Regresión lineal múltiple

n y x1 x2 x1*x2 x1*y x2*y x1² x2² y²

1 18 4.15476 52.705 218.976626 74.78568 948.69 17.2620307 2777.81703 324
2 8.875 2.02381 42.069 85.1396629 17.9613138 373.362375 4.09580692 1769.80076 78.765625
3 2 0.15909 34.766 5.53092294 0.31818 69.532 0.02530963 1208.67476 4
4 20 2.32812 27.622 64.3073306 46.5624 552.44 5.42014273 762.974884 400
5 2.375 0.25521 45.879 11.7087796 0.60612375 108.962625 0.06513214 2104.88264 5.640625
6 2.75 0.57292 97.472 55.8436582 1.57553 268.048 0.32823733 9500.79078 7.5625
7 3.3333 0.70139 102.062 71.5852662 2.33794329 340.203265 0.49194793 10416.6518 11.1108889
8 1 0.13542 97.79 13.2427218 0.13542 97.79 0.01833858 9562.8841 1
9 1.3333 0.12121 88.265 10.6986007 0.16160929 117.683725 0.01469186 7790.71023 1.77768889
10 1.75 0.10937 58.737 6.42406569 0.1913975 102.78975 0.0119618 3450.03517 3.0625
∑: 61.4166 10.5613 647.367 543.457634 144.635598 2979.50174 27.7335996 49345.2222 836.919828

n= 10
k= 2

A g
10 10.5613 647.367 61.4166
10.5613 27.7335996 543.457634 144.635598
647.367 543.457634 49345.2222 2979.50174

A-1 g b
1.035585 -0.163402 -0.011786 61.4166 4.850826
-0.163402 0.071763 0.001353 * 144.635598 = 4.376210
-0.011786 0.001353 0.000160 2979.50174 -0.051455
Función de
Como regresión lineal
y'= 4.85082628 + 4.376210 x1 + -0.05145479 x2 múltiple
 Análisis de residuos
n y x1 x2 y' ei=yi-yi' x'*A-1 hii ri ei² ti S-1
1 18 1 4.15476 52.705 20.3210038 -2.32100383 -0.26451241 0.20608518 0.00226857 0.71128697 -1.48344856 5.38705879 -1.44032591 2.99903747
2 8.875 1 2.02381 42.069 11.5427923 -2.66779228 0.20904927 0.03876691 -0.00231696 0.19003406 -1.01800161 7.11711565 -1.00464406 2.95057332
3 2 1 0.15909 34.766 3.7581603 -1.7581603 0.5998244 -0.10493511 -0.00600895 0.37422328 -0.76327071 3.09112764 -0.72580435 3.06216932
4 20 1 2.32812 27.622 13.6178841 6.3821159 0.32960227 0.04105355 -0.00421647 0.30871261 2.63612014 40.7314034 4.35721892 1.7616758
5 2.375 1 0.25521 45.879 3.60698452 -1.23198452 0.4531361 -0.08299757 -0.00410092 0.24380829 -0.48654064 1.51778587 -0.45632152 3.10469073
6 2.75 1 0.57292 97.472 2.34264322 0.40735678 -0.20687329 0.00962515 0.0045833 0.24538481 0.16104306 0.16593954 0.14930576 3.14076619
7 3.3333 1 0.70139 102.062 2.66867743 0.66462257 -0.28196506 0.02505642 0.00549151 0.29608374 0.2720473 0.44172315 0.25280936 3.13344033
8 1 1 0.13542 97.79 0.41168872 0.58831128 -0.13913294 -0.02134096 0.00404209 0.25325335 0.23380315 0.34611016 0.21709357 3.13598212
9 1.3333 1 0.12121 88.265 0.83960965 0.49369035 -0.02454569 -0.03525126 0.00249898 0.19175382 0.18858738 0.24373016 0.17495759 3.13870151
10 1.75 1 0.10937 58.737 2.30715237 -0.55715237 0.32541734 -0.07606231 -0.00224117 0.18545907 -0.21200561 0.31041876 -0.19679436 3.13693041
∑: 61.4166 10.5613 647.367 61.4165964 3.5649E-06 1 0 1.3878E-17 3 -0.47166612 59.3524131 1.327495 29.5639672

Ejemplos de obtención de datos con i=1

a) Función de regresión múltiple muestral

4.85082628 4.376210(4.15476) − 0.05145479(57.705) 20.3210038

b) Obtención de residuo ei
𝑒𝑖 𝑖 − 𝑖 18 − 20.3210038

c) Residuos de Student
1
𝑋𝑖 𝑋
[ 𝑖] 𝑋𝑖 [1, 𝑋 𝑖 , 𝑋 𝑖 ]
𝑋𝑖

ℎ𝑖𝑖 [𝑋𝑖 ][𝐴− ][𝑋𝑖 ]

1.035585 − 0.163402 − 0.011786 1
ℎ [𝑋 ][𝐴− ][𝑋 ] [1,4.15476,52.705] [−0.163402 0.071763 0.001353] [4.15476] 0.71128697
−0.011786 0.001353 0.000160 52.705
 ∑𝑒𝑖 59.3524131
𝑆 √ √ 2.91185785
𝑛−𝑘−1 10 − 2 − 1
𝑒𝑖 𝑒 −2.32100383
𝑟𝑖 −1.48344856
𝑆√1 − ℎ𝑖𝑖 𝑆√1 − ℎ 2.91185785√1 − 0.71128697

d) Obtención de los valores R-Student ti

∑𝑒 − 𝑒𝑖 ∑𝑒𝑖 − 𝑒 59.3524131 − 5.38705879
𝑆−𝑖 √ 𝑖 √ √ 2.99903747
𝑛−𝑘−2 𝑛−𝑘−2 10 − 2 − 2
𝑒𝑖 𝑒 −2.32100383
𝑡𝑖 −1.44032591
𝑆−𝑖 √1 − ℎ𝑖𝑖 𝑆− √1 − ℎ 2.99903747√1 − 0.71128697

e) Conclusión:
Se puede observar que el residuo ei para el sospechoso cuarto dato es relativamente mayor con respecto a los
demás residuos y sería conveniente eliminarlo y volver a obtener la función de regresión correspondiente, sin
embargo los residuos ri y ti resultaron con valores dentro de los rangos de aceptación si se hicieran pruebas de
hipótesis para ellos con niveles convenientes de significancia, por lo que podemos concluir que este dato se debe
conservar en el análisis de regresión realizado.