{"id":1180,"date":"2023-07-27T09:18:03","date_gmt":"2023-07-27T09:18:03","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e6%ae%b5%e9%9a%8e%e5%88%a5%e3%81%ae%e9%81%b8%e6%8a%9e\/"},"modified":"2023-07-27T09:18:03","modified_gmt":"2023-07-27T09:18:03","slug":"%e6%ae%b5%e9%9a%8e%e5%88%a5%e3%81%ae%e9%81%b8%e6%8a%9e","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e6%ae%b5%e9%9a%8e%e5%88%a5%e3%81%ae%e9%81%b8%e6%8a%9e\/","title":{"rendered":"\u6bb5\u968e\u7684\u9078\u629c\u3068\u306f\u4f55\u3067\u3059\u304b? (\u8aac\u660e\u3068\u4f8b)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u6a5f\u68b0\u5b66\u7fd2\u306e\u5206\u91ce\u306b\u304a\u3051\u308b\u79c1\u305f\u3061\u306e\u76ee\u6a19\u306f\u3001\u4e00\u9023\u306e\u4e88\u6e2c\u5909\u6570\u3092\u52b9\u679c\u7684\u306b\u4f7f\u7528\u3057\u3066<a href=\"https:\/\/statorials.org\/ja\/\u5909\u6570\u306e\u8aac\u660e\u5fdc\u7b54\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u5fdc\u7b54\u5909\u6570<\/a>\u306e\u5024\u3092\u4e88\u6e2c\u3067\u304d\u308b\u30e2\u30c7\u30eb\u3092\u4f5c\u6210\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;\">\u6700\u9069\u306a\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3067\u304d\u308b 1 \u3064\u306e\u65b9\u6cd5\u306f\u3001 <a href=\"https:\/\/statorials.org\/ja\/\u30b5\u30d5\u3099\u30bb\u30c3\u30c8\u306e\u6700\u9069\u306a\u9078\u629e\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u6700\u9069\u30b5\u30d6\u30bb\u30c3\u30c8\u9078\u629e<\/a>\u3068\u3057\u3066\u77e5\u3089\u308c\u3066\u304a\u308a\u3001\u4e88\u6e2c\u5b50\u306e\u30bb\u30c3\u30c8\u3092\u4f7f\u7528\u3057\u3066\u69cb\u7bc9\u3067\u304d\u308b<em>\u3059\u3079\u3066\u306e<\/em>\u53ef\u80fd\u306a\u30e2\u30c7\u30eb\u304b\u3089\u6700\u9069\u306a\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3057\u3088\u3046\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b8b\u5ff5\u306a\u304c\u3089\u3001\u3053\u306e\u65b9\u6cd5\u306b\u306f\u6b21\u306e 2 \u3064\u306e\u6b20\u70b9\u304c\u3042\u308a\u307e\u3059\u3002<\/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 <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\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u9078\u629e\u3059\u308b\u4ee3\u308f\u308a\u306e\u65b9\u6cd5\u306f\u3001<strong>\u6bb5\u968e\u7684\u9078\u629e<\/strong>\u3068\u3057\u3066\u77e5\u3089\u308c\u3066\u304a\u308a\u3001\u306f\u308b\u304b\u306b\u5c0f\u3055\u3044\u30e2\u30c7\u30eb\u306e\u30bb\u30c3\u30c8\u3092\u6bd4\u8f03\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u30b9\u30c6\u30c3\u30d7\u306e\u9078\u629e\u65b9\u6cd5\u306b\u306f\u3001\u524d\u30b9\u30c6\u30c3\u30d7\u9078\u629e\u3068\u5f8c\u30b9\u30c6\u30c3\u30d7\u9078\u629e\u306e 2 \u7a2e\u985e\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u6bb5\u968e\u7684\u306b\u9032\u3080\u9078\u629e<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u306e\u524d\u65b9\u9078\u629e\u306f\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 = 0\u30012\u3001\u2026 p-1 \u306e\u5834\u5408:<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u8ffd\u52a0\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001M <sub>k<\/sub>\u306e\u4e88\u6e2c\u5b50\u3092\u5897\u52a0\u3055\u305b\u308b\u3059\u3079\u3066\u306e pk \u30e2\u30c7\u30eb\u3092\u8fd1\u4f3c\u3057\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u3053\u308c\u3089\u306e pk \u30e2\u30c7\u30eb\u306e\u4e2d\u304b\u3089\u6700\u9069\u306a\u3082\u306e\u3092\u9078\u629e\u3057\u3001\u305d\u308c\u3092 M <sub>k+1<\/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<h3><span style=\"color: #000000;\"><strong>\u6bb5\u968e\u7684\u306b\u5f8c\u65b9\u9078\u629e<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u9006\u65b9\u5411\u30b9\u30c6\u30c3\u30d7\u306e\u9078\u629e\u306f\u6b21\u306e\u3088\u3046\u306b\u6a5f\u80fd\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1.<\/strong> M <sub>p<\/sub>\u3092\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u3068\u3057\u3001 <em>p \u500b<\/em>\u306e\u3059\u3079\u3066\u306e\u4e88\u6e2c\u5909\u6570\u3092\u542b\u307f\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2.<\/strong> k = p\u3001p-1\u3001\u2026 1 \u306e\u5834\u5408:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><sub>Mk<\/sub>\u306b 1 \u3064\u3092\u9664\u304f\u3059\u3079\u3066\u306e\u4e88\u6e2c\u5b50\u3092\u542b\u3080 k \u500b\u306e\u30e2\u30c7\u30eb\u3092\u3059\u3079\u3066\u8fd1\u4f3c\u3057\u3001\u5408\u8a08 k-1 \u500b\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u6c42\u3081\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u3053\u308c\u3089\u306e k \u500b\u306e\u30e2\u30c7\u30eb\u306e\u4e2d\u304b\u3089\u6700\u9069\u306a\u3082\u306e\u3092\u9078\u629e\u3057\u3001\u305d\u308c\u3092 M <sub>k-1<\/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<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;\">\u6bb5\u968e\u7684\u306a\u9806\u65b9\u5411\u304a\u3088\u3073\u9006\u65b9\u5411\u306e\u9078\u629e\u306e\u6700\u7d42\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 low \u304c\u6700\u3082\u9ad8\u3044\u30e2\u30c7\u30eb\u3001\u307e\u305f\u306f\u8abf\u6574\u3055\u308c\u305f R <sup>2<\/sup>\u304c\u6700\u3082\u9ad8\u3044\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u3053\u3068\u3067\u3059\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>\u6bb5\u968e\u7684\u9078\u629e\u306e\u30e1\u30ea\u30c3\u30c8\u3068\u30c7\u30e1\u30ea\u30c3\u30c8<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6bb5\u968e\u7684\u9078\u629e\u306b\u306f\u6b21\u306e<strong>\u5229\u70b9<\/strong>\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u65b9\u6cd5\u306f\u3001\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u9078\u629e\u3059\u308b\u3088\u308a\u3082\u8a08\u7b97\u52b9\u7387\u304c\u9ad8\u304f\u306a\u308a\u307e\u3059\u3002 <em>p \u500b\u306e<\/em>\u4e88\u6e2c\u5909\u6570\u304c\u3042\u308b\u5834\u5408\u3001\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u306e\u9078\u629e\u306f 2 <sup>p<\/sup>\u30e2\u30c7\u30eb\u306b\u5bfe\u5fdc\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u9006\u306b\u3001\u6bb5\u968e\u7684\u9078\u629e\u306f 1+p(p+ 1)\/2 \u30e2\u30c7\u30eb\u306e\u307f\u306b\u9069\u5408\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002 p = 10 \u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u5834\u5408\u3001\u6700\u9069\u306a\u30b5\u30d6\u30bb\u30c3\u30c8\u9078\u629e\u306f 1,000 \u306e\u30e2\u30c7\u30eb\u306b\u9069\u5408\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u304c\u3001\u6bb5\u968e\u7684\u306a\u9078\u629e\u306f 56 \u306e\u30e2\u30c7\u30eb\u306b\u306e\u307f\u9069\u5408\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3060\u3057\u3001\u6bb5\u968e\u7684\u9078\u629e\u306b<strong>\u306f\u6b21\u306e\u3088\u3046\u306a\u6f5c\u5728\u7684\u306a\u6b20\u70b9\u304c\u3042\u308a\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: 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p\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\u6700\u9069\u306a\u30e2 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-1180","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u6bb5\u968e\u7684\u9078\u629c\u3068\u306f\u4f55\u3067\u3059\u304b? \uff08\u8aac\u660e\u3068\u4f8b\uff09<\/title>\n<meta name=\"description\" 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