{"id":1179,"date":"2023-07-27T09:25:17","date_gmt":"2023-07-27T09:25:17","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e3%82%b5%e3%83%95%e3%82%99%e3%82%bb%e3%83%83%e3%83%88%e3%81%ae%e6%9c%80%e9%81%a9%e3%81%aa%e9%81%b8%e6%8a%9e\/"},"modified":"2023-07-27T09:25:17","modified_gmt":"2023-07-27T09:25:17","slug":"%e3%82%b5%e3%83%95%e3%82%99%e3%82%bb%e3%83%83%e3%83%88%e3%81%ae%e6%9c%80%e9%81%a9%e3%81%aa%e9%81%b8%e6%8a%9e","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e3%82%b5%e3%83%95%e3%82%99%e3%82%bb%e3%83%83%e3%83%88%e3%81%ae%e6%9c%80%e9%81%a9%e3%81%aa%e9%81%b8%e6%8a%9e\/","title":{"rendered":"\u6a5f\u68b0\u5b66\u7fd2\u306b\u304a\u3051\u308b\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u306e\u9078\u629e (\u8aac\u660e\u3068\u4f8b)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u6a5f\u68b0\u5b66\u7fd2\u3067\u306f\u3001\u4e00\u9023\u306e\u4e88\u6e2c\u5909\u6570\u3068<a href=\"https:\/\/statorials.org\/ja\/\u5909\u6570\u306e\u8aac\u660e\u5fdc\u7b54\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u5fdc\u7b54\u5909\u6570<\/a>\u3092\u4f7f\u7528\u3057\u3066\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u3053\u3068\u304c\u3088\u304f\u3042\u308a\u307e\u3059\u3002\u79c1\u305f\u3061\u306e\u76ee\u6a19\u306f\u3001\u4e88\u6e2c\u5909\u6570\u3092\u52b9\u679c\u7684\u306b\u4f7f\u7528\u3057\u3066\u5fdc\u7b54\u5909\u6570\u306e\u5024\u3092\u4e88\u6e2c\u3067\u304d\u308b\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u3053\u3068\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><em>p<\/em>\u500b\u306e\u5408\u8a08\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30bb\u30c3\u30c8\u304c\u4e0e\u3048\u3089\u308c\u308b\u3068\u3001\u69cb\u7bc9\u3067\u304d\u308b\u53ef\u80fd\u6027\u306e\u3042\u308b\u30e2\u30c7\u30eb\u304c\u591a\u6570\u5b58\u5728\u3057\u307e\u3059\u3002<\/span><span style=\"color: #000000;\"><em>\u6700\u9069\u306a<\/em>\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3067\u304d\u308b 1 \u3064\u306e\u65b9\u6cd5\u306f\u3001<strong>\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u9078\u629e<\/strong>\u3068\u3057\u3066\u77e5\u3089\u308c\u3066\u304a\u308a\u3001\u6b21\u306e\u3088\u3046\u306b\u6a5f\u80fd\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1.<\/strong> M <sub>0<\/sub>\u3092\u4e88\u6e2c\u5909\u6570\u3092\u542b\u307e\u306a\u3044\u30cc\u30eb \u30e2\u30c7\u30eb\u3068\u3059\u308b\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2.<\/strong> k = 1, 2, \u2026 p \u306e\u5834\u5408:<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u6b63\u78ba\u306b<em>k \u500b\u306e<\/em>\u4e88\u6e2c\u5b50\u3092\u542b\u3080\u3059\u3079\u3066\u306e<sub>p<\/sub> C <sub>k<\/sub>\u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u3053\u308c\u3089\u306e<sub>pCk<\/sub>\u30e2\u30c7\u30eb\u306e\u4e2d\u304b\u3089\u6700\u9069\u306a<sub>\u3082\u306e<\/sub>\u3092\u9078\u629e\u3057\u3001\u305d\u308c\u3092<sub>Mk<\/sub>\u3068\u547c\u3073\u307e\u3059\u3002 \u300c\u6700\u826f\u300d\u3068\u306f\u3001R <sup>2<\/sup>\u304c\u6700\u3082\u9ad8\u3044\u30e2\u30c7\u30eb\u3001\u307e\u305f\u306f\u540c\u7b49\u306e RSS \u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3068\u5b9a\u7fa9\u3057\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\"><strong>3.<\/strong>\u76f8\u4e92\u691c\u8a3c\u4e88\u6e2c\u8aa4\u5dee\u3001Cp\u3001BIC\u3001AIC\u3001\u307e\u305f\u306f\u8abf\u6574\u3055\u308c\u305f R <sup>2<\/sup>\u3092\u4f7f\u7528\u3057\u3066\u3001M <sub>0<\/sub> \u2026 M <sub>p<\/sub>\u304b\u3089\u5358\u4e00\u306e\u6700\u826f\u306e\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><em>p<\/em>\u500b\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30bb\u30c3\u30c8\u306b\u5bfe\u3057\u3066\u30012 <sup>p<\/sup>\u500b\u306e\u53ef\u80fd\u306a\u30e2\u30c7\u30eb\u304c\u3042\u308b\u3053\u3068\u306b\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u9078\u629e\u3059\u308b\u4f8b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">p = 3 \u306e\u4e88\u6e2c\u5909\u6570\u3068\u5fdc\u7b54\u5909\u6570 y \u3092\u542b\u3080\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002\u3053\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3067\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u9078\u629e\u3092\u5b9f\u884c\u3059\u308b\u306b\u306f\u3001\u6b21\u306e 2 <sup>p<\/sup> = 2 <sup>3<\/sup> = 8 \u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5b50\u306e\u306a\u3044\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5668\u4ed8\u304d\u30e2\u30c7\u30eb\u00d7 <sub>1<\/sub><\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5668\u00d7 <sub>2<\/sub>\u3092\u5099\u3048\u305f\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5668\u00d7 <sub>3<\/sub>\u3092\u5099\u3048\u305f\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">x <sub>1<\/sub> \u3001 x <sub>2<\/sub>\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5b50 x <sub>1<\/sub> \u3001 x <sub>3<\/sub>\u3092\u542b\u3080\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">x <sub>2<\/sub> \u3001 x <sub>3<\/sub>\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5b50 x <sub>1<\/sub> \u3001 x <sub>2<\/sub> \u3001 x <sub>3<\/sub>\u3092\u542b\u3080\u30e2\u30c7\u30eb<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001 <em>k \u500b\u306e<\/em>\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb\u306e\u5404\u30bb\u30c3\u30c8\u304b\u3089\u3001\u6700\u3082\u9ad8\u3044<sup>R2<\/sup>\u3092\u6301\u3064\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3057\u307e\u3059\u3002\u305f\u3068\u3048\u3070\u3001\u6700\u7d42\u7684\u306b\u6b21\u306e\u3088\u3046\u306a\u9078\u629e\u3092\u3059\u308b\u3053\u3068\u306b\u306a\u308b\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5b50\u306e\u306a\u3044\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5668\u00d7 <sub>2<\/sub>\u3092\u5099\u3048\u305f\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">x <sub>1<\/sub> \u3001 x <sub>2<\/sub>\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e88\u6e2c\u5b50 x <sub>1<\/sub> \u3001 x <sub>2<\/sub> \u3001 x <sub>3<\/sub>\u3092\u542b\u3080\u30e2\u30c7\u30eb<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001<a href=\"https:\/\/statorials.org\/ja\/k-\u5206\u5272\u4ea4\u5dee\u691c\u8a3c\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u76f8\u4e92\u691c\u8a3c\u3092<\/a>\u884c\u3063\u3066\u3001\u4e88\u6e2c\u8aa4\u5dee (Cp\u3001BIC\u3001AIC\u3001\u307e\u305f\u306f\u8abf\u6574\u6e08\u307f<sup>R2)<\/sup>\u304c\u6700\u3082\u4f4e\u304f\u306a\u308b\u6700\u9069\u306a\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3068\u3048\u3070\u3001\u76f8\u4e92\u691c\u8a3c\u3055\u308c\u305f\u4e88\u6e2c\u8aa4\u5dee\u304c\u6700\u3082\u4f4e\u304b\u3063\u305f\u6b21\u306e\u30e2\u30c7\u30eb\u3092\u300c\u6700\u826f\u306e\u300d\u30e2\u30c7\u30eb\u3068\u3057\u3066\u9078\u629e\u3059\u308b\u3053\u3068\u306b\u306a\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">x <sub>1<\/sub> \u3001 x <sub>2<\/sub>\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb<\/span><\/li>\n<\/ul>\n<h3><span style=\"color: #000000;\"><strong>\u300c\u6700\u9069\u306a\u300d\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u305f\u3081\u306e\u57fa\u6e96<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u9078\u629e\u3059\u308b\u6700\u5f8c\u306e\u30b9\u30c6\u30c3\u30d7\u306f\u3001\u4e88\u6e2c\u8aa4\u5dee\u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3001Cp \u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3001BIC \u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3001AIC \u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3001\u307e\u305f\u306f\u8abf\u6574\u6e08\u307f<sup>R2<\/sup>\u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u3053\u3068\u3067\u3059\u3002\u3088\u308a\u9ad8\u3044\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u3089\u306e\u5404\u6307\u6a19\u306e\u8a08\u7b97\u306b\u4f7f\u7528\u3055\u308c\u308b\u5f0f\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Cp:<\/strong> (RSS+2d\u03c3\u0302) \/ n<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>AIC:<\/strong> (RSS+2d\u03c3\u0302 <sup>2<\/sup> ) \/ (n\u03c3\u0302 <sup>2<\/sup> )<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>BIC:<\/strong> (RSS+log(n)d\u03c3\u0302 <sup>2<\/sup> ) \/ n<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u8abf\u6574\u3055\u308c\u305f R <sup>2<\/sup> :<\/strong> 1 \u2013 ( (RSS \/ (nd-1)) \/ (TSS \/ (n-1)) )<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>d:<\/strong>\u4e88\u6e2c\u5b50\u306e\u6570<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>n:<\/strong>\u89b3\u6e2c\u5024\u306e\u5408\u8a08<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u03c3\u0302:<\/strong>\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u5404\u5fdc\u7b54\u6e2c\u5b9a\u306b\u95a2\u9023\u3059\u308b\u8aa4\u5dee\u5206\u6563\u306e\u63a8\u5b9a\u5024<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>RSS:<\/strong>\u56de\u5e30\u30e2\u30c7\u30eb\u304b\u3089\u306e\u6b8b\u5dee\u4e8c\u4e57\u548c<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>TSS:<\/strong>\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u7dcf\u4e8c\u4e57\u548c<\/span><\/li>\n<\/ul>\n<h3><span style=\"color: #000000;\"><strong>\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u9078\u629e\u306e\u9577\u6240\u3068\u77ed\u6240<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u9078\u629e\u3059\u308b\u3068\u3001<strong>\u6b21\u306e\u3088\u3046\u306a\u5229\u70b9\u304c\u3042\u308a\u307e\u3059\u3002<\/strong><\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u305d\u308c\u306f\u7406\u89e3\u3057\u3066\u89e3\u91c8\u3059\u308b\u305f\u3081\u306e\u30b7\u30f3\u30d7\u30eb\u306a\u30a2\u30d7\u30ed\u30fc\u30c1\u3067\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u3053\u308c\u306b\u3088\u308a\u3001\u4e88\u6e2c\u5909\u6570\u306e\u3059\u3079\u3066\u306e\u7d44\u307f\u5408\u308f\u305b\u304c\u8003\u616e\u3055\u308c\u308b\u305f\u3081\u3001\u53ef\u80fd\u306a\u9650\u308a\u6700\u826f\u306e\u30e2\u30c7\u30eb\u3092\u7279\u5b9a\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u305f\u3060\u3057\u3001\u3053\u306e\u65b9\u6cd5\u306b\u306f<strong>\u6b21\u306e\u3088\u3046\u306a\u6b20\u70b9\u304c\u3042\u308a\u307e\u3059\u3002<\/strong><\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u3053\u308c\u306f\u5927\u91cf\u306e\u8a08\u7b97\u3092\u5fc5\u8981\u3068\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002 <em>p<\/em>\u500b\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30bb\u30c3\u30c8\u306b\u5bfe\u3057\u3066\u30012 <sup>p<\/sup>\u500b\u306e\u53ef\u80fd\u306a\u30e2\u30c7\u30eb\u304c\u5b58\u5728\u3057\u307e\u3059\u3002\u305f\u3068\u3048\u3070\u300110 \u500b\u306e\u4e88\u6e2c\u5909\u6570\u304c\u3042\u308b\u5834\u5408\u3001\u8003\u616e\u3059\u3079\u304d\u30e2\u30c7\u30eb\u306f 2 <sup>10<\/sup> = 1000 \u500b\u3042\u308a\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u975e\u5e38\u306b\u591a\u304f\u306e\u30e2\u30c7\u30eb\u304c\u8003\u616e\u3055\u308c\u308b\u305f\u3081\u3001\u30c8\u30ec\u30fc\u30cb\u30f3\u30b0 \u30c7\u30fc\u30bf\u3067\u306f\u826f\u597d\u306b\u5b9f\u884c\u3055\u308c\u308b\u304c\u3001\u5c06\u6765\u306e\u30c7\u30fc\u30bf\u3067\u306f\u826f\u597d\u306b\u5b9f\u884c\u3055\u308c\u306a\u3044\u30e2\u30c7\u30eb\u304c\u898b\u3064\u304b\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u306b\u3088\u308a\u3001<\/span> <a href=\"https:\/\/statorials.org\/ja\/\u6a5f\u68b0\u5b66\u7fd2\u306e\u904e\u5b66\u7fd2\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u904e\u5270\u9069\u5408\u304c<\/a>\u767a\u751f\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059<span style=\"color: #000000;\">\u3002<\/span><\/li>\n<\/ul>\n<h3><strong><span style=\"color: #000000;\">\u7d50\u8ad6<\/span><\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u306e\u9078\u629e\u306f\u5b9f\u88c5\u3068\u7406\u89e3\u304c\u7c21\u5358\u3067\u3059\u304c\u3001\u591a\u6570\u306e\u4e88\u6e2c\u5b50\u3092\u542b\u3080\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u64cd\u4f5c\u3057\u3066\u304a\u308a\u3001\u904e\u5270\u9069\u5408\u306b\u3064\u306a\u304c\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u5834\u5408\u306b\u306f\u975e\u73fe\u5b9f\u7684\u3067\u3042\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u65b9\u6cd5\u306e\u4ee3\u66ff\u65b9\u6cd5\u306f <a href=\"https:\/\/statorials.org\/ja\/\u6bb5\u968e\u5225\u306e\u9078\u629e\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u6bb5\u968e\u7684\u9078\u629e<\/a>\u3068\u3057\u3066\u77e5\u3089\u308c\u3066\u304a\u308a\u3001\u8a08\u7b97\u52b9\u7387\u304c\u9ad8\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6a5f\u68b0\u5b66\u7fd2\u3067\u306f\u3001\u4e00\u9023\u306e\u4e88\u6e2c\u5909\u6570\u3068\u5fdc\u7b54\u5909\u6570\u3092\u4f7f\u7528\u3057\u3066\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u3053\u3068\u304c\u3088\u304f\u3042\u308a\u307e\u3059\u3002\u79c1\u305f\u3061\u306e\u76ee\u6a19\u306f\u3001\u4e88\u6e2c\u5909\u6570\u3092\u52b9\u679c\u7684\u306b\u4f7f\u7528\u3057\u3066\u5fdc\u7b54\u5909\u6570\u306e\u5024\u3092\u4e88\u6e2c\u3067\u304d\u308b\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u3053\u3068\u3067\u3059\u3002 p\u500b\u306e\u5408\u8a08\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30bb\u30c3\u30c8\u304c\u4e0e\u3048\u3089\u308c\u308b\u3068 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