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Se registraron los siguientes datos para una muestra aleatoria simple de 20 pacientes con

hipertensión. Las variables son:


Y: presión arterial
X1: edad (años)
X2: Peso (Kg.)
X3: Área de superficie corporal
X4: Duración de la hipertensión en años
X5: Pulso básico (latidos/min)
X6: estrés.

Y X1 X2 X3 X4 X5 X6
105 47 85.4 1.75 5.1 63 33
115 49 94.2 2.1 3.8 70 14
116 49 95.3 1.98 8.2 72 10
117 50 94.7 2.01 5.8 73 99
112 51 89.4 1.89 7 72 95
121 48 99.5 2.25 9.3 71 10
121 49 99.8 2.25 2.5 69 42
110 47 90.9 1.9 6.2 66 8
110 49 89.2 1.83 7.1 69 62
114 48 92.7 2.07 5.6 64 35
114 47 94.4 2.07 5.3 74 90
115 49 94.1 1.98 5.6 71 21
114 50 91.6 2.05 10.2 68 47
106 45 87.1 1.92 5.6 67 80
125 52 101.3 2.19 10 76 98
114 46 94.5 1.98 7.4 69 95
106 46 87 1.87 3.6 62 18
113 46 94.5 1.9 4.3 70 12
110 48 90.5 1.88 9 71 99
122 56 95.7 2.09 7 75 99

Modelo 1: Modelo de regresión lineal múltiple

𝑌= 𝛽_0+ 𝛽_1 𝑋_1+ 𝛽_2 𝑋_2+ 𝛽_3 𝑋_3+𝛽_4 𝑋_4+𝛽_5 𝑋_5+𝛽_6 𝑋_6+ ∈ Modelo general

Ŷ= 𝛽_0+ 𝛽_1 𝑋_1+ 𝛽_2 𝑋_2+ 𝛽_3 𝑋_3+𝛽_4 𝑋_4+𝛽_5 𝑋_5+𝛽_6 𝑋_6 Modelo de estimacion

El metodo de minimos cuadrados

Notacion matricial del modelo de regresion multiple:


𝐿=∑24_(𝑖=1)^𝑛▒𝑒_𝑖^2 =𝑒

𝜕𝐿/𝜕𝛽=0𝑋^′ 𝑋𝛽"ˆ"=𝑋^′

𝛽"ˆ"= 〖 (𝑋 〗 ^′ 𝑋)^

Empleando SPSS
F(6,13) 0.05 = 2.915
F critica = 560,641
F(6,13) 0.05 < F critica
El valor es altamente significativo

Resultado

𝐻_0: 𝛽_𝑖=0 (𝐿𝑎𝑠 𝑋_𝑖 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒𝑛 𝑠𝑜𝑏𝑟𝑒 𝑌)


Se rechaza la hipotesis nula
𝐻_𝑎: 𝛽_𝑖≠0 (𝐿𝑎𝑠 𝑋_𝑖 𝑖𝑛𝑓𝑙𝑢𝑦𝑒𝑛 𝑠𝑜𝑏𝑟𝑒 𝑌)

Modelo 2: Modelo optimo


Resultados obtenidos al encontrar las ecuaciones simples de la variable dependiente con cada una de las variable

VARIABLES Valores de
EXPLICATIVAS Corregido significacion
T(Student)
X1 0.403 3.718 0.002
X2 0.897 12.917 0.000
X3 0.736 7.343 0.000
X4 0.035 1.299 0.210
X5 0.494 4.42 0.000
X6 -0.27 0.705 0.490

Ŷ= 𝛽_0+ 𝛽_1 𝑋_1

𝐻_0: 𝛽_1=0 (𝑋_1 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_1≠0 (𝑋_1 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_1≠0 (𝑋_1 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
Hipotesis 𝑖=0, 1, 2, …, 6

𝐻_0: 𝛽_𝑖=0 (𝐿𝑎𝑠 𝑋_𝑖 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒𝑛 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_𝑖≠0 (𝐿𝑎𝑠 𝑋_𝑖 𝑖𝑛𝑓𝑙𝑢𝑦𝑒𝑛 𝑠𝑜𝑏𝑟𝑒 𝑌)

X1
1 47
1 49
1 49
1 50
1 51
1 48
1 49
1 47
1 49
1 48
1 47
1 49
1 50
1 45
1 52
1 46
1 46
4_(𝑖=1)^𝑛▒𝑒_𝑖^2 =𝑒^′ 𝑒=(𝑌−𝑋𝛽)′(𝑌−𝑋𝛽) 1 46
1 48
1 56

𝑋^′ 𝑋𝛽"ˆ"=𝑋^′ 𝑌  1 1
47 49
85.4 94.2
𝛽"ˆ"= 〖 (𝑋 〗 ^′ 𝑋)^(−1) 𝑋^′ 𝑌  1.75 2.1
5.1 3.8
63 70
33 14

Modelo de estimacion
Ŷ="-12." 870+ "0.703" 𝑋_1+ "0.970 " 𝑋_2+ "3.776 " 𝑋_3+"0.068" 𝑋_4−"0.084" 𝑋_5+"0.006 " 𝑋_6
Las variables tienen un gran efecto significativo por lo que si influyen
sobre la variable dependiente Y
nte con cada una de las variables independiente

𝐻_0: 𝛽_1=0 (𝑋_1 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_2=0 (𝑋_2 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_2≠0 (𝑋_2 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_1≠0 (𝑋_1 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_2≠0 (𝑋_2 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
𝑋
X2 X3 X4 X5 X6
85.40 1.75 5.10 63 33 20 972
94.20 2.10 3.80 70 14 972 47358
95.30 1.98 8.20 72 10 1861.8 90566.6
94.70 2.01 5.80 73 99 39.96 1944.51
89.40 1.89 7.00 72 95 128.6 6285
99.50 2.25 9.30 71 10 1392 67763
99.80 2.25 2.50 69 42 1067 52505
90.90 1.90 6.20 66 8
89.20 1.83 7.10 69 62
92.70 2.07 5.60 64 35 39.41538462 -0.3716149649
94.40 2.07 5.30 74 90 -0.37161496 0.0148384404
94.10 1.98 5.60 71 21 -0.4724988 0.003473733
91.60 2.05 10.20 68 47 8.955720793 -0.1143476272
87.10 1.92 5.60 67 80 0.135120789 -0.0018792404
101.30 2.19 10.00 76 98 0.053814865 -0.0061975554
94.50 1.98 7.40 69 95 0.003226703 -1.880249E-05
87.00 1.87 3.60 62 18
94.50 1.90 4.30 70 12
90.50 1.88 9.00 71 99 Ŷ="-12.870476"+ "0.70325939 " 𝑋_1+ "0.96991978
95.70 2.09 7.00 75 99

𝑋′
1 1 1 1 1 1 1 1
49 50 51 48 49 47 49 48
95.3 94.7 89.4 99.5 99.8 90.9 89.2 92.7
1.98 2.01 1.89 2.25 2.25 1.9 1.83 2.07
8.2 5.8 7 9.3 2.5 6.2 7.1 5.6
72 73 72 71 69 66 69 64
10 99 95 10 42 8 62 35

4−"0.084" 𝑋_5+"0.006 " 𝑋_6


Ŷ= 𝛽_0+ 𝛽_2 𝑋_2

𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_2=0 (𝑋_2 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_2≠0 (𝑋_2 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
𝑋^′ 𝑋 𝑋'Y
1861.8 39.96 128.6 1392 1067 2280
90566.6 1944.51 6285 67763 52505 110978
173665.44 3729.625 12006.5 129785.9 99431 212666.1
3729.625 80.194 257.669 2785.8 2133.64 4567.63
12006.5 257.669 914.34 9012.8 7331.9 14725.2
129785.9 2785.8 9012.8 97158 75620 158971
99431 2133.64 7331.9 75620 83057 122265

〖 (𝑋^′ 𝑋) 〗 ^(−1) 〖 (𝑋 〗 ^′ 𝑋)^(−1) 𝑋^′ 𝑌 


-0.4724988 8.955720793 0.135120789 0.053814865 0.0032267031 -12.870476
0.003473733 -0.11434763 -0.00187924 -0.00619756 -1.880249E-05 0.70325939
0.024015873 -0.51445971 -0.00020885 -0.01339358 0.0005522908 0.96991978
-0.51445971 15.05637282 0.017054335 0.211141648 -0.0074062425 3.776491
-0.00020885 0.017054335 0.014150059 -0.00206898 -0.0001013314 0.06838304
-0.01339358 0.211141648 -0.00206898 0.016061045 -0.0006037685 -0.08448469
0.000552291 -0.00740624 -0.00010133 -0.00060377 7.0213023E-05 0.0055715

Modelo de estimacion
5939 " 𝑋_1+ "0.96991978 " 𝑋_2+ "3.776491 " 𝑋_3+"0.06838304 " 𝑋_4−"0.08448469 " 𝑋_5+"0.0055715 " 𝑋_6 Y="-12.870476"+

𝑋′
1 1 1 1 1 1 1 1
47 49 50 45 52 46 46 46
94.4 94.1 91.6 87.1 101.3 94.5 87 94.5
2.07 1.98 2.05 1.92 2.19 1.98 1.87 1.9
5.3 5.6 10.2 5.6 10 7.4 3.6 4.3
74 71 68 67 76 69 62 70
90 21 47 80 98 95 18 12
Ŷ= 𝛽_0+ 𝛽_3 𝑋_3

𝐻_0: 𝛽_3=0 (𝑋_3 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_3≠0 (𝑋_3 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_3≠0 (𝑋_3 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
¿Qué porcentaje explica este modelo?
=𝑌^′ 𝑌 − 〖 (∑▒𝑦_𝑖 ) 〗 ^2/𝑛

Modelo de regresion multiple


Y="-12.870476"+ "0.70325939 " 𝑋_1+ "0.96991978 " 𝑋_2+ "3.776491 " 𝑋_3+"0.06838304 " 𝑋_4−"0.08448469 " 𝑋_5+"0.005

Y
1 1 105 105 115 116
48 56 115
90.5 95.7 116 Y'Y 𝑅^2=1− 〖𝑆𝐶〗 _𝑟𝑒𝑠/𝑆𝐶𝑇
1.88 2.09 117 260480
9 7 112
71 75 121
99 99 121 〖 (∑▒𝑦_𝑖 ) 〗 ^2/𝑛
110
110 259920
114
114 𝑌^′ 𝑌 − 〖 (∑▒𝑦_𝑖 ) 〗 ^2/𝑛
115
114 560
106
125
114
106
113
110
122
𝐻_0: 𝛽_3=0 (𝑋_3 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_4=0 (𝑋_4 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_4≠0 (𝑋_4 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_3≠0 (𝑋_3 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_4≠0 (𝑋_4 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
Y X1 X2 X3 X4
105 47 85.4 1.75 5.1
115 49 94.2 2.1 3.8
116 49 95.3 1.98 8.2
117 50 94.7 2.01 5.8
112 51 89.4 1.89 7
121 48 99.5 2.25 9.3
121 49 99.8 2.25 2.5
110 47 90.9 1.9 6.2
110 49 89.2 1.83 7.1
114 48 92.7 2.07 5.6
114 47 94.4 2.07 5.3
115 49 94.1 1.98 5.6
114 50 91.6 2.05 10.2
106 45 87.1 1.92 5.6
125 52 101.3 2.19 10
114 46 94.5 1.98 7.4
106 46 87 1.87 3.6
113 46 94.5 1.9 4.3
−"0.08448469 " 𝑋_5+"0.0055715 " 𝑋_6+ ∈ 110 48 90.5 1.88 9
122 56 95.7 2.09 7

Y'
117 112 121 121 110 110 114 114

^2=1− 〖𝑆𝐶〗 _𝑟𝑒𝑠/𝑆𝐶𝑇0.99615025 99.6150254 %

0.99437345 99.4373448 %
Ŷ= 𝛽_0+𝛽_4 𝑋_4

𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_4=0 (𝑋_4 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_4≠0 (𝑋_4 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
Modelo de estimacion
X5 X6Ŷ="-12.870476"+ "0.70325939 " 𝑋_1+ "0.96991978 " 𝑋_2+ "3.776491 " 𝑋_3+"0.06838304 " 𝑋_4−"
63 33 104.832801326
70 14 115.310236738
72 10 116.033599572
73 99 116.515461338
72 95 111.769225312
71 10 120.583361862
69 42 121.459849894
66 8 110.41631354
69 62 110.01856599
64 35 113.78580206
74 90 114.172476984
71 21 114.837671122
68 47 114.093360486
67 80 105.675262902
76 98 125.031402244
69 95 113.820210716
62 18 106.032930134
70 12 112.759184822
71 99 110.93213076
75 99 121.920147006

115 114 106 125 114 106 113 110


Ŷ= 𝛽_0+𝛽_5 𝑋_5

𝐻_0: 𝛽_5=0 (𝑋_5 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_5≠0 (𝑋_5 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_5≠0 (𝑋_5 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
stimacion Error
e _=6Y - Ŷ
1 " 𝑋_3+"0.06838304 " 𝑋_4−"0.08448469 " 𝑋_5+"0.0055715 " 𝑋 〖𝑆𝐶〗 _𝑟𝑒𝑠
01326 0.167198674 0.0279554
36738 -0.31023674 0.09624683
99572 -0.03359957 0.00112893
61338 0.484538662 0.23477771
25312 0.230774688 0.05325696
61862 0.416638138 0.17358734
49894 -0.45984989 0.21146193
31354 -0.41631354 0.17331696
56599 -0.01856599 0.0003447
80206 0.21419794 0.04588076
76984 -0.17247698 0.02974831
71122 0.162328878 0.02635066
60486 -0.09336049 0.00871618
62902 0.324737098 0.10545418
02244 -0.03140224 0.0009861
10716 0.179789284 0.03232419
30134 -0.03293013 0.00108439
84822 0.240815178 0.05799195
13076 -0.93213076 0.86886775
47006 0.079852994 0.0063765
2.15585774

122
𝐻_0: 𝛽_5=0 (𝑋_5 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_6=0 (𝑋_6 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝐻_𝑎: 𝛽_6≠0 (𝑋_6 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)


𝐻_𝑎: 𝛽_5≠0 (𝑋_5 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_6≠0 (𝑋_6 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
Ŷ= 𝛽_0+𝛽_6 𝑋_6

𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_0: 𝛽_6=0 (𝑋_6 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)
𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌) 𝐻_𝑎: 𝛽_6≠0 (𝑋_6 𝑖𝑛𝑓𝑙𝑢𝑦𝑒 𝑠𝑜𝑏𝑟𝑒 𝑌)

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