Khả năng sinh trưởng, sản xuất thịt của bò lai sind, F1 brahman × lai sind và F1 charolais × lai sind nuôi tại Đăk Lăk - 21



residuals to determine if there is any significant correlation based on the order in which they occur in your data file.


The output also shows aymptotic 95.0% confidence intervals for each of the unknown parameters. These intervals are approximate and most accurate for large sample sizes. You can determine whether or not an estimate is statistically significant by examining each interval to see whether it contains the value 0. Intervals covering 0 correspond to coefficients which may well be removed form the model without hurting the fit substantially.



Plot of Fitted Model


400


300


Kg

200


100


0



0 3 6 9 12 15 18 21 24 Thang Nonlinear Regression Lai Sind NTD Dependent variable Kg Independent 1

0 3 6 9 12 15 18 21 24

Thang



Nonlinear Regression - Lai Sind NTD

Dependent variable: Kg Independent variables:

Tháng


Function to be estimated: m*exp(-a*exp(-b*Tháng)) Initial parameter estimates:

m = 100.0

a = 1.0

b = 0.1


Estimation method: Marquardt

Estimation stopped due to convergence of residual sum of squares. Number of iterations: 7

Number of function calls: 33


Estimation Results




Asymptotic

95.0%



Asymptotic

Confidence

Interval

Parameter

Estimate

Standard Error

Lower

Upper

m

350.379

9.47535

331.711

369.046

a

2.60163

0.0418526

2.51917

2.68408

b

0.0925204

0.00373819

0.0851559

0.0998849

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Analysis of Variance

Source

Sum of Squares

Df

Mean Square

Model

6.29082E6

3

2.09694E6

Residual

32798.5

236

138.977

Total

6.32362E6

239


Total (Corr.)

1.59501E6

238



R-Squared = 97.9437 percent

R-Squared (adjusted for d.f.) = 97.9263 percent Standard Error of Est. = 11.7888

Mean absolute error = 9.61235 Durbin-Watson statistic = 0.633805

Lag 1 residual autocorrelation = 0.674314


Residual Analysis


Estimation

Validation

n

239


MSE

138.977


MAE

9.61235


MAPE

12.5865


ME

-0.397958


MPE

-6.15615



The StatAdvisor

The output shows the results of fitting a nonlinear regression model to describe the relationship between Kg and 1 independent variables. The equation of the fitted model is


Kg = 350.379*exp(-2.60163*exp(-0.0925204*Tháng))


In performing the fit, the estimation process terminated successully after 7 iterations, at which point the estimated coefficients appeared to converge to the current estimates.


The R-Squared statistic indicates that the model as fitted explains 97.9437% of the variability in Kg. The adjusted R- Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 97.9263%. The standard error of the estimate shows the standard deviation of the residuals to be 11.7888. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu. The mean absolute error (MAE) of 9.61235 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the



residuals to determine if there is any significant correlation based on the order in which they occur in your data file.


The output also shows aymptotic 95.0% confidence intervals for each of the unknown parameters. These intervals are approximate and most accurate for large sample sizes. You can determine whether or not an estimate is statistically significant by examining each interval to see whether it contains the value 0. Intervals covering 0 correspond to coefficients which may well be removed form the model without hurting the fit substantially.


Plot of Fitted Model


300


250


200


Kg

150


100


50


0

0 3 6 9 12 15 18 21 24

Tháng



Nonlinear Regression - F1(Bra × LS) NTD

Dependent variable: Kg Independent variables:

Tháng


Function to be estimated: m*exp(-a*exp(-b*Tháng)) Initial parameter estimates:

m = 100.0

a = 1.0

b = 0.1


Estimation method: Marquardt

Estimation stopped due to convergence of residual sum of squares. Number of iterations: 7

Number of function calls: 33


Estimation Results




Asymptotic

95.0%



Asymptotic

Confidence

Interval

Parameter

Estimate

Standard Error

Lower

Upper

m

401.478

13.4843

374.914

428.043

a

2.50368

0.0519627

2.40131

2.60605

b

0.0934432

0.00485186

0.0838849

0.103001


Analysis of Variance

Source

Sum of Squares

Df

Mean Square

Model

8.74683E6

3

2.91561E6

Residual

76604.9

237

323.227

Total

8.82344E6

240


Total (Corr.)

2.16643E6

239



R-Squared = 96.464 percent

R-Squared (adjusted for d.f.) = 96.4342 percent Standard Error of Est. = 17.9785

Mean absolute error = 14.9868 Durbin-Watson statistic = 0.464853

Lag 1 residual autocorrelation = 0.764558


Residual Analysis


Estimation

Validation

n

240


MSE

323.227


MAE

14.9868


MAPE

15.3557


ME

-0.568747


MPE

-7.56073



The StatAdvisor

The output shows the results of fitting a nonlinear regression model to describe the relationship between Kg and 1 independent variables. The equation of the fitted model is


Kg = 401.478*exp(-2.50368*exp(-0.0934432*Tháng))


In performing the fit, the estimation process terminated successully after 7 iterations, at which point the estimated coefficients appeared to converge to the current estimates.


The R-Squared statistic indicates that the model as fitted explains 96.464% of the variability in Kg. The adjusted R- Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 96.4342%. The standard error of the estimate shows the standard deviation of the residuals to be 17.9785. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu. The mean absolute error (MAE) of 14.9868 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the



residuals to determine if there is any significant correlation based on the order in which they occur in your data file.


The output also shows aymptotic 95.0% confidence intervals for each of the unknown parameters. These intervals are approximate and most accurate for large sample sizes. You can determine whether or not an estimate is statistically significant by examining each interval to see whether it contains the value 0. Intervals covering 0 correspond to coefficients which may well be removed form the model without hurting the fit substantially.


Plot of Fitted Model


400


300


Kg

200


100


0

0 3 6 9 12 15 18 21 24

Tháng



Nonlinear Regression - F1(Char × LS) NTD

Dependent variable: Kg Independent variables:

Tháng


Function to be estimated: m*exp(-a*exp(-b*Tháng)) Initial parameter estimates:

m = 100.0

a = 1.0

b = 0.1


Estimation method: Marquardt

Estimation stopped due to convergence of residual sum of squares. Number of iterations: 8

Number of function calls: 38


Estimation Results




Asymptotic

95.0%



Asymptotic

Confidence

Interval

Parameter

Estimate

Standard Error

Lower

Upper

m

418.902

9.87592

399.446

438.358

a

2.58998

0.0473538

2.4967

2.68327

b

0.100544

0.00392725

0.0928075

0.108281


Analysis of Variance

Source

Sum of Squares

Df

Mean Square

Model

1.02258E7

3

3.4086E6

Residual

55535.8

237

234.328

Total

1.02813E7

240


Total (Corr.)

2.55602E6

239



R-Squared = 97.8273 percent

R-Squared (adjusted for d.f.) = 97.8089 percent Standard Error of Est. = 15.3078

Mean absolute error = 12.3686 Durbin-Watson statistic = 0.675345

Lag 1 residual autocorrelation = 0.661407


Residual Analysis


Estimation

Validation

n

240


MSE

234.328


MAE

12.3686


MAPE

12.5273


ME

-0.462302


MPE

-5.9931



The StatAdvisor

The output shows the results of fitting a nonlinear regression model to describe the relationship between Kg and 1 independent variables. The equation of the fitted model is


Kg = 418.902*exp(-2.58998*exp(-0.100544*Tháng))


In performing the fit, the estimation process terminated successully after 8 iterations, at which point the estimated coefficients appeared to converge to the current estimates.


The R-Squared statistic indicates that the model as fitted explains 97.8273% of the variability in Kg. The adjusted R- Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 97.8089%. The standard error of the estimate shows the standard deviation of the residuals to be 15.3078. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu. The mean absolute error (MAE) of 12.3686 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the



residuals to determine if there is any significant correlation based on the order in which they occur in your data file.


The output also shows aymptotic 95.0% confidence intervals for each of the unknown parameters. These intervals are approximate and most accurate for large sample sizes. You can determine whether or not an estimate is statistically significant by examining each interval to see whether it contains the value 0. Intervals covering 0 correspond to coefficients which may well be removed form the model without hurting the fit substantially.


Plot of Fitted Model


400


300


Kg

200


100


0

0 3 6 9 12 15 18 21 24

Tháng

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