佐藤先生の例についてのDeming法と誤差伝搬則による回帰係数の不確かさ比較 by S. Shin 2003/07/19 |
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<佐藤先生の生データ> |
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n |
xi |
yi |
uxi |
uyi |
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1 |
2 |
3 |
1 |
1 |
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2 |
5 |
4 |
1 |
1 |
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3 |
6 |
7 |
1 |
1 |
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4 |
9 |
8 |
1 |
1 |
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<uxiとuyiを変えたときの計算結果の比較> |
(重みはwxi=1/uxi^2,
wyi=1/uyi^2と定義する) |
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Deming法 |
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誤差伝搬則 |
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誤差伝搬則*σ |
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a |
b |
σ |
σa |
σb |
σ |
σa |
σb |
σa |
σb |
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uxi= |
通常の |
1.32 |
0.76 |
1.131371 |
1.367041 |
0.226274 |
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uyi= |
回帰分析 |
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uxi= |
1 |
1.037332 |
0.811394 |
0.889807 |
1.399282 |
0.232111 |
0.889807 |
1.557947 |
0.25923 |
1.386272109 |
0.230664 |
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uyi= |
1 |
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uxi= |
0.000001 |
1.32 |
0.76 |
1.131371 |
1.367041 |
0.226274 |
1.131371 |
1.208305 |
0.2 |
1.367040599 |
0.226274 |
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uyi= |
1 |
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uxi= |
0.000001 |
1.32 |
0.76 |
1.13E-06 |
1.367041 |
0.226274 |
1.13E-06 |
1208305 |
200000 |
1.367040599 |
0.226274 |
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uyi= |
1000000 |
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uxi= |
0.000001 |
1.037332 |
0.811394 |
889806.8 |
1.399282 |
0.232111 |
889806.8 |
1.56E-06 |
2.59E-07 |
1.386272108 |
0.230664 |
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uyi= |
0.000001 |
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uxi= |
1000000 |
1.037332 |
0.811394 |
8.9E-07 |
1.399282 |
0.232111 |
8.9E-07 |
1557947 |
259229.6 |
1.386272108 |
0.230664 |
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uyi= |
1000000 |
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uxi= |
1000000 |
0.578947 |
0.894737 |
1.37E-06 |
1.243644 |
0.19666 |
1.37E-06 |
983463.3 |
164924.2 |
1.349300472 |
0.226274 |
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uyi= |
1 |
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uxi= |
1000000 |
0.578947 |
0.894737 |
1.37E-06 |
1.243644 |
0.19666 |
1.37E-06 |
983463.3 |
164924.2 |
1.349300472 |
0.226274 |
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uyi= |
0.000001 |
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uxi= |
0.000001 |
1.32 |
0.76 |
1.13E-06 |
1.367041 |
0.226274 |
1.13E-06 |
1208305 |
200000 |
1.367040599 |
0.226274 |
wxi=1/uxi^2 |
uyi= |
1000000 |
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wyi=1/uyi^2 |
uxi= |
0.000001 |
1.32 |
0.76 |
1.13E-06 |
1.367041 |
0.226274 |
1.68E-12 |
1208305 |
200000 |
2.03504E-06 |
3.37E-07 |
wxi=σ^2/uxi^2, |
uyi= |
1000000 |
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wyi=σ^2/uyi^2 |
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<次元> |
(重みwxiやwyiを1/uxi^2や1/uyi^2と定義した場合) |
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Deming法 |
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Wi |
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σ^2 |
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D |
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‖ |
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‖ |
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‖ |
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1/(b^2/wxi+1/wyi) |
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Wi(y-a-bx)^2/(n-2) |
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Δ |
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‖ |
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‖ |
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‖ |
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1/[{(y/x)^2/(1/x^2)}+{1/(1/y^2)}] |
[(1/y^2){y-y-(y/x)x}^2]/1 |
(1/y^2)(1/y^2)x^2-{(1/y^2)x}^2 |
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‖ |
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‖ |
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‖ |
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1/y^2 |
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1 |
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x^2/y^4 |
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Daa |
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Dbb |
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‖ |
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‖ |
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(1/y^2)x^2 |
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(1/y^2) |
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‖ |
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x^2/y^2 |
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σa^2 |
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σb^2 |
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‖ |
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‖ |
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σ^2(Daa/D) |
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σ^2(Dbb/D) |
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‖ |
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‖ |
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1*{(x^2/y^2)/(x^2/y^4)} |
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1*{1/y^2)/(x^2/y^4)} |
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‖ |
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‖ |
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y^2 |
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y^2/x^2 |
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‖ |
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(y/x)^2 |
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誤差伝搬則 |
σa^2 |
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σb^2 |
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‖ |
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‖ |
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Σ(∂a/∂xi)^2uxi^2+(∂a/∂yi)^2uyi^2 |
Σ(∂b/∂xi)^2uxi^2+(∂b/∂yi)^2uyi^2 |
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‖ |
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‖ |
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{(y/x)^2}(x^2)+{(y/y)^2}(y^2) |
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[{(y/x)/x}^2](x^2)+[{(y/x)/y}^2](y^2) |
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‖ |
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‖ |
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y^2 |
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y^2/x^2 |
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‖ |
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(y/x)^2 |
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<次元> |
(重みを考慮しない通常の回帰分析の場合) |
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通常の回帰分析法 |
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σ^2 |
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D |
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‖ |
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‖ |
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(y-a-bx)^2/(n-2) |
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Δ |
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‖ |
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‖ |
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{y-y-(y/x)x}^2]/1 |
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1*x^2-x^2 |
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‖ |
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‖ |
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y^2 |
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x^2 |
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Daa |
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Dbb |
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‖ |
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‖ |
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x^2 |
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1 |
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‖ |
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x^2 |
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σa^2 |
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σb^2 |
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‖ |
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‖ |
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σ^2(Daa/D) |
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σ^2(Dbb/D) |
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‖ |
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‖ |
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y^2*{x^2/x^2} |
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y^2*{1/x^2} |
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‖ |
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‖ |
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y^2 |
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y^2/x^2 |
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‖ |
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(y/x)^2 |
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通常の回帰分析 |
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誤差伝搬則 |
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誤差伝搬則*σ |
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a |
b |
σ |
σa |
σb |
σ |
σa |
σb |
σa |
σb |
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uxi= |
通常の |
1.32 |
0.76 |
1.131371 |
1.367041 |
0.226274 |
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uyi= |
回帰分析 |
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uxi= |
1 |
1.32 |
0.76 |
0.802008 |
0.096907 |
0.01604 |
1.131371 |
0.990858 |
0.166132 |
0.881672343 |
0.187957 |
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uyi= |
0.1 |
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uxi= |
0.1 |
1.32 |
0.76 |
0.802008 |
0.096907 |
0.01604 |
1.131371 |
0.155795 |
0.025923 |
0.176261624 |
0.029328 |
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uyi= |
0.1 |
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uxi= |
0.1 |
1.32 |
0.76 |
0.802008 |
0.096907 |
0.01604 |
1.131371 |
1.2123 |
0.200679 |
1.371561213 |
0.227042 |
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uyi= |
1 |
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uxi= |
0.126 |
1.32 |
0.76 |
0.803194 |
0.122272 |
0.020239 |
1.131371 |
0.196301 |
0.032663 |
0.222089646 |
0.036954 |
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uyi= |
0.126 |
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Deming法 |
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誤差伝搬則 |
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誤差伝搬則*σ |
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a |
b |
σ |
σa |
σb |
σ |
σa |
σb |
σa |
σb |
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uxi= |
通常の |
1.32 |
0.76 |
1.131371 |
1.367041 |
0.226274 |
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uyi= |
回帰分析 |
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uxi= |
1 |
0.58971 |
0.89278 |
1.363481 |
1.58213 |
0.265233 |
1.363481 |
0.990858 |
0.166132 |
1.351016053 |
0.226518 |
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uyi= |
0.1 |
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uxi= |
0.1 |
1.037332 |
0.811394 |
8.898068 |
1.399282 |
0.232111 |
8.898068 |
0.155795 |
0.025923 |
1.386272108 |
0.230664 |
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uyi= |
0.1 |
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uxi= |
0.1 |
1.31574 |
0.760775 |
1.128114 |
1.367048 |
0.226275 |
1.128114 |
1.2123 |
0.200679 |
1.367613219 |
0.226389 |
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uyi= |
1 |
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uxi= |
0.000001 |
1.32 |
0.76 |
1.131371 |
1.367041 |
0.226274 |
1.131371 |
1.208305 |
0.2 |
1.367040599 |
0.226274 |
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uyi= |
1 |
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uxi= |
0.000001 |
1.32 |
0.76 |
11.31371 |
1.367041 |
0.226274 |
11.31371 |
0.12083 |
0.02 |
1.367040599 |
0.226274 |
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uyi= |
0.1 |
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uxi= |
0.126 |
1.037332 |
0.811394 |
7.061958 |
1.399282 |
0.232111 |
7.061958 |
0.196301 |
0.032663 |
1.386272108 |
0.230664 |
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uyi= |
0.126 |
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