3.85 2.320 18.61 1 1 4 1\nHornet 4 Drive 21.4 6 258 110 3.08 3.215 19.44 1 0 3 1\nHornet Sportabout 18.7 8 360 175 3.15 3.440 17.02 0 0 3 2\nValiant 18.1 6 225 105 2.76 3,460 20.22 1 0 3 1\n\n<span style=\"color: #008080;\">#fit regression model\n<\/span>model &lt;- lm(mpg ~ disp+wt, data=mtcars)\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u7136\u540e\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528\u5305\u4e2d\u7684<strong>durbinWatsonTest()<\/strong>\u51fd\u6570\u6267\u884c Durbin-Watson \u6d4b\u8bd5\uff0c<strong>\u56e0\u4e3a<\/strong>\uff1a<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load car package\n<\/span>library(car)\n\n<span style=\"color: #008080;\">#perform Durbin-Watson test\n<\/span>durbinWatsonTest(model)\n\nLoading required package: carData\n lag Autocorrelation DW Statistic p-value\n   1 0.341622 1.276569 0.034\n Alternative hypothesis: rho != 0<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u4ece\u7ed3\u679c\u4e2d\uff0c\u6211\u4eec\u53ef\u4ee5\u770b\u5230\u68c0\u9a8c\u7edf\u8ba1\u91cf\u4e3a<strong>1.276569<\/strong> \uff0c\u76f8\u5e94\u7684 p \u503c\u4e3a<strong>0.034<\/strong> \u3002\u7531\u4e8e\u8be5 p \u503c\u5c0f\u4e8e 0.05\uff0c\u56e0\u6b64\u6211\u4eec\u53ef\u4ee5\u62d2\u7edd\u539f\u5047\u8bbe\u5e76\u5f97\u51fa\u7ed3\u8bba\uff1a\u8be5\u56de\u5f52\u6a21\u578b\u7684\u6b8b\u5dee\u662f\u81ea\u76f8\u5173\u7684\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5982\u679c\u68c0\u6d4b\u5230\u81ea\u76f8\u5173\u8be5\u600e\u4e48\u529e<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u5982\u679c\u60a8\u62d2\u7edd\u96f6\u5047\u8bbe\u5e76\u5f97\u51fa\u6b8b\u5dee\u4e2d\u5b58\u5728\u81ea\u76f8\u5173\u7684\u7ed3\u8bba\uff0c\u90a3\u4e48\u5982\u679c\u60a8\u8ba4\u4e3a\u95ee\u9898\u8db3\u591f\u4e25\u91cd\uff0c\u5219\u53ef\u4ee5\u901a\u8fc7\u591a\u79cd\u9009\u62e9\u6765\u7ea0\u6b63\u8be5\u95ee\u9898\uff1a<\/span><\/p>\n<ul data-slot-rendered-dynamic=\"true\">\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u6b63\u5e8f\u5217\u76f8\u5173\uff0c\u8bf7\u8003\u8651\u5411\u6a21\u578b\u6dfb\u52a0\u56e0\u53d8\u91cf\u548c\/\u6216\u81ea\u53d8\u91cf\u7684\u6ede\u540e\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u8d1f\u5e8f\u5217\u76f8\u5173\uff0c\u8bf7\u786e\u4fdd\u6ca1\u6709\u4efb\u4f55\u53d8\u91cf<em>\u8fc7\u5ea6\u5ef6\u8fdf<\/em>\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u5b63\u8282\u6027\u76f8\u5173\u6027\uff0c\u8bf7\u8003\u8651\u5411\u6a21\u578b\u6dfb\u52a0\u5b63\u8282\u6027\u865a\u62df\u53d8\u91cf\u3002<\/span><\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>\u7ebf\u6027\u56de\u5f52\u7684\u5173\u952e\u5047\u8bbe\u4e4b\u4e00\u662f\u6b8b\u5dee\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\uff0c\u5373\u6b8b\u5dee\u662f\u72ec\u7acb\u7684\u3002 \u786e\u5b9a\u662f\u5426\u6ee1\u8db3\u6b64\u5047\u8bbe\u7684\u4e00\u79cd\u65b9\u6cd5\u662f\u6267\u884cDurbin [&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-668","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>\u5982\u4f55\u5728 R 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