{"id":1255,"date":"2023-07-27T02:53:55","date_gmt":"2023-07-27T02:53:55","guid":{"rendered":"https:\/\/statorials.org\/ja\/r-%e3%81%a6%e3%82%99%e3%81%ae%e5%b0%a4%e5%ba%a6%e6%af%94%e6%a4%9c%e5%ae%9a\/"},"modified":"2023-07-27T02:53:55","modified_gmt":"2023-07-27T02:53:55","slug":"r-%e3%81%a6%e3%82%99%e3%81%ae%e5%b0%a4%e5%ba%a6%e6%af%94%e6%a4%9c%e5%ae%9a","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r-%e3%81%a6%e3%82%99%e3%81%ae%e5%b0%a4%e5%ba%a6%e6%af%94%e6%a4%9c%e5%ae%9a\/","title":{"rendered":"R \u3067\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3067\u306f\u3001<\/strong> 2 \u3064\u306e\u30cd\u30b9\u30c8\u3055\u308c\u305f\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u9069\u5408\u5ea6\u3092\u6bd4\u8f03\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/\u5165\u308c\u5b50\u306b\u306a\u3063\u305f\u30e2\u30c6\u3099\u30eb\/\" target=\"_blank\" rel=\"noopener\">\u30cd\u30b9\u30c8\u3055\u308c\u305f\u30e2\u30c7\u30eb\u306f\u3001<\/a>\u56de\u5e30\u30e2\u30c7\u30eb\u5168\u4f53\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u542b\u3080\u5358\u306a\u308b\u30e2\u30c7\u30eb\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3068\u3048\u3070\u30014 \u3064\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u542b\u3080\u6b21\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">Y = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> \u00d7 <sub>1<\/sub> + \u03b2 <sub>2<\/sub> \u00d7 <sub>2<\/sub> + \u03b2 <sub>3<\/sub> \u00d7 <sub>3<\/sub> + \u03b2 <sub>4<\/sub> \u00d7 <sub>4<\/sub> + \u03b5<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5165\u308c\u5b50\u306b\u306a\u3063\u305f\u30e2\u30c7\u30eb\u306e\u4f8b\u306f\u3001\u5143\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u304c 2 \u3064\u3060\u3051\u3042\u308b\u6b21\u306e\u30e2\u30c7\u30eb\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">Y = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> \u00d7 <sub>1<\/sub> + \u03b2 <sub>2<\/sub> \u00d7 <sub>2<\/sub> + \u03b5<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u3089 2 \u3064\u306e\u30e2\u30c7\u30eb\u304c\u5927\u304d\u304f\u7570\u306a\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u306b\u306f\u3001\u6b21\u306e\u5e30\u7121\u4eee\u8aac\u3068\u5bfe\u7acb\u4eee\u8aac\u3092\u4f7f\u7528\u3059\u308b\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong>\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u3068\u30cd\u30b9\u30c8\u3055\u308c\u305f\u30e2\u30c7\u30eb\u306f\u30c7\u30fc\u30bf\u306b\u540c\u69d8\u306b\u3088\u304f\u9069\u5408\u3057\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001<strong>\u30cd\u30b9\u30c8\u3055\u308c\u305f\u30e2\u30c7\u30eb\u3092\u4f7f\u7528\u3059\u308b<\/strong>\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong>\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u306f\u3001\u5165\u308c\u5b50\u306b\u306a\u3063\u305f\u30e2\u30c7\u30eb\u3088\u308a\u3082\u306f\u308b\u304b\u306b\u3088\u304f\u30c7\u30fc\u30bf\u306b\u9069\u5408\u3057\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001<strong>\u5b8c\u5168\u306a\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8\u3092\u4f7f\u7528\u3059\u308b<\/strong>\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u691c\u5b9a\u306e p \u5024\u304c\u7279\u5b9a\u306e\u6709\u610f\u30ec\u30d9\u30eb (\u4f8b: 0.05) \u3092\u4e0b\u56de\u3063\u3066\u3044\u308b\u5834\u5408\u3001\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3057\u3001\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u304c\u5927\u5e45\u306b\u826f\u597d\u306a\u9069\u5408\u3092\u63d0\u4f9b\u3059\u308b\u3068\u7d50\u8ad6\u4ed8\u3051\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u4f8b\u306f\u3001R \u3067\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f8b: R \u3067\u306e\u5c24\u5ea6\u6bd4\u691c\u5b9a<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001\u7d44\u307f\u8fbc\u307f\u306e<strong>mtcars<\/strong>\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u7528\u3057\u3066\u3001\u6b21\u306e 2 \u3064\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u3092 R \u3067\u8fd1\u4f3c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30d5\u30eb\u30e2\u30c7\u30eb:<\/strong> mpg = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub>\u5229\u7528\u53ef\u80fd + \u03b2 <sub>2<\/sub>\u70ad\u6c34\u5316\u7269 + \u03b2 <sub>3<\/sub> hp + \u03b2 <sub>4<\/sub>\u30b7\u30ea\u30f3\u30c0\u30fc<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30e2\u30c7\u30eb:<\/strong> mpg = \u03b2 <sub>0<\/sub> + \u5229\u7528\u53ef\u80fd\u306a \u03b2 <sub>1<\/sub> + \u03b2 <sub>2<\/sub>\u70ad\u6c34\u5316\u7269<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>lmtest<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e<strong>lrtest()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u3053\u308c\u3089 2 \u3064\u306e\u30e2\u30c7\u30eb\u306b\u5bfe\u3057\u3066\u5c24\u5ea6\u6bd4\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #993300;\">library<\/span> (lmtest)<\/span>\n\n#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 likelihood ratio test for differences in models\n<\/span>lrtest(model_full, model_reduced)\n\nLikelihood ratio test\n\nModel 1: mpg ~ disp + carb + hp + cyl\nModel 2: mpg ~ available + carb\n  #Df LogLik Df Chisq Pr(&gt;Chisq)\n1 6 -77.558                     \n2 4 -78.603 -2 2.0902 0.3517<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u7d50\u679c\u304b\u3089\u3001\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u7d71\u8a08\u91cf\u306f<strong>2.0902<\/strong>\u3067\u3001\u5bfe\u5fdc\u3059\u308b p \u5024\u306f<strong>0.3517<\/strong>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e p \u5024\u306f 0.05 \u672a\u6e80\u3067\u306f\u306a\u3044\u305f\u3081\u3001\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u307e\u305b\u3093\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u306f\u3001\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u3068\u30cd\u30b9\u30c8\u3055\u308c\u305f\u30e2\u30c7\u30eb\u304c\u30c7\u30fc\u30bf\u306b\u540c\u7b49\u306b\u3088\u304f\u9069\u5408\u3059\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u5b8c\u5168\u306a\u30e2\u30c7\u30eb\u306b\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u8ffd\u52a0\u3057\u3066\u3082\u9069\u5408\u5ea6\u304c\u5927\u5e45\u306b\u5411\u4e0a\u3057\u306a\u3044\u305f\u3081\u3001\u5165\u308c\u5b50\u306b\u306a\u3063\u305f\u30e2\u30c7\u30eb\u3092\u4f7f\u7528\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001\u5225\u306e\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3092\u5b9f\u884c\u3057\u3066\u3001\u5358\u4e00\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u6301\u3064\u30e2\u30c7\u30eb\u304c\u4e21\u65b9\u306e\u4e88\u6e2c\u5b50\u3092\u6301\u3064\u30e2\u30c7\u30eb\u3068\u5927\u304d\u304f\u7570\u306a\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #993300;\">library<\/span> (lmtest)<\/span>\n\n#fit full model<\/span>\nmodel_full &lt;- lm(mpg ~ disp + carb, data = mtcars)\n\n<span style=\"color: #008080;\">#fit reduced model\n<\/span>model_reduced &lt;- lm(mpg ~ disp, data = mtcars)\n\n<span style=\"color: #008080;\">#perform likelihood ratio test for differences in models\n<\/span>lrtest(model_full, model_reduced)\n\nLikelihood ratio test\n\nModel 1: mpg ~ available + carb\nModel 2: mpg ~ available\n  #Df LogLik Df Chisq Pr(&gt;Chisq)   \n1 4 -78.603                        \n2 3 -82.105 -1 7.0034 0.008136 **\n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u7d50\u679c\u304b\u3089\u3001\u5c24\u5ea6\u6bd4\u691c\u5b9a\u306e p \u5024\u306f<strong>0.008136<\/strong>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3053\u306e\u6570\u5024\u306f 0.05 \u672a\u6e80\u3067\u3042\u308b\u305f\u3081\u3001\u5e30\u7121\u4eee\u8aac\u306f\u68c4\u5374\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3057\u305f\u304c\u3063\u3066\u30012 \u3064\u306e\u4e88\u6e2c\u5b50\u30e2\u30c7\u30eb\u306f\u3001\u5358\u4e00\u306e\u4e88\u6e2c\u5b50\u30e2\u30c7\u30eb\u306b\u6bd4\u3079\u3066\u9069\u5408\u5ea6\u304c\u5927\u5e45\u306b\u5411\u4e0a\u3059\u308b\u3068\u7d50\u8ad6\u4ed8\u3051\u3089\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3057\u305f\u304c\u3063\u3066\u3001\u6700\u7d42\u7684\u306a\u30e2\u30c7\u30eb\u306f\u6b21\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">mpg = \u03b2 <sub>0<\/sub> + \u5229\u7528\u53ef\u80fd\u306a\u03b2 <sub>1<\/sub> + \u03b2 <sub>2<\/sub>\u70ad\u6c34\u5316\u7269<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h3>\n<p><a href=\"https:\/\/statorials.org\/ja\/r-\u3066\u3099\u306e\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u91cd\u7dda\u5f62\u56de\u5e30r\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/r\u306e\u30b3\u30fc\u30c8\u3099\u306e\u610f\u5473\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067\u610f\u5473\u30b3\u30fc\u30c9\u3092\u89e3\u91c8\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5c24\u5ea6\u6bd4\u691c\u5b9a\u3067\u306f\u3001 2 \u3064\u306e\u30cd\u30b9\u30c8\u3055\u308c\u305f\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u9069\u5408\u5ea6\u3092\u6bd4\u8f03\u3057\u307e\u3059\u3002 \u30cd\u30b9\u30c8\u3055\u308c\u305f\u30e2\u30c7\u30eb\u306f\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5168\u4f53\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u30b5\u30d6\u30bb\u30c3\u30c8\u3092\u542b\u3080\u5358\u306a\u308b\u30e2\u30c7\u30eb\u3067\u3059\u3002 \u305f\u3068\u3048\u3070\u30014 \u3064\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u542b\u3080\u6b21\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u304c\u3042\u308b\u3068\u3057\u307e\u3059 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