{"id":673,"date":"2023-07-29T03:21:05","date_gmt":"2023-07-29T03:21:05","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e3%83%95%e3%82%99%e3%83%aa%e3%83%a5%e3%83%bc%e3%82%b7%e3%83%a5%e7%95%b0%e6%95%99%e3%81%ae%e3%83%86%e3%82%b9%e3%83%88r\/"},"modified":"2023-07-29T03:21:05","modified_gmt":"2023-07-29T03:21:05","slug":"%e3%83%95%e3%82%99%e3%83%aa%e3%83%a5%e3%83%bc%e3%82%b7%e3%83%a5%e7%95%b0%e6%95%99%e3%81%ae%e3%83%86%e3%82%b9%e3%83%88r","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e3%83%95%e3%82%99%e3%83%aa%e3%83%a5%e3%83%bc%e3%82%b7%e3%83%a5%e7%95%b0%e6%95%99%e3%81%ae%e3%83%86%e3%82%b9%e3%83%88r\/","title":{"rendered":"R \u3067 breusch-pagan \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/\u7570\u6559\u306e\u30d5\u3099\u30eb\u30fc\u30b7\u30e5\u30c6\u30b9\u30c8\/\" target=\"_blank\" rel=\"noopener\">Breusch-Pagan \u691c\u5b9a\u306f\u3001<\/a><\/span><span style=\"color: #000000;\">\u56de\u5e30\u5206\u6790\u306b<\/span><a href=\"https:\/\/statorials.org\/ja\/\u4e0d\u5747\u4e00\u5206\u6563\u6027\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">\u4e0d\u5747\u4e00\u5206\u6563\u6027<\/a>\u304c\u5b58\u5728\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067 Breusch-Pagan \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<h3><strong>\u4f8b: R \u3067\u306e Breusch-Pagan \u30c6\u30b9\u30c8<\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u3053\u306e\u4f8b\u3067\u306f\u3001 <strong>mtcars<\/strong>\u7d44\u307f\u8fbc\u307f R \u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u4f7f\u7528\u3057\u3066\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u8fd1\u4f3c\u3057\u3001 <strong>lmtest<\/strong>\u30e9\u30a4\u30d6\u30e9\u30ea\u306e\u95a2\u6570<strong>bptest<\/strong>\u3092\u4f7f\u7528\u3057\u3066\u30d6\u30eb\u30fc\u30b7\u30e5\u30fb\u30d1\u30ac\u30f3\u691c\u5b9a\u3092\u5b9f\u884c\u3057\u3066\u3001\u4e0d\u5747\u4e00\u5206\u6563\u6027\u304c\u5b58\u5728\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 1: \u56de\u5e30\u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u307e\u305a\u3001 <strong>mpg \u3092<\/strong>\u5fdc\u7b54\u5909\u6570\u3068\u3057\u3066\u3001 <strong>disp<\/strong>\u3068<strong>hp \u3092<\/strong>2 \u3064\u306e\u8aac\u660e\u5909\u6570\u3068\u3057\u3066\u4f7f\u7528\u3057\u3066\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u8fd1\u4f3c\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load the dataset<\/span>\ndata(mtcars)\n\n<span style=\"color: #008080;\">#fit a regression model<\/span>\nmodel &lt;- lm(mpg~disp+hp, data=mtcars)\n\n<span style=\"color: #008080;\">#view model summary\n<\/span>summary(model)\n\nCoefficients:\n             Estimate Std. Error t value Pr(&gt;|t|)    \n(Intercept) 30.735904 1.331566 23.083 &lt; 2nd-16 ***\navailable -0.030346 0.007405 -4.098 0.000306 ***\nhp -0.024840 0.013385 -1.856 0.073679 .  \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\nResidual standard error: 3.127 on 29 degrees of freedom\nMultiple R-squared: 0.7482, Adjusted R-squared: 0.7309 \nF-statistic: 43.09 on 2 and 29 DF, p-value: 2.062e-09\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 2: \u30d6\u30ea\u30e5\u30fc\u30b7\u30e5\u30fb\u30d1\u30ac\u30f3\u30fb\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001Breusch-Pagan \u691c\u5b9a\u3092\u5b9f\u884c\u3057\u3066\u3001\u4e0d\u5747\u4e00\u5206\u6563\u6027\u304c\u5b58\u5728\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load lmtest library<\/span>\nlibrary(lmtest)\n\n<span style=\"color: #008080;\">#perform Breusch-Pagan Test<\/span>\nbptest(model)\n\n\tstudentized Breusch-Pagan test\n\ndata: model\nBP = 4.0861, df = 2, p-value = 0.1296\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u691c\u5b9a\u7d71\u8a08\u91cf\u306f<strong>4.0861<\/strong>\u3067\u3001\u5bfe\u5fdc\u3059\u308b p \u5024\u306f<strong>0.1296<\/strong>\u3067\u3059\u3002 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\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u4e0d\u5747\u4e00\u5206\u6563\u6027\u304c\u5b58\u5728\u3059\u308b\u3068\u4e3b\u5f35\u3059\u308b\u5341\u5206\u306a\u8a3c\u62e0\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<h2><strong>\u6b21\u306f\u3069\u3046\u3059\u308b<\/strong><\/h2>\n<p><span style=\"color: #000000;\">\u30d6\u30ea\u30e5\u30fc\u30b7\u30e5\u30fb\u30d1\u30ac\u30f3\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u306a\u304b\u3063\u305f\u5834\u5408\u3001\u4e0d\u5747\u4e00\u5206\u6563\u6027\u306f\u5b58\u5728\u3057\u306a\u3044\u305f\u3081\u3001\u5143\u306e\u56de\u5e30\u306e\u7d50\u679c\u306e\u89e3\u91c8\u306b\u9032\u3080\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3060\u3057\u3001\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3057\u305f\u5834\u5408\u306f\u3001\u30c7\u30fc\u30bf\u306b\u4e0d\u5747\u4e00\u5206\u6563\u6027\u304c\u5b58\u5728\u3059\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002\u3053\u306e\u5834\u5408\u3001\u56de\u5e30\u51fa\u529b\u30c6\u30fc\u30d6\u30eb\u306b\u8868\u793a\u3055\u308c\u308b\u6a19\u6e96\u8aa4\u5dee\u306f\u4fe1\u983c\u3067\u304d\u306a\u3044\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u554f\u984c\u3092\u89e3\u6c7a\u3059\u308b\u306b\u306f\u3001\u6b21\u306e\u3088\u3046\u306a\u4e00\u822c\u7684\u306a\u65b9\u6cd5\u304c\u3044\u304f\u3064\u304b\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1. \u5fdc\u7b54\u5909\u6570\u3092\u5909\u63db\u3057\u307e\u3059\u3002<\/strong>\u5fdc\u7b54\u5909\u6570\u306b\u5bfe\u3057\u3066\u5909\u63db\u3092\u5b9f\u884c\u3057\u3066\u307f\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u305f\u3068\u3048\u3070\u3001\u5143\u306e\u5fdc\u7b54\u5909\u6570\u306e\u4ee3\u308f\u308a\u306b<a href=\"https:\/\/statorials.org\/ja\/\u30c6\u3099\u30fc\u30bf\u3092r\u306b\u5909\u63db\u3059\u308b\/\" target=\"_blank\" rel=\"noopener\">\u30ed\u30b0\u5fdc\u7b54\u5909\u6570\u3092<\/a>\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002\u4e00\u822c\u306b\u3001\u5fdc\u7b54\u5909\u6570\u306e\u5bfe\u6570\u3092\u53d6\u5f97\u3059\u308b\u3053\u3068\u306f\u3001\u4e0d\u5747\u4e00\u5206\u6563\u6027\u3092\u6392\u9664\u3059\u308b\u52b9\u679c\u7684\u306a\u65b9\u6cd5\u3067\u3059\u3002\u3082\u3046 1 \u3064\u306e\u4e00\u822c\u7684\u306a\u5909\u63db\u306f\u3001\u5fdc\u7b54\u5909\u6570\u306e\u5e73\u65b9\u6839\u3092\u4f7f\u7528\u3059\u308b\u3053\u3068\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2. \u91cd\u307f\u4ed8\u3051\u56de\u5e30\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/strong>\u3053\u306e\u30bf\u30a4\u30d7\u306e\u56de\u5e30\u3067\u306f\u3001\u8fd1\u4f3c\u5024\u306e\u5206\u6563\u306b\u57fa\u3065\u3044\u3066\u5404\u30c7\u30fc\u30bf \u30dd\u30a4\u30f3\u30c8\u306b\u91cd\u307f\u304c\u5272\u308a\u5f53\u3066\u3089\u308c\u307e\u3059\u3002\u57fa\u672c\u7684\u306b\u3001\u3053\u308c\u306b\u3088\u308a\u3001\u5206\u6563\u304c\u5927\u304d\u3044\u30c7\u30fc\u30bf \u30dd\u30a4\u30f3\u30c8\u306b\u4f4e\u3044\u91cd\u307f\u304c\u4e0e\u3048\u3089\u308c\u3001\u6b8b\u5dee\u4e8c\u4e57\u304c\u6e1b\u5c11\u3057\u307e\u3059\u3002\u9069\u5207\u306a\u91cd\u307f\u3092\u4f7f\u7528\u3059\u308b\u3068\u3001\u4e0d\u5747\u4e00\u5206\u6563\u6027\u306e\u554f\u984c\u3092\u89e3\u6c7a\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Breusch-Pagan \u691c\u5b9a\u306f\u3001\u56de\u5e30\u5206\u6790\u306b\u4e0d\u5747\u4e00\u5206\u6563\u6027\u304c\u5b58\u5728\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002 \u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067 Breusch-Pagan \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002 \u4f8b: R  [&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-673","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R \u3067 Breusch-Pagan \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 - \u7d71\u8a08<\/title>\n<meta name=\"description\" content=\"R \u3067 Breusch-Pagan \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u4f8b\u3068\u3068\u3082\u306b\u7c21\u5358\u306b\u8aac\u660e\u3057\u307e\u3059\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, 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