Lineare Modelle und Konstruke I |
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Online-MagazinRegressive Konstrukte |
Anhang |
17.02.2017 |
Anhang
Die tanφ-Formel
[100] 1 / tan2φ = ( σ²x – σ²y ) / σxy ; Voraussetzung: σ²δ = σ²ε , ( λ = 1)
[101] = ( σ²ξ + σ²δ – σ²η – σ²ε ) /σxy
[102] 1 / tan2φ = σ²ξσ²η / σξη ; ß = tanφ ≥ ße
alternativ
[103] unter σ²δ = σ²ε ; (σ²x – σxy/ß) = (σ²y – ßσxy) | *ß , quadratische Gleichung für ß
Der Achsenabschnitt unter LEGÉDRE / GALTON
[104] ( α = µY – ßξηµX ) ≥ (α = µY – ßeµX )
Rettungsversuche
für GALTON
[105] ∂e²/∂ß = 0 --> ß = xy/x² = y/x ≠ ß --> µß = σxy /σ²x ≠ σy/σx ≠ ß
für GAUSS
[106] ∂ε²/∂ß = 0 --> ß = xy/(x - ∂)² = xy/ξ² ≠ ß aber µß = σxy/σ²ξ = ß
für AUTOR
[107] ∂0²/∂ß = 0 --> ß = ξη/ξ² = η/ξ = ß --> µß = σξη/σ²ξ = signσξη ση/σξ
Die ultimativen ß-pur-Formeln
ß-pur = F(α)
Sätze [108] αy = µY - ßyµX
αx = µX - ßxµY
[109] ßy = σxy/ (σ²x - σ²δ)
ßx = σxy / (σ²y - σ²ε)
[110] ßy ßx = σxy² / (σ²x - σ²δ) (σ²y - σ²ε) = σ²ξ σ²η / σ²ξ σ²η = 1
α = 0
[111] 0α = µY - ßyµX | : µX
[112] ßy = µY / µX, ßx = analog = µX / µY
ßy ßx = 1
α ≠ 0
[113] ßy = αy / αx | * αx
[114] ßy (µX - ßxµY) = µX - ßxµY
[115] ßy µX – (ßy ßx | =1) µY = µY - ßyµX
[116] 2 ßy µX = 2µY | : (2/ µX)
ßy = µY / µX, ßx = analog = µX / µY
Deterministische Simulation
[117] unter µXξ = µX | X = Xξ + δ, µδ = 0,
µYη = µY | Y = Yη + ε, µε = 0
Tabelle 1 deterministische Simulation αy = 0
[118] Yη = Xξ (ß|=2)
µ |
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Xξ |
3 |
9 |
12 |
8 |
Yη |
6 |
18 |
24 |
16 |
ßy = µYη / µXξ = 2
Tabelle 2 deterministische Simulation αy ≠ 0
[119] Yη = Xξ [ß|=(-3)]
µ |
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Xξ |
-1 |
5 |
11 |
5 |
Yη |
3 |
-15 |
-33 |
-15 |
ßy = µYη / µXξ = (-3)
Tabelle 3 Simulation mit abhängigen Fehlern
[120]
Yη = |
Xξ[ß=(-3)] |
|
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σ(Xξδ) = |
-4,5 |
σ(Yηε) = |
6 |
µ |
σ² |
|
Xξ |
-1 |
5 |
11 |
5 |
5 |
18 |
Yη |
3 |
-15 |
-33 |
-15 |
-15 |
162 |
δ |
0 |
-3 |
4 |
-1 |
0 |
6,5 |
ε |
-5,5 |
6,5 |
-4,5 |
3,5 |
0 |
26,25 |
X = |
Xξ + δ |
Y = |
Yη + ε |
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X |
-1 |
2 |
15 |
4 |
5 |
33,5 |
Y |
-2,5 |
-8,5 |
-37,5 |
-11,5 |
-15 |
116,25 |
ßy = |
µY/µX |
= (-15/5) |
= (-3) |
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