Nghiên cứu khả năng sinh trưởng, sinh sản, năng suất và chất lượng sữa của bò cái holstein friesian HF thuần, các thế hệ lai F1, F2 và F3 giữa HF và lai sind nuôi tại tỉnh Lâm Đồng - 23



Durbin-Watson statistic = 0.711779

Lag 1 residual autocorrelation = 0.613465

Residual Analysis


Estimation

Validation

n

100


MSE

129.862


MAE

9.7617


MAPE

9.26129


ME

-0.717794


MPE

-5.01688


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The StatAdvisor

The output shows the results of fitting a nonlinear regression model to describe the relationship between KLF2NTN and 1 independent variables. The equation of the fitted model is

KLF2NTN = 468.184*EXP(-2.37464*EXP(-0.107303*TTNTN))

In performing the fit, the estimation process terminated successully after 7 iterations, at which point the residual sum of squares appeared to approach a minimum.

The R-Squared statistic indicates that the model as fitted explains 99.2372% of the variability in KLF2NTN. The adjusted R-Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 99.2219%. The standard error of the estimate shows the standard deviation of the residuals to be 11.3957. 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 9.7617 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


500

450

K h o i l u o n g b o F 2 ( k g )

400

350

300

250

200

150

100

50

0


0 6 12 18 24

Thang tuoi



Nonlinear Regression - KLF3NTN

Dependent variable: KLF3NTN Independent variables: TTNTN

Function to be estimated: M*EXP(-A*EXP(-B*TTNTN)) Estimation method: Marquardt

Estimation stopped due to convergence of parameter estimates. Number of iterations: 7

Number of function calls: 31

Estimation Results




Asymptotic

95.0%



Asymptotic

Confidence

Interval

Parameter

Estimate

Standard Error

Lower

Upper

M

490.214

8.3501

473.801

506.946

A

2.37103

0.040621

2.29041

2.45165

B

0.107915

0.00355836

0.102852

0.116977

Analysis of Variance

Source

Sum of Squares

Df

Mean Square

Model

7.73198E6

3

2.57733E6

Residual

13610.8

97

140.317

Total

7.74559E6

100


Total (Corr.)

1.86283E6

99


R-Squared = 99.3094 percent

R-Squared (adjusted for d.f.) = 99.2143 percent Standard Error of Est. = 11.8455

Mean absolute error = 10.3627 Durbin-Watson statistic = 0.612331

Lag 1 residual autocorrelation = 0.684735

Residual Analysis


Estimation

Validation

n

100


MSE

140.317


MAE

10.3627


MAPE

10.4534


ME

-0.855128


MPE

-5.99548


The StatAdvisor

The output shows the results of fitting a nonlinear regression model to describe the relationship between KLF3NTN and 1 independent variables. The equation of the fitted model is

KLF3NTN = 490.214*EXP(-2.37103*EXP(-0.107915*TTNTN))

In performing the fit, the estimation process terminated successully after 7 iterations, at which point the residual sum of squares appeared to approach a minimum.

The R-Squared statistic indicates that the model as fitted explains 99.3094% of the variability in KLF3NTN. The adjusted R-Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 99.2143%. The standard error of the estimate shows the standard deviation of the residuals to be 11.8455. 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 10.3627 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


500

450

K h o i l u o n g b o F 3 ( k g )

400

350

300

250

200

150

100

50

0


0 6 12 18 24

Thang tuoi


Nonlinear Regression - KLHFNTN

Dependent variable: KLHFNTN Independent variables: TTNTN

Function to be estimated: M*EXP(-A*EXP(-B*TTNTN)) Estimation method: Marquardt

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

Number of function calls: 32

Estimation Results




Asymptotic

95.0%



Asymptotic

Confidence

Interval

Parameter

Estimate

Standard Error

Lower

Upper

M

522.868

8.78139

505.71

540.607

A

2.41096

0.0410924

2.32941

2.49252

B

0.109181

0.00350163

0.103231

0.117131

Analysis of Variance

Source

Sum of Squares

Df

Mean Square

Model

8.71709E6

3

2.9057E6

Residual

14864.8

97

153.246

Total

8.73195E6

100


Total (Corr.)

2.1363E6

99


R-Squared = 99.3542 percent

R-Squared (adjusted for d.f.) = 99.2698 percent Standard Error of Est. = 12.3792

Mean absolute error = 10.8623



Durbin-Watson statistic = 0.512386

Lag 1 residual autocorrelation = 0.733998

Residual Analysis


Estimation

Validation

n

100


MSE

153.246


MAE

10.8623


MAPE

11.0878


ME

-0.975136


MPE

-6.6848


The StatAdvisor

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

KLHFNTN = 522.868*EXP(-2.41096*EXP(-0.10981*TTNTN))

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 99.3542% of the variability in KLHFNTN. The adjusted R-Squared statistic, which is more suitable for comparing models with different numbers of independent variables, is 99.2698%. The standard error of the estimate shows the standard deviation of the residuals to be 12.3792. 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 10.8623 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


500

450

K h o i l u o n g b o H F ( k g )

400

350

300

250

200

150

100

50

0


0 6 12 18 24

Thang tuoi



5. MỘT SỐ HÌNH ẢNH

Hình 3 Bò cái F 1 Hình 4 Bò cái F 2 Hình 5 Bò cái F 3 Hình 6 Bò cái HF 1


Hình 3. Bò cái F1


Hình 4 Bò cái F 2 Hình 5 Bò cái F 3 Hình 6 Bò cái HF 2

Hình 4. Bò cái F2


Hình 5 Bò cái F 3 Hình 6 Bò cái HF 3


Hình 5. Bò cái F3

Hình 6 Bò cái HF 4

Hình 6. Bò cái HF

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