{"id":3899,"date":"2023-07-14T20:58:55","date_gmt":"2023-07-14T20:58:55","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e4%bf%82%e6%95%b0%e3%83%86%e3%82%b9%e3%83%88r\/"},"modified":"2023-07-14T20:58:55","modified_gmt":"2023-07-14T20:58:55","slug":"%e4%bf%82%e6%95%b0%e3%83%86%e3%82%b9%e3%83%88r","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e4%bf%82%e6%95%b0%e3%83%86%e3%82%b9%e3%83%88r\/","title":{"rendered":"R \u3067 coeftest() \u95a2\u6570\u3092\u4f7f\u7528\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">R \u306e<strong>lmtest<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e<strong>coeftest()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u63a8\u5b9a\u4fc2\u6570\u3054\u3068\u306b t \u691c\u5b9a\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u95a2\u6570\u306f\u6b21\u306e\u57fa\u672c\u69cb\u6587\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><strong><span style=\"color: #000000;\">\u4fc2\u6570\u30c6\u30b9\u30c8(x)<\/span><\/strong><\/p>\n<p><span style=\"color: #000000;\">\u91d1\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>x<\/strong> : \u8fd1\u4f3c\u3055\u308c\u305f\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u540d\u524d<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u4f8b\u306f\u3001\u3053\u306e\u95a2\u6570\u3092\u5b9f\u969b\u306b\u4f7f\u7528\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u4f8b: R \u3067 coeftest() \u95a2\u6570\u3092\u4f7f\u7528\u3059\u308b\u65b9\u6cd5<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">R \u306b\u3001\u30af\u30e9\u30b9\u306e 10 \u4eba\u306e\u751f\u5f92\u306e\u5b66\u7fd2\u6642\u9593\u6570\u3001\u53d7\u9a13\u3057\u305f\u6a21\u64ec\u8a66\u9a13\u306e\u6570\u3001\u304a\u3088\u3073\u6700\u7d42\u8a66\u9a13\u306e\u5f97\u70b9\u3092\u793a\u3059\u6b21\u306e\u30c7\u30fc\u30bf \u30d5\u30ec\u30fc\u30e0\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data frame\n<\/span>df &lt;- data. <span style=\"color: #3366ff;\">frame<\/span> (score=c(77, 79, 84, 85, 88, 99, 95, 90, 92, 94),\n                 hours=c(1, 1, 2, 3, 2, 4, 4, 2, 3, 3),\n                 prac_exams=c(2, 3, 3, 2, 4, 5, 4, 3, 5, 4))\n\n<span style=\"color: #008080;\">#view data frame\n<\/span>df\n\n   score hours prac_exams\n1 77 1 2\n2 79 1 3\n3 84 2 3\n4 85 3 2\n5 88 2 4\n6 99 4 5\n7 95 4 4\n8 90 2 3\n9 92 3 5\n10 94 3 4\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u3053\u3053\u3067\u3001\u6b21\u306e\u91cd\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3092 R \u306b\u5f53\u3066\u306f\u3081\u305f\u3044\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8a66\u9a13\u306e\u30b9\u30b3\u30a2 = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> (\u6642\u9593\u6570) + \u03b2 <sub>2<\/sub> (\u5b9f\u6280\u8a66\u9a13)<\/span><\/p>\n<p> <span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/r\u306elm\u95a2\u6570\/\" target=\"_blank\" rel=\"noopener\">lm()<\/a>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u3053\u306e\u30e2\u30c7\u30eb\u3092\u9069\u5fdc\u3055\u305b\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#fit multiple linear regression model\n<\/span>fit &lt;- lm(score ~ hours + prac_exams, data=df)\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001 <strong>coeftest()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u30e2\u30c7\u30eb\u5185\u306e\u8fd1\u4f3c\u56de\u5e30\u4fc2\u6570\u3054\u3068\u306b t \u691c\u5b9a\u3092\u5b9f\u884c\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: #008000;\">library<\/span> (lmtest)<\/span>\n\n#perform t-test for each coefficient in model<\/span>\ncoeftest(fit)\n\nt test of coefficients:\n\n            Estimate Std. Error t value Pr(&gt;|t|)    \n(Intercept) 68.40294 2.87227 23.8150 5.851e-08 ***\nhours 4.19118 0.99612 4.2075 0.003998 ** \nprac_exams 2.69118 0.99612 2.7017 0.030566 *  \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">t \u691c\u5b9a\u7d71\u8a08\u91cf\u3068\u5bfe\u5fdc\u3059\u308b p \u5024\u304c t \u691c\u5b9a\u3054\u3068\u306b\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u5207\u7247<\/strong>: t = 23.8150\u3001p = &lt;0.000<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u6642\u9593<\/strong>: t = 4.2075\u3001p = 0.003998<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>prac_exams<\/strong> : t = 2.7017\u3001p = 0.030566<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u5404 t \u691c\u5b9a\u306b\u5bfe\u3057\u3066\u6b21\u306e\u5e30\u7121\u4eee\u8aac\u3068\u5bfe\u7acb\u4eee\u8aac\u3092\u4f7f\u7528\u3059\u308b\u3053\u3068\u306b\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : \u03b2 <sub>i<\/sub> = 0 (\u50be\u304d\u306f\u30bc\u30ed\u306b\u7b49\u3057\u3044)<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : \u03b2 <sub>i<\/sub> \u2260 0 (\u50be\u304d\u306f\u30bc\u30ed\u3067\u306f\u3042\u308a\u307e\u305b\u3093)<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">t \u691c\u5b9a\u306e p \u5024\u304c\u7279\u5b9a\u306e\u3057\u304d\u3044\u5024 (\u4f8b: \u03b1 = 0.05) \u3092\u4e0b\u56de\u308b\u5834\u5408\u3001\u5e30\u7121\u4eee\u8aac\u306f\u68c4\u5374\u3055\u308c\u3001\u4e88\u6e2c\u5909\u6570\u3068\u5fdc\u7b54\u5909\u6570\u306e\u9593\u306b\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3068\u7d50\u8ad6\u4ed8\u3051\u3089\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5404 t \u691c\u5b9a\u306e p \u5024\u306f 0.05 \u672a\u6e80\u3067\u3042\u308b\u305f\u3081\u3001\u30e2\u30c7\u30eb\u5185\u306e\u5404\u4e88\u6e2c\u5909\u6570\u306f\u5fdc\u7b54\u5909\u6570\u3068\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3068\u7d50\u8ad6\u4ed8\u3051\u3089\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u4f8b\u306e\u30b3\u30f3\u30c6\u30ad\u30b9\u30c8\u3067\u306f\u3001\u52c9\u5f37\u306b\u8cbb\u3084\u3057\u305f\u6642\u9593\u3068\u53d7\u9a13\u3057\u305f\u6a21\u64ec\u8a66\u9a13\u306e\u56de\u6570\u306f\u4e21\u65b9\u3068\u3082\u3001\u751f\u5f92\u306e\u6700\u7d42\u8a66\u9a13\u306e\u6210\u7e3e\u3092\u7d71\u8a08\u7684\u306b\u6709\u610f\u306b\u4e88\u6e2c\u3059\u308b\u56e0\u5b50\u3067\u3042\u308b\u3068\u8a00\u3048\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u306e\u7dda\u5f62\u56de\u5e30\u306b\u95a2\u3059\u308b\u8ffd\u52a0\u60c5\u5831\u3092\u63d0\u4f9b\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ja\/r-\u306e\u56de\u5e30\u51fa\u529b\u3092\u89e3\u91c8\u3059\u308b\/\" target=\"_blank\" rel=\"noopener\">R \u3067\u56de\u5e30\u51fa\u529b\u3092\u89e3\u91c8\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/r-\u3066\u3099\u306e\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">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\">R \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/>R \u3067\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/p>\n","protected":false},"excerpt":{"rendered":"<p>R \u306elmtest\u30d1\u30c3\u30b1\u30fc\u30b8\u306ecoeftest()\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u63a8\u5b9a\u4fc2\u6570\u3054\u3068\u306b t \u691c\u5b9a\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002 \u3053\u306e\u95a2\u6570\u306f\u6b21\u306e\u57fa\u672c\u69cb\u6587\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002 \u4fc2\u6570\u30c6\u30b9\u30c8(x) \u91d1\uff1a x : \u8fd1\u4f3c\u3055\u308c\u305f\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u540d\u524d \u6b21 [&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-3899","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - 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