Ejemplo 2 Regresión Lineal Multiple Desarrollado
Ejemplo 2 Regresión Lineal Multiple Desarrollado
Ejemplo 2 Regresión Lineal Multiple Desarrollado
R² 0.582
Adjusted R² 53.3% n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %
ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19
Correlation Matrix
20 sample size
Regression Analysis
R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %
ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19
Studentized
Studentized Deleted
Observation Rendimiento anual % Predicted Residual Leverage Residual Residual
1 49.0 69.2 -20.2 0.062 -1.226 -1.246
2 52.0 57.6 -5.6 0.077 -0.342 -0.333
3 89.0 82.1 6.9 0.070 0.420 0.410
4 58.0 68.1 -10.1 0.059 -0.614 -0.603
5 131.0 118.4 12.6 0.396 0.952 0.950
6 59.0 66.6 -7.6 0.278 -0.525 -0.513
7 99.0 98.9 0.1 0.177 0.007 0.007
8 53.0 48.6 4.4 0.336 0.320 0.311
9 77.0 82.6 -5.6 0.081 -0.347 -0.338
10 54.0 62.4 -8.4 0.073 -0.515 -0.503
11 57.0 50.5 6.5 0.191 0.427 0.416
12 61.0 37.7 23.3 0.300 1.641 1.735
13 88.0 80.7 7.3 0.107 0.452 0.442
14 122.0 84.5 37.5 0.159 2.406 2.875
15 71.0 48.6 22.4 0.156 1.438 1.488
16 51.0 72.6 -21.6 0.060 -1.313 -1.344
17 60.0 61.7 -1.7 0.098 -0.107 -0.103
18 50.0 71.2 -21.2 0.073 -1.299 -1.328
19 93.0 89.6 3.4 0.196 0.226 0.220
20 47.0 69.3 -22.3 0.051 -1.350 -1.386
Durbin-Watson = 1.56
𝑑=(∑24_(𝑡=2)^𝑛▒(𝑒_𝑡−𝑒_(𝑡 1.561772923
−1) )^2
)/(∑24_(𝑡=1)^𝑛▒𝑒_𝑡^2 )
𝐷_𝑖=(𝑒_𝑖^2)/
(𝑘∗𝐶𝑀𝐸)∗ℎ_𝑖𝑖/ 〖 (1−ℎ_𝑖𝑖) 〗
^2
𝐷_𝑖=(𝑒_𝑖^2)/
(𝑘∗𝐶𝑀𝐸)∗ℎ_𝑖𝑖/ 〖 (1−ℎ_𝑖𝑖) 〗
^2
R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %
ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19
Regression Analysis
R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %
ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19
Residuals
50.9
Residual (gridlines = std. error)
34.0
17.0
0.0
-17.0
-34.0
0 5 10 15 20 25
Observation
Residuals by Predicted
50.9 8/2/2022 15:32.38
Residual (gridlines = std. error)
34.0
17.0
0.0
-17.0
-34.0
20 40 60 80 100 120 140
Predicted
Residual (
-17.0
-34.0
20 40 60 80 100 120 140
Predicted
34.0
17.0
0.0
-17.0
-34.0
6.0 6.2 6.4 6.6 6.8 7.0 7.2 7.4 7.6 7.8
Evaluación de seguridad
34.0
17.0
0.0
-17.0
-34.0
0.50 0.70 0.90 1.10 1.30 1.50 1.70 1.90 2.10 2.30
Coeficiente de gastos anuales %
40.0
30.0
Normal Probability Plot of Residuals
50.0 8/2/2022 15:32.08
40.0
30.0
20.0
Residual
10.0
0.0
-10.0
-20.0
-30.0
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5
Normal Score
En la tabla siguiente se da el rendimiento anual, la evaluación de la seguridad (0 = de alto riesgo, 10 segura) y el coeficiente de
extranjeros
Evaluación de Coeficiente de gastos Rendimiento anual
seguridad anuales % %
7.1 1.59 49 Calcule e interprete el coeficie
7.2 1.35 52 Calcule e interprete el coeficie
6.8 1.68 89 Verifique la existencia de dato
7.1 1.56 58 Verifique se existe autocorrela
6.2 2.16 131 Verifique los supuestos de reg
7.4 1.80 59
6.5 1.88 99
7.0 0.90 53 Si 0 < r ≤ 0.20, entonces “Exist
6.9 1.79 77 Si -0.20 ≤ r < 0.
7.2 1.49 54
7.1 1.05 57 Si 0.20 < r ≤ 0.40 , entonces “
7.7 1.25 61 Si -0.40 ≤ r < -0.20
7.0 1.83 88
7.0 1.94 122 Si 0.40 < r ≤ 0.70 , entonces “
7.2 1.09 71 Si -0.70 ≤ r < -0.40
6.9 1.50 51
7.0 1.28 60 Si 0.70 < r < 1 , entonces “Exis
7.1 1.65 50 Si -1 < r < -0.70
6.5 1.61 93 Si el valor de r es positivo, ent
7.0 1.50 47
10 segura) y el coeficiente de gastos anuales de 20 fondos
R² 0.750
Adjusted R² 0.717 n 18
R 0.866 k 2
Std. Error 12.190 Dep. Var. Rendimiento anual %
ANOVA table
Source SS df MS F p-value
Regression 6,703.9914 2 3,351.9957 22.56 3.01E-05
Residual 2,229.1197 15 148.6080
Total 8,933.1111 17