Tabla inicial

Y X1 X2 X3 X4
11.2 56.5 71.0 38.5 43.0
14.5 59.5 72.5 38.2 44.8
17.2 69.2 76.0 42.5 49.0
17.8 74.5 79.5 43.4 56.3
19.3 81.2 84.0 47.5 60.2
24.5 88.3 86.2 47.4 62.0
21.2 78.2 80.5 44.5 58.1
16.9 69.0 72.0 41.8 48.1
14.8 58.1 68.0 42.1 46.0
20.0 80.5 85.0 48.1 60.3
13.2 58.3 71.0 37.5 47.1
22.5 84.0 87.2 51.0 65.2

Calculamos
Y X1 X2 X3 X4 x1^2 x2^2 x3^2 x4^4 x1x2
11.2 56.5 71.0 38.5 43.0 3192.25 5041.00 1482.25 1849.00 4011.50
14.5 59.5 72.5 38.2 44.8 3540.25 5256.25 1459.24 2007.04 4313.75
17.2 69.2 76.0 42.5 49.0 4788.64 5776.00 1806.25 2401.00 5259.20
17.8 74.5 79.5 43.4 56.3 5550.25 6320.25 1883.56 3169.69 5922.75
19.3 81.2 84.0 47.5 60.2 6593.44 7056.00 2256.25 3624.04 6820.80
24.5 88.3 86.2 47.4 62.0 7796.89 7430.44 2246.76 3844.00 7611.46
21.2 78.2 80.5 44.5 58.1 6115.24 6480.25 1980.25 3375.61 6295.10
16.9 69.0 72.0 41.8 48.1 4761.00 5184.00 1747.24 2313.61 4968.00
14.8 58.1 68.0 42.1 46.0 3375.61 4624.00 1772.41 2116.00 3950.80
20.0 80.5 85.0 48.1 60.3 6480.25 7225.00 2313.61 3636.09 6842.50
13.2 58.3 71.0 37.5 47.1 3398.89 5041.00 1406.25 2218.41 4139.30
22.5 84.0 87.2 51.0 65.2 7056.00 7603.84 2601.00 4251.04 7324.80
213. 857. 932. 522. 640. 62648.7 73038.0 22955.0 34805.5 67459.9
1 3 9 5 1 1 3 7 3 6

x1x3 x1x4 x2x3 x2x4 x3x4 x1y x2y x3y x4y

2175.25 2429.50 2733.50 3053.00 1655.50 632.80 795.20 431.20 481.60
2272.90 2665.60 2769.50 3248.00 1711.36 862.75 1051.25 553.90 649.60
2941.00 3390.80 3230.00 3724.00 2082.50 1190.24 1307.20 731.00 842.80
3233.30 4194.35 3450.30 4475.85 2443.42 1326.10 1415.10 772.52 1002.14
3857.00 4888.24 3990.00 5056.80 2859.50 1567.16 1621.20 916.75 1161.86
4185.42 5474.60 4085.88 5344.40 2938.80 2163.35 2111.90 1161.3 1519.00
0
3479.90 4543.42 3582.25 4677.05 2585.45 1657.84 1706.60 943.40 1231.72
2884.20 3318.90 3009.60 3463.20 2010.58 1166.10 1216.80 706.42 812.89
2446.01 2672.60 2862.80 3128.00 1936.60 859.88 1006.40 623.08 680.80
3872.05 4854.15 4088.50 5125.50 2900.43 1610.00 1700.00 962.00 1206.00
2186.25 2745.93 2662.50 3344.10 1766.25 769.56 937.20 495.00 621.72
4284.00 5476.80 4447.20 5685.44 3325.20 1890.00 1962.00 1147.5 1467.00
0
37817.2 46654.8 40912.0 50325.3 28215.5 15695.7 16830.8 9444.0 11677.1
 8 9 3 4 9 8 5 7 3
a) Estime los coeficientes de regresión del modelo

Y =b0 +b1 x 1+ b2 x 2 +b3 x 3+ b4 x 4

Expresado en forma matricial

[ ][] [ ]
12 857.3 932.9 522.5 640.1 b0 213.1
857.3 62648.71 67459.96 37817.28 46654.89 b1 15695.78
932.9 67459.96 73038.03 40912.03 50325.34 b2 = 16830.85
522.5 37817.28 40912.03 22955.07 28215.59 b3 9444.07
640.1 46654.89 50325.34 28215.59 34805.53 b4 11677.13

Matriz inversa = A-1

[ ]
58.6861948 0.37055565 -1.25571552 -0.79377039 0.88312817
0.37055565 0.01145642 -0.00854617 -0.00367835 -0.00683269
-1.25571552 -0.00854617 0.03596214 0.00414436 -0.02080815
-0.79377039 -0.00367835 0.00414436 0.0411289 -0.01980539
0.88312817 -0.00683269 -0.02080815 -0.01980539 0.03908822

El producto de la matriz A-1 x G

[] [ ]
b0 3.4078231
b1 0.41889364
b2 = -0.29813363
b3 0.02016655
b4 0.12604351

Remplazamos en la ecuación de regresión múltiple

Y =3.4078231+0.41889364 x 1−0.29813363 x 2 +0.02016655 x3 +0.12604351 x 4

b) Prediga la calificación del desempeño laboral, sabiendo que x1=20, x2=60, x3=40 y
x4=50

Y =3.407823+ 0.4188936∗20−0.2981336∗60+0.0201665∗40+ 0.1260435∗50

Y=1.006515

Calificación del desempeño laboral es de aproximadamente 1.0065

 c) Estime la matriz de Varianza - covarianza

∑ 2
σ
2
y =
y 2 3955.69
−y =
n
−
12 ( 12 )
213.1 2
=14.2824306

∑ x 21 −x 2= 62648.71 −
2
σx = 1
n ( ) 1
12
857.3 2
12
=116.8140972

∑ x −x = 73038.03 − 932.9 =42.73576389

2

( 12 )
2
2 2 2
σ = x2 2
n 12
∑ x − x = 22955.07 − 522.5 =17.0457639
2

( 12 )
2
2 3 2
σ = x3 3
n 12
∑ x −x = 34805.53 − 640.1 =55.1274306
2

( 12 )
2
2 4 2
σ = x4 4
n 12
∑ x x −x x = 67459.96 − 857.2 932.9 =67.6690972
σ =
x1 x2
n
1
12
2
( 12 )( 12 )
1 2

∑ x x −x x = 37817.28 − 857.3 522.5 =40.7507639

σ =
x1 x3
n
1
12
3
( 12 )( 12 )
1 3

∑ x x − x x = 46654.89 − 857.3 640.1 =77.0899306

σ =
x1 x4
n
1
12
4
( 12 )( 12 )
1 4

∑ x x −x x = 40912.03 − 932.9 522.5 =24.3340972

σ =
x2 x3
n
2
12
3
( 12 )( 12 )
2 3

∑ x x −x x = 50325.34 − 932.9 640.1 =46.9082639

σ =
x2 x4
n
2
12
4
( 12 )( 12 )
2 4

∑ x x −x x = 28215.59 − 522.5 640.1 =28.7140972

σ =
x3 x4
n
3
12
4
( 12 )( 12 )
3 4

∑ y x − y x = 15695.78 − 213.1 857.2 =39.2967361

σ =
y x1
n 12
1
( 12 )( 12 )1

∑ y x − y x = 16830.85 − 213.1 932.9 =22.0084028

σ =
y x2
n 12
2
( 12 )( 12 )2

∑ y x − y x = 9444.07 − 213.1 522.5 =13.7784028

σ =
y x3
n 12
3
( 12 )( 12 ) 3

∑ y x − y x = 11677.13 − 213.1 640.1 =25.8350694

σ =
y x4
n 12
4
( 12 )( 12 )4

Matriz
  Y X1 X2 X3 X4
Y 14.2824306 39.2967361 22.0084028 13.7784028 25.8350694
X1 39.2967361 116.814097 67.6690972 40.7507639 77.0899306
X2 22.0084028 67.6690972 42.7357639 24.3340972 46.9082639
X3 13.7784028 40.7507639 24.3340972 17.0457639 28.7140972
X4 25.8350694 77.0899306 46.9082639 28.7140972 55.1274306

d) Hallar el intervalo de confianza e intervalo de predicción, utilizando los datos del

ítem b), con un nivel de confianza del 97%
1
X 0=¿
20
60
40
50

Variables independientes k=4

Grados de libertad n-k-1=12-4-1=7
Nivel de significancia α =0.05
Distribución t-student
t 0=t =t 0.975 ;7=2.36462425
(1− α2 ;n−k−1)
La varianza de estimación

S=
∑
2 y 2−b0∗∑ y−b1∗∑ x 1 y−b2∗∑ x 2 y−b3∗∑ x 3 y −b4∗∑ x 4 y
n−k −1
2 10.1822064
S= =1.45460091
7
El error de estimación

s=1.20606837

Para el intervalo de confianza

√ −1
^y 0 ±t 0 S x ' 0 ( X X ) x 0
'

58.6861948 0.37055565 -1.25571552 -0.79377039 0.88312817

0.37055565 0.01145642 -0.00854617 -0.00367835 -0.00683269
−1
( X X ) =¿ -1.25571552
'
-0.00854617 0.03596214 0.00414436 -0.02080815
-0.79377039 -0.00367835 0.00414436 0.0411289 -0.01980539
0.88312817 -0.00683269 -0.02080815 -0.01980539 0.03908822

√ x' ( X X )
0
' −1
x 0=4.57905354

√ −1
^y 0 ±t 0 S x ' 0 ( X X ) x 0=1.00651531± 2.2.364624∗1.20606837∗4.57905354
'
Donde el intervalo es [-12.0524793;14.06550992]

Para el intervalo de predicción

√ −1
^y 0 ±t 0 S 1+ x ' 0 ( X X ) x0
'

√ 1+ x ' ( X X )
0
' −1
x 0=4.68697465

√ −1
^y 0 ±t 0 S 1+ x ' 0 ( X X ) x0 =1.00651531± 2.364624∗1.20606837∗4.68697465
'

El intervalo es [-12.360259; 14.37328994]