Tavi VI

regresiis modelis specifikaciisa da verifikaciis

zogierTi Tavisebureba

$ 6.1. cvladebis specifikacia regresiis modelSi

ekonomikur-maTematikuri modelis agebis procesSi TiTqmis yovelTvis vaw-

ydebiT specifikaciis problemas. rodesac es modeli regresiis gantolebis saxiT
warmoidgineba, specifikacia maTematikuri funqciis SerCevasa da funqciaSi Sema-
vali faqtoruli cvladebis dadgenas gulisxmobs. orive garemoeba mniSvnelovania
da romelime maTganis araswor gadawyvetas garkveuli problemebi axlavs Tan.
qvemoT Cven vigulisxmebT, rom funqciis specifikaciis problema sworadaa gada-
wyvetili _ mas wrfivi saxe Seesabameba _ da gavaanalizebT im SesaZlo Sedegebs,
rasTanac saqme gvaqvs faqtorul cvladTa simravlis araswori dadgenis SemTxve-
vaSi. es ukanaskneli ki gulisxmobs ori SesaZlo situaciis arsebobas.
_ Sesafasebel modelSi ar gaiTvaliswineba mniSvnelovani cvladebi, romle-
bic WeSmarit modelSi arsebobs;
_ Sesafasebel modelSi CarTulia cvladebi, romlebic ar Sedis WeSmarit
modelSi.
ganvixiloT aq aRniSnuli TiToeuli situacia.

regresiis gantolebaSi arsebiTi cvladebis gauTvaliswineblobis

Sedegebi

regresiis gantolebaSi CasarTavi faqtoruli cvladebis SerCevisas pirvel

rigSi unda daveyrdnoT ekonomikur Teorias, magram, rogorc wesi, Teoria yovel-
Tvis srulyofili ar aris da am arasrulyofilebas zogjer faqtorebis araswor
specifikaciamde mivyavarT. garda amisa, araswor specifikacias srulyofili ekono-
mikuri Teoriis pirobebSic SeiZleba wavawydeT, Tuki modelSi Segnebulad ar
gaviTvaliswinebT romelime mniSvnelovan faqtors Sesabamisi monacemebis uqonlo-
bis gamo. am etapze CvenTvis mniSvneloba ara aqvs imas, Tu ra mizeziT ar xdeba

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faqtorebis srulfasovani SerCeva. Cveni mizania vaCvenoT, ra uaryofiTi Sedegebi
miiReba im SemTxvevaSi, roca Sesafasebel regresiis gantolebaSi ar gaiTvaliswi-
neba erTi an ramdenime arsebiTi faqtori, romelic Teoriis mixedviT ganmsazRv-
rels warmoadgens Sedegobrivi y cvladisaTvis.
dasawyisSi ganvixiloT martivi SemTxveva. vTqvaT, y cvladi wrfivad damoki-

debulia or x1 da x2 cvladze da regresiis WeSmariti Teoriuli modelis saxea

y =  0 + 1 x1 +  2 x2 + u . (6.1)

vTqvaT am ukanasknelis nacvlad gadavwyviteT SevafasoT wyviluri regresiis

Semdegi modeli
y =  0 + 1 x1 + u . (6.2)

vaCvenoT, rom aseT SemTxvevaSi Sefasebuli yˆ = b0 + b1 x1 modelis koeficientebi

SeiZleba gadaadgilebuli aRmoCndes.

sailustraciod ganvixiloT b1 koeficienti. CvenTvis ukve cnobilia, rom es

koeficienti Semdegnairad ganisazRvreba b1 = Cov( x1 , y) Var( x1 ) . Tu gaviTvaliswi-

nebT am gamosaxulebaSi y cvladis mniSvnelobas (6.1)-dan miviRebT

Cov( x1 , y ) Cov( x1 ,  0 + 1 x1 +  2 x2 + u )
b1 = = =
Var( x1 ) Var( x1 )
Cov( x1 ,  0 ) + 1Var( x1 ) +  2 Cov( x1 , x2 ) + Cov( x1 , u )
= =
Var( x1 )

Cov( x1 , x2 ) Cov( x1 , u )
= 1 +  2 + .
Var( x1 ) Var( x1 )
gaus-markovis erT-erTi pirobis Tanaxmad x1 da x2 araSemTxveviTi cvladebia da

E[Cov( x1 , u)] = 0 . Tu amas gaviTvaliswinebT gveqneba:

Cov( x1 , x2 )
E (b1 ) = 1 +  2 .
Var( x1 )
es formula gviCvenebs, rom, Tu regresis (6.1) gantolebaSi ar gaviTvaliswi-
nebT x2 cvlads da SevafasebT wyviluri regresiis (6.2) models, maSin umcires

kvadratTa meTodiT miRebuli 1 koeficientis Sefaseba b1 gadaadgilebulia ori

gamonaklisi SemTxvevis garda. pirvel SemTxvevas maSin aqvs adgili, roca x2 faq-

tori gavlenas ar axdens y cvladze da, maSasadame, (6.1) gantolebaSi  2 = 0 .

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cxadia, aseT pirobebSi (6.2) gantoleba sworad aris specificirebuli. meore
SemTxveva, SeiZleba iTqvas, mxolod Teoriuladaa SesaZlebeli da maSin warmoiq-
mneba, roca modelis Sesafaseblad gamoyenebul SerCevaSi Cov( x1 , x2 ) = 0 . rogorc

wesi, ekonomikuri SerCeviTi erTobliobebisaTvis es piroba TiTqmis ar sruldeba.

magram Tu igi sruldeba, maSin vambobT, rom ( x11 x21  xn1 ) da ( x12 x22  xn 2 ) veq-

torebi erTmaneTis mimarT orTogonaluria. aqve gvinda aRvniSnoT, rom Sefasebuli

b1 koeficientis gadaadgilebis mimarTuleba calsaxa ar aris da damokidebulia,
erTi mxriv, WeSmariti modelis  2 koeficientis, meore mxriv, Cov( x1 , x2 ) -is

niSnebze. imis mixedviT es niSnebi erTmaneTisagan gansxvavebulia Tu erTnairia,

regresiis gantolebaSi mniSvnelovani x2 cvladis CaurTvelobam SeiZleba gamoiwvi-

os b1 koeficientis rogorc qvemoT, iseve zemoT gadaadgileba.

ganvazogadod axla aq ganxiluli martivi SemTxveva da davuSvaT, rom WeSma-

riti modeli Sedgeba m + l cvladisagan. Semdgomi gardaqmnebis TvalsaCinoebis-
Tvis pirvel m faqtorul cvlads aRvniSnavT x1 ,  , x m simboloebiT, xolo

danarCen l cvlads ki z1 ,, zl simboloebiT. maSin dakvirvebis n wertilisaTvis

sworad specificirebuli modelis saxe iqneba

y1 =  0 + 1 x11 +  +  m x1m +  1 z11 +  +  l z1l + u1
y 2 =  0 + 1 x21 +  +  m x2 m +  1 z 21 +  +  l z 2l + u 2
. (6.3)
−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−
y n =  0 + 1 xn1 +  +  m xnm +  1 z n1 +  +  l z nl + u n
davuSvaT, rom aramizanSewonilad CavTvaleT modelSi z1 ,, zl cvladebis
CarTva da arCevani gavakeTeT m faqtorian modelze:
y1 =  0 + 1 x11 +  +  m x1m + u1
y 2 =  0 + 1 x21 +  +  m x2 m + u 2
. (6.4)
−−−−−−−−−−−−−−−−−−−
y n =  0 + 1 xn1 +  +  m xnm + u n
aSkaraa, (6.3) modelis nacvlad (6.4)-is ganxilvisas dairRveva gaus-markovis
piroba, romelic gulisxmobs SerCeuli modelis WeSmarit modelTan Sesabamisobis
aucileblobas. am darRvevis Tanmdevi Sedegebis dasadgenad (6.3) da (6.4) veqto-
rul-matriculi saxiT gadavweroT:
Y = XB + ZA + U , (6.3a)

186
 Y = XB + U , (6.4a)
sadac Z aRniSnavs n  l ganzomilebis matricas, romlis elementebia z ij ; A _

1 ,, l elementebis veqtor-svetia. danarCeni aRniSvnebi CvenTvis ukve cnobilia.

(6.3a)-s vuwodoT `grZeli~ modeli, (6.4a)-s _ `mokle~ modeli.
vaCvenoT, rom mokle modelis SefasebiT miRebuli gantolebis,
yˆ = b0 + b1 x1 + b2 x2 +  + bm xm ,
b0 , b1 ,, bm koeficientebi, zogad SemTxvevaSi, WeSmariti parametrebis (grZeli
modelis  0 , 1 ,,  m koeficientebis) gadaadgilebuli Sefasebebia.

marTlac, CvenTvis ukve cnobilia, rom (6.4a) tipis gantolebis mimarT umci-
res kvadratTa meTodis gamoyeneba saSualebas iZleva Sefasebuli regresiis koefi-

cientebis veqtori B̂ Semdegi saxiT gamovsaxoT

Bˆ = ( X T X ) −1 X T Y .
Cveni daSvebis Tanaxmad, am gamosaxulebaSi Semavali Y veqtoris mniSvneloba (6.3a)
gantolebiT aRiwereba. am garemoebis gaTvaliswineba mogvcems:

Bˆ = ( X T X ) −1 X T Y = ( X T X ) −1 X T ( XB + ZA + U ) =
= B + ( X T X ) −1 X T ZA + ( X T X ) −1 X T U .
radganac X da Z arastoxastikuri matricebia da, daSvebis Tanaxmad, E(U ) = 0 ,
amitom

E ( Bˆ ) = B + ( X T X ) −1 X T ZA .

maSasadame, zogad SemTxvevaSi E (Bˆ ) gansxvavdeba B̂ -sagan, rac (6.4a) mode-

lis regresiis koeficientebis SefasebaTa gadaadgilebaze miuTiTebs. iseve, ro-
gorc martivi SemTxvevis dros, aqac arsebobs ori gamonaklisi situacia, roca
mokle modeliT miRebuli Sefasebebi SeiZleba gadauadgilebeli iyos:
a) A = 0 _ es is SemTxvevaa, roca araswori specifikacia ar warmoiSveba;

b) X T Z = 0 _ formaluri TvalsazrisiT es piroba X da Z matricebis

orTogonalobas gamosaxavs, rac ekonomikurad Zneli asaxsnelia.
regresiis gantolebaSi mniSvnelovani faqtorebis CaurTvelobiT gamowveuli
`usiamovneba~ ar Semoifargleba mxolod regresiis koeficientebis Sefasebebis
gadaadgilebiT. aranakleb seriozuli uaryofiTi Sedegia is, rom Sefasebuli mok-
2
le modeliT gansazRvruli S e statistika, romelsac Semdegi saxe aqvs

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 n 1
S e2 = Var (e) = eT e ,
n − m −1 n − m −1
zogad SemTxvevaSi, grZeli modelis (WeSmariti modelis) SemTxveviTi wevris  u2

dispersiis gadaadgilebuli Sefasebaa. SeiZleba vaCvenoT, rom

1 1
E ( S e2 ) = E (eT e) =  u2 + AT Z T MZA ,
n − m −1 n − m −1
sadac M = ( I − X ( X T X ) −1 X T ) simetriuli idempotenturi matricaa, e. i. misTvis

adgili aqvs pirobas M = MM = M 2 . am matricis aRniSnuli Tvisebis gamo nebis-

2
mieri A veqtorisaTvis E ( S e ) -is moyvanili gamosaxulebis meore Sesakrebi arauar-

yofiTia, radgan M -is idempotenturobis da matricaTa namravlis transponirebis

Tvisebebis Tanaxmad

AT Z T MZA = AT Z T MMZA = ( MZA )T ( MZA )  0 .

Tavis mxriv, es niSnavs, rom  u dispersiisaTvis S e aris zemoT gadaadgilebuli

2 2

2
Sefaseba1. es Sedegi imaze miuTiTebs, rom statistikuri testebiT, romlebSic S e

monawileobs SeiZleba araswori daskvnebi gavakeToT.

wrfivi regresiis modelSi mniSvnelovani cvladebis CaurTvelobis kidev
erTi seriozuli uaryofiTi gamovlineba ukavSirdeba regresiis koeficientebis
Sefasebebis dispersiebsa da standartuli Secdomebs. mtkicdeba, rom B veqtoris
Sefasebebs mokle modelSi zogadad ufro naklebi dispersiebi gaaCnia, vidre
grZel modelSi. am Sedegis marTebulobis Cveneba gansakuTrebiT advilad SeiZleba
martivi situaciisaTvis, roca grZeli modelis variantia (6.1), xolo mokle
models ki warmoadgens (6.2). marTlac, rogorc CvenTvis cnobilia, (6.1) modeli-
sTvis b1 koeficientis dispersis mniSvneloba ganisazRvreba formuliT

 u2 nVar( x1 )(1 − r12, 2 ) , sadac r1, 2 -iT aRniSnulia x1 da x2 faqtors Soris arsebu-
li korelaciis koeficienti, maSin roca igive dispersiis mniSvneloba (6.2) mode-

lis pirobebSi Seadgens  u nVar ( x1 ) -s. Tu gaviTvaliswinebT imas, rom korelaci-

2

is koeficientis kvadratis mniSvneloba nulsa da erTs Sorisaa moqceuli, advi-

1 zemoT Cven aRvniSneT, rom mokle modelis SemTxvevaSi Sefasebuli regresiis koe-
ficientebi SeiZleba gadauadgilebuli aRmoCndes X Z = 0 pirobis Sesrulebis dros.
T

magram S e2 gadaadgilebul Sefasebad rCeba maSinac, roca X T Z = 0 .

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lad SevniSnavT, rom b1 koeficientis dispersia zogadad ufro didi unda iyos

(6.1) modelSi, vidre (6.2) modelSi. aqedan gamomdinareobs, rom, roca regresiis
gantolebaSi romelime arsebiTi cvladi ar gaiTvaliswineba, maSin Sefasebuli
regresiis koeficientebis standartuli Secdomebis formulebi da maTze dafuZ-
nebuli testuri statistikebiT hipoTezebis Semowmeba zogadad arakoreqtulia.

 magaliTi 6.1. zemoT moyvanili Teoriuli Sedegebis ilustrireba movaxdinoT

monte-karlos meTodis nairsaxeobis safuZvelze ganxorcielebuli eqsperimentis saSua-
lebiT.
cxrili 6.1.
i y x1 x2 u i y x1 x2 u
1 173,929 487,67 265,8 21,2981 16 231,098 830,7 326,7 -9,5272
2 139,604 490,59 266,9 -14,125 17 259,689 874,29 329,2 11,0255
3 151,120 533,55 267,8 -9,5926 18 259,065 925,86 332 0,98638
4 174,028 576,57 269,6 5,78268 19 263,566 980,98 332,1 -2,8413
5 150,805 598,62 268,7 20,2076 20 275,554 1007,72 334,4 3,7559
6 164,131 621,77 273,6 -13,294 21 274,209 1051,83 344,9 -10,506
7 191,504 613,67 276,3 13,6736 22 280,778 1078,76 350,8 -11,516
8 152,197 654,8 277,2 -32,343 23 309,115 1075,31 359,4 12,1786
9 176,183 668,84 278,1 -11,003 24 02,8171 1107,48 367,3 -3,6849
10 183,196 681,02 284,7 -9,7766 25 322,489 1171,1 375,4 1,58362
11 211,106 679,53 293,3 13,1963 26 356,271 1234,97 388,9 17,6858
12 181,766 720,53 289,7 -20,134 27 348,928 1217,81 400,4 6,01601
13 201,849 736,86 300,7 -9,0998 28 362,007 1202,36 411,8 14,5725
14 200,741 755,35 313,5 -20,662 29 366,020 1271,01 426,7 -0,6517
15 214,650 799,15 315,3 -14,402 30 341,986 1332,67 429,8 -35,794

amoxsna. eqsperiments safuZvlad davudoT Semdegi Teoriuli modeli

y = −80 + 0,15x1 + 0,6 x2 + u , (*)

sadac x1 da x2 cvladebis mniSvnelobebi nebismierad SerCeuli erTmaneTTan dadebiT

korelaciaSi myofi sidideebia, romelTaTvisac Var( x1 ) = 64912 , Var( x2 ) = 2533,07 ,

Cov( x1 , x2 ) = 12532,47 ; rac Seexeba damokidebuli y cvladis mniSvnelobebs, maTi gene-

rirebisaTvis moyvanil gantolebaSi SemTxveviTi u wevris rolSi ganvixiloT 30 dakvir-
vebisagan Semdgari SerCevis variantebi, romlebsac Seesabameba normaluri ganawileba
nulovani saSualoTi da 15-is toli standartuli gadaxriT: u ~ N (0,225 ) . erT-erTi
aseTi variantis Sesabamisi monacemebi mocemulia cxril 6.1-Si.
zemoT ganxiluli Teoriis Tanaxmad Tu generirebuli monacemebiT SevafasebT swo-

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red specificirebul, anu orfaqtorian wrfiv models, maSin regresiis gantolebis
yˆ = b0 + b1 x1 + b2 x2 koeficientebi daakmayofilebs pirobas E (b0 ) = −80 , E (b1 ) = 0,15 ,
E (b2 ) = 0,6 . magram Tu araswor specifikacias ganvixilavT da erT romelime amxsnel
cvlads ar gaviTvaliswinebT, maSin Sefasebuli gantolebebis koeficientebi gadaadgile-

buli iqneba. kerZod, x2 cvladis gauTvaliswineblobis SemTxvevaSi yˆ = b0 + b1 x1

gantolebis b1 koeficientis gadaadgilebis sidide Seadgens 0,1158-s, radganac

Cov( x1 , x 2 ) 12532,47
E (b1 ) = 1 +  2 = 0,15 + 0,6 = 0,15 + 0,1158 = 0,2658,
Var( x1 ) 64912

xolo x1 cvladis gauTvaliswineblobis SemTxvevaSi yˆ = b0 + b2 x2 gantolebis b2 koefi-

cientis gadaadgileba 0,7421 erTeulis tolia, radganac

Cov( x1 , x 2 ) 12532,47
E (b2 ) =  2 + 1 = 0,6 + 0,15 = 0,6 + 0,7421 = 1,3421 .
Var( x 2 ) 2533,07
cxrili 6.2
eqsperi- swori specifikacia araswori specifikacia
mentis
nomeri b0 b1 b2 S e2 b0 b2 S e2
(s.e.) (s.e.) (s.e.) (s.e.) (s.e.)
1 -60,7721 0,1817 0,4449 192,6 -195,616 1,3439 289,6
(38,44) (0,0468) (0,2367) (20,3046) (0,0617)
2 -99,5854 0,1148 0,7392 267,3 -184,784 1,3073 299,2
(45,2847) (0,0551) (0,2789) (20,6381) (0,0627)
3 -80,7448 0,1613 0,5598 150,7 -200,447 1,3579 227,2
(34,0035) (0,0414) (0,2094) (17,9840) (0,0547)
4 -108,34 0,13606 0,7113 218,6 -209,305 1,3844 269,0
(40,9534) (0,04981) (0,2522) (19,570) (0,0595)
5 -67,1707 0,1628 0,5230 243,2 -188,002 1,3286 317,9
(43,1973) (0,0525) (0,2660) (21,2747) (0,0647)
6 -157,623 0,0640 1,0688 256,3 -205,08 1,3852 260,0
(44,3441) (0,0539) (0,2731) (19,2384) (0,0585)
7 -58,3818 0,1754 0,4721 191,0 -188,506 1,3396 281,0
(38,2858) (0,0466) (0,4721) (19,9997) (0,0608)
8 -76,9907 0,1439 0,6319 244,0 -183,736 1,3436 300,4
(43,2697) (0,0526) (0,2665) (20,6798) (0,0629)
9 -133,703 0,1020 0,8887 214,3 -209,417 1,3935 239,4
(40,5533) (0,0493) (0,2497) (18,4623) (0,0561)
10 -172,03 0,0684 1,1028 156,6 -222,786 1,4412 165,8
(34,6659) (0,0422) (0,2135) (15,3607) (0,0467)

SemTxveviTi u wevris 10 gansxvavebuli SerCevebis generirebiT ganxorcielebuli

eqsperimentis Sedegebi, rogorc swori, aseve araswori specifikaciis modelisaTvis (am
ukanasknelSi ar aris gaTvaliswinebuli x1 ), mocemulia cxril 6.2-Si. es Sedegebi sru-

lad Seesabameba zemoT gakeTebul daskvnebs. kerZod, rogorc mosalodneli iyo:

190
 a) sworad specificirebuli modelis koeficientebis Sefasebebi WeSmarit mniSvne-

lobebTan axlosaa da maT irgvlivaa gafantuli. WeSmariti  u = 15 = 225 mniSvnelobis

2 2

2
irgvlivaa gafantuli, agreTve, narCenobiTi wevris koreqtirebuli dispersia S e .

b) arasworad specificirebuli modelis koeficientebis Sefasebebi gadaadgilebuli

mniSvnelobebis irgvlivaa gafantuli (rogorc zemoT aRvniSneT, b2 koeficientisaTvis ga-

daadgilebuli mniSvneloba Seadgens 1,3421). garda amisa, arasworad specificirebul mo-

delSi b2 koeficientis standartuli Secdomebi mniSvnelovnad Semcirebulia, xolo
2
narCenobiTi wevris koreqtirebuli dispersia S e TiTqmis yvela eqsperimentis pirobebSi

aRemateba Teoriul  u = 225 mniSvnelobas (e. i. saSualod gadaagilebulia zemoT). 

2

Camnacvlebeli cvladebi

xSir SemTxvevaSi regresiis gantolebaSi romelime arsebiTi cvladis Caur-

Tvelobis mizezia is, rom winaswar ucnobia, unda Sediodes Tu ara igi amxsneli
cvladebis simravleSi. zogjer isec xdeba, rom Sedegobrivi cvladisaTvis amx-
sneli cvladis Sinaarsobrivi mniSvnelovneba winaswar cnobilia, magram ver xer-
xdeba misi pirdapiri asaxva regresiis gantolebaSi. arsebobs ramdenime garemoeba,
romelic amas ganapirobebs. maTgan aRsaniSnavia Semdegi:
_ CasarTavi cvladi Sinaarsobrivad kargad aris gansazRvruli, magram sta-
tistikuri monacemebi mis Sesaxeb an ar arsebobs, an arsebobs, magram arasaimedoa;
_ CasarTavi cvladi Sinaarsobrivad imdenad cudad aris gansazRvruli, rom
principulad SeuZlebelia misi gazomva;
_ CasarTavi cvladis gazomva SesaZlebelia, magram Sromisa da drois imdenad
did danaxarjs moiTxovs, rom amis ganxorcieleba ekonomikuri TvalsazrisiT ara-
mizanSewonilia.
Tu CamoTvlili garemoebebis gamo saerTod uars vityviT mocemuli cvladis
gantolebaSi CarTvaze, maSin, rogorc zemoT vnaxeT, ganxiluli regresiis ganto-
lebis Sefasebebi gadaadgilebuli aRmoCndeba da, garda amisa, maTi statistikuri
Semowmebac arakoreqtuli iqneba. aseT situaciidan erT-erTi gamosavalia sxva
romelime iseTi cvladis SerCeva, romelic arapirdapiri saxiT mogvcems informa-
cias mocemul arsebiT cvladze. aseT cvlads Camnacvlebeli cvladi ewodeba.
magaliTad, vTqvaT, vixilavT regresiis romelime makroekonomikur models, ro-

191
melSic, ekonomikuri Teoriis Tanaxmad, erT-erTi arsebiTi cvladis rolSi unda
Sediodes qveynis keTildReobis done. es ukanaskneli Zalian zogadi maCvenebelia
da mkacr da zust gazomvas ar eqvemdebareba, amitom misTvis Camnacvlebeli cvla-
dis rolSi SeiZleba aviRoT erT sulze gaangariSebuli erovnuli Semosavlis si-
dide. analogiurad, Tu romelime modelSi amxsneli cvladis saxiT unda CavrToT,
magaliTad, QqveyanaSi ganaTlebis xarisxi, romelic, aseve Zalian bundovani da ara-
mkafio maCvenebelia da zusti raodenobrivi Sesatyvisi ar gaaCnia, misTvis Camnac-
vlebel cvladad sxvadasxva situaciaSi SeiZleba gamoviyenoT mTliani Siga pro-
duqtidan ganaTlebaze gaweuli danaxarjebi, ganaTlebis sferoSi dasaqmebuli ada-
mianebis ricxovneba an erT moswavleze daxarjuli Tanxis raodenoba.
ganvixiloT ra Sedegi mosdevs WeSmarit regresiis modelSi romelime Zi-
riTadi amxsneli cvladis nacvlad Camnacvlebeli cvladis CarTvas. davuSvaT, rom
WeSmarit models Semdegi saxe aqvs
y =  0 + 1 x1 +  2 x2 +  +  m xm + u . (6.5)

CavTvaloT, agreTve, rom ar gagvaCnia monacemebi, magaliTad, x m -is Sesaxeb, magram,

gvaqvs zusti informacia sxva z cvladis Sesaxeb, romelic x m -isTvis SeiZleba

Camnacvlebel cvladad gamoviyenoT. cxadia, z cvladi x m -isTvis mxolod im SemT-

xvevaSi gamodgeba Camnacvlebelad, roca maT Soris damokidebuleba arsebobs. imis

mixedviT, rogoria am damokidebulebis saxe, z cvladi x m -isTvis SeiZleba iyos

idealuri (srulyofili) an arasrulyofili Camnacvlebeli. roca x m -sa da z -s

Soris arsebobs wrfivi funqcionaluri damokidebuleba,

xm =  +  z , (6.7)

sadac  da  raime mudmivebia, maSin z idealuri Camnacvlebeli cvladia. mag-

ram, roca x m -sa da z -s Soris arsebuli wrfivi damokidebuleba statistikuria,

xm =  +  z +  , (6.8)

sadac  SemTxveviTi sididea, maSin z arasrulyofili Camnacvlebeli cvladia.

dasawyisSi ganvixiloT SemTxveva, roca adgili aqvs (6.7)-s. cxadia, Tu moce-
mul gamosaxulebaSi Semavali  da  parametrebi CvenTvis cnobili iqneba, maSin

z cvladis saSualebiT gamoviTvliT x m -is mniSvnelobas da amiT problema moix-

sneba. rom ar aRmovCndeT aseT trivialur situaciaSi, davuSvaT, rom  da 

192
CvenTvis ucnobi parametrebia, romelTa Sefaseba SeuZlebelia, radgan (6.7)-is
marcxena mxareSi mdgari x m cvladi ucnobia. CavsvaT (6.5) gantolebaSi x m -is

mniSvneloba (6.7)-dan. miviRebT gantolebis axal variants

~ ~
y =  0 + 1 x1 +  2 x2 +  +  m−1 xm−1 +  m z + u , (6.9)
~ ~
sadac  0 =  0 +  m  da  m =  m  . rogorc vxedavT, am gantolebaSi Semavali

yvela cvladi dakvirvebadia (arsebobs monacemebi maT Sesaxeb), ris gamoc ganto-
lebis Sefaseba SeiZleba. mtkicdeba, rom (6.9)-is mimarT umcires kvadratTa meTo-
dis gamoyeneba Semdeg Sedegebs iZleva:
a) 1 ,  ,  m−1 koeficientebis Sefasebebi Sesabamisi t statistikebiT, aseve

determinaciis R 2 koeficienti, zustad iseTivea, rogoric iqneboda im SemTxvevaSi,

gantolebaSi z -is nacvlad x m rom yofiliyo CarTuli;
~ ~ ~ ~
b)  0 da  m koeficientebis Sefasebebi b0 da bm saSualebas ar iZleva

davadginoT sawyisi (6.5) gantolebis Tavisufali wevris,  0 -is, da faqtoruli

x m cvladis koeficientis,  m -is, Sefasebebi b0 da bm , radgan ori gantolebi-

sagan Semdgari sistema:
~ ~
b0 = b0 + bm  ; bm = bm  ,
romelic (6.9)-is Sefasebis Sedegad miiReba, b0 -isa da bm -is garda Seicavs kidev

or,  da  ucnobs;
g) z cvladis koeficientis t statistika zustad iseTivea, rogoric iqne-
boda im SemTxvevaSi, gantolebaSi z -is nacvlad x m rom yofilyo CarTuli;
maSasadame, miuxedavad imisa, rom ver vafasebT x m -is koeficientis mniSvnelobas,

SegviZlia davadginoT uSualod mocemuli cvladis statistikuri mniSvnelovneba.

unda aRiniSnos, rom praqtikaSi iSviaTad moiZebneba idealuri Camnacvlebeli
cvladi. yvelaze ukeTes SemTxvevaSi Camnacvlebeli cvladi CvenTvis ucnob Ziri-
Tad cvladTan wrfivad mxolod miaxloebiT, (6.8)-is saxiT, aris dakavSirebuli.
aseT pirobebSi Canacvleba arasrulyofilia da mis gamoyenebas saxarbielo Sede-
gebamde yovelTvis ar mivyavarT. kerZod, arasrulyofili Camnacvlebeli cvladis
SemTxvevaSi, zogadad, koeficientebisaTvis miRebuli Sefasebebi gadaadgilebulia,
standartuli Secdomebi arakoreqtulia, aseve arakoreqtulia maTze dafuZnebuli
testuri statistikebi. amasTan, aRniSnuli uaryofiTi gamovlinebani miT serio-

193
zulia, rac ufro maRalia Camnacvlebeli cvladis arasrulyofilebis xarisxi
(rac didia (6.8)-Si Semavali  -s dispersia z -is dispersiasTan SedarebiT). ara-
srulyofili Camnacvlebeli cvladis gamoyeneba mxolod maSin SeiZleba CaiTvalos
gamarTlebulad, roca arsebobs varaudi, rom am gziT miRebuli gadaadgilebebi da
cdomilebebi standartul SecdomebSi ufro naklebi iqneba, vidre gveqneboda Cven-
Tvis mniSvnelovani ZiriTadi cvladis mTliani ugulebelyofis SemTxvevaSi. samwu-
xarod, am varaudis Semowmebis raime dasabuTebuli wesi ar arsebobs da Camnacvle-
beli cvladis gamoyenebis gadawyvetileba konkretuli modelis Taviseburebis
gaTvaliswinebiT subieqtur mosazrebebs efuZneba.

 magaliTi 6.2. davuSvaT, rom cxril 6.1-Si moyvanili monacemebidan y aRniSnavs

Sinameurneobebis moxmarebis sidides, x1 - Sinameurneobebis gankargvaSi arsebuli fasiani

qaRaldebis Rirebulebas, x2 - Sinameurneobebis gankargvadi Semosavlis sidides. cxadia,

aseT pirobebSi 6.1-Si moyvanili monacemebiT Sefasebuli gantoleba

yˆ = − 108,34 + 0,1361 x1 + 0,7113 x2 , R 2 = 0,961, R 2 = 0,959, F = 337

, (**)
( s.e.) ( 40,9534) (0,0498) (0,2522)

romelic Zalian axlos aris Teoriul analogTan ((*) modelTan), unda ganvixiloT mox-
marebis funqciad. misi b1 = 0,1361 da b2 = 0,7113 koeficientebi ekonomikurad inter-
pretirebadia – mocemuli SerCevisaTvis gamosaxaven fasiani qaRaldebidan da gankargvadi
Semosavlebidan moxmarebisadmi zRvrul midrekilebebs.
ganvixiloT ra daemarTeba mocemuli gantolebis koeficientebs da mTlianad gan-
tolebas, Tu masSi erT-erTi amxsneli cvladis nacvlad romelime arasrulyofil Camnac-
vlebels CavrTavT, romelic mWidro korelaciaSia gamotovebul amxsnel cvladTan.
amoxsna. davuSvaT, rom garkveuli mizezebis gamo CvenTvis ucnobia x1 -is mniSvne-

lobebi. aseT pirobebSi Tu models SevafasebT mxolod erTi x2 amxsneli cvladis safu-

Zvelze, miviRebT gantolebas

yˆ = − 209,305 + 1,3844 x2 , R 2 = 0,951, R 2 = 0,949, F = 541

, (***)
( s.e.) (19,570) (0,0595)

romelic formaluri statistikuri maxasiaTeblebiT mniSvnelovnad gamoiyureba, magram

Sinaarsobrivad aSkarad miuRebelia, radganac moxmarebisadmi zRvruli midrekilebis Sefa-

seba b2 = 1,3579 imdenad gadaadgilebulia, rom ekonomikurad yovelgvar dasaSveb sazRv-

rebs miRma imyofeba (Sinaarsidan gamomdinare es koeficienti nulsa da erTs Soris unda
imyofebodes). es swored is SemTxvevaa, roca aucilebelia x1 -isaTvis Tundac arasrul-

194
yofili Camnacvlebeli cvladis gamoyeneba. aseTi Camnacvlebeli cvladis rolSi ganvixi-
loT, magaliTad, samomxmareblo xarjebis fasebis deflatori, romlis mniSvnelobebi mo-

cemulia cxril 6.3-Si da aRniSnulia x3 -iT.

cxrili 6.3
i x3 i x3 i x3 i x3 i x3
1 70,6 7 77,2 13 96,5 19 139,3 25 213,6
2 71,9 8 79,4 14 100 20 149,1 26 218,9
3 72,6 9 81,4 15 105,7 21 162,5 27 225,3
4 73,7 10 84,6 16 116,3 22 179,0 28 231,3
5 74,8 11 88,4 17 125,2 23 194,5 29 235,7
6 75,9 12 92,5 18 131,7 24 206,0 30 240,4

am cvladis gaTvaliswinebiT Sefasebuli regresiis gantoleba Semdegnairad gamo-

iyureba

yˆ = − 52,6886 + 0,6371 x2 + 0,6448 x3 , R 2 = 0,962, R 2 = 0,959, F = 339

.
( s.e.) (59,0562) (0,2743) (0,2321)

rogorc vxedavT, b2 -is mniSvneloba Zalian axlosaa mis Teoriul mniSvnelobasTan. es

niSnavs, rom samomxmareblo xarjebis fasebis deflatorma, x3 -ma aSkarad `ikisra” x1 -is

Camnacvleblis roli da amiT x2 cvlads ZiriTadad misi sakuTari funqciis Sesrulebis

roli dautova 2 . garda amisa, determinaciis rogorc Cveulebrivi, aseve koreqtirebuli

koeficientebi daubrundnen iseTive niSnuls, rogoric maT hqondaT sworad specifici-
rebuli modelis gantolebaSi. maSasadame, ganxilul situaciaSi Camnacvlebeli cvladis
rolSi samomxmareblo xarjebis fasebis deflatoris ganxilvam gaamarTla. 

regresiis gantolebaSi araarsebiTi cvladebis CarTviT gamowveuli

Sedegebi

gadavideT axla araswori specifikaciis meore situaciis ganxilvaze, roca

Sesafasebel modelSi gaiTvaliswineba iseTi faqtoruli cvladebi, romlebic WeS-
marit modelSi ar Sedis. cxadia, am SemTxvevaSi WeSmariti modelis rolSi unda
ganvixiloT mokle modeli
Y = XB + U , (6.10)

2
SegaxsenebT, rom rodesac gantolebaSi amxsnel cvladad mxolod erTi, x2 , cvladi
figurirebda is orgvar rols TamaSobda: asaxavda Tavis pirdapir gavlenas y -ze da,
nawilobriv mainc, iTavsebda x1 -is gavlenas.

195
xolo arasworad specificirebuli modeli ki iqneba grZeli modeli:
Y = XB + ZA + U . (6.11)
vTqvaT, (6.10)-sTvis sruldeba gaus-markovis pirobebi da U normalurad gana-
wilebul SemTxveviT sidideTa veqtoria. SeiZleba davamtkicoT, rom Tu WeSmariti
(6.10) modelis nacvlad SevafasebT grZel (6.11) models, maSin:

a) miRebuli B̂ warmoadgens WeSmariti modelis B veqtoris gadauadgilebel

Sefasebas;

b) gadauadgilebelia  u dispersiis Sefaseba S e2 = (e T e) ( n − m − 1) ;

2

g) B̂ veqtoris elementebi optimaluri ar aris, rac imas niSnavs, rom grZe-

li modelis B̂ Sefasebebis dispersiebis mniSvnelobebi zogadad aRemateba WeSma-

riti modelis analogiur dispersiebis mniSvnelobebs.
am debulebebidan pirvelis WeSmaritebis damtkiceba zogadi (6.10)-(6.11) Sem-
TxvevisaTvis efuZneba matriculi algebris aparatis, kerZod ki blokuri matri-
cis Sebrunebis wesis gamoyenebas. dainteresebul mkiTxvels SeuZlia mimarTos,
magaliTad [17]. aq Cven ganvixiloT martivi SemTxveva, rodesac CvenTvis ucnobi
WeSmariti modeli aRiwereba wyviluri regresiis gantolebiT:
y =  0 + 1 x1 + u , (6.12)

magram mis nacvlad vcdilobT SevafasoT orfaqtoriani modeli

y =  0 + 1 x1 +  2 x2 + u . (6.13)

aSkaraa, rom aseT situaciaSi Sefasebuli regresiis yˆ = b0 + b1 x1 + b2 x2 koefi-

cientebis:
Cov( x1 , y )Var( x2 ) − Cov( x2 , y )Cov( x1 , x2 )
b1 =
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2

Cov( x2 , y )Var( x1 ) − Cov( x1 , y )Cov( x1 , x2 )

b2 =
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2
gadauadgilebloba niSnavs Semdegi pirobis Sesrulebas E (b1 ) = 1 , E (b2 ) = 0 ,
sadac 1 aris x1 faqtoris, xolo 0 - x2 faqtoris koeficienti (6.12)-Si3.

3Zneli ar aris SevniSnoT, rom WeSmariti (6.12) modeli SeiZleba Semdegi ekvivalen-
turi saxiT gadavweroT: y =  0 + 1 x1 + 0  x2 + u .

196
 CavsvaT b1 -sa da b2 -is moyvanili gamosaxulebebis mricxvelSi y -is mniSvne-

loba (6.12)-dan. imavdroulad gaviTvaliswinoT kovariaciis Tvisebebi da ganvaxor-

cieloT martivi gardaqmnebi. miviRebT
Cov( x1 , u )Var( x2 ) − Cov( x2 , u )Cov( x1 , x2 )
b1 = 1 + ,
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2

Cov( x2 , u )Var( x1 ) − Cov( x1 , u )Cov( x1 , x2 )

b2 = .
Var( x1 )Var( x1 ) − [Cov( x1 , x2 )]2
movdoT am gamosaxulebebs maTematikuri lodinis operatori. advilad SevamowmebT,
rom gaus-markovis E (ui ) = 0 pirobis TanaxmadU E[Cov( x1 , u)] = 0 , E[Cov( x2 , u )] = 0 .

maSasadame, E (b1 ) = 1 , E (b2 ) = 0 da (6.13) gantolebis SefasebiT miRebuli koefi-

cientebi gadauadgilebelia.

S e2 -is gadauadgileblobis dasamtkiceblad kvlav mivmarToT (6.12) da (6.13)

gantolebebs, oRond amjerad isini ganvixiloT dakvirvebis n wertilisaTvis da
miRebuli sistemebi CavweroT veqtorul matriculi saxiT:
Y = X 1 B1 + U , (6.12a)

Y = X 1B1 + X 2 B2 + U , (6.13a)

1 x11   x12   y1   u1 
       
1 x21   x22   0   y2  u 
sadac X 1 =  , X2 =  , B1 =   , B2 =  2 , Y =   , U =  2  .
      1   
       
1 x  x  y  u 
 n1   n2   n  n
amave dros, Tu SemoviRebT aRniSvnebs

1 x11 x12 
   0 
1 x21 x22   B1   
X = ( X1 X 2 ) =  , B =   =  1  ,
     B2    
   2
1 x xn 2 
 n1

maSin (6.13a)-sTvis Semdeg ekvivalentur Canawers miviRebT: Y = XB + U . am ukanas-

knelis Sefaseba gvaZlevs Bˆ = ( X X ) X Y .

T −1 T

ganvixiloT

eT e = (Y − XBˆ ) T (Y − XBˆ ) =
= (Y − X ( X T X ) −1 X T Y )T (Y − X ( X T X ) −1 X T Y ) =

197
 = Y T ( I − X ( X T X ) −1 X T )( I − X ( X T X ) −1 X T )Y = Y T MY , (6.14)
sadac M = ( I − X ( X T X ) −1 X T ) simetriuli idempotenturi matricaa. am gardaqm-

nebis dros gaviTvaliswineT B̂ -s mniSvneloba Bˆ = ( X T X ) −1 X T Y , transponirebis

wesi, romlis Tanaxmadac

(Y − X ( X T X ) −1 X T Y )T = (Y T − Y T X ( X T X ) −1 X T ) ,

da idempotenturi matricis Tviseba M  M = M 2 = M . CvenTvis sainteresoa am

matricis kidev erTi Tviseba. kerZod, MX = ( I − X ( X T X ) −1 X T ) X = X − X = 0 .
aqedan gamomdinareobs, rom, radganac, ganmartebis Tanaxmad, X = ( X 1 X 2 ) , amitom

MX = M ( X 1 X 2 ) = (MX 1 MX 2 ) = 0 . maSasadame, MX 1 = 0 , MX 2 = 0 . visargebloT

am garemoebiT, agreTve, Y -is mniSvnelobiT WeSmariti (6.12a) gantolebidan da
(6.14) Semdegnairad gardavqmnaT

eT e = Y T MY = ( X 1 B1 + U )T M ( X 1 B1 + U ) = (U T + B1T X 1T ) M ( X 1 B1 + U ) =
= U T MX 1 B1 + U T MU + B1T X 1T MX 1 B1 + B1T X 1T MU .

radganac M = M da X 1T M = ( MX 1 )T = 0 , amitom sabolood CavwerT

T

eT e = Y T MY = U T MU = U T U − U T X ( X T X ) −1 X T U = U T U − U T NU ,
sadac N = X ( X T X ) −1 X T . me-5 Tavis $5.7-Si Cven ukve vaCveneT, rom roca sruldeba

gaus-markovis pirobebi, kerZod ki E (u i2 ) =  u2 da E (ui u j ) = 0, i  j , maSin,

zogad SemTxvevaSi, E (U U ) = n u da E (U NU ) = ( m + 1) u . am garemoebis gaTva-

T 2 T 2

liswinebiT miviRebT
1 1
E ( S e2 ) = E (e T e) = (n u2 − (m + 1) u2 ) =  u2 .
n − m −1 n − m −1
maSasadame, (6.12) modelis Sefasebis Sedegad miRebul regresiis koeficientebTan
2
erTad S e -is mniSvnelobac gadauadgilebeli Sefasebaa.

rac Seexeba grZeli regresiis koeficientebis Sefasebebis araoptimalurobis

Tvisebas, misi marTebulobis damtkicebisaTvis zemoT ganxiluli martivi
situaciis SemTxvevaSi sakmarisia erTmaneTs SevadaroT (6.12) da (6.13) modelebis
pirobebSi b1 koeficientis Sesabamisi dispersiis mniSvnelobebi. SegaxsenebT, rom

b1 koeficientis dispesia (6.12)-is pirobebSi Seadgens  u2 nVar ( x1 ) -s, maSin roca

(6.13)-is pirobebSi igi  u2 nVar( x1 )(1 − r12, 2 ) -is tolia. aqedan gamomdinareobs, rom

198
martiv situaciaSi regresiis gantolebaSi arasaWiro cvladis CarTviT gamowve-
uli efeqtianobis danakargi damokidebulia x1 da x2 faqtors Soris arsebuli

korelaciis siZliereze _ rac didia korelaciis r1, 2 koeficientis absoluturi

mniSvneloba, miT maRalia b1 koeficientis dispersia. aRsaniSnavia, rom zogadi

SemTxvevisaTvis damokidebuleba Sefasebuli regresiis raime b j koeficientis dis-

persiis sididesa da regresiaSi CarTuli cvladebis raodenobas Soris gamoisaxeba

metad mniSvnelovani formuliT

 u2
D(b j ) = , (6.15)
nVar( x j )(1 − R 2j )

romelsac Cven mogvianebiT multikoliniarobis ganxilvis dros kidev davub-

rundebiT. am formulaSi R 2j determinaciis koeficientia. igi Seesabameba regre-

siis gantolebas, romelSic damokidebul cvladad ganxilulia x j , damoukidebel

cvladebs ki regresiis sawyis gantolebaSi CarTuli danarCeni regresorebi (faq-

toruli cvladebi) warmoadgens. zemoT ukve aRvniSneT, rom determinaciis koe-
ficientis mniSvneloba faqtorebis ricxvis mimarT zrdadia (araklebadia). es
faqti (6.15) gamosaxulebasTan erTad imaze miuTiTebs, rom Sesafasebel regresiis
gantolebaSi WeSmarit modelSi Semavali faqtorebis garda damatebiT kidev sxva
faqtorebis CarTva zogadad regresiis koeficientebis araefeqtiani Sefasebebis
miRebas ganapirobebs.
zemoT Catarebulma analizma gviCvena, rom regresiul modelSi mniSvnelovan
cvladTa gauTvaliswineblobas mosdevs regresiis koeficientebis Sefasebebis
gadaadgileba da statistikuri testebis daskvnebis arasiamedoba. meore mxriv,
Sesafasebel modelSi aramniSvnelovan cvladTa CarTva ar iwvevs koeficientebis
Sefasebebis gadaadgilebas, Tumca adgili aqvs maTi efeqtianobis xarisxis dakar-
gvas. aqedan gamomdinare, regresiul modelSi aramniSvnelovani cvladebis CarTva
garegnulad ufro nakleb `usafrTxod~ gamoiyureba, vidre mniSvnelovan cvladTa
gauTvaliswinebloba. magram, vcdilobT ra meti faqtoris asaxvas, unda gaviTva-
liswinoT, rom faqtorebis ricxvis zrdas Sefasebebis sizustis Semcireba da
multikoliniarobis problemis gaCena mosdevs, rac xSirad modelis aramdgra-
dobas ganapirobebs (am problemas calke TavSi ganvixilavT).

199
  magaliTi 6.3. sworad specificirebul, anu WeSmarit modelSi damatebiTi
cvladis CarTviT gamowveuli Sedegebis ilustrirebisaTvis ganvixiloT cxril 6.1-Si da

6.3-Si moyvanili monacemebi. amasTan, CavTvaloT, rom cxril 6.1-Si mocemuli y , x1 da

x2 swori specifikaciis cvladebia, xolo cxril 6.3_Si mocemuli x3 damatebiTi cvla-

dia, romlis CarTvasac vapirebT modelSi.
amoxsna. zemoT Cven ukve moviyvaneT cxril 6.1-is monacemebiT Sefasebuli swori spe-
cifikaciis gantolebis varianti (**). Tu am gantolebis amxsnel cvladebis simravles
x3 -s davamatebT, miviRebT grZeli modelis gantolebis Semdeg variants

yˆ = − 36,213 + 0,0900 x1 + 0,4312 x2 + 0,4376 x3 , R 2 = 0,965 , R 2 = 0,961,

. (****)
( s.e.) (58,222) (0,0553) (0,2947) (0,2589) F = 241

miuxedavad imisa, rom erTi eqsperimentis Sedegebze bolomde dayrdnoba ar SeiZleba,

miRebuli gantolebisa da swori specifikaciis (**) gantolebis erTmaneTTan Sedareba sa-
Sualebas gvaZlevs SevniSnoT ori mniSvnelovani garemoeba.
_ Sefasebuli b0 , b1 da b2 koeficientebis mniSvnelobebi swori specifikaciis (**)

gantolebis SemTxvevaSi ufro zustia da axlosaa Sesabamis Teoriul mniSvnelobebTan,

vidre aq moyvanili araswori specifikaciis grZeli gantolebis SemTxvevaSi. mocemul kon-
kretul situaciaSi es zogadi kanonzomierebis gamovlinebaa, magram, aRsaniSnavia, rom
calkeuli SerCevis (eqperimentis) pirobebSi sawinaaRmdego situaciis arsebobac SesaZ-
lebelia;

_ grZeli modelis gantolebis samive b0 , b1 da b2 koeficientis standartuli

Secdoma aRemateba swori specifikaciis (**) gantolebis Sesabamis mniSvnelobebs, rac imis
faqtobrivi dadasturebaa, rom gantolebaSi zedmeti cvladis CarTva amcirebs koefi-
cientebis Sefasebebis sizustes da zrdis maT araefeqtianobas. 

$ 6.2. amxsneli cvladebis arCeva

rogorc vnaxeT, wrfivi regresiis modelSi amxsneli cvladebis arasakmarisi

raodenobiT CarTvas mosdevs Sefasebebis gadaadgileba, xolo Warbi raodenobiT
CarTva ki amcirebs Sefasebebis saimedobas. es garemoeba imaze miuTiTebs, rom
modelis specifikaciis problemis damakmayofileblad gadasawyvetad saWiroa raime
wesi, romlis mixedviTac movaxdenT amxsnel cvladTa simravlis arCevas.
amxsnel cvladTa simravlis SerCevisas pirvel rigSi unda daveyrdnoT eko-
nomikur Teorias da saR azrs imis Sesaxeb, Tu ra aris CvenTvis saintereso. maga-

200
liTad, inflaciis modelis agebisas potenciuri faqtoruli cvladebis rolSi
ekonomikuri Teoria gvTavazebs umuSevrobis dones, fulis masas, saprocento
ganakveTs, xelfasis dones, molodinebs, Sromis mwarmoeblurobas da sxva faq-
torebs. praqtikaSi faqtorebis dasabuTebisas ekonomikuri TeoriasTan erTad
mxedvelobaSi miiReba, agreTve, satatistikuri argumentebi. magram unda gvaxsov-
des, rom es ukanasknelni (statistikuri argumentebi) arasodes ar unda miviCnioT
WeSmaritebis saboloo ganmsazRvrelad, radganac yovelTvis arsebobs araswori
statistikuri daskvnebis miRebis mcire, magram araignorirebadi albaToba. ufro
metic, mxolod statistikuri testebis gamoyenebis SemTxvevaSi gamoricxuli ar
aris, rom modelSi CasarTavad rekomendacia mieces iseT regresorebsac, romleb-
Tanac Sedegobriv (asaxsnel) cvlads realurad araviTari kavSiri ar aqvs.
davuSvaT, rom ekonomikuri mosazrebidan gamomdinare winaswar SevarCieT faq-
torTa garkveuli simravle, romelTa safuZvelze unda avagoT modeli. aseT piro-
bebSi modelis specifikacia faqtorebis mimarT SeiZleba ganvaxorcieloT ori
gziT: martivi specifikaciidan rTulisaken da piriqiT zogadi specifikaciidan
kerZosaken. pirvel SemTxvevaSi viwyebT martivi modelis SefasebiT da masSi dama-
tebiT faqtorebs vrTavT iqamde, vidre modeli misaRebi ar gaxdeba koeficientebis
Sefasebebis rogorc niSnebis, aseve statistikuri mniSvnelovnebis mixedviT. meore
gza ki zogadi modelis SefasebiT iwyeba da Sesabamisi SezRudvebis da testirebis
operaciebis gamoyenebiT TandaTanobiT davdivarT Semcirebuli zomisa da sirTulis
modelze. aqve unda aRiniSnos, rom praqtikaSi xSirad modelis specifikacias viw-
yebT raime `sasurveli variantidan~, romelsac faqtorebis mocvis TvalsazrisiT
Sualedur mdgomareoba ukavia da Semdeg, erTi mxriv, vcdilobT davadginoT ram-
denad marTebulad uarvyaviT faqtorebis nawili, romlebic modelSi ar CavrTeT,
meore mxriv, vamowmebT modelSi CarTuli faqtorebidan kidev romelimes xom ar
Seesabameba regresiis nulovani koeficienti.
modelSi CasarTavi faqtoruli cvladebis SerCevis procesSi aqtiurad gamo-
iyeneba kriteriumebi, romlebic iTvaliswinebs kompromiss SerCevis monacemebTan
modelis morgebis xarisxsa da modelSi CarTul regresorebis ricxvs Soris.
erT-erTi aseTi kriteriumia CvenTvis ukve cnobili determinaciis koreqtirebuli
koeficienti, romelic Semdegi saxiT ganisazRvreba

201
 n

Q (n − m − 1)
 ei2 (n − m − 1)
i =1
R = 1− E
2
= 1− . (6.16)
Q (n − 1) n
 ( yi − y ) 2
(n − 1)
i =1

miaqcieT yuradReba, rom moyvanili gamosaxulebis marjvena mxareSi mocemuli wi-

n
ladis mniSvneli  ( yi − y ) 2 (n − 1) damokidebuli ar aris regresiis gantolebis
i =1

specifikaciis formaze. gantolebis specifikacia gavlenas mxolod aRniSnuli

n
wiladis mricxvelze,  ei2 (n − m − 1) -ze, da am ukanasknelis saSualebiT R 2 -ze
i =1

axdens. sxva Tanabar pirobebSi, gantolebaSi CarTuli regresorebis ricxvi m ,

ori mimarTulebiT zemoqmedebs R 2 -ze. erTi mxriv, m -is zrda aumjobesebs mona-
cemebTan regresiis gantolebis morgebis xariss _ amcirebs narCenebis kvadratebis
n
jams,  ei2 -s, da dadebiTad aisaxeba R 2 -ze. meore mxriv, m -is zrda amcirebs
i =1

(n − m −1) -s, am ukanasknelis saSualebiT mricxvelSi mdgar gamosaxulebas,

n
 ei2 (n − m − 1) -s, da mTlianobaSi uaryofiTad aisaxeba R 2 -ze. ase, rom deter-
i =1

minaciis Cveulebrivi R 2 koeficientisagan gansxvavebiT, romelic regresorebis

ricxvis mimarT zrdadia (araklebadia), kireqtirebul koeficientSi regresorebis
ricxvis, m -is, gadidebisas erTdroulad adgili aqvs rogorc `waxalisebas~, ase-

ve `dasjas~. R 2 -is es Tviseba faqtorebis SerCevisas uzrunvelyofs kompromisis

miRwevas SerCevis monacemebTan modelis morgebis xarisxsa da modelis ekonomi-
urobas Soris.
dazustebisaTvis aRvniSnavT, rom determinaciis koreqtirebul koeficientze
dafuZnebuli specifikaciis dros upiratesoba eniWeba iseT models da, Sesaba-

misad, faqtorebis im raodenobas, romelsac R 2 -is maRali mniSvneloba Seesabameba.

amasTan, zemoT moyvanili analizidan gamomdinareobs, rom R 2 -is sididis mixedviT

modelebis Sedareba amave modelebis koreqtirebuli dispersiis sididis
n
n 1
S e2 =
n − m −1
Var (e) = 
n − m − 1 i =1
ei2

202
mixedviT Sedarebis ekvivalenturia. oRond am ukanasknel SemTxvevaSi upiratesoba

eniWeba im models da, Sesabamisad, faqtorebis im raodenobas, romlisaTvisac S e2

minimaluria.
faqtorebis specifikaciis informaciuli kriteriumebi. statistikurad
misaRebi modelis arCeva SeiZleba ganvaxorcieloT e. w. informaciuli kriteri-
umebiT, romlebic determinaciis koreqtirebuli koeficientis msgavsad asaxaven
kompromiss monacemebTan modelis morgebis xarisxsa da morgebis procesSi gamo-
yenebuli regresorebis ricxvs Soris. am kriteriumebidan gansakuTrebiT cnobili
da farTod gamoyenebadia akaikis informaciuli kriteriumi _ AIC , romelic
SemoTavazebulia akaikis mier da Svarcis baiesuri informaciuli kriteriumi -
BIG , SemoTavazebuli Svarcis mier. pirveli maTgani mocemul konteqstSi Semdegi
formuliT ganisazRvreba

1 n 2 2(m + 1)
AIC = log  ei + n ,
n i −1
(6.17)

xolo meores Seesabameba formula

1 n 2 (m + 1)
BIC = log  ei + log n . (6.18)
n i −1 n
orive kriteriumi dafuZnebulia dasajereblobaze da asaxavs kompromiss mor-
gebis xarisxsa, romelic izomeba dasajereblobis logariTmiT, da ekonomiurobas
Soris, romelic izomeba regresorebis ricxviT. advilad SevniSnavT, rom moyvani-
li informaciuli kriterimebis pirobebSi ekonomiuroba miiRweva modelze dadebu-
li jarimis saSualebiT, romelic izrdeba faqtorebis ricxvis zrdis kvalobaze.
orive kriteriumis gamoyenebisas Cveulebriv upiratesoba eZleva iseT models,
romelsac AIC -s da BIC -s minimaluri mniSvneloba Seesabameba. amasTan, radganac
modelze dadebuli jarimis sidide ufro didia Svarcis BIC kriteriumSi, es
ukanaskneli ufro ekonomiuri modelis (naklebi raodenobis faqtorebis Semcveli

modelis) SerCevas uzrunvelyofs. aqve aRvniSnavT, rom ganxiluli R 2 , AIC da

BIC kriteriumebis mixedviT SerCeuli specifikaciebi zogadad SeiZleba erTmane-
Tisagan gansxvavebuli iyos, Tumca xSir SemTxvevaSi erTi da igive Sedegi miiReba.

203
 $ 6.3 testireba F -statistikis gamoyenebiT

F statistikiT hipoTezis Semowmeba calkeuli faqtoris mniSvnelovnebis

Sesaxeb

gavixsenoT, rom me-5 TavSi, determinaciis koeficientisa da regresiis gan-

tolebaSi CarTuli faqtoruli cvladebis erToblivi amxsneli unaris mniSvne-
lovnebis Sesaxeb Camoyalibebuli nulovani hipotezis marTebulobis Semowmebi-
saTvis gamoviyeneT F statistika, romelsac Semdegi saxe hqonda

(n − m − 1) R 2
F= .
m(1 − R 2 )
gvinda aRvniSnoT, rom F statistikiT SeiZleba rogorc regresiis mTliani gan-
tolebis, iseve masSi Semavali TiToeuli faqtoris an faqtorTa jgufis statis-
tikuri mniSvnelovnebis Semowmeba.
davuSvaT, rom regresiis Sefasebuli modelisaTvis, romelSic CarTulia m
2
faqtori, determinaciis koeficienti Seadgens R m -s. am models vuwodoT sruli

modeli da mis mier y -is mTliani gafantulobis axsnili mniSvneloba aRvniSnoT

QR(m) -iT. vTqvaT, gvinda erTi faqtoris, magaliTad, x j -s statistikuri mniSvne-

lovnebis Semowmeba. amisaTvis avagoT da SevafasoT e. w. SezRuduli modeli,
romelic sawyisisagan mxolod imiT gansxvavdeba, rom CvenTvis saintereso xj

faqtors ar Seicavs. aRvniSnoT am modelis Sesabamisi determinaciis koeficienti

R m2 −1 -iT, xolo y -is mTliani gafantulobis axsnili mniSvneloba QR( m−1) -iT. x j

cvladi SezRudul ( m − 1) faqtoriani modelSi damatebiT CasarTavi cvladis rol-

Si ganvixiloT da SevafasoT SezRuduli modelidan srul modelze gadasvlis
Sedegad regresiis xarisxis gaumjobeseba aris Tu ara mniSvnelovani.
cxadia, SezRuduli modelidan srulze gadasvliT gamowveuli xarisxis
( m −1)
gaumjobeseba QR − QR
(m)
sxvaobis tolia. am Sedegis miiRebas damatebiT dasWir-

da Tavisuflebis erTi xarisxi. Tu SevadgenT gamosaxulebas

(QR( m ) − QR( m−1) ) 1

, (6.19)
QE( m ) (n − m − 1)

204
sadac QE(m) aris y -is auxsneli gafantuloba sruli modelis pirobebSi, SeiZleba

vaCvenoT, rom, roca SezRuduli modelidan srulze gadasvlisas xarisxis gaum-

jobesebas adgili ara aqvs, maSin moyvanil gamosaxulebas Seesabameba Tavisuflebis
1 da n − m − 1 xarisxebiT gansazRvruli F ganawileba.
(6.19)-is mricxveli da mniSvneli gavyoT y -is mTliani gafantulobis mniSv-
nelobaze, Q -ze, da gaviTvaliswinoT determinaciis koeficientis ganmarteba (ix.
(5.42) da (5.42*)). miviRebT

(QR( m ) − QR( m−1) ) 1 ( Rm2 − Rm2 −1 ) 1

Fx j = = . (6.20)
QE( m ) (n − m − 1) (1 − Rm2 ) (n − m − 1)
Fx j -s kerZo F -kriteriumi ewodeba. misi gaTvaliswinebiT x j cvladis mniS-

vnelovnebis Sesafaseblad SeiZleba CamovayaliboT nulovani hipoTeza

H 0 : ( Rm*2 − Rm*2−1 ) = 0 ,
*2 *2 2 2
sadac R m da Rm −1 Sesabamisad R m -is da R m −1 -is Teoriul mniSvnelobebia. rodesac

mocemuli nulovani hipoTeza WeSmaritia, maSin, rogorc ukve aRvniSneT, Fx j Tavis-

uflebis 1 da n − m − 1 xarisxebis mqone fiSeris F ganawilebas eqvemdebareba.

amitom, Tu mniSvnelovnebis  doniT da Tavisuflebis 1 da n − m − 1 xarisxebiT
gansazRvruli Fkr -saTvis Fx j > Fkr , maSin nulovani hipoTezis uaryofa xdeba, anu

x j faqtori statistikurad mniSvnelovnad iTvleba. winaaRmdeg SemTxvevaSi x j

cvladi statistikurad mniSvnelovani ar aris da misi modelSi CarTva armizan-

Sewonilia.
aRsaniSnavia, rom m faqtoriani regresiis modelisaTvis
y =  0 + 1 x1 +  2 x2 + . . . +  m xm + u
aq aRwerili procedura x j faqtoris Sesabamisi  j koeficientis mniSvnelovnebis

Semowmebis ekvivalenturia. ufro metic, SeiZleba vaCvenoT, rom adgili aqvs Sem-

deg tolobas Fx j = (tb ) 2 . am ukanasknelis sailustracioT ganvixiloT magaliTi.

j

 magaliTi 6.4. cxril 6.4-Si moyvanilia monacemebi saqarTvelos ekonomikis

ramdenime umniSvnelovanesi maCveneblis Sesaxeb 11 kvartlisaTvis. es maCveneblebia:
y - umuSevrobis done (procentebSi);
x1 - mSp-s deflatori, anu fasebis done (1996=100);

205
 x 2 - importis moculoba (milioni aSS dolari);
x3 - realuri mTliani Sida produqti (1996 wlis fasebSi, mln. lari).
umuSevrobis done damokidebuli cvladis rolSi ganvixiloT da avagoT samfaqtori-
ani modeli, romelSic damoukidebeli cvladebia x1 , x 2 , x3 ; TiToeuli faqtorisaTvis

gamovTvaloT kerZo F -kriteriumi da SevamowmoT Sesabamisad Fx = (tb ) 2 tolobis samar-

j j

Tlianoba.
cxrili 6.4

i y x1 x2 x3
1 13,0 154,5 328,7 1304,4
2 11,9 163,0 438,4 1486,6
3 13,1 165,9 488,1 1548,1
4 12,5 167,8 590,3 1622,1
5 14,7 176,2 454,2 1416,1
6 13,4 171,6 527,3 1636,4
7 13,3 173,1 687,6 1742,7
8 13,8 181,7 820,8 1782,3
9 14,6 182,9 682,7 1534,7
10 12,9 188,3 887,2 1767,9
11 13,7 188,6 1023,3 1900,9

amoxsna. umcires kvadratTa meTodis gamoyenebiT regresiis Semdegi samfaqtoriani

modeli miiReba
yˆ = −0,3132 + 0,1069 x1 − 0,0024 x 2 − 0,0021 x3 ,
(i )
t ( -0,0353) (2,3351) (-0,5988) (0,6558)

R3 = 0,7561 , R3 = 0,5717 , R3 = 0,3882 ; F (3,7) = 3,1148

2 2

yuradReba mivaqcioT im garemoebas, rom modelis konstruqciaSi regresiis koeficien-

tebis qveS frCxilebSi standartuli Secdomis nacvlad moyvanilia Sesabamisi t statis-

tika. am ukanasknelis kritikuli mniSvneloba tkr 5%-iani mniSvnelovnebis donisaTvis

mocemul situaciaSi 2,365-s Seadgens. advilad SevniSnavT, rom arcerTi koeficientisa-

Tvis utoloba t  t kr ar sruldeba, amitom miRebuli samfaqtoriani modelis regresiis

koeficientebi statistikurad mniSvnelovans ar warmoadgens.4

4 ufro metic, statistikurad mniSvnelovani ar aris, agreTve, mTlianobaSi regre-

siis gantoleba, radganac determinaciis miRebuli koeficientis Sesabamisi F -is

mniSvneloba ( F =3,1148) naklebia Fkr -ze, romelic 5%-iani mniSvnelovnebis donisaTvis

da Tavisuflebis v1 = 3 da v2 = 7 xarisxebisaTvis 4,35-s Seadgens. aqedan gamomdina-

206
 analogiur daskvnamde SeiZleba mivideT im SemTxvevaSic, roca regresiis koefici-
entebis statistikuri mniSvnelovnebis Sesafaseblad kerZo F -kriteriumi gamoiyeneba.
amaSi rom davrwmundeT TanmimdevrobiT SevafasoT modelSi Semavali TiToeuli faqtori.

daviwyoT x1 -is SefasebiT. es ukanaskneli orfaqtorian modelSi

yˆ = 18,7745 + 0,0049 x2 − 0,0053 x3

( ii )
t ( 4,4025) (1,5790) (-1,4199)

R2 = 0,488 , R2 = 0,238 , R2 = 0,0476 ; F (2,8) = 1,2501

2 2

damatebiT CasarTveli faqtoris rolSi ganvixiloT da (5.43) formuliT gamovTvaloT

Fx . gvaqvs
1

( R32 − R22 ) 1 (0,5717 − 0,2381)  7

Fx1 = = = 5,453 .
(1 − R3 ) (11 − 3 − 1)
2
1 − 0,5717

5%-iani mniSvnelovnebis donisaTvis da Tavisuflebis v1 = 1 da v2 = 7 xarisxebisaTvis

Fkr Seadgens 5,59-s. radganac Fx  5,59 , amitom x1 faqtori statistikurad aramniSvne-

1

lovania da misi CarTva ( ii ) modelSi gamarTlebuli ar aris. amasTan, advilad Sevamow-

mebT, rom miRebuli Fx1 ( i ) gantolebaSi mocemul tb -is kvadrats emTxveva. marTlac,
1

(tb ) 2 = (2,3351) 2 = 5,453 = Fx .

1 1

meore faqtoris mniSvnelovnebis Sesafaseblad unda avagoT orfaqtoriani modeli

yˆ = 4,5788 + 0,0855 x1 − 0,0038 x3

( iii )
t (1,3922) (3,1237) (-2,2571)

R2 = 0,741, R2 = 0,5498, R2 = 0,437; F (2,8) = 4,883,

2 2

romlisTvisac x 2 damatebiT CasarTveli cvladia da gamovTvaloT Fx :

2

( R32 − R22 ) 1 (0,5717 − 0,5498)  7

Fx2 = = = 0,3585 .
(1 − R32 ) (11 − 3 − 1) 1 − 0,5717

rogorc mosalodneli iyo, Fx -is miRebuli mniSvneloba Fkr -ze naklebia ( Fkr =5,59) da,
2

amave dros, sruldeba toloba

(tb 2 ) 2 = (−0,5988) 2 = 0,3585 = Fx .

2

reobs, rom arsebuli monacemebiT agebuli modelis safuZvelze raime konkretuli

ekonomikuri daskvnis gakeTeba ar SeiZleba. saWiroa modelis Semdgomi srulyofa,
magaliTad, orfaqtorianze dayvanis gziT.

207
 dabolos, mesame faqtoris statistikuri mniSvnelovnebis SemowmebisaTvis cxril 6.1-
is monacemebiT avagoT orfaqtoriani modeli
yˆ = −4,5230 + 0,1193 x1 − 0,0046 x2
( iiii )
t ( −0,7685) (2,9642) (-2,229)

R2 = 0,738, R2 2 = 0,5454, R2 2 = 0,432; F (2,8) = 4,799,

romlisTvisac x3 damatebiT CasarTveli cvladia, da gamovTvaloT Fx :
3

( R32 − R22 ) 1 (0,5717 − 0,5454)  7

Fx3 = = = 0,4300 .
(1 − R32 ) (11 − 3 − 1) 1 − 0,5717

rogorc vxedavT, x3 faqtoric statistikurad aramniSvnelovania ( Fx < Fkr =5,59) da

3

marTebulia toloba

(tb3 ) 2 = (−0,6558) 2 = 0,4300 = Fx . 

3

F statistikiT hipoTezis Semowmeba faqtorTa jgufis mniSvnelovnebis

Sesaxeb

erTi amxsneli cvladisaTvis zemoT ganxiluli testirebis procedura SeiZ-

leba ganvazogadoT SemTxvevaze, rodesac erTdroulad ramdenime amxsneli cvladis
da maTi Sesabamisi regresiis koeficientebis mniSvnelovnebis Semowmebas vapirebT.
davuSvaT, rom dasawyisSi avageT regresia k damoukidebeli cvladiT
y =  0 + 1 x1 +  2 x2 + . . . +  k xk + u (6.21)

da umcires kvadratTa meTodiT Sefasebis Sedegad gantolebiT axsnilma gafantu-

(k )
lobam Seadgina Q R . Semdeg gantolebaSi damatebiT ramdenime damoukidebeli

cvladi CavrTeT, ris Sedegadac maTi saerTo ricxvi gaizarda m -mde, m  k .

vTqvaT, axali
y =  0 + 1 x1 +  2 x2 + . . . +  k xk +  k +1 xk +1 +  +  m xm + u (6.22)
(m )
gantolebisaTvis regresiiT axsnilma gafantulobam Seadgina Q R . maSasadame,

Catarebuli proceduriT damatebiT avxseniT Sedegobrivi cvladis gafantulobis

(Q R( m ) _ Q R(k ) ) sidide da amisaTvis Tavisuflebis m − k xarisxi gamoviyeneT. saWi-

roa gavarkvioT, mniSvnelovania Tu ara damatebiTi cvladebiT axsnili gafantulo-
ba. am mizniT SeiZleba ganvixiloT nulovani hipoteza, romelic gulisxmobs

208
gantolebaSi damatebiT CarTuli m − k amxsneli cvladis Sesabamisi koeficientis
nulTan erTdroul tolobas:
H 0 :  k +1 =  =  m = 0 .
mocemuli hipoTezis alternativaa  k +1 ,,  m koeficientebidan Tundac erTi
maTganis nulisagan gansxvavebuloba.
rodesac nulovani hipoTeza WeSmaritia, maSin SemTxveviTi sidide

(QR( m) − QR( k ) ) (m − k )
F= , (6.23)
QE( m) (n − m − 1)

sadac Q E( m ) = Q − Q Rm aris m faqtorul cvladian gantolebaSi auxsneli gafan-

tuloba, miekuTvneba Tavisuflebis m − k da n − m − 1 xarisxebis mqone F ganawi-
lebas. aRvniSnoT m da k faqtorul cvladiani gantolebebis Sefasebis procesSi
2 2
miRebuli determinaciis koeficientebi Sesabamisad R m -iT da R k -iT. maSin (6.23)

SeiZleba Semdegi ekvivalenturi saxiT gadavweroT

( Rm2 − Rk2 ) (m − k )
F= . (6.24)
(1 − Rm2 ) (n − m − 1)
im SemTxvevaSi Tu (6.24)-dan miRebuli F daakmayofilebs pirobas F > Fkr ,

sadac Fkr fiSeris ganawilebis cxrilidan Tavisuflebis (k − m) da (n − k − 1)

xarisxebis da mniSvnelovnebis  donis mixedviT SerCeuli kritikuli sididea,

maSin nulovani hipoTeza unda uarvyoT da CavTvaloT, rom faqtorTa mocemuli
erToblioba xk +1 ,, xm statistikurad mniSvnelovania _ modelSi am cvladebis

CarTva regresiis gantolebis vargisianobas (mniSvnelovnebas) aamaRlebs. roca F <

Fkr , regresiis gantolebaSi cvladebis damatebiTi xk +1 ,, xm jgufis mier Seta-

nili wvlili statistikurad aramniSvnelovania da nulovani hipoTeza misaRebia.

zemoT Cven aRvniSneT, rom erTi romelime x j amxsneli cvladis mniSvnelov-

nebis Semowmebis procesSi F da t statistikebi erTi da igive Sedegs iZleva.

ufro metic, marTebulia Semdegi toloba Fx = (tb ) 2 . es garemoeba bunebrivad

j j

warmoSobs kiTxvas imis Sesaxeb, Tu ra Sesabamisoba arsebobs faqtorTa jgufisa-

Tvis (6.24) formuliT gansazRvrul F statistikasa da amave jgufSi Semaval
faqtorebis kerZo Fx (an Sesabamis tb ) statistikebs Soris. es kiTxva SeiZleba
j j

209
sxvanairad asec CamovayaliboT: aris Tu ara mravlobiTi regresiis gantolebaSi
Semaval faqtorTa raime jgufis erToblivi amxsneli unari am jgufis calkeul
faqtorTa amxneli unaris jamis toli? saqme isaa, rom hipoTezebis Semowmebisas
zogadad ori calke aRebuli testi erTi erToblivi testis ekvivalenturi ar
aris. aqedan gamomdinare, pasuxi uaryofiTia, radganac xSir SemTxvevaSi faqtoru-
li cvladebi erTmaneTTan garkveul korelaciaSi imyofeba da, amis gamo, maTi
axsnis simZlavris dadebiTi an uaryofiTi urTierTgadafarva xdeba. calkeuli
konkretuli modelis pirobebSi SesaZlebelia, rom faqtoruli cvladebis moce-
muli simravlisTvis (zogadobis Seuzrudavad am simravlis rolSi SeiZleba
ganvixiloT xk +1 ,, xm cvladebi) sxvadasxva SesaZlo Sualeduri variantis garda

SeiZleba adgili hqondes qvemoT moyvanil romelime ukiduress variantsac:

_ calke aRebulad TiToeuli faqtorisaTvis Fx (Sesabamisad tb ) kriti-
j j

kul mniSvnelobaze naklebia da WeSmaritia nulovani hipoTeza H 0 :  j = 0 , magram

faqtorTa erTobliobisaTvis F statistika kritikuls aRemateba da araWeSmari-

tia nulovani hipoteza H 0 :  k +1 =  =  m = 0 ;

_ calke aRebulad TiToeuli faqtorisaTvis Fx (Sesabamisad tb ) kriti-

j j

kul mniSvnelobaze metia da araWeSmaritia nulovani hipoTeza H 0 :  j = 0 , magram

faqtorTa erTobliobisaTvis F statistika kritikulze naklebia da WeSmaritia

nulovani hipoteza H 0 :  k +1 =  =  m = 0 .

dasasruls gvinda aRvniSnoT, rom F statistikaze dafuZnebuli testiT

regresiis (6.22) modelisaTvis SeiZleba SevamowmoT, magaliTad, Semdegi wrfivi
SezRudvis marTebuloba
H 0 :  m−1 =  m .
Semowmebis procedura sakmarisad martivia da sawyis etapze gulisxmobs ori reg-
resiis agebas: regresias SezRudvis gareSe da regresias SezRudvis gaTvaliswi-
nebiT. umcires kvadratTa meTodiT Sefasebis Sedegad miRebuli narCenebis
kvadratebis jami SezRudvis gareSe regresiisaTvis aRvniSnoT GU -iT, SezRudvis

mqone regresiisaTvis _ G R -iT. cxadia, adgili eqneba pirobas GR  GU . Cveni

mizania SevamowmoT, aris Tu ara statistikurad mniSvnelovani regresiis xarisxis

210
gaumjobeseba (GR − GU ) , romelic miiRweva SezRudvis situaciidan SezRudvis

gareSe situaciaze gadasvlis Sedegad. amisaTvis avagoT statistika

(GR − GU ) 1
F= .
GU (n − m − 1)
rodesac nulovani hipoTeza H 0 :  m−1 =  m WeSmaritia da, maSasadame, regresiis

xarisxis gaumjobesebas adgili ara aqvs, maSin moyvanil SemTxveviT sidides

fiSeris F (1, n − m − 1) ganawileba gaaCnia, sadac pirveli argumenti 1 SezRudvis

mqone modelidan SezRudvis gareSe modelze gadasvlisaTvis gamoyenebuli Tavis-

uflebis xarisxis maCvenebelia. es garemoeba saSualebas iZleva ganxiluli nulo-
vani hipoTezis Semowmebisas F testis standartuli proceduriT visargebloT.

 magaliTi 6.5. aq ganxiluli proceduris ilustrirebisaTvis kvlav mivmarToT

CvenTvis ukve kargad cnobil 5.1 magaliTs, romelSic erT-erTi dasaxlebuli punqtis
samsuliani ojaxebis dasveneba-garTobaze danaxarjebis ganmsazRvrel faqtorebad aRebuli
iyo mxolod ori: ojaxis mimdinare gankargvadi Semosavali da mimdinare periodisaTvis
dagrovili simdidre. gavafarTovoT es modeli da damatebiT vcadoT masSi kidev ori
faqtoris – ojaxis jamuri asakis ( x3 ) da ganaTlebis jamuri xangrZlivobis ( x 4 ) –

CarTva. informacia am ori faqtoris Sesaxeb sxva sawyis monacemebTan erTad moyvanilia
cxril 6.5-Si.
cxrili 6.5

danaxarjebi dasveneba- 1,6 1,7 1,7 2 2,2 2,4 2,5 3 3,6 3,8
garTobaze (as larebSi) y
SromiTi Semosavali (as 20 25 28 34 38 45 50 55 60 70
larebSi) x1
aqtivebis porTfeli (as 4,5 2,4 3,7 7,0 10,5 0 7,5 9,8 10,7 9,9
larebSi) x 2
ojaxis jamuri asaki (wlebi) 89 68 76 92 55 77 81 63 90 84
x3
ganaTlebis jamuri 28 32 18 28 19 37 32 30 35 36
xangrZlivoba (wlebi) x4

SevafasoT ramdenad mniSvnelovania mocemuli ori faqtori regresiis gantole-

bisaTvis.
amoxsna. Sefasebul oTxfaqtorian models Semdegi saxe aqvs

211
 yˆ = − 0,0844 + 0,0381 x1 + 0,0379 x2 + 0,0029 x3 + 0,0151 x4 .
.
(t ) ( −1,7962) (0,7859) (1,3448) (0,4722) (0,8812)

am ukanasknelisaTvis
10 10
QR( 4) =  ( yˆ i - y ) 2 = 5,3726 ; QE( 4) =  ( yi - yˆ i ) 2 = 0,1924 .
i =1 i =1

SegaxsenebT, rom sawyisi orfaqtoriani modelisaTvis regresiiT axsnili gafantuloba

Seadgenda QR( 2) == 5,3063-s. amitom, Tu visargeblebT (6.23) formuliT, miviRebT

(QR( m ) − QR( k ) ) (m − k ) (5,3726 − 5,3063 ) ( 4 − 2)

F= = = 0,86 1 .
QE( m ) (n − m − 1) 0,1924 (10 − 4 − 1)

fiSeris ganawilebis cxrilSi mniSvnelovnebis  = 0,05 donis da Tavisuflebis

(m − k ) = 2 da ( n − m − 1) = 5 xarisxebis Sesabamisi Fkr =5,79. radganac mocemul SemTx-

vevaSi F  Fkr , amitom regresiis gantolebaSi ojaxis jamuri asakis da ganaTlebis

jamuri xangrZlivobis amsaxveli faqtorebis mier Setanili erToblivi wvlili mniSvne-

lovani ar aris da modelSi es faqtorebi SeiZleba ar gaviTvaliswinoT. aRsaniSnavia
isic, rom am faqtorebis erTobliv wvlilTan erTad aramniSvnelovania, agreTve,
TiToeuli maTganis wvlilic, razec miuTiTebs Sesabamisi t -s mniSvneloba. 

kiTxvebi TviTSemowmebisaTvis

1. ra igulisxmeba modelis araswor specifikaciaSi?

2. ra uaryofiTi Sedegebi warmoiqmneba im SemTxvevaSi, roca Sesafasebel regresi-
is gantolebaSi ar gaiTvaliswineba amxsneli cvladi, romelic WeSmarit modelSi
arsebobs?
3. ra uaryofiTi Sedegebi warmoiqmneba im SemTxvevaSi, roca Sesafasebel regresiis
gantolebaSi viTvaliswinebT amxsnel cvlads romelic WeSmarit modelSi ar
arsebobs?
4. ras niSnavs Camnacvlebeli cvladi da ra SemTxvevaSia misi gamoyeneba mizan-
Sewonili?
5. davuSvaT, rom mocemuli gvaqvs modeli y =  0 + 1 x1 +  2 x2 + u , magram ucnobia

x2 -is mniSvnelobebi, romliTac modeli unda SevafasoT. ra moxdeba, Tu moyvanil

models axali x3 cvladis gaTvaliswinebiT SevafasebT, romelic akmayofilebs pi-

robas x2 = 2 + 3x3 ?

212
6. ra saerTo aqvs kriteriumebs, romlebic gamoiyeneba regresiis modelis amx-
sneli faqtorebis SerCevis procesSi? CamoTvaleT aRniSnuli kriteriumebi.
7. axseniT, rogor SeiZleba H 0 :  2 +  3 = 0 da H 0 :  2 =  3 = 0 hipoTezebis
testireba samfaqtorian modelSi.

savarjiSoebi da amocanebi

6.1. mocemulia regresiis standartuli modeli

yi =  0 + 1 xi + ui , i = 1,2,, n .
a) ras udris  0 = 0 SezRudvis pirobebSi umcires kvadratTa meTodiT miRe-
buli 1 koeficientis Sefaseba da dispersia?

b) aCveneT, rom b1 -is dispersia  0 = 0 SezRudvis pirobebSi ufro naklebia,

vidre SezRudvis ar arsebobis SemTxvevaSi. xom ar ewinaaRmdegeba es gaus-markovis
Teoremas?
6.2. davuSvaT, rom y -is mniSvneloba ganisazRvreba y =  0 + 1 x1 +  2 x2 + u
gantolebiT, romelSic Cov( x1 , x2 ) = 0 . aseT situaciaSi regresiis rogori
specifikaciis gantolebas airCevT? ratom?

6.3. monte-karlos eqsperimentis Catarebisas y cvladis generireba moxda

y = −80 + 0,15x1 + 0,6 x2 + u
gantolebis saSualebiT, sadac x1 da x2 erTmaneTTan dadebiT korelaciaSi myofi
cvladebia, romelTa mniSvnelobebi mocemulia cxril 6.1-Si; u SemTxveviTi sididea
nulovani saSualoTi da 225-is toli dispersiiT. amis Semdeg 30 dakvirvebisagan
Semdgari 10 SerCevis safuZvelze yˆ = b0 + b1 x1 + b2 x2 gantolebis nacvlad moxda
ori AA da B gantolebis Sefaseba:
(A) yˆ = b0 + b1 x1 ,
(B) yˆ = b0 + b1 x1 + b2 x2 + b3 x3 .

pirveli maTgani ar Seicavs x2 cvlads, meoreSi damatebiT CarTulia x3 cvla-

di, romlis mniSvnelobebi mocemulia cxril 6.3-Si. eqsperimentis Sedegebi
warmodgenilia cxril 6.6-Si.

213
 cxrili 6.6
eqsperi- regresiis A gantoleba regresiis B gantoleba
menti
b0 b1 R2 b0 b1 b2 b3 R2
(s.e.) (s.e.) (s.e.) (s.e.) (s.e.) (s.e.)
1 9,478 0,268 0,960 -39,137 0,168 0,361 0,131 0,965
(9.372) (0,010) (59,284) (0,054) (0,290) (0,255)
2 17,14 0,257 0,934 -96,383 0,133 0,727 0,019 0,947
(11,656) (0,013) (67,819) (0,065) (0,343) (0,302)
3 7,652 0,269 0,965 -96,761 0,172 0,622 -0,097 0,965
(8,768) (0,010) (50,748) (0,048) (0257) (0,226)
4 3,972 0,273 0,950 -36,213 0,090 0,432 0,438 0,965
(10,684) (0,012) (58,221) (0,055) (0,295) (0,259)
5 15,416 0,264 0,948 -74,945 0,168 0,553 -0,047 0,954
(10,590) (0,012) (64,665) (0,062) (0,327) (0,288)
6 11,145 0,270 0,929 -101,63 0,028 0,852 0,340 0,957
(12,729) (0,014) (64,704) (0,062) (0,328) (0,288)
7 16,161 0,266 0,959 -86,024 0,193 0,579 -0,167 0,965
(9,407) (0,010) (56,863) (0,054) (0,288) (0,253)
8 22,792 0,266 0,945 -71,855 0,141 0,612 0,031 0,955
(10,905) (0,012) (64,792) (0,062) (0,328) (0,288)
9 6,632 0,274 0,945 -207,17 0,149 1,173 -0,445 0,966
(11,270) (0,012) (51,069) (0,055) (0,291) (0,256)
10 2,105 0,281 0,948 -137,04 0,046 0,967 0,212 0,975
(11,208) (0,012) (51,069) (0,049) (0,258) (0,227)
a) regresiebis Sefasebis yvela aspeqts gaukeTeT komentari da mogveciT maTi
sruli axsna.
6.4. mocemuli gvaqvs orfaqtoriani modeli y =  0 + 1 x1 +  2 x2 + u . davuSvaT,

rom calk-calke SevafaseT y -is regresia x1 -isa da x2 -is mimarT. erT SemTxve-
vaSi determinaciis koeficientma Seadgina 0,4, meore SemTxvevaSi 0,5. niSnavs, Tu
ara es imas, rom x1 xsnis y -is dispersiis 40%-s, x2 _ 50%-s? rogori Sesaba-
misoba SeiZleba arsebobdes determinaciis mocemuli koeficientebis jamsa da ori-
ve faqtoris erTdroulad gaTvaliswinebiT Sefasebul regresiis determinaciis
koeficients Soris? pasuxi daasabuTeT.

6.5. WeSmariti modeli samfaqtoriania da Semdegi saxe aqvs

y = β0 + β1 x1 + β2 x2 + β3 x3 + u .
davuSvaT, rom mis nacvlad SevafaseT orfaqtoriani modeli, romelic ar Seicavs
x3 cvlads. daadgineT ras udris aseT SemTxvevaSi orfaqtoriani modelis b1 da
b2 koeficientebis maTematikuri lodinebi da gadaadgilebis mniSvnelobebi.

214
6.6. ganixileba samfaqtoriani regresiuli modeli
yi =  0 + 1 xi1 +  2 xi 2 +  3 xi 3 + ui .
26 dakvirvebis safuZvelze umcires kvadratTa meTodiT am modelis Sefasebam
mogvca

yi = 2 + 3,5 xi1 − 0,7 xi 2 + 2,0 xi 3 + ei , R 2 = 0,882 .

(t ) (1,9) ( 2, 2) (1,5)
1 =  3 SezRudvis pirobebSi igive modelis ganmeorebiTma Sefasebam mogvca
yi = 1,5 + 3,0 ( xi1 + xi 3 ) − 0,6 xi 2 + ei , R 2 = 0,876 .
(t ) ( 2, 7 ) ( 2, 4 )

a) SeamowmeT hipoTeza H 0 : 1 =  3 .

6.7. 19 dakvirvebisagan Semdgari SemTxveviTi SerCevis safuZvelze Sefasebul sam-

faqtorian regresiis gantolebas Semdegi saxe aqvs
yˆ = 3,912 + 0,469 x1 − 0,382 x2 − 0,173 x3 ,
( s.e.) 1,873 0,082 0, 284 0,102
19 19
amasTan, QR =  ( yˆ i − y ) = 97 ,15 , QE =  ( yi − yˆ i ) 2 = 1,378 .
2

i =1 i =1
a) CamoayalibeT nulovani hipoTeza da SeamowmeT TiToeuli koeficientis mni-
Svnelovneba 5%-ian doneze;
b) gamoTvaleT determinaciis Cveulebrivi da koreqtirebuli koeficientebi
da moaxdineT gantolebis mniSvnelovnebis testireba;
g) rodesac gantolebas ori x2 da x3 cvladi moaklda, darCenili erTfaqto-
riani gantolebisaTvis QR Semcirda 96,69-mde. CamoayalibeT Sesabamisi hipoTeza
da SeamowmeT amoRebuli faqtorebis erToblivi amxsneli unari.

6.8. dakvirvebis 16 wertilis safuZvelze Sefasebul wrfivi regresiis gantole-

bas Semdegi saxe aqvs

yˆ = − 19,074 + 23,007 x1 + 0,132 x2 , R 2 = 0,961 .

(t ) ( −3,276 ) ( 4,538 ) ( 0,178)

damatebiT kidev erTi amxsneli x3 cvladis CarTvis SemTxvevaSi gantolebis

Semdegi varianti miiReba

yˆ = − 30,712 + 23,416 x1 + 0,287 x2 + 1,854 x3 , R 2 = 0,963 .

(t ) ( −1,480 ) ( 4,460 ) (0,355) (?)

a) daadgineT, aris Tu ara statistikurad mniSvnelovani x3 -is koeficienti?

b) ras udris x3 cvladis koeficientis t statistikis mniSvneloba?

215