{"id":4225,"date":"2023-07-12T16:42:36","date_gmt":"2023-07-12T16:42:36","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e6%ae%b5%e9%9a%8e%e7%9a%84%e3%81%aa%e5%9b%9e%e5%b8%b0\/"},"modified":"2023-07-12T16:42:36","modified_gmt":"2023-07-12T16:42:36","slug":"%e6%ae%b5%e9%9a%8e%e7%9a%84%e3%81%aa%e5%9b%9e%e5%b8%b0","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e6%ae%b5%e9%9a%8e%e7%9a%84%e3%81%aa%e5%9b%9e%e5%b8%b0\/","title":{"rendered":"Sas \u3067\u6bb5\u968e\u7684\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 (\u4f8b\u3042\u308a)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/\u6bb5\u968e\u5225\u306e\u9078\u629e\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u6bb5\u968e\u7684\u56de\u5e30\u306f<\/a>\u3001\u7d71\u8a08\u7684\u306b\u6709\u52b9\u306a\u5165\u529b\u307e\u305f\u306f\u5165\u529b\u306e\u7406\u7531\u304c\u306a\u304f\u306a\u308b\u307e\u3067\u30e2\u30c7\u30eb\u306b\u6bb5\u968e\u7684\u306b\u4e88\u6e2c\u5b50\u3092\u5165\u529b\u304a\u3088\u3073\u524a\u9664\u3059\u308b\u3053\u3068\u306b\u3088\u308a\u3001\u4e00\u9023\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u304b\u3089\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3067\u304d\u308b\u624b\u9806\u3067\u3059\u3002\u3055\u3089\u306b\u524a\u9664\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6bb5\u968e\u7684\u56de\u5e30\u306e\u76ee\u7684\u306f\u3001 <a href=\"https:\/\/statorials.org\/ja\/\u5909\u6570\u306e\u8aac\u660e\u5fdc\u7b54\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u5fdc\u7b54\u5909\u6570<\/a>\u3068\u7d71\u8a08\u7684\u306b\u6709\u610f\u306b\u95a2\u9023\u3059\u308b\u3059\u3079\u3066\u306e\u4e88\u6e2c\u5909\u6570\u3092\u542b\u3080\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u4f5c\u6210\u3059\u308b\u3053\u3068\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">SAS \u3067\u6bb5\u968e\u7684\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u306b\u306f\u3001 <strong>PROC REG \u3092<\/strong><strong>SELECTION<\/strong>\u30b9\u30c6\u30fc\u30c8\u30e1\u30f3\u30c8\u3068\u3068\u3082\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u4f8b\u306f\u3001\u5b9f\u969b\u306b SAS \u3067\u6bb5\u968e\u7684\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h2><strong><span style=\"color: #000000;\">\u4f8b: SAS \u3067\u306e\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u56de\u5e30\u306e\u5b9f\u884c<\/span><\/strong><\/h2>\n<p><span style=\"color: #000000;\">SAS \u306b\u30014 \u3064\u306e\u4e88\u6e2c\u5909\u6570 (x1\u3001x2\u3001x3\u3001x4) \u3068 1 \u3064\u306e\u5fdc\u7b54\u5909\u6570 (y) \u3092\u542b\u3080\u6b21\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008000;\">\/*create dataset*\/\n<\/span><span style=\"color: #800080;\">data<\/span> my_data;\n    <span style=\"color: #3366ff;\">input<\/span> x1 x2 x3 x4 y;\n    <span style=\"color: #3366ff;\">datalines<\/span> ;\n1 4 10 13 78\n2 4 12 14 81\n5 3 7 10 75\n8 2 13 9 97\n10 5 12 5 95\n14 7 8 6 90\n17 8 10 6 86 \n19 5 15 5 90\n20 5 12 4 93\n21 4 10 3 95\n;\n<span style=\"color: #800080;\">run<\/span> ;\n\n<span style=\"color: #008000;\">\/*view dataset*\/\n<\/span><span style=\"color: #800080;\">proc print<\/span> <span style=\"color: #3366ff;\">data<\/span> =my_data;\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-33455 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/pas-a-pas1.jpg\" alt=\"\" width=\"223\" height=\"297\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u3053\u3053\u3067\u3001\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u3069\u306e\u7d44\u307f\u5408\u308f\u305b\u304c\u6700\u826f\u306e<a href=\"https:\/\/statorials.org\/ja\/\u91cd\u7dda\u5f62\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">\u91cd\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3092<\/a>\u751f\u6210\u3059\u308b\u304b\u3092\u5224\u65ad\u3057\u305f\u3044\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u300c\u6700\u9069\u306a\u300d\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u3064\u3044\u3066\u8a71\u3059\u3068\u304d\u306f\u3001\u7279\u5b9a\u306e\u5c3a\u5ea6\u3092\u6700\u5927\u5316\u307e\u305f\u306f\u6700\u5c0f\u5316\u3059\u308b\u30e2\u30c7\u30eb\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6f5c\u5728\u7684\u306a\u30e2\u30c7\u30eb\u306e\u30b0\u30eb\u30fc\u30d7\u306e\u4e2d\u3067\u3069\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u304c\u6700\u9069\u3067\u3042\u308b\u304b\u3092\u8a55\u4fa1\u3059\u308b\u305f\u3081\u306b\u4e00\u822c\u7684\u306b\u4f7f\u7528\u3055\u308c\u308b 2 \u3064\u306e\u6307\u6a19\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1. \u8abf\u6574\u3055\u308c\u305f R \u4e8c\u4e57<\/strong>:<a href=\"https:\/\/statorials.org\/ja\/\u8abf\u6574\u3055\u308c\u305fr\u4e8c\u4e57\u89e3\u91c8\/\" target=\"_blank\" rel=\"noopener\">\u8abf\u6574\u3055\u308c\u305f R \u4e8c\u4e57\u5024\u306f<\/a>\u3001\u30e2\u30c7\u30eb\u5185\u306e\u4e88\u6e2c\u5b50\u306e\u6570\u306b\u57fa\u3065\u3044\u3066\u8abf\u6574\u3055\u308c\u305f\u30e2\u30c7\u30eb\u306e\u6709\u7528\u6027\u3092\u793a\u3057\u307e\u3059\u3002\u8abf\u6574\u3055\u308c\u305f R \u4e8c\u4e57\u5024\u304c\u6700\u3082\u9ad8\u3044\u30e2\u30c7\u30eb\u304c\u6700\u826f\u3068\u307f\u306a\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2. AIC<\/strong> :<a href=\"https:\/\/statorials.org\/ja\" target=\"_blank\" rel=\"noopener\">\u8d64\u6c60\u60c5\u5831\u91cf\u57fa\u6e96<\/a>(AIC) \u306f\u3001\u3055\u307e\u3056\u307e\u306a\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u9069\u5408\u5ea6\u3092\u6bd4\u8f03\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u308b\u6307\u6a19\u3067\u3059\u3002 AIC \u5024\u304c\u6700\u3082\u4f4e\u3044\u30e2\u30c7\u30eb\u304c\u6700\u826f\u3068\u307f\u306a\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5e78\u3044\u306a\u3053\u3068\u306b\u3001SAS \u3067\u306f<strong>PROC REG<\/strong>\u3068<strong>SELECTION<\/strong>\u30b9\u30c6\u30fc\u30c8\u30e1\u30f3\u30c8\u3092\u4f7f\u7528\u3057\u3066\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u8fd1\u4f3c R \u4e8c\u4e57\u5024\u3068 AIC \u5024\u306e\u4e21\u65b9\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001\u3053\u308c\u3092\u884c\u3046\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008000;\">\/*perform stepwise multiple linear regression*\/\n<\/span><span style=\"color: #800080;\">proc reg<\/span> <span style=\"color: #3366ff;\">data<\/span> =my_data <span style=\"color: #3366ff;\">outest<\/span> =est;\n    <span style=\"color: #3366ff;\">model<\/span> y=x1 x2 x3 x4 \/ selection=adjrsq aic ;\n    <span style=\"color: #3366ff;\">output out<\/span> =out p=pr=r;\n<span style=\"color: #800080;\">run<\/span> ;\n<span style=\"color: #800080;\">quit<\/span> ; \n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-33456\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/pas-a-pas2.jpg\" alt=\"SAS \u3067\u306e\u6bb5\u968e\u7684\u306a\u56de\u5e30\" width=\"436\" height=\"595\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u51fa\u529b\u306b\u306f\u3001\u8003\u3048\u3089\u308c\u308b\u5404\u91cd\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u8fd1\u4f3c R \u4e8c\u4e57\u5024\u3068 AIC \u5024\u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7d50\u679c\u304b\u3089\u3001\u8abf\u6574\u5f8c\u306e R \u4e8c\u4e57\u5024\u304c\u6700\u3082\u9ad8\u304f<em>\u3001<\/em> AIC \u5024\u304c\u6700\u3082\u4f4e\u3044\u5024\u306f\u3001\u4e88\u6e2c\u5909\u6570\u3068\u3057\u3066 x3 \u3068 x4 \u306e\u307f\u3092\u4f7f\u7528\u3059\u308b\u56de\u5e30\u30e2\u30c7\u30eb\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3057\u305f\u304c\u3063\u3066\u3001\u6b21\u306e\u30e2\u30c7\u30eb\u304c\u3059\u3079\u3066\u306e\u53ef\u80fd\u306a\u30e2\u30c7\u30eb\u306e\u4e2d\u3067\u300c\u6700\u826f\u300d\u3067\u3042\u308b\u3068\u5ba3\u8a00\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">y = b <sub>0<\/sub> + b <sub>1<\/sub> (x3) + b <sub>2<\/sub> (x4)<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u7279\u5b9a\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u306f\u6b21\u306e\u30e1\u30c8\u30ea\u30af\u30b9\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u8abf\u6574\u5f8c\u306e R \u4e8c\u4e57\u5024: <strong>0.5923<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">AIC: <strong>34.2921<\/strong><\/span><\/li>\n<\/ul>\n<h2> <span style=\"color: #000000;\"><strong>\u300c\u6700\u9069\u306a\u300d\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u9078\u629e\u306b\u95a2\u3059\u308b\u6ce8\u610f\u4e8b\u9805<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u8abf\u6574\u3055\u308c\u305f R \u4e8c\u4e57\u5024\u304c\u6700\u3082\u9ad8\u3044\u30e2\u30c7\u30eb\u304c\u3001\u5fc5\u305a\u3057\u3082 AIC \u5024\u304c\u6700\u3082\u4f4e\u3044\u3068\u306f\u9650\u3089\u306a\u3044\u3053\u3068\u306b\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3069\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u304c\u6700\u9069\u3067\u3042\u308b\u304b\u3092\u6c7a\u5b9a\u3059\u308b\u5834\u5408\u3001\u8abf\u6574\u3055\u308c\u305f R \u4e8c\u4e57\u3068 AIC \u304c\u5019\u88dc\u3068\u3057\u3066\u6a5f\u80fd\u3057\u307e\u3059\u304c\u3001\u5b9f\u969b\u306e\u4e16\u754c\u3067\u306f\u3001\u3069\u306e\u30e2\u30c7\u30eb\u304c\u6700\u9069\u3067\u3042\u308b\u304b\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f\u3001\u305d\u306e\u5206\u91ce\u306e\u5c02\u9580\u77e5\u8b58\u3092\u4f7f\u7528\u3059\u308b\u5fc5\u8981\u304c\u3042\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u307e\u305f<a href=\"https:\/\/statorials.org\/ja\/\u5039\u7d04\u30e2\u30c6\u3099\u30eb\/\" target=\"_blank\" rel=\"noopener\">\u3001\u5039\u7d04\u7684\u306a\u30e2\u30c7\u30eb<\/a>\u3001\u3064\u307e\u308a\u3001\u3067\u304d\u308b\u3060\u3051\u5c11\u306a\u3044\u4e88\u6e2c\u5b50\u5909\u6570\u3092\u4f7f\u7528\u3057\u3066\u671b\u307e\u3057\u3044\u30ec\u30d9\u30eb\u306e\u9069\u5408\u3092\u9054\u6210\u3059\u308b\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3059\u308b\u3053\u3068\u3082\u8ce2\u660e\u306a\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30bf\u30a4\u30d7\u306e\u30e2\u30c7\u30eb\u306e\u80cc\u5f8c\u306b\u3042\u308b\u63a8\u8ad6\u306f\u3001\u6700\u3082\u5358\u7d14\u306a\u8aac\u660e\u304c\u304a\u305d\u3089\u304f\u6b63\u3057\u3044\u3068\u3044\u3046 <a href=\"https:\/\/en.wikipedia.org\/wiki\/Occam%27s_razor\" target=\"_blank\" rel=\"noopener noreferrer\">\u30aa\u30c3\u30ab\u30e0\u306e\u304b\u307f\u305d\u308a\u306e<\/a>\u8003\u3048\u65b9 (\u300c\u5039\u7d04\u539f\u5247\u300d\u3068\u3082\u547c\u3070\u308c\u307e\u3059) \u306b\u7531\u6765\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7d71\u8a08\u306b\u5f53\u3066\u306f\u3081\u308b\u3068\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u304c\u307b\u3068\u3093\u3069\u306a\u304f\u3066\u3082\u6e80\u8db3\u306e\u3044\u304f\u30ec\u30d9\u30eb\u306e\u9069\u5408\u3092\u9054\u6210\u3059\u308b\u30e2\u30c7\u30eb\u306f\u3001\u5927\u91cf\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u6301\u3061\u3001\u308f\u305a\u304b\u306b\u9ad8\u3044\u30ec\u30d9\u30eb\u306e\u9069\u5408\u306e\u307f\u3092\u9054\u6210\u3059\u308b\u30e2\u30c7\u30eb\u3088\u308a\u3082\u512a\u5148\u3055\u308c\u308b\u3079\u304d\u3067\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\u3001SAS \u3067\u4ed6\u306e\u4e00\u822c\u7684\u306a\u30bf\u30b9\u30af\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ja\/sas-\u3066\u3099\u306e\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/sas-\u3066\u3099\u306e\u91cd\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/sas-\u3066\u3099\u306e\u591a\u9805\u5f0f\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u591a\u9805\u5f0f\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a 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