{"id":2510,"date":"2023-07-21T23:01:41","date_gmt":"2023-07-21T23:01:41","guid":{"rendered":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%e1%84%8b%e1%85%aa%e1%86%af%e1%84%83%e1%85%b3-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/"},"modified":"2023-07-21T23:01:41","modified_gmt":"2023-07-21T23:01:41","slug":"r%e1%84%8b%e1%85%b4-%e1%84%8b%e1%85%aa%e1%86%af%e1%84%83%e1%85%b3-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%e1%84%8b%e1%85%aa%e1%86%af%e1%84%83%e1%85%b3-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/","title":{"rendered":"R\uc5d0\uc11c wald \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Wald \ud14c\uc2a4\ud2b8\ub294<\/strong> \ubaa8\ub378\uc758 \ud558\ub098 \uc774\uc0c1\uc758 \ub9e4\uac1c\ubcc0\uc218\uac00 \ud2b9\uc815 \uac12\uacfc \uac19\uc740\uc9c0 \uc5ec\ubd80\ub97c \ud14c\uc2a4\ud2b8\ud558\ub294 \ub370 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \ud14c\uc2a4\ud2b8\ub294 <a href=\"https:\/\/statorials.org\/ko\/\u1103\u1161\u110c\u116e\u11bc-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171\/\" target=\"_blank\" rel=\"noopener\">\ud68c\uadc0 \ubaa8\ub378<\/a> \uc5d0\uc11c \ud558\ub098 \uc774\uc0c1\uc758 \uc608\uce21 \ubcc0\uc218\uac00 0\uc778\uc9c0 \ud655\uc778\ud558\ub294 \ub370 \uc790\uc8fc \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \ud14c\uc2a4\ud2b8\uc5d0\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd <a href=\"https:\/\/statorials.org\/ko\/\u1100\u1161\u1109\u1165\u11af-\u1100\u1165\u11b7\u110c\u1165\u11bc-1\/\" target=\"_blank\" rel=\"noopener\">\uac00\uc124\uc744<\/a> \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : \uc77c\ubd80 \uc608\uce21 \ubcc0\uc218 \uc138\ud2b8\ub294 \ubaa8\ub450 0\uc785\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : \uc138\ud2b8\uc758 \ubaa8\ub4e0 \uc608\uce21 \ubcc0\uc218\uac00 0\uacfc \uac19\uc9c0\ub294 \uc54a\uc2b5\ub2c8\ub2e4.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\uadc0\ubb34 \uac00\uc124\uc744 \uae30\uac01\ud558\uc9c0 \ubabb\ud558\uba74 \ubaa8\ub378 \uc801\ud569\uc131\uc5d0 \ud1b5\uacc4\uc801\uc73c\ub85c \uc720\uc758\ubbf8\ud55c \uac1c\uc120\uc744 \uc81c\uacf5\ud558\uc9c0 \uc54a\ub294 \uc9c0\uc815\ub41c \uc608\uce21 \ubcc0\uc218 \uc138\ud2b8\ub97c \ubaa8\ub378\uc5d0\uc11c \uc81c\uac70\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \uc608\uc5d0\uc11c\ub294 R\uc5d0\uc11c Wald \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\uc608: R\uc758 Wald \ud14c\uc2a4\ud2b8<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uc774 \uc608\uc5d0\uc11c\ub294 \ub2e4\uc74c \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \ub9de\ucd94\uae30 \uc704\ud574 R\uc5d0 \ub0b4\uc7a5\ub41c <a href=\"https:\/\/statorials.org\/ko\/mtcars-r-\u1103\u1166\u110b\u1175\u1110\u1165-\u1109\u1166\u1110\u1173\/\" target=\"_blank\" rel=\"noopener\">mtcars<\/a> \ub370\uc774\ud130 \uc138\ud2b8\ub97c \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">mpg = \u03b2 <sub>0<\/sub> + \u03b2 <sub>1<\/sub> \uc0ac\uc6a9 \uac00\ub2a5 + \u03b2 <sub>2<\/sub> \ud0c4\uc218\ud654\ubb3c + \u03b2 <sub>3<\/sub> hp + \u03b2 <sub>4<\/sub> \uc2e4\ub9b0\ub354<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ucf54\ub4dc\ub294 \uc774 \ud68c\uadc0 \ubaa8\ub378\uc744 \uc801\ud569\ud558\uace0 \ubaa8\ub378 \uc694\uc57d\uc744 \ud45c\uc2dc\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#fit regression model\n<\/span>model &lt;- lm(mpg ~ disp + carb + hp + cyl, data = mtcars)\n\n<span style=\"color: #008080;\">#view model summary\n<\/span>summary(model)\n\nCall:\nlm(formula = mpg ~ disp + carb + hp + cyl, data = mtcars)\n\nResiduals:\n    Min 1Q Median 3Q Max \n-5.0761 -1.5752 -0.2051 1.0745 6.3047 \n\nCoefficients:\n             Estimate Std. Error t value Pr(&gt;|t|)    \n(Intercept) 34.021595 2.523397 13.482 1.65e-13 ***\navailable -0.026906 0.011309 -2.379 0.0247 *  \ncarb -0.926863 0.578882 -1.601 0.1210    \nhp 0.009349 0.020701 0.452 0.6551    \ncyl -1.048523 0.783910 -1.338 0.1922    \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\nResidual standard error: 2.973 on 27 degrees of freedom\nMultiple R-squared: 0.788, Adjusted R-squared: 0.7566 \nF-statistic: 25.09 on 4 and 27 DF, p-value: 9.354e-09<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c\uc73c\ub85c, <strong>aod<\/strong> \ud328\ud0a4\uc9c0\uc758 <strong>wald.test()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc608\uce21 \ubcc0\uc218 &#8220;hp&#8221;\uc640 &#8220;cyl&#8221;\uc5d0 \ub300\ud55c \ud68c\uadc0 \uacc4\uc218\uac00 \ubaa8\ub450 0\uc778\uc9c0 \ud14c\uc2a4\ud2b8\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \ud568\uc218\ub294 \ub2e4\uc74c \uae30\ubcf8 \uad6c\ubb38\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>wald.test(\uc2dc\uadf8\ub9c8, b, \uc6a9\uc5b4)<\/strong><\/span><\/p>\n<p> <span style=\"color: #000000;\">\uae08:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>Sigma<\/strong> : \ud68c\uadc0 \ubaa8\ub378\uc758 \ubd84\uc0b0-\uacf5\ubd84\uc0b0 \ud589\ub82c<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>b<\/strong> : \ubaa8\ub378\uc758 \ud68c\uadc0\uacc4\uc218 \ubca1\ud130<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\ud56d<\/strong> : \uac80\uc815\ud560 \uacc4\uc218\ub97c \uc9c0\uc815\ud558\ub294 \ubca1\ud130<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ucf54\ub4dc\ub294 \uc2e4\uc81c\ub85c \uc774 \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/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> (aod)<\/span>\n\n#perform Wald Test to determine if 3rd and 4th predictor variables are both zero\n<\/span>wald. <span style=\"color: #3366ff;\">test<\/span> (Sigma = vcov(model), b = coef(model), Terms = 3:4)\n\nWald test:\n----------\n\nChi-squared test:\nX2 = 3.6, df = 2, P(&gt;X2) = 0.16\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\uacb0\uacfc\uc5d0\uc11c \uac80\uc815\uc758 <a href=\"https:\/\/statorials.org\/ko\/p-\u1100\u1161\u11b9-\u1110\u1169\u11bc\u1100\u1168\u110c\u1165\u11a8-\u110b\u1172\u110b\u1174\u1109\u1165\u11bc\/\" target=\"_blank\" rel=\"noopener\">p-\uac12\uc774<\/a> 0.16\uc784\uc744 \uc54c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 p-\uac12\uc740 0.05 \uc774\uc0c1\uc774\ubbc0\ub85c Wald \uac80\uc815\uc758 \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud560 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774\ub294 \uc608\uce21 \ubcc0\uc218 &#8220;hp&#8221;\uc640 &#8220;cyl&#8221;\uc5d0 \ub300\ud55c \ud68c\uadc0 \uacc4\uc218\uac00 \ubaa8\ub450 0\uc774\ub77c\uace0 \uac00\uc815\ud560 \uc218 \uc788\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774\ub7ec\ud55c \ud56d\uc740 \uc804\uccb4 \ubaa8\ud615 \uc801\ud569\ub3c4\ub97c \ud1b5\uacc4\uc801\uc73c\ub85c \uc720\uc758\ubbf8\ud558\uac8c \ud5a5\uc0c1\uc2dc\ud0a4\uc9c0 \ubabb\ud558\ubbc0\ub85c \ubaa8\ud615\uc5d0\uc11c \uc81c\uac70\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 R\uc5d0\uc11c \ub2e4\ub978 \uc77c\ubc18\uc801\uc778 \uc791\uc5c5\uc744 \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u1103\u1161\u11ab\u1109\u116e\u11ab-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ub2e8\uc21c \uc120\ud615 \ud68c\uadc0\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u1103\u1161\u110c\u116e\u11bc-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171-r\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u1112\u116c\u1100\u1171-\u110e\u116e\u11af\u1105\u1167\u11a8-\u1112\u1162\u1109\u1165\u11a8\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ud68c\uadc0 \ucd9c\ub825\uc744 \ud574\uc11d\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u1107\u116e\u11ab\u1109\u1161\u11ab-\u1111\u1162\u11bc\u110e\u1161\u11bc-\u110b\u1175\u11ab\u110c\u1161-r\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c VIF(Variance Inflation Factor)\ub97c \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Wald \ud14c\uc2a4\ud2b8\ub294 \ubaa8\ub378\uc758 \ud558\ub098 \uc774\uc0c1\uc758 \ub9e4\uac1c\ubcc0\uc218\uac00 \ud2b9\uc815 \uac12\uacfc \uac19\uc740\uc9c0 \uc5ec\ubd80\ub97c \ud14c\uc2a4\ud2b8\ud558\ub294 \ub370 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \ud14c\uc2a4\ud2b8\ub294 \ud68c\uadc0 \ubaa8\ub378 \uc5d0\uc11c \ud558\ub098 \uc774\uc0c1\uc758 \uc608\uce21 \ubcc0\uc218\uac00 0\uc778\uc9c0 \ud655\uc778\ud558\ub294 \ub370 \uc790\uc8fc \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uc774 \ud14c\uc2a4\ud2b8\uc5d0\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4. H 0 : \uc77c\ubd80 \uc608\uce21 \ubcc0\uc218 \uc138\ud2b8\ub294 \ubaa8\ub450 0\uc785\ub2c8\ub2e4. H A : \uc138\ud2b8\uc758 \ubaa8\ub4e0 \uc608\uce21 \ubcc0\uc218\uac00 0\uacfc [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[20],"tags":[],"class_list":["post-2510","post","type-post","status-publish","format-standard","hentry","category-20"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R\uc5d0\uc11c Wald \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95 - \ud1b5\uacc4\ud559<\/title>\n<meta name=\"description\" content=\"\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 \uc608\uc81c\ub97c \ud1b5\ud574 R\uc5d0\uc11c Wald \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u110b\u116a\u11af\u1103\u1173-\u1110\u1166\u1109\u1173\u1110\u1173\/\" \/>\n<meta property=\"og:locale\" content=\"ko_KR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"R\uc5d0\uc11c Wald \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95 - 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