{"id":866,"date":"2023-07-28T11:57:38","date_gmt":"2023-07-28T11:57:38","guid":{"rendered":"https:\/\/statorials.org\/ko\/breusch-%e1%84%8b%e1%85%b5%e1%84%80%e1%85%ad%e1%84%83%e1%85%a9-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab\/"},"modified":"2023-07-28T11:57:38","modified_gmt":"2023-07-28T11:57:38","slug":"breusch-%e1%84%8b%e1%85%b5%e1%84%80%e1%85%ad%e1%84%83%e1%85%a9-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/breusch-%e1%84%8b%e1%85%b5%e1%84%80%e1%85%ad%e1%84%83%e1%85%a9-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab\/","title":{"rendered":"Python\uc5d0\uc11c breusch-pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"

<\/p>\n

\n

\ud68c\uadc0 \ubd84\uc11d\uc5d0\uc11c \uc774\ubd84\uc0b0\uc131\uc740<\/a> \uc794\ucc28\uc758 \uace0\ub974\uc9c0 \uc54a\uc740 \ubd84\uc0b0\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \ubcf4\ub2e4 \uc815\ud655\ud558\uac8c\ub294 \uce21\uc815\uac12 \ubc94\uc704\uc5d0 \uac78\uccd0 \uc794\ucc28 \ubd84\ud3ec\uc5d0 \uccb4\uacc4\uc801\uc778 \ubcc0\ud654\uac00 \uc788\ub294 \uacbd\uc6b0\uc785\ub2c8\ub2e4.<\/span><\/p>\n

\uc774\ubd84\uc0b0\uc131\uc740 OLS(\ubcf4\ud1b5 \ucd5c\uc18c \uc81c\uacf1) \ud68c\uadc0\uc5d0\uc11c \uc794\ucc28\uac00 \ub4f1\ubd84\uc0b0\uc131<\/em> , \uc989 \uc77c\uc815\ud55c \ubd84\uc0b0\uc744 \uac16\ub294 \ubaa8\uc9d1\ub2e8\uc5d0\uc11c \ub098\uc628\ub2e4\uace0 \uac00\uc815\ud558\uae30 \ub54c\ubb38\uc5d0 \ubb38\uc81c\uac00 \ub429\ub2c8\ub2e4.<\/span><\/p>\n

\ud68c\uadc0\ubd84\uc11d\uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\uba74 \ubd84\uc11d \uacb0\uacfc\ub97c \ubbff\uae30 \uc5b4\ub824\uc6cc\uc9d1\ub2c8\ub2e4.<\/span><\/p>\n

\ud68c\uadc0 \ubd84\uc11d<\/a> \uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c<\/a> \uc0ac\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4 .<\/strong><\/span><\/p>\n

\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 Python\uc5d0\uc11c Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.<\/span><\/p>\n

\uc608: Python\uc758 Breusch-Pagan \ud14c\uc2a4\ud2b8<\/strong><\/span><\/h2>\n

\uc774 \uc608\uc5d0\uc11c\ub294 \ub18d\uad6c \uc120\uc218 10\uba85\uc758 \uc18d\uc131\uc744 \uc124\uba85\ud558\ub294 \ub2e4\uc74c \ub370\uc774\ud130 \uc138\ud2b8\ub97c \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n

 import<\/span> numpy as<\/span> np\nimport<\/span> pandas as<\/span> pd\n\n#create dataset<\/span>\ndf = pd.DataFrame({'rating': [90, 85, 82, 88, 94, 90, 76, 75, 87, 86],\n                   'points': [25, 20, 14, 16, 27, 20, 12, 15, 14, 19],\n                   'assists': [5, 7, 7, 8, 5, 7, 6, 9, 9, 5],\n                   'rebounds': [11, 8, 10, 6, 6, 9, 6, 10, 10, 7]})\n\n#view dataset\n<\/span>df\n\n\trating points assists rebounds\n0 90 25 5 11\n1 85 20 7 8\n2 82 14 7 10\n3 88 16 8 6\n4 94 27 5 6\n5 90 20 7 9\n6 76 12 6 6\n7 75 15 9 10\n8 87 14 9 10\n9 86 19 5 7<\/strong><\/pre>\n
 \uc6b0\ub9ac\ub294 \uc810\uc218\ub97c \ubc18\uc751 \ubcc0\uc218\ub85c \uc0ac\uc6a9\ud558\uace0 \ud3ec\uc778\ud2b8, \uc5b4\uc2dc\uc2a4\ud2b8, \ub9ac\ubc14\uc6b4\ub4dc\ub97c \uc124\uba85 \ubcc0\uc218\ub85c \uc0ac\uc6a9\ud558\uc5ec \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \uc801\ud569\ud654\ud560 \uac83\uc785\ub2c8\ub2e4. \ub2e4\uc74c\uc73c\ub85c Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\uc5ec \ud68c\uadc0 \ubd84\uc11d\uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud569\ub2c8\ub2e4.<\/span><\/p>\n
 1\ub2e8\uacc4: \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \ud53c\ud305\ud569\ub2c8\ub2e4.<\/strong><\/span><\/p>\n
 \uba3c\uc800 \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744 \uc801\ud569\uc2dc\ud0b5\ub2c8\ub2e4.<\/span><\/p>\n
 import<\/span> statsmodels.formula.api as<\/span> smf\n\n#fit regression model<\/span>\nfit = smf.ols('rating ~ points+assists+rebounds', data=df). fit<\/span> ()\n\n#view model summary\n<\/span>print<\/span> (fit.summary())\n<\/strong><\/pre>\n
 2\ub2e8\uacc4: Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud569\ub2c8\ub2e4.<\/strong><\/span><\/p>\n
 \ub2e4\uc74c\uc73c\ub85c \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud558\uae30 \uc704\ud574 Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud569\ub2c8\ub2e4.<\/span><\/p>\n
 from<\/span> statsmodels.compat import<\/span> lzip\nimport<\/span> statsmodels.stats.api as<\/span> sms\n\n#perform Bresuch-Pagan test<\/span>\nnames = ['Lagrange multiplier statistic', 'p-value',\n        'f-value', 'f p-value']\ntest = sms.het_breuschpagan(fit.resid, fit.model.exog)\n\nlzip(names, test)\n\n[('Lagrange multiply statistic', 6.003951995818433),\n ('p-value', 0.11141811013399583),\n ('f-value', 3.004944880309618),\n ('f p-value', 0.11663863538255281)]<\/strong><\/pre>\n
 Breusch-Pagan \ud14c\uc2a4\ud2b8\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n
 \uadc0\ubb34\uac00\uc124(H 0<\/sub> ):<\/strong> \ub3d9\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud569\ub2c8\ub2e4.<\/span><\/p>\n
 \ub300\ub9bd \uac00\uc124: (Ha):<\/strong> \ub4f1\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac \ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4<\/em> (\uc989, \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud569\ub2c8\ub2e4).<\/span><\/p>\n
 \uc774 \uc608\uc5d0\uc11c \uac80\uc815\uc5d0 \ub300\ud55c \ub77c\uadf8\ub791\uc8fc \uc2b9\uc218 \ud1b5\uacc4\ub7c9\uc740 6.004<\/strong> \uc774\uace0 \ud574\ub2f9 p-\uac12\uc740 0.1114<\/strong> \uc785\ub2c8\ub2e4. \uc774 p-\uac12\uc740 0.05 \uc774\uc0c1\uc774\ubbc0\ub85c \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud560 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4. \ud68c\uadc0 \ubaa8\ub378\uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud55c\ub2e4\uace0 \uc8fc\uc7a5\ud560 \uc218 \uc788\ub294 \ucda9\ubd84\ud55c \uc99d\uac70\uac00 \uc5c6\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n
 \uc774\ubd84\uc0b0\uc131\uc744 \uc218\uc815\ud558\ub294 \ubc29\ubc95<\/strong><\/span><\/h2>\n
 \uc774\uc804 \uc608\uc5d0\uc11c\ub294 \ud68c\uadc0 \ubaa8\ub378\uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\uc9c0 \uc54a\ub294 \uac83\uc744 \ud655\uc778\ud588\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n
 \uadf8\ub7ec\ub098 \uc774\ubd84\uc0b0\uc131\uc774 \uc2e4\uc81c\ub85c \uc874\uc7ac\ud558\ub294 \uacbd\uc6b0 \uc0c1\ud669\uc744 \ud574\uacb0\ud558\ub294 \uc138 \uac00\uc9c0 \uc77c\ubc18\uc801\uc778 \ubc29\ubc95\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n
 1.<\/strong> \uc885\uc18d\ubcc0\uc218\ub97c \ubcc0\ud658\ud569\ub2c8\ub2e4.<\/strong> \uc774\ubd84\uc0b0\uc131\uc744 \uc218\uc815\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 \uc5b4\ub5a4 \ubc29\uc2dd\uc73c\ub85c\ub4e0 \uc885\uc18d \ubcc0\uc218\ub97c \ubcc0\ud658\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc778 \ubcc0\ud658\uc740 \ub2e8\uc21c\ud788 \uc885\uc18d \ubcc0\uc218\uc758 \ub85c\uadf8\ub97c \ucde8\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n
 2. \uc885\uc18d\ubcc0\uc218\ub97c \uc7ac\uc815\uc758\ud569\ub2c8\ub2e4.<\/strong> \uc774\ubd84\uc0b0\uc131\uc744 \uc218\uc815\ud558\ub294 \ub610 \ub2e4\ub978 \ubc29\ubc95\uc740 \uc885\uc18d\ubcc0\uc218\ub97c \uc7ac\uc815\uc758\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc774\ub97c \uc218\ud589\ud558\ub294 \uc77c\ubc18\uc801\uc778 \ubc29\ubc95\uc740 \uc6d0\uc2dc \uac12 \ub300\uc2e0 \uc885\uc18d \ubcc0\uc218\uc5d0 \ub300\ud55c \ube44\uc728\uc744<\/em> \uc0ac\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n
 3. \uac00\uc911 \ud68c\uadc0\ub97c \uc0ac\uc6a9\ud558\uc2ed\uc2dc\uc624.<\/strong> \uc774\ubd84\uc0b0\uc131\uc744 \uc218\uc815\ud558\ub294 \ub610 \ub2e4\ub978 \ubc29\ubc95\uc740 \uac00\uc911 \ud68c\uadc0\ub97c \uc0ac\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc774 \uc720\ud615\uc758 \ud68c\uadc0\ub294 \uc801\ud569\uce58\uc758 \ubd84\uc0b0\uc744 \uae30\ubc18\uc73c\ub85c \uac01 \ub370\uc774\ud130 \ud3ec\uc778\ud2b8\uc5d0 \uac00\uc911\uce58\ub97c \ud560\ub2f9\ud569\ub2c8\ub2e4. \uc801\uc808\ud55c \uac00\uc911\uce58\ub97c \uc0ac\uc6a9\ud558\uba74 \uc774\ubd84\uc0b0\uc131 \ubb38\uc81c\ub97c \ud574\uacb0\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n
\ud68c\uadc0 \ubd84\uc11d\uc5d0\uc11c \uc774\ubd84\uc0b0\uc131\uc740 \uc794\ucc28\uc758 \uace0\ub974\uc9c0 \uc54a\uc740 \ubd84\uc0b0\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \ubcf4\ub2e4 \uc815\ud655\ud558\uac8c\ub294 \uce21\uc815\uac12 \ubc94\uc704\uc5d0 \uac78\uccd0 \uc794\ucc28 \ubd84\ud3ec\uc5d0 \uccb4\uacc4\uc801\uc778 \ubcc0\ud654\uac00 \uc788\ub294 \uacbd\uc6b0\uc785\ub2c8\ub2e4. \uc774\ubd84\uc0b0\uc131\uc740 OLS(\ubcf4\ud1b5 \ucd5c\uc18c \uc81c\uacf1) \ud68c\uadc0\uc5d0\uc11c \uc794\ucc28\uac00 \ub4f1\ubd84\uc0b0\uc131 , \uc989 \uc77c\uc815\ud55c \ubd84\uc0b0\uc744 \uac16\ub294 \ubaa8\uc9d1\ub2e8\uc5d0\uc11c \ub098\uc628\ub2e4\uace0 \uac00\uc815\ud558\uae30 \ub54c\ubb38\uc5d0 \ubb38\uc81c\uac00 \ub429\ub2c8\ub2e4. \ud68c\uadc0\ubd84\uc11d\uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\uba74 \ubd84\uc11d \uacb0\uacfc\ub97c \ubbff\uae30 \uc5b4\ub824\uc6cc\uc9d1\ub2c8\ub2e4. \ud68c\uadc0 \ubd84\uc11d \uc5d0 \uc774\ubd84\uc0b0\uc131\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c […]<\/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-866","post","type-post","status-publish","format-standard","hentry","category-20"],"yoast_head":"\nPython\uc5d0\uc11c Breusch-Pagan \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95 - 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