多重比較／相関分析 / Multiple Comparison and Correlation Analysis

早稲田大学大学院経営管理研究科「企業データ分析」2023 冬の第11-12回で使用したスライドです。

Transcript

1. generated by Stable Diffusion XL v1.0 2023 11-12 (WBS) 2023 11-12 — 2024-01-18 – p.1/30
2. https://speakerdeck.com/ks91/collections/corporate-data-analysis-2023-winter 2023 11-12 — 2024-01-18 – p.2/30
3. ( ) 1 11 30 • 2 11 30 (B A ) • 3 12 7 • 4 12 7 • 5 12 14 • 6 12 14 t • 7 12 21 2 ( ) t • 8 12 21 2 ( ) t • 9 1 11 P • 10 1 11 • 11 1 18 • 12 1 18 • 13 1 25 14 1 25 W-IOI 2023 11-12 — 2024-01-18 – p.3/30
4. ( 20 ) 1 • 2 R • 3 • 4 • 5 • 6 ( ) • 7 (1) • 8 (2) • 9 R ( ) (1) — Welch 10 R ( ) (2) — χ2 11 R ( ) (1) — 12 R ( ) (2) — 13 GPT-4 14 GPT-4 15 ( ) LaTeX Overleaf 8 (12/21 ) / (2 ) OK / 2023 11-12 — 2024-01-18 – p.4/30
5. 2 2 t 1 9 P P 10 H0 HA k, N, ¯ ¯ x σ2 ( )MSwithin ( )MSbetween MStotal F F 2023 11-12 — 2024-01-18 – p.5/30
6. 11 — 2 t FWER (Family-Wise Error Rate) Bonferroni ( 2 t ) / Tukey-Kramer q 12 / r sxy vs. 2023 11-12 — 2024-01-18 – p.6/30
7. 2023 11-12 — 2024-01-18 – p.7/30
8. 5. (1) ( ) (2) 2024 1 14 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) (1)(2) Discord 2023 11-12 — 2024-01-18 – p.8/30
9. . . . . . . 10 7 (1/16( ) ) ( ) → 6 ( ) ( ) → 1 → 1 ( ) ( ) → 4 → 1 → 1 ← 2023 11-12 — 2024-01-18 – p.9/30
10. S ( ) 2 ( ) 1 2 1 < 2 1 1 ⇒ 1 2 2023 11-12 — 2024-01-18 – p.10/30
11. I (1/2) ( ) 3 ( [ ]) ( ) ⇒ 2023 11-12 — 2024-01-18 – p.11/30
12. I (2/2) 20 5 4 (A) (B) (C) (D) ( : 0∼18 ) ⇒ ( ) 2023 11-12 — 2024-01-18 – p.12/30
13. M [ ] 3 MSwithin MSbetween ⇒ F = MSbetween MSwithin 2023 11-12 — 2024-01-18 – p.13/30
14. S 4 ⇒ ( )( ) 2023 11-12 — 2024-01-18 – p.14/30
15. S ⇒ ( ) ( ) 20 30 40 50 60 2023 11-12 — 2024-01-18 – p.15/30
16. S [ ] [ ] ⇒ = = 2023 11-12 — 2024-01-18 – p.16/30
17. W ⇒ 2023 11-12 — 2024-01-18 – p.17/30
18. I ( R ) ⇒ 2023 11-12 — 2024-01-18 – p.18/30
19. S ⇒ 2023 11-12 — 2024-01-18 – p.19/30
20. M ⇒ . . . ( ^^;) 2023 11-12 — 2024-01-18 – p.20/30
21. 11 — 2 t FWER (Family-Wise Error Rate) Bonferroni ( 2 t ) Tukey-Kramer q 2023 11-12 — 2024-01-18 – p.21/30
22. (1/2) 2 t t α α . . . α (1 − α)m ( ) m 1 FWER ( t 1 α ) 5% Bonferroni ( 2 t ) αBonferroni = 0.05 m t 2023 11-12 — 2024-01-18 – p.22/30
23. (2/2) Tukey-Kramer (1) : (2) : σ2 ( ) (H0 ) µ1 = µ2 = · · · = µk µA = µB q qA−B = ¯ xA − ¯ xB √ MSwithin 1 2 ( 1 nA + 1 nB ) µA = µB q0.05 (k, dfwithin ) < |qA−B | 2023 11-12 — 2024-01-18 – p.23/30
24. V ( p.248) 19 4 “ V.R” ( multcomp glht() ) (R TukeyHSD() ) p.243 “multcomp” 2023 11-12 — 2024-01-18 – p.24/30
25. 12 r sxy ( ) vs. 2023 11-12 — 2024-01-18 – p.25/30
26. Pearson r ( sx sy x y ) r = sxy sx sy = n i=1 (xi − ¯ x)(yi − ¯ y) n i=1 (xi − ¯ x)2 n i=1 (yi − ¯ y)2 r −1 +1 |r| 1 ( ) sxy sxy = n i=1 (xi − ¯ x)(yi − ¯ y) n − 1 t ( df = n − 2 t ; ) t = r n − 2 1 − r2 2023 11-12 — 2024-01-18 – p.26/30
27. X ( p.270) “ X.R” ( cor.test() ) p.270 ( ) 2023 11-12 — 2024-01-18 – p.27/30
28. 2023 11-12 — 2024-01-18 – p.28/30
29. 6. (1) ( ) (2) 2024 1 21 ( ) 23:59 JST ( ) Waseda Moodle (Q & A ) (1)(2) Discord 2023 11-12 — 2024-01-18 – p.29/30
30. 2023 11-12 — 2024-01-18 – p.30/30