{"id":612,"date":"2023-07-29T08:04:23","date_gmt":"2023-07-29T08:04:23","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e9%87%8d%e5%9b%9e%e5%b8%b0%e7%b5%b1%e8%a8%88\/"},"modified":"2023-07-29T08:04:23","modified_gmt":"2023-07-29T08:04:23","slug":"%e9%87%8d%e5%9b%9e%e5%b8%b0%e7%b5%b1%e8%a8%88","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e9%87%8d%e5%9b%9e%e5%b8%b0%e7%b5%b1%e8%a8%88\/","title":{"rendered":"Stata \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u91cd\u7dda\u5f62\u56de\u5e30\u306f\u3001<\/strong>\u8907\u6570\u306e\u8aac\u660e\u5909\u6570\u3068\u5fdc\u7b54\u5909\u6570\u306e\u9593\u306e\u95a2\u4fc2\u3092\u7406\u89e3\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3067\u304d\u308b\u65b9\u6cd5\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001Stata \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u4f8b: Stata \u3067\u306e\u91cd\u56de\u5e30<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u30ac\u30ed\u30f3\u3042\u305f\u308a\u306e\u8d70\u884c\u30de\u30a4\u30eb\u6570\u3068\u91cd\u91cf\u304c\u8eca\u306e\u4fa1\u683c\u306b\u5f71\u97ff\u3092\u4e0e\u3048\u308b\u304b\u3069\u3046\u304b\u3092\u77e5\u308a\u305f\u3044\u3068\u3057\u307e\u3059\u3002\u3053\u308c\u3092\u30c6\u30b9\u30c8\u3059\u308b\u305f\u3081\u306b\u3001\u30ac\u30ed\u30f3\u3042\u305f\u308a\u306e\u30de\u30a4\u30eb\u3068\u91cd\u91cf\u3092 2 \u3064\u306e\u8aac\u660e\u5909\u6570\u3068\u3057\u3066\u3001\u4fa1\u683c\u3092\u5fdc\u7b54\u5909\u6570\u3068\u3057\u3066\u4f7f\u7528\u3057\u3066\u91cd\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">Stata \u3067\u6b21\u306e\u624b\u9806\u3092\u5b9f\u884c\u3057\u300174 \u53f0\u306e\u7570\u306a\u308b\u8eca\u306e\u30c7\u30fc\u30bf\u304c\u542b\u307e\u308c\u308b<em>auto<\/em>\u3068\u3044\u3046\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u4f7f\u7528\u3057\u3066\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 1: \u30c7\u30fc\u30bf\u3092\u30ed\u30fc\u30c9\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u30b3\u30de\u30f3\u30c9 \u30dc\u30c3\u30af\u30b9\u306b\u6b21\u306e\u3088\u3046\u306b\u5165\u529b\u3057\u3066\u30c7\u30fc\u30bf\u3092\u30ed\u30fc\u30c9\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p> <span style=\"color: #000000;\"><strong>https:\/\/www.stata-press.com\/data\/r13\/auto \u3092\u4f7f\u7528\u3057\u3066\u304f\u3060\u3055\u3044<\/strong><\/span><\/p>\n<\/blockquote>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 2: \u30c7\u30fc\u30bf\u306e\u6982\u8981\u3092\u53d6\u5f97\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u30b3\u30de\u30f3\u30c9 \u30dc\u30c3\u30af\u30b9\u306b\u6b21\u306e\u3088\u3046\u306b\u5165\u529b\u3059\u308b\u3068\u3001\u4f5c\u696d\u3057\u3066\u3044\u308b\u30c7\u30fc\u30bf\u3092\u3059\u3070\u3084\u304f\u7406\u89e3\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><strong><span style=\"color: #000000;\">\u8981\u7d04\u3059\u308b<\/span><\/strong><\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-5755 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/simpleregressionstata1.png\" alt=\"Stata \u3067\u30c7\u30fc\u30bf\u3092\u8981\u7d04\u3059\u308b\" width=\"585\" height=\"406\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u306f 12 \u306e\u7570\u306a\u308b\u5909\u6570\u304c\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u304c\u3001\u95a2\u5fc3\u304c\u3042\u308b\u306e\u306f<em>mpg<\/em> \u3001 <em>weight<\/em> \u3001 <em>price<\/em>\u3060\u3051\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u3089 3 \u3064\u306e\u5909\u6570\u306b\u95a2\u3059\u308b\u6b21\u306e\u57fa\u672c\u7684\u306a\u8981\u7d04\u7d71\u8a08\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u4fa1\u683c |<\/strong>\u5e73\u5747 = 6,165 \u30c9\u30eb\u3001\u6700\u5c0f = 3,291 \u30c9\u30eb\u3001\u6700\u5927 15,906 \u30c9\u30eb<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>mpg |<\/strong>\u5e73\u5747 = 21.29\u3001\u6700\u5c0f = 12\u3001\u6700\u5927 = 41<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u91cd\u91cf |<\/strong>\u5e73\u5747 = 3,019 \u30dd\u30f3\u30c9\u3001\u6700\u5c0f = 1,760 \u30dd\u30f3\u30c9\u3001\u6700\u5927 = 4,840 \u30dd\u30f3\u30c9<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 3: \u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u30b3\u30de\u30f3\u30c9 \u30dc\u30c3\u30af\u30b9\u306b\u6b21\u306e\u3088\u3046\u306b\u5165\u529b\u3057\u3001\u8aac\u660e\u5909\u6570\u3068\u3057\u3066 mpg \u3068\u91cd\u91cf\u3092\u3001\u5fdc\u7b54\u5909\u6570\u3068\u3057\u3066\u4fa1\u683c\u3092\u4f7f\u7528\u3057\u3066\u91cd\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\"><strong>\u56de\u5e30\u4fa1\u683c mpg \u91cd\u91cf<\/strong><\/span><\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-5766 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/multipleregstata1.png\" alt=\"Stata \u3067\u306e\u91cd\u56de\u5e30\u51fa\u529b\" width=\"546\" height=\"262\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u7d50\u679c\u5185\u306e\u6700\u3082\u8208\u5473\u6df1\u3044\u6570\u5024\u3092\u89e3\u91c8\u3059\u308b\u65b9\u6cd5\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u78ba\u7387 &gt; F:<\/strong> 0.000\u3002\u3053\u308c\u306f\u5168\u4f53\u7684\u306a\u56de\u5e30\u306e p \u5024\u3067\u3059\u3002\u3053\u306e\u5024\u306f 0.05 \u672a\u6e80\u3067\u3042\u308b\u305f\u3081\u3001 <em>mpg<\/em>\u3068<em>Weight<\/em>\u306e\u7d44\u307f\u5408\u308f\u305b\u8aac\u660e\u5909\u6570\u304c\u5fdc\u7b54\u5909\u6570<em>Price<\/em>\u3068\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>R 2 \u4e57:<\/strong> 0.2934\u3002\u3053\u308c\u306f\u3001\u8aac\u660e\u5909\u6570\u306b\u3088\u3063\u3066\u8aac\u660e\u3067\u304d\u308b\u5fdc\u7b54\u5909\u6570\u306e\u5206\u6563\u306e\u5272\u5408\u3067\u3059\u3002\u3053\u306e\u4f8b\u3067\u306f\u3001\u4fa1\u683c\u5909\u52d5\u306e 29.34% \u306f mpg \u3068\u91cd\u91cf\u3067\u8aac\u660e\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u4fc2\u6570 (mpg):<\/strong> -49.512\u3002\u3053\u308c\u306f\u3001<em>\u91cd\u91cf\u304c\u4e00\u5b9a\u306e\u307e\u307e\u3067\u3042\u308b\u3068\u4eee\u5b9a\u3057\u305f\u5834\u5408<\/em>\u3001mpg \u306e 1 \u5358\u4f4d\u306e\u5897\u52a0\u306b\u4f34\u3046\u4fa1\u683c\u306e\u5e73\u5747\u5909\u5316\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u306e\u4f8b\u3067\u306f\u3001\u91cd\u91cf\u304c\u4e00\u5b9a\u306e\u307e\u307e\u3067\u3042\u308b\u3068\u4eee\u5b9a\u3059\u308b\u3068\u3001mpg \u304c 1 \u5358\u4f4d\u5897\u52a0\u3059\u308b\u305f\u3073\u306b\u3001\u4fa1\u683c\u304c\u5e73\u5747\u7d04 49.51 \u30c9\u30eb\u6e1b\u5c11\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3068\u3048\u3070\u3001\u8eca A \u3068 B \u306e\u91cd\u91cf\u304c\u4e21\u65b9\u3068\u3082 2,000 \u30dd\u30f3\u30c9\u3067\u3042\u308b\u3068\u4eee\u5b9a\u3057\u307e\u3059\u3002\u8eca A \u306e\u71c3\u8cbb\u304c 20 mpg \u3067\u3001\u8eca B \u306e\u71c3\u8cbb\u304c 19 mpg \u3057\u304b\u306a\u3044\u5834\u5408\u3001\u8eca A \u306e\u4fa1\u683c\u306f\u8eca B \u306e\u4fa1\u683c\u3088\u308a 49.51 \u30c9\u30eb\u5b89\u304f\u306a\u308b\u3068\u4e88\u60f3\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>P&gt;|t| (mpg):<\/strong> 0.567\u3002\u3053\u308c\u306f\u3001mpg \u306e\u691c\u5b9a\u7d71\u8a08\u91cf\u306b\u95a2\u9023\u4ed8\u3051\u3089\u308c\u305f p \u5024\u3067\u3059\u3002\u3053\u306e\u5024\u306f 0.05 \u672a\u6e80\u3067\u306f\u306a\u3044\u305f\u3081\u3001mpg \u304c\u4fa1\u683c\u3068\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3068\u3044\u3046\u8a3c\u62e0\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u4fc2\u6570 (\u91cd\u91cf):<\/strong> 1,746\u3002\u3053\u308c\u306f\u3001 <em>mpg \u304c\u4e00\u5b9a\u3067\u3042\u308b\u3068\u4eee\u5b9a\u3057\u305f\u5834\u5408<\/em>\u3001\u91cd\u91cf\u306e 1 \u5358\u4f4d\u306e\u5897\u52a0\u306b\u4f34\u3046\u4fa1\u683c\u306e\u5e73\u5747\u5909\u5316\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u306e\u4f8b\u3067\u306f\u3001mpg \u304c\u4e00\u5b9a\u3067\u3042\u308b\u3068\u4eee\u5b9a\u3059\u308b\u3068\u3001\u91cd\u91cf\u304c 1 \u5358\u4f4d\u5897\u52a0\u3059\u308b\u305f\u3073\u306b\u3001\u4fa1\u683c\u304c\u5e73\u5747\u7d04 1.74 \u30c9\u30eb\u5897\u52a0\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3068\u3048\u3070\u3001\u8eca A \u3068\u8eca B \u306e\u71c3\u8cbb\u304c\u4e21\u65b9\u3068\u3082 20 mpg \u3060\u3068\u3057\u307e\u3059\u3002\u8eca A \u306e\u91cd\u91cf\u304c\u8eca B \u3088\u308a 1 \u30dd\u30f3\u30c9\u91cd\u3044\u5834\u5408\u3001\u8eca A \u306e\u4fa1\u683c\u306f 1.74 \u30c9\u30eb\u9ad8\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>P&gt;|t| \uff08\u91cd\u91cf\uff09\uff1a<\/strong> 0.008\u3002\u3053\u308c\u306f\u3001\u4f53\u91cd\u306e\u691c\u5b9a\u7d71\u8a08\u91cf\u306b\u95a2\u9023\u4ed8\u3051\u3089\u308c\u305f p \u5024\u3067\u3059\u3002\u3053\u306e\u5024\u306f 0.05 \u672a\u6e80\u3067\u3042\u308b\u305f\u3081\u3001\u91cd\u91cf\u3068\u4fa1\u683c\u306b\u306f\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3068\u8a00\u3048\u308b\u5341\u5206\u306a\u8a3c\u62e0\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u4fc2\u6570 (_cons):<\/strong> 1946.069\u3002\u3053\u308c\u306f\u3001mpg \u3068\u91cd\u91cf\u304c\u30bc\u30ed\u306e\u5834\u5408\u306e\u8eca\u306e\u5e73\u5747\u4fa1\u683c\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u306e\u4f8b\u3067\u306f\u3001\u91cd\u91cf\u3068mpg\u304c\u30bc\u30ed\u306e\u5834\u5408\u3001\u5e73\u5747\u4fa1\u683c\u306f$1,946\u3067\u3059\u3002\u8eca\u306e\u91cd\u91cf\u3068mpg\u304c\u30bc\u30ed\u306b\u306a\u308b\u3053\u3068\u306f\u3067\u304d\u306a\u3044\u305f\u3081\u3001\u3053\u308c\u3092\u89e3\u91c8\u3059\u308b\u306e\u306f\u3042\u307e\u308a\u610f\u5473\u304c\u3042\u308a\u307e\u305b\u3093\u304c\u3001\u56de\u5e30\u5f0f\u3092\u5f62\u6210\u3059\u308b\u306b\u306f1946.069\u3068\u3044\u3046\u6570\u5024\u304c\u5fc5\u8981\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 4: \u7d50\u679c\u3092\u5831\u544a\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u6700\u5f8c\u306b\u3001\u91cd\u56de\u5e30\u306e\u7d50\u679c\u3092\u5831\u544a\u3057\u305f\u3044\u3068\u601d\u3044\u307e\u3059\u3002\u3053\u308c\u3092\u884c\u3046\u65b9\u6cd5\u306e\u4f8b\u3092\u6b21\u306b\u793a\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\">\u91cd\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3057\u3066\u3001\u8eca\u306e\u91cd\u91cf\u3001mpg\u3001\u304a\u3088\u3073\u4fa1\u683c\u306e\u95a2\u4fc2\u3092\u5b9a\u91cf\u5316\u3057\u307e\u3057\u305f\u3002\u5206\u6790\u306b\u306f 74 \u53f0\u306e\u8eca\u306e\u30b5\u30f3\u30d7\u30eb\u304c\u4f7f\u7528\u3055\u308c\u307e\u3057\u305f\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305d\u306e\u7d50\u679c\u3001\u91cd\u91cf\u3068\u4fa1\u683c\u306e\u9593\u306b\u306f\u7d71\u8a08\u7684\u306b\u6709\u610f\u306a\u95a2\u4fc2\u304c\u3042\u308b\u3053\u3068\u304c\u793a\u3055\u308c\u307e\u3057\u305f (t = 2.72\u3001p = 0.008)\u304c\u3001mpg \u3068\u4fa1\u683c (\u304a\u3088\u3073 mpg (t = 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