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_jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat\\beta_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "、母集団の偏回帰係数を", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: 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["母集団に関する棄却したい仮説(帰無仮説)と主張したい仮説(対立仮説)を設定します。線形回帰分析では帰無仮説を「説明変数が目的変数に対して影響を持っていない」=「母集団の偏回帰係数が0」、つまり「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」と仮定し、対立仮説を「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { mathvariant: "normal", children: "≠" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i \\ne 0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsxs(_components.span, { className: "mrel", children: [_jsx(_components.span, { className: "mrel", children: _jsx(_components.span, { className: "mord vbox", children: _jsx(_components.span, { className: "thinbox", children: _jsxs(_components.span, { className: "rlap", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsx(_components.span, { className: "inner", children: _jsx(_components.span, { className: "mord", children: _jsx(_components.span, { className: "mrel", children: "" }) }) }), _jsx(_components.span, { className: "fix" })] }) }) }) }), _jsx(_components.span, { className: "mrel", children: "=" })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」と仮定します。"] }), "\n", _jsxs(_components.li, { children: ["帰無仮説が成り立っていると仮定したときに、標本から得た統計量がどのくらいの確率で起こるかを求めます。この確率をp値と呼びます。線形回帰分析では、「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」を仮定したとき、今回計算した", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat\\beta_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "がどのくらいの確率で起こるかを計算します。"] }), "\n", _jsx(_components.li, { children: "あらかじめどれくらいの確率で起こった場合に帰無仮説を棄却するかを決めておき(この閾値を有意水準と呼ぶ)、p値がそれを下回っていたら帰無仮説がそもそも成り立っていなかったと判断し、帰無仮説を棄却して対立仮説を採択します。例えば線形回帰分析で有意水準を0.05に設定しておいた場合、p値が0.05を下回ったら「説明変数が目的変数に対して影響を持っていない」という仮説を棄却し、「影響を持っている」可能性が高いと判断します。" }), "\n"] }), "\n", _jsx(_components.p, { children: "この検定によって帰無仮説を棄却したとき、その仮説は「統計的に有意である」と言います。" }), "\n", _jsx(_components.h2, { children: "線形回帰分析でのp値の計算方法" }), "\n", _jsxs(_components.p, { children: ["では実際に線形回帰分析のp値を計算してみましょう。", _jsx(_components.br, {}), "\n", "帰無仮説「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」を仮定したとき、今回の標本から求められた", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat{\\beta}_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "はどのくらいの確率であり得るのかを求めます。"] }), "\n", _jsxs(_components.p, { children: ["実は、", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "の条件の元では、以下の式が自由度", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsx(_components.mo, { stretchy: "false", children: "(" }), _jsx(_components.mi, { children: "n" }), _jsx(_components.mo, { children: "−" }), _jsx(_components.mi, { children: "k" }), _jsx(_components.mo, { stretchy: "false", children: ")" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "(n-k)" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1em", verticalAlign: "-0.25em" } }), _jsx(_components.span, { className: "mopen", children: "(" }), _jsx(_components.span, { className: "mord mathnormal", children: "n" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2222em" } }), _jsx(_components.span, { className: "mbin", children: "−" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2222em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1em", verticalAlign: "-0.25em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.03148em" }, children: "k" }), _jsx(_components.span, { className: "mclose", children: ")" })] })] })] }) }), "のt分布に従うことが知られています。これをt値と呼びます。", _jsx(_components.br, {}), "\n", "なお、", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsx(_components.mi, { children: "s" }), _jsx(_components.mi, { children: "t" }), _jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "d" }), _jsx(_components.mi, { children: "e" })] }), _jsx(_components.mi, { children: "r" }), _jsx(_components.mi, { children: "r" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "std_err" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8444em", verticalAlign: "-0.15em" } }), _jsx(_components.span, { className: "mord mathnormal", children: "s" }), _jsx(_components.span, { className: "mord mathnormal", children: "t" }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", children: "d" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.1514em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "0em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "e" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.02778em" }, children: "rr" })] }) })] }) }), "は", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat{\\beta}_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "の(不偏)標準偏差であり、標準誤差と呼ばれます。標準誤差が大きいほど", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat{\\beta}_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "のばらつきが大きくなります。"] }), "\n", _jsxs(_components.p, { children: ["2020/09/02追記：", _jsx(_components.a, { href: "/blog26", children: "t値の証明に関するブログ" }), "をアップロードしました。数学に自信のある方はご覧ください。"] }), "\n", _jsxs(_components.p, { children: ["t値を使用することにより、今回の確率はどの程度であるのかを算出することができます。ちなみに、自由度", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsx(_components.mi, { children: "n" }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "n" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.4306em" } }), _jsx(_components.span, { className: "mord mathnormal", children: "n" })] }) })] }) }), "のt分布は標準正規分布を自由度", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsx(_components.mi, { children: "n" }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "n" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.4306em" } }), _jsx(_components.span, { className: "mord mathnormal", children: "n" })] }) })] }) }), "の", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msup, { children: [_jsx(_components.mi, { children: "χ" }), _jsx(_components.mn, { children: "2" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\chi^2" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.0085em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", children: "χ" }), _jsx(_components.span, { className: "msupsub", children: _jsx(_components.span, { className: "vlist-t", children: _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.8141em" }, children: _jsxs(_components.span, { style: { top: "-3.063em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mtight", children: "2" }) })] }) }) }) }) })] })] }) })] }) }), "分布で割った分布であり、以下のような分布になっています。"] }), "\n", _jsx(_components.pre, { children: _jsxs(_components.code, { className: "hljs language-python", children: [_jsx(_components.span, { className: "hljs-keyword", children: "import" }), " scipy.stats ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " stats\n", _jsx(_components.span, { className: "hljs-keyword", children: "import" }), " matplotlib.pyplot ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " plt\n", _jsx(_components.span, { className: "hljs-keyword", children: "import" }), " numpy ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " np\nx = np.arange(-", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "0.1" }), ")\nplt.plot(x, stats.t.pdf(x=x, df=", _jsx(_components.span, { className: "hljs-number", children: "2" }), "), label=", _jsx(_components.span, { className: "hljs-string", children: "\"t dim:2\"" }), ", c=", _jsx(_components.span, { className: "hljs-string", children: "\"blue\"" }), ")\nplt.plot(x, stats.t.pdf(x=x, df=", _jsx(_components.span, { className: "hljs-number", children: "5" }), "), label=", _jsx(_components.span, { className: "hljs-string", children: "\"t dim:5\"" }), ", c=", _jsx(_components.span, { className: "hljs-string", children: "\"green\"" }), ")\nplt.plot(x, stats.t.pdf(x=x, df=", _jsx(_components.span, { className: "hljs-number", children: "30" }), "), label=", _jsx(_components.span, { className: "hljs-string", children: "\"t dim:30\"" }), ", c=", _jsx(_components.span, { className: "hljs-string", children: "\"red\"" }), ")\nplt.plot(x, stats.norm.pdf(x=x), label=", _jsx(_components.span, { className: "hljs-string", children: "\"norm\"" }), ", c=", _jsx(_components.span, { className: "hljs-string", children: "\"gray\"" }), ")\nplt.legend()\nplt.show()\n"] }) }), "\n", _jsxs(_components.p, { children: [_jsx(_components.img, { src: "/images/blog3/t.png", alt: "t分布", title: "t分布" }), _jsx(_components.br, {}), "\n", "t分布の自由度を大きくすると、正規分布に従います。", _jsx(_components.br, {}), "\n", "また、", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsx(_components.mi, { children: "X" }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "X" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6833em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.07847em" }, children: "X" })] }) })] }) }), "を自由度", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsx(_components.mo, { stretchy: "false", children: "(" }), _jsx(_components.mi, { children: "n" }), _jsx(_components.mo, { children: "−" }), _jsx(_components.mi, { children: "k" }), _jsx(_components.mo, { stretchy: "false", children: ")" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "(n-k)" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1em", verticalAlign: "-0.25em" } }), _jsx(_components.span, { className: "mopen", children: "(" }), _jsx(_components.span, { className: "mord mathnormal", children: "n" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2222em" } }), _jsx(_components.span, { className: "mbin", children: "−" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2222em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1em", verticalAlign: "-0.25em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.03148em" }, children: "k" }), _jsx(_components.span, { className: "mclose", children: ")" })] })] })] }) }), "に従うt分布としたとき、p値は以下のようになります。", _jsx(_components.br, {}), "\n", "p値は帰無仮説「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」を仮定したとき、今回のt値はどれくらいあり得ないかという確率を表しています。もしt値が2、自由度が2であった場合、次のグレーの部分の確率がp値になります。"] }), "\n", _jsx(_components.pre, { children: _jsxs(_components.code, { className: "hljs language-python", children: [_jsx(_components.span, { className: "hljs-keyword", children: "import" }), " scipy.stats ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " stats\n", _jsx(_components.span, { className: "hljs-keyword", children: "import" }), " matplotlib.pyplot ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " plt\n", _jsx(_components.span, { className: "hljs-keyword", children: "import" }), " numpy ", _jsx(_components.span, { className: "hljs-keyword", children: "as" }), " np\nx = np.arange(-", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "0.1" }), ")\ny = stats.t.pdf(x=x, df=", _jsx(_components.span, { className: "hljs-number", children: "2" }), ")\nplt.plot(x, y, label=", _jsx(_components.span, { className: "hljs-string", children: "\"t dim:2\"" }), ", c=", _jsx(_components.span, { className: "hljs-string", children: "\"blue\"" }), ")\nplt.fill_between(x, y, ", _jsx(_components.span, { className: "hljs-number", children: "0" }), ", x <= -", _jsx(_components.span, { className: "hljs-number", children: "2" }), ", facecolor=", _jsx(_components.span, { className: "hljs-string", children: "'gray'" }), ", alpha=", _jsx(_components.span, { className: "hljs-number", children: "0.5" }), ")\nplt.fill_between(x, y, ", _jsx(_components.span, { className: "hljs-number", children: "0" }), ", x >= ", _jsx(_components.span, { className: "hljs-number", children: "2" }), ", facecolor=", _jsx(_components.span, { className: "hljs-string", children: "'gray'" }), ", alpha=", _jsx(_components.span, { className: "hljs-number", children: "0.5" }), ")\nplt.legend()\nplt.show()\n"] }) }), "\n", _jsxs(_components.p, { children: [_jsx(_components.img, { src: "/images/blog3/t2.png", alt: "p値", title: "p値" }), _jsx(_components.br, {}), "\n", "p値は帰無仮説「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "を仮定したとき、今回のt値はどれくらいあり得ないかという確率を表しています。もしt値が2、自由度が2であった場合、次のグレーの部分の確率がp値になります。"] }), "\n", _jsx(_components.h2, { children: "p値の実際の計算" }), "\n", _jsxs(_components.p, { children: ["では最後に、Boston House Priceのデータのp値の計算をしていきましょう。", _jsx(_components.br, {}), "\n", "今回は変数「INDUS」のp値を求めていきます。(注：", _jsx(_components.a, { href: "/blog2", children: "前回のブログ" }), "のコードを実行している状態で以下を実行してください。)"] }), "\n", _jsx(_components.pre, { children: _jsxs(_components.code, { className: "hljs language-python", children: ["var = ", _jsx(_components.span, { className: "hljs-string", children: "\"INDUS\"" }), "\nn, k = X.shape\n", _jsx(_components.span, { className: "hljs-built_in", children: "print" }), "(", _jsx(_components.span, { className: "hljs-string", children: "\"データ数:\"" }), ", n, ", _jsx(_components.span, { className: "hljs-string", children: "\"、説明変数の数:\"" }), ", k)\nbeta = result.params[var]\n", _jsx(_components.span, { className: "hljs-built_in", children: "print" }), "(", _jsx(_components.span, { className: "hljs-string", children: "\"beta:\"" }), ", beta)\nstd_err = result.bse[var]\n", _jsx(_components.span, { className: "hljs-built_in", children: "print" }), "(", _jsx(_components.span, { className: "hljs-string", children: "\"std_err:\"" }), ", std_err)\nt = beta / std_err\n", _jsx(_components.span, { className: "hljs-built_in", children: "print" }), "(", _jsx(_components.span, { className: "hljs-string", children: "\"t値:\"" }), ", t)\np = result.pvalues[var]\n", _jsx(_components.span, { className: "hljs-built_in", children: "print" }), "(", _jsx(_components.span, { className: "hljs-string", children: "\"p値:\"" }), ", p)\nx = np.arange(-", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "5" }), ", ", _jsx(_components.span, { className: "hljs-number", children: "0.1" }), ")\ny = stats.t.pdf(x=x, df=n-k)\nplt.plot(x, y, label=", _jsx(_components.span, { className: "hljs-string", children: "\"t dim:{}\"" }), ".", _jsx(_components.span, { className: "hljs-built_in", children: "format" }), "(n-k), c=", _jsx(_components.span, { className: "hljs-string", children: "\"blue\"" }), ")\nplt.fill_between(x, y, ", _jsx(_components.span, { className: "hljs-number", children: "0" }), ", x <= -", _jsx(_components.span, { className: "hljs-built_in", children: "abs" }), "(t), facecolor=", _jsx(_components.span, { className: "hljs-string", children: "'gray'" }), ", alpha=", _jsx(_components.span, { className: "hljs-number", children: "0.5" }), ")\nplt.fill_between(x, y, ", _jsx(_components.span, { className: "hljs-number", children: "0" }), ", x >= ", _jsx(_components.span, { className: "hljs-built_in", children: "abs" }), "(t), facecolor=", _jsx(_components.span, { className: "hljs-string", children: "'gray'" }), ", alpha=", _jsx(_components.span, { className: "hljs-number", children: "0.5" }), ")\nplt.legend()\nplt.show()\n"] }) }), "\n", _jsx(_components.h3, { children: "実行結果" }), "\n", _jsx(_components.pre, { children: _jsx(_components.code, { className: "hljs language-text", children: "データ数: 506 、説明変数の数: 13\nbeta: 0.02055862636706962\nstd_err: 0.061495688952085036\nt値: 0.3343100421736567\np値: 0.7382880714047482\n" }) }), "\n", _jsxs(_components.p, { children: [_jsx(_components.img, { src: "/images/blog3/t3.png", alt: "p値", title: "p値" }), _jsx(_components.br, {}), "\n", "グレーの部分の確率がp値です(0.73)。これほどp値が高いのでは", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { mathvariant: "normal", children: "≠" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta \\ne 0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsxs(_components.span, { className: "mrel", children: [_jsx(_components.span, { className: "mrel", children: _jsx(_components.span, { className: "mord vbox", children: _jsx(_components.span, { className: "thinbox", children: _jsxs(_components.span, { className: "rlap", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsx(_components.span, { className: "inner", children: _jsx(_components.span, { className: "mord", children: _jsx(_components.span, { className: "mrel", children: "" }) }) }), _jsx(_components.span, { className: "fix" })] }) }) }) }), _jsx(_components.span, { className: "mrel", children: "=" })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "と結論づけるのは難しいですね。"] }), "\n", _jsx(_components.h2, { children: "まとめ" }), "\n", _jsxs(_components.ul, { children: ["\n", _jsx(_components.li, { children: "仮説検定とは、母集団のある性質を標本の統計量を使って検証をする手法である。" }), "\n", _jsxs(_components.li, { children: ["線形回帰では、説明変数が目的変数に対して影響を持っているかどうかを調べる際、帰無仮説を「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」としてt検定を実施する。"] }), "\n", _jsxs(_components.li, { children: ["帰無仮説「", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsxs(_components.mrow, { children: [_jsxs(_components.msub, { children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mi, { children: "i" })] }), _jsx(_components.mo, { children: "=" }), _jsx(_components.mn, { children: "0" })] }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\beta_i=0" })] }) }) }), _jsxs(_components.span, { className: "katex-html", "aria-hidden": "true", children: [_jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.8889em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } }), _jsx(_components.span, { className: "mrel", children: "=" }), _jsx(_components.span, { className: "mspace", style: { marginRight: "0.2778em" } })] }), _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "0.6444em" } }), _jsx(_components.span, { className: "mord", children: "0" })] })] })] }) }), "」を仮定したとき、今回のデータから得られた", _jsx(_components.span, { className: "math math-inline", children: _jsxs(_components.span, { className: "katex", children: [_jsx(_components.span, { className: "katex-mathml", children: _jsx(_components.math, { xmlns: "http://www.w3.org/1998/Math/MathML", children: _jsxs(_components.semantics, { children: [_jsx(_components.mrow, { children: _jsxs(_components.msub, { children: [_jsxs(_components.mover, { accent: "true", children: [_jsx(_components.mi, { children: "β" }), _jsx(_components.mo, { children: "^" })] }), _jsx(_components.mi, { children: "i" })] }) }), _jsx(_components.annotation, { encoding: "application/x-tex", children: "\\hat{\\beta}_i" })] }) }) }), _jsx(_components.span, { className: "katex-html", "aria-hidden": "true", children: _jsxs(_components.span, { className: "base", children: [_jsx(_components.span, { className: "strut", style: { height: "1.1523em", verticalAlign: "-0.1944em" } }), _jsxs(_components.span, { className: "mord", children: [_jsx(_components.span, { className: "mord accent", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsxs(_components.span, { className: "vlist", style: { height: "0.9579em" }, children: [_jsxs(_components.span, { style: { top: "-3em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "mord mathnormal", style: { marginRight: "0.05278em" }, children: "β" })] }), _jsxs(_components.span, { style: { top: "-3.2634em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "3em" } }), _jsx(_components.span, { className: "accent-body", style: { left: "-0.1667em" }, children: _jsx(_components.span, { className: "mord", children: "^" }) })] })] }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.1944em" }, children: _jsx(_components.span, {}) }) })] }) }), _jsx(_components.span, { className: "msupsub", children: _jsxs(_components.span, { className: "vlist-t vlist-t2", children: [_jsxs(_components.span, { className: "vlist-r", children: [_jsx(_components.span, { className: "vlist", style: { height: "0.3117em" }, children: _jsxs(_components.span, { style: { top: "-2.55em", marginLeft: "-0.0528em", marginRight: "0.05em" }, children: [_jsx(_components.span, { className: "pstrut", style: { height: "2.7em" } }), _jsx(_components.span, { className: "sizing reset-size6 size3 mtight", children: _jsx(_components.span, { className: "mord mathnormal mtight", children: "i" }) })] }) }), _jsx(_components.span, { className: "vlist-s", children: "​" })] }), _jsx(_components.span, { className: "vlist-r", children: _jsx(_components.span, { className: "vlist", style: { height: "0.15em" }, children: _jsx(_components.span, {}) }) })] }) })] })] }) })] }) }), "はどれくらいの確率なのかを表したのがp値である。"] }), "\n"] }), "\n", _jsx(_components.h3, { children: "参考文献" }), "\n", _jsx(_components.p, { children: _jsx(_components.a, { href: "https://bellcurve.jp/statistics/course/9702.html", children: "統計学の時間" }) })] }); } function MDXContent(props = {}) { const {wrapper: MDXLayout} = Object.assign({}, _provideComponents(), props.components); return MDXLayout ? _jsx(MDXLayout, Object.assign({}, props, { children: _jsx(_createMdxContent, props) })) : _createMdxContent(props); } return { default: 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