{"id":639,"date":"2023-07-29T06:00:49","date_gmt":"2023-07-29T06:00:49","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e5%a4%9a%e9%87%8d%e5%85%b1%e7%b7%9a%e6%80%a7%e7%b5%b1%e8%a8%88\/"},"modified":"2023-07-29T06:00:49","modified_gmt":"2023-07-29T06:00:49","slug":"%e5%a4%9a%e9%87%8d%e5%85%b1%e7%b7%9a%e6%80%a7%e7%b5%b1%e8%a8%88","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e5%a4%9a%e9%87%8d%e5%85%b1%e7%b7%9a%e6%80%a7%e7%b5%b1%e8%a8%88\/","title":{"rendered":"Stata \u3067\u591a\u91cd\u5171\u7dda\u6027\u3092\u30c6\u30b9\u30c8\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u56de\u5e30\u5206\u6790\u306b\u304a\u3051\u308b <a href=\"https:\/\/statorials.org\/ja\/\u591a\u91cd\u5171\u7dda\u6027\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\"><strong>\u591a\u91cd\u5171\u7dda\u6027\u306f<\/strong><\/a>\u30012 \u3064\u4ee5\u4e0a\u306e\u8aac\u660e\u5909\u6570\u304c\u76f8\u4e92\u306b\u9ad8\u5ea6\u306b\u76f8\u95a2\u3057\u3066\u304a\u308a\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5185\u3067\u56fa\u6709\u307e\u305f\u306f\u72ec\u7acb\u3057\u305f\u60c5\u5831\u3092\u63d0\u4f9b\u3057\u306a\u3044\u5834\u5408\u306b\u767a\u751f\u3057\u307e\u3059\u3002\u5909\u6570\u9593\u306e\u76f8\u95a2\u5ea6\u304c\u5341\u5206\u306b\u9ad8\u3044\u5834\u5408\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u30d5\u30a3\u30c3\u30c6\u30a3\u30f3\u30b0\u3068\u89e3\u91c8\u306e\u969b\u306b\u554f\u984c\u304c\u767a\u751f\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3068\u3048\u3070\u3001\u6b21\u306e\u5909\u6570\u3092\u4f7f\u7528\u3057\u3066\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u53ef\u5909\u5fdc\u7b54:<\/strong>\u6700\u5927\u5782\u76f4\u30b8\u30e3\u30f3\u30d7<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u8aac\u660e\u5909\u6570:<\/strong>\u9774\u306e\u30b5\u30a4\u30ba\u3001\u8eab\u9577\u3001\u7df4\u7fd2\u306b\u8cbb\u3084\u3057\u305f\u6642\u9593<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u5834\u5408\u3001\u80cc\u306e\u9ad8\u3044\u4eba\u306f\u9774\u306e\u30b5\u30a4\u30ba\u304c\u5927\u304d\u3044\u50be\u5411\u304c\u3042\u308b\u305f\u3081\u3001\u8aac\u660e\u5909\u6570\u306e\u9774\u306e\u30b5\u30a4\u30ba\u3068\u8eab\u9577\u306b\u306f\u304a\u305d\u3089\u304f\u5f37\u3044\u76f8\u95a2\u304c\u3042\u308b\u3068\u8003\u3048\u3089\u308c\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u3053\u306e\u56de\u5e30\u3067\u306f\u591a\u91cd\u5171\u7dda\u6027\u304c\u554f\u984c\u306b\u306a\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5e78\u3044\u306a\u3053\u3068\u306b\u3001<strong>\u5206\u6563\u81a8\u5f35\u4fc2\u6570 (VIF)<\/strong>\u3068\u547c\u3070\u308c\u308b\u6307\u6a19\u3092\u4f7f\u7528\u3057\u3066\u591a\u91cd\u5171\u7dda\u6027\u3092\u691c\u51fa\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u3053\u306e\u6307\u6a19\u306f\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5185\u306e\u8aac\u660e\u5909\u6570\u9593\u306e\u76f8\u95a2\u3068\u76f8\u95a2\u306e\u5f37\u3055\u3092\u6e2c\u5b9a\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001VIF \u3092\u4f7f\u7528\u3057\u3066 Stata \u306e\u56de\u5e30\u5206\u6790\u3067\u591a\u91cd\u5171\u7dda\u6027\u3092\u691c\u51fa\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 \u306e\u591a\u91cd\u5171\u7dda\u6027<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u3053\u306e\u4f8b\u3067\u306f\u3001 <em>auto<\/em>\u3068\u3044\u3046 Stata \u306e\u7d44\u307f\u8fbc\u307f\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002\u6b21\u306e\u30b3\u30de\u30f3\u30c9\u3092\u4f7f\u7528\u3057\u3066\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u30ed\u30fc\u30c9\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\"><strong><span style=\"color: #000000;\">\u81ea\u52d5\u7684\u306b\u4f7f\u7528\u3059\u308b<\/span><\/strong><\/span><\/p>\n<\/blockquote>\n<p><span style=\"color: #000000;\"><strong>regress<\/strong>\u30b3\u30de\u30f3\u30c9\u3092\u4f7f\u7528\u3057\u3066\u3001\u5fdc\u7b54\u5909\u6570\u3068\u3057\u3066\u4fa1\u683c\u3001\u8aac\u660e\u5909\u6570\u3068\u3057\u3066\u91cd\u91cf\u3001\u9577\u3055\u3001mpg \u3092\u4f7f\u7528\u3057\u3066<a href=\"https:\/\/statorials.org\/ja\/\u91cd\u56de\u5e30\u7d71\u8a08\/\" target=\"_blank\" rel=\"noopener\">\u91cd\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3092<\/a>\u8fd1\u4f3c\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\"><strong>\u56de\u5e30 \u4fa1\u683c \u91cd\u91cf \u9577\u3055 mpg<\/strong><\/span> <\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-6081 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vif1.png\" alt=\"Stata \u3067\u306e\u91cd\u56de\u5e30\u51fa\u529b\" width=\"565\" height=\"286\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001 <strong>vive<\/strong>\u30b3\u30de\u30f3\u30c9\u3092\u4f7f\u7528\u3057\u3066\u591a\u91cd\u5171\u7dda\u6027\u3092\u30c6\u30b9\u30c8\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><strong><span style=\"color: #000000;\">\u6d3b\u6c17\u306e\u3042\u308b<\/span><\/strong><\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-6082 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vif2.png\" alt=\"Stata \u306e VIF\" width=\"297\" height=\"176\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u306b\u3088\u308a\u3001\u30e2\u30c7\u30eb\u5185\u306e\u5404\u8aac\u660e\u5909\u6570\u306e VIF \u5024\u304c\u751f\u6210\u3055\u308c\u307e\u3059\u3002 VIF \u5024\u306f 1 \u304b\u3089\u59cb\u307e\u308a\u3001\u4e0a\u9650\u306f\u3042\u308a\u307e\u305b\u3093\u3002 VIF \u3092\u89e3\u91c8\u3059\u308b\u305f\u3081\u306e\u4e00\u822c\u7684\u306a\u30eb\u30fc\u30eb\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u5024 1 \u306f\u3001\u30e2\u30c7\u30eb\u5185\u306e\u7279\u5b9a\u306e\u8aac\u660e\u5909\u6570\u3068\u4ed6\u306e\u8aac\u660e\u5909\u6570\u306e\u9593\u306b\u76f8\u95a2\u95a2\u4fc2\u304c\u306a\u3044\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\">1 \uff5e 5 \u306e\u5024\u306f\u3001\u7279\u5b9a\u306e\u8aac\u660e\u5909\u6570\u3068\u30e2\u30c7\u30eb\u5185\u306e\u4ed6\u306e\u8aac\u660e\u5909\u6570\u306e\u9593\u306b\u4e2d\u7a0b\u5ea6\u306e\u76f8\u95a2\u95a2\u4fc2\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u304c\u3001\u591a\u304f\u306e\u5834\u5408\u3001\u7279\u5225\u306a\u6ce8\u610f\u3092\u5fc5\u8981\u3068\u3059\u308b\u307b\u3069\u6df1\u523b\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\">5 \u3088\u308a\u5927\u304d\u3044\u5024\u306f\u3001\u30e2\u30c7\u30eb\u5185\u306e\u7279\u5b9a\u306e\u8aac\u660e\u5909\u6570\u3068\u4ed6\u306e\u8aac\u660e\u5909\u6570\u306e\u9593\u306b\u91cd\u5927\u306a\u76f8\u95a2\u95a2\u4fc2\u304c\u3042\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u306e\u5834\u5408\u3001\u56de\u5e30\u7d50\u679c\u306e\u4fc2\u6570\u63a8\u5b9a\u5024\u3068 p \u5024\u306f\u4fe1\u983c\u3067\u304d\u306a\u3044\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u91cd\u3055\u3068\u9577\u3055\u306e VIF \u5024\u304c 5 \u3088\u308a\u5927\u304d\u3044\u3053\u3068\u304c\u308f\u304b\u308a\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u3067\u591a\u91cd\u5171\u7dda\u6027\u304c\u554f\u984c\u3067\u3042\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u591a\u91cd\u5171\u7dda\u6027\u306b\u3069\u3046\u5bfe\u51e6\u3059\u308b\u304b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u591a\u304f\u306e\u5834\u5408\u3001\u591a\u91cd\u5171\u7dda\u6027\u306b\u5bfe\u51e6\u3059\u308b\u6700\u3082\u7c21\u5358\u306a\u65b9\u6cd5\u306f\u3001\u554f\u984c\u306e\u5909\u6570\u306e 1 \u3064\u3092\u5358\u7d14\u306b\u524a\u9664\u3059\u308b\u3053\u3068\u3067\u3059\u3002\u3053\u308c\u306f\u3001\u524a\u9664\u3057\u3088\u3046\u3068\u3057\u3066\u3044\u308b\u5909\u6570\u306f\u3044\u305a\u308c\u306b\u3057\u3066\u3082\u5197\u9577\u3067\u3042\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u304f\u3001\u30e2\u30c7\u30eb\u306b\u56fa\u6709\u306e\u60c5\u5831\u3084\u72ec\u7acb\u3057\u305f\u60c5\u5831\u3092\u307b\u3068\u3093\u3069\u8ffd\u52a0\u3057\u306a\u3044\u305f\u3081\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3069\u306e\u5909\u6570\u3092\u524a\u9664\u3059\u308b\u304b\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f\u3001 <strong>corr<\/strong>\u30b3\u30de\u30f3\u30c9\u3092\u4f7f\u7528\u3057\u3066<a href=\"https:\/\/statorials.org\/ja\/\u30b9\u30c6\u30fc\u30bf\u30b9\u76f8\u95a2\u884c\u5217\/\" target=\"_blank\" rel=\"noopener\">\u76f8\u95a2\u884c\u5217<\/a>\u3092\u4f5c\u6210\u3057\u3001\u30e2\u30c7\u30eb\u5185\u306e\u5404\u5909\u6570\u9593\u306e\u76f8\u95a2\u4fc2\u6570\u3092\u8868\u793a\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u3069\u306e\u5909\u6570\u304c\u76f8\u4e92\u306b\u9ad8\u3044\u76f8\u95a2\u95a2\u4fc2\u306b\u3042\u308a\u3001\u554f\u984c\u3092\u5f15\u304d\u8d77\u3053\u3059\u53ef\u80fd\u6027\u304c\u3042\u308b\u304b\u3092\u7279\u5b9a\u3059\u308b\u306e\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002\u591a\u91cd\u5171\u7dda\u6027\u306e\u554f\u984c:<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\"><strong>\u6b63\u3057\u3044\u4fa1\u683c\u3001\u91cd\u91cf\u3001\u9577\u3055\u3001mpg<\/strong><\/span> <\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-6084 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vif3.png\" alt=\"Stata \u306e\u76f8\u95a2\u884c\u5217\" width=\"399\" height=\"174\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u9577\u3055\u306f\u91cd\u91cf\u3068mpg\u306e\u4e21\u65b9\u3068\u9ad8\u3044\u76f8\u95a2\u304c\u3042\u308a\u3001\u5fdc\u7b54\u5909\u6570\u4fa1\u683c\u3068\u306e\u76f8\u95a2\u304c\u6700\u3082\u4f4e\u3044\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u30e2\u30c7\u30eb\u306e\u9577\u3055\u3092\u524a\u9664\u3059\u308b\u3068\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5168\u4f53\u306e\u54c1\u8cea\u3092\u4f4e\u4e0b\u3055\u305b\u308b\u3053\u3068\u306a\u304f\u591a\u91cd\u5171\u7dda\u6027\u306e\u554f\u984c\u3092\u89e3\u6c7a\u3067\u304d\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u3092\u30c6\u30b9\u30c8\u3059\u308b\u306b\u306f\u3001\u8aac\u660e\u5909\u6570\u3068\u3057\u3066\u4f53\u91cd\u3068 mpg \u306e\u307f\u3092\u4f7f\u7528\u3057\u3066\u56de\u5e30\u5206\u6790\u3092\u518d\u5ea6\u5b9f\u884c\u3057\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><span style=\"color: #000000;\"><strong>\u56de\u5e30\u4fa1\u683c\u91cd\u91cfmpg<\/strong><\/span> <\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-6085 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vif4.png\" alt=\"Stata \u3067\u306e\u91cd\u56de\u5e30\u51fa\u529b\" width=\"544\" height=\"257\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30e2\u30c7\u30eb\u306e\u8abf\u6574\u5f8c\u306e R \u4e8c\u4e57\u306f\u3001\u524d\u306e\u30e2\u30c7\u30eb\u306e<strong>0.3298<\/strong>\u3068\u6bd4\u8f03\u3057\u3066<strong>0.2735<\/strong>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u30e2\u30c7\u30eb\u306e\u5168\u4f53\u7684\u306a\u6709\u7528\u6027\u304c\u308f\u305a\u304b\u306b\u4f4e\u4e0b\u3057\u305f\u3060\u3051\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u6b21\u306b\u3001 <strong>VIF<\/strong>\u30b3\u30de\u30f3\u30c9\u3092\u4f7f\u7528\u3057\u3066 VIF \u5024\u3092\u898b\u3064\u3051\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<blockquote>\n<p><strong><span style=\"color: #000000;\">\u6d3b\u6c17\u306e\u3042\u308b<\/span><\/strong><\/p>\n<\/blockquote>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-6086 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vif5.png\" alt=\"Stata\u306eVIF\u5024\" width=\"303\" height=\"164\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u3069\u3061\u3089\u306e VIF \u5024\u3082 5 \u672a\u6e80\u3067\u3042\u308a\u3001\u30e2\u30c7\u30eb\u5185\u3067\u591a\u91cd\u5171\u7dda\u6027\u304c\u554f\u984c\u3067\u306f\u306a\u304f\u306a\u3063\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u56de\u5e30\u5206\u6790\u306b\u304a\u3051\u308b \u591a\u91cd\u5171\u7dda\u6027\u306f\u30012 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