{"id":1844,"date":"2019-06-20T18:15:37","date_gmt":"2019-06-20T09:15:37","guid":{"rendered":"http:\/\/141.164.34.82\/?p=1844"},"modified":"2019-06-20T19:29:16","modified_gmt":"2019-06-20T10:29:16","slug":"%ec%84%a0%ed%98%95-%ed%9a%8c%ea%b7%80%ec%9d%98-%ea%b0%80%ec%a0%95-%ec%9a%b0%ed%9a%8c%eb%b0%a9%eb%b2%95-%ec%9c%a0%ec%9d%98%ec%82%ac%ed%95%ad","status":"publish","type":"post","link":"http:\/\/ds.sumeun.org\/?p=1844","title":{"rendered":"\uc120\ud615 \ud68c\uadc0\uc758 \uac00\uc815, \uc6b0\ud68c\ubc29\ubc95, \uc720\uc758\uc0ac\ud56d"},"content":{"rendered":"

\uc120\ud615 \ud68c\uadc0\uc758 \uac00\uc815<\/h2>\n

\uc120\ud615 \ud68c\uadc0\uc758 4\uac00\uc9c0 \uac00\uc815\uc740 LINE\uc73c\ub85c \uc815\ub9ac\ud560 \uc218 \uc788\ub2e4. (\uc774 LINE\uc774\ub77c\ub294 \uc57d\uc5b4\ub294 \uc5b4\ub5a4 \ucc45\uc5d0\uc11c \ubd24\ub294\ub370, \ucd9c\ucc98\ub294 \uc815\ud655\ud788 \uae30\uc5b5\ub098\uc9c0 \uc54a\ub294\ub2e4.)<\/p>\n

    \n
  1. L<\/strong>inearity(\uc120\ud615\uc131) : \uc885\uc18d\ubcc0\uc218\ub294 \uc124\uba85\ubcc0\uc218\uc758 \uc120\ud615 \ud568\uc218\uc774\ub2e4.<\/li>\n
  2. I<\/strong>ndependence(\ub3c5\ub9bd\uc131): \uc885\uc18d\ubcc0\uc218\ub294 \uad00\ucc30\uac12\uc5d0 \uc870\uac74\ubd80\ub85c \ub3c5\ub9bd\uc774\ub2e4.<\/li>\n
  3. N<\/strong>ormality(\uc815\uaddc\uc131): \uc624\ucc28\uc758 \ubd84\ud3ec\ub294 \uc815\uaddc\ubd84\ud3ec\uc774\ub2e4.<\/li>\n
  4. E<\/strong>qual Varaince(\ub4f1\ubd84\uc0b0\uc131): \uc624\ucc28\uc758 \ubd84\uc0b0\uc740 \ub4f1\ubd84\uc0b0\uc774\ub2e4.<\/li>\n<\/ol>\n

    \uc774\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \uac04\ub2e8\ud558\uac8c \ubaa8\ud615\uc73c\ub85c \ub098\ud0c0\ub0bc \uc218 \uc788\ub2e4. <\/p>\n

    \\[\\mathbb{E}[\\mathbf{y}|\\mathbf{X}] = \\mathbf{X}^T \\mathbf{\\beta} + \\mathbf{e}, \\ \\ \\mathbf{e} \\sim \\mathcal{N}(\\vec{0}, \\Sigma), \\ \\Sigma = \\sigma^2 I\\]<\/p>\n

    \uc774\ub54c \\(\\mathbf{y}\\) \ub294 \ubaa8\ub4e0 \uc885\uc18d\ubcc0\uc218\uac12\uc744 \ud3ec\ud568\ud558\ub294 \ubca1\ud130\uc774\uace0, \\(\\mathbf{e}\\) \uc5ed\uc2dc \ubaa8\ub4e0 \uc885\uc18d\ubcc0\uc218\uc5d0 \ud3ec\ud568\ub41c \uc624\ucc28\ud56d\uc744 \ub098\ud0c0\ub0b4\ub294 \ubca1\ud130\uc774\ub2e4.<\/p>\n

    \uc120\ud615 \ud68c\uadc0 \ubd84\uc11d\uc740 \uc704\uc758 \ubaa8\ud615\uc5d0\uc11c \uc790\ub8cc\ub97c \ud1b5\ud574 \ubaa8\uc218\uc758 \ubca1\ud130 \\(\\mathbf{\\beta}\\) \uc640 \ubaa8\uc218 \\(\\sigma^2\\) \uc744 \ucd94\uc815\ud55c\ub2e4.<\/p>\n

    \uac00\uc815\uc5d0 \ub300\ud55c \uc0c1\uc138 \uc124\uba85<\/h3>\n

    \uc120\ud615 \ud68c\uadc0\uc758 \uac00\uc815\uc744 \uc880 \ub354 \uc0c1\uc220\ud574\ubcf4\uc790.<\/p>\n

      \n
    1. \n

      \uc120\ud615\uc131 : \uc55e\uc5d0\uc11c \ub9d0\ud588\ub4ef\uc774 \uc120\ud615<\/strong>\uc740 \ubaa8\uc218\uc758 \uc120\ud615\uc744 \uc598\uae30\ud55c\ub2e4. \ud558\uc9c0\ub9cc \uc704\uc758 \uc2dd\uc744 \ubcf4\uba74 \\(\\mathbf{X}^T \\mathbf{\\beta}\\) \ub294 \\(\\mathbf{X}\\) \uc758 \uc120\ud615 \ud568\uc218\uc774\uae30\ub3c4 \ud55c\ub2e4. \uadf8\ub807\uc9c0\ub9cc \uad00\ucc30\ub41c \ubcc0\uc218\ub97c \ud544\uc694\uc640 \uc694\uad6c\uc5d0 \ub530\ub77c \ubcc0\ud658(transformation)\ud560 \uc218 \uc788\ub2e4. \uc608\ub97c \ub4e4\uc5b4 \\(\\log x, x^2, \\frac{x_1}{x_2}\\) \ub4f1\uc744 \ub9cc\ub4e4\uc5b4 \uc0c8\ub85c\uc6b4 \uc124\uba85 \ubcc0\uc218\ub85c \uc0ac\uc6a9\ud560 \uc218 \uc788\ub2e4. \uc5b4\uca0b\ub4e0 \uc774 \uc0c8\ub85c\uc6b4 \uc124\uba85 \ubcc0\uc218\uc758 \uc120\ud615 \ud568\uc218<\/strong>\uc784\uc740 \ud2c0\ub9bc\uc5c6\ub2e4.<\/p>\n<\/li>\n

    2. \n

      \ub3c5\ub9bd\uc131 : \ub450 \ud655\ub960\ubcc0\uc218\uc758 \ub3c5\ub9bd\uc131\uc740 \ud754\ud788 \ub2e4\uc74c\uacfc \uac19\uc774 \ub098\ud0c0\ub0b8\ub2e4. \\(\\mathbb{P}(A \\cup B) = \\mathbb{P}(A) \\mathbb{P}(B)\\) \ub610\ub294 \\(\\mathbb{P}(A|B) = \\mathbb{P}(A)\\). \uc758\ubbf8\ub97c \ub9d0\ub85c \ub098\ud0c0\ub0b4\uba74, “\ud655\ub960\ubcc0\uc218 \\(A\\) \ub294 \ud655\ub960\ubcc0\uc218 \\(B\\) \uac00 \ubb34\uc2a8 \uac12\uc778\uc9c0 \uc758\ud574 \uc804\ud600 \uc601\ud5a5\uc744 \ubc1b\uc9c0 \uc54a\ub294\ub2e4”. \uc120\ud615\ud68c\uadc0\uc5d0\uc11c “\uc885\uc18d\ubcc0\uc218\ub294 \ub2e4\ub978 \uc885\uc18d\ubcc0\uc218\uc758 \uac12\uc5d0 \uc758\ud574 \uc601\ud5a5\uc744 \ubc1b\uc9c0 \uc54a\ub294\ub2e4.”<\/strong>\ub85c \uc694\uc57d\ud560 \uc218 \uc788\ub2e4. \ub3c5\ub9bd\uc801\uc774\uc9c0 \uc54a\uc740 \uc608\ub97c \ub4e4\uc5b4\ubcf4\uc790. \ud0a4\ub97c \uce21\uc815\ud560 \ub54c \uc55e\uc758 \ud559\uc0dd\uc774 \ud0a4\uac00 \ucee4\uc11c \ub4a4\uc758 \ud559\uc0dd\uc740 \uc790\uc2e0\ub3c4 \uc880 \ub354 \ud0a4\uac00 \ucee4 \ubcf4\uc774\ub824\uace0 \ubc1c\ub4a4\uafc8\uce58\ub97c \uc0b4\uc9dd \uc62c\ub9b0\ub2e4\uba74 \uc55e\uc758 \uce21\uc815\uac12\uc774 \ub4a4\uc758 \uce21\uc815\uac12\uc5d0 \uc601\ud5a5\uc744 \ubbf8\uce58\ub294 \uacbd\uc6b0\uc774\ub2e4. \uc704\uc758 \ubaa8\ud615\uc5d0\uc11c\ub294 \uc624\ucc28\ud56d\uc758 \ubd84\uc0b0-\uacf5\ubd84\uc0b0 \ud589\ub82c \\(\\Sigma\\) \uc5d0\uc11c \ub300\uac01\uc6d0\uc18c\ub97c \uc81c\uc678\ud55c \ub098\uba38\uc9c0 \uc6d0\uc18c\ub4e4\uc774 \ubaa8\ub450 0\uc774 \ub418\ub294 \uc774\uc720\uc774\ub2e4( \\(\\Sigma = \\sigma^2 I\\) \ub77c\uba74, \\(i \\neq j\\) \uc77c \ub54c, \\(\\Sigma_{ij}=0\\). )<\/p>\n<\/li>\n

    3. \n

      \uc815\uaddc\uc131 : \uc624\ucc28\ud56d\uc740 \ub2e4\ubcc0\ub7c9 \uc815\uaddc\ubd84\ud3ec\ub97c \ub748\ub2e4. \\(\\mathcal{N}\\) \uc740 \uc815\uaddc\ubd84\ud3ec\ub97c \ub098\ud0c0\ub0b8\ub2e4. <\/p>\n<\/li>\n

    4. \n

      \ub4f1\ubd84\uc0b0\uc131 : \uc624\ucc28\ud56d\uc758 \ubd84\uc0b0\uc740 \ubaa8\ub4e0 \uc885\uc18d\ubcc0\uc218\uc5d0 \ub300\ud574 \ub3d9\uc77c\ud558\ub2e4. \uc704\uc758 \ubaa8\ud615\uc5d0\uc11c \\(\\Sigma = \\sigma^2 I\\) \ub85c \ub098\ud0c0\ub0bc \uc218 \uc788\ub294 \uc774\uc720\uc774\ub2e4. \\(\\Sigma = \\sigma^2 I\\) \uc5d0\uc11c \ub300\uac01 \uc6d0\uc18c \\(\\Sigma_{ii}\\) \ub294 \ubaa8\ub450 \\(\\sigma^2\\) \uc774\uace0, \uc774\ub294 \\(y_i\\) \uc758 \ubd84\uc0b0\uc744 \ub098\ud0c0\ub0b8\ub2e4.<\/p>\n<\/li>\n<\/ol>\n

      LINE\uc758 \uac00\uc815\uc744 \uc6b0\ud68c\ud558\ub294 \ubc29\ubc95<\/h2>\n
        \n
      1. \n

        \uc124\uba85 \ubcc0\uc218\ub97c \ubcc0\ud658\ud558\uc5ec \uc0c8\ub85c\uc6b4 \uc124\uba85\ubcc0\uc218\ub97c \ub9cc\ub4e4\uc5b4\ub0c4\uc73c\ub85c\uc368 \uc124\uba85\ubcc0\uc218\uc640 \uacb0\uacfc\ubcc0\uc218\uc758 \uad00\uacc4\ub97c \ube44\uc120\ud615\uc801<\/strong>\uc73c\ub85c \ub9cc\ub4e4 \uc218 \uc788\ub2e4. <\/p>\n<\/li>\n

      2. \n

        \uacb0\uacfc \ubcc0\uc218\ub97c \ubcc0\ud658\ud558\uc5ec \uc124\uba85\ubcc0\uc218\uc640 \uacb0\uacfc\ubcc0\uc218\uc758 \uad00\uacc4\ub97c \ube44\uc120\ud615\uc801<\/strong>\uc73c\ub85c \ub9cc\ub4e4\uace0, \uc774\ubd84\uc0b0\uc131<\/strong>\uc744 \ub3c4\uc785\ud560 \uc218 \uc788\ub2e4.<\/p>\n<\/li>\n<\/ol>\n

        \uacb0\uacfc \ubcc0\uc218\uc758 \\(\\log\\) \ubcc0\ud658<\/h3>\n

        \ub9cc\uc57d \uacb0\uacfc \ubcc0\uc218\ub97c \ubcc0\ud658\ud55c\ub2e4\uba74 \ub4f1\ubd84\uc0b0\uc131\uc774 \uc801\uc6a9\ub418\uc9c0 \uc54a\ub294 \uacbd\uc6b0\ub97c \ub098\ud0c0\ub0bc \uc218 \uc788\ub2e4. \uc608\ub97c \ub4e4\uc5b4 \uc0ac\ud68c\ud559\uc5d0\uc11c \uc790\uc8fc \uc0ac\uc6a9\ud558\ub4ef\uc774 \uacb0\uacfc \ubcc0\uc218 \uc784\uae08\uc5d0 \\(\\log\\) \ud568\uc218\ub97c \uc801\uc6a9\ud574\ubcf4\uc790.<\/p>\n

        \\[\\log(\\textrm{wage}) = \\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu}\\]<\/p>\n

        \uc5ec\uae30\uc11c \\(\\textrm{career}\\) \ub294 \uacbd\ub825 \uc5f0\uc218, \\(\\textrm{edu}\\) \uc740 \uad50\uc721 \uc5f0\uc218\ub97c \ub098\ud0c0\ub0b8\ub2e4.<\/p>\n

        \uc774\ub97c \uc704\uc758 \uc120\ud615 \ud68c\uadc0 \ubaa8\ud615\uc744 \ud1b5\ud574 \ubd84\uc11d\ud55c\ub2e4\uba74, \\(\\log(\\textrm{wage}) = \\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu} + e\\) \uc5d0\uc11c \\(e \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc774\uace0, \uc774\ub294 \\(\\textrm{wage} = \\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu} + e)\\) \uacfc \ub3d9\uc77c\ud558\ub2e4.<\/p>\n

        \uc774\ub97c \ub2e4\uc2dc \uc815\ub9ac\ud558\uba74 \ub2e4\uc74c\uacfc \uac19\ub2e4.<\/p>\n

        \\[\\textrm{wage} = \\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu}) \\cdot \\exp(e)\\]<\/p>\n

        \uc5ec\uae30\uc11c \ub2e4\uc2dc \ud3c9\uade0\uacfc \ubd84\uc0b0\uc744 \uad6c\ud574\ubcf4\uc790.<\/p>\n

        \\(\\mathbb{E}[\\textrm{wage}] = \\mathbb{E}[\\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu})] \\mathbb{E}[\\exp(e)]\\) <\/p>\n

        \uc774\ub54c \ub2e4\uc74c\uc758 \ub450 \uac00\uc9c0\ub97c \uc54c\uace0 \uc788\uc73c\uba74 \ub3c4\uc6c0\uc774 \ub41c\ub2e4. <\/p>\n

          \n
        1. \ub450 \ubcc0\uc218 \\(X\\) , \\(Y\\) \uac00 \ub3c5\ub9bd\uc77c \ub54c, \\(\\mathbb{E}[XY]=\\mathbb{E}[X] \\mathbb{E}[Y]\\) \uc774\ub2e4.[lm2]<\/sup><\/li>\n
        2. \\(X \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc77c \ub54c, \\(\\mathbb{E}[\\exp(X)] = \\exp({\\sigma^2\/2})\\) .<\/li>\n<\/ol>\n

          [lm2]:<\/sup> \uc0ac\uc2e4 \\(X\\) \ub294 \uace0\uc815\ub418\uc5b4 \uc788\ub2e4\uace0 \uac00\uc815\ud558\uae30 \ub54c\ubb38\uc5d0 \\(\\mathbb{E}[aY] = a\\mathbb{E}[Y]\\) \uac00 \ub354 \uc801\uc808\ud558\ub2e4. ( \\(a\\) : \uc0c1\uc218)<\/p>\n

          \uc774\ub97c \ud65c\uc6a9\ud55c \uacb0\uacfc\ub294 \ub2e4\uc74c\uacfc \uac19\ub2e4.<\/p>\n

          \\[\\mathbb{E}[\\textrm{wage}|\\textrm{career},\\textrm{edu} ] = \\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu})\\cdot \\exp(\\sigma^2\/2)\\]<\/p>\n

          \uc5ec\uae30\uc11c \uc8fc\ubaa9\ud560 \uc810\uc740 \\(\\mathbb{E}[\\textrm{wage}]\\) \uac00 \uc6b0\ub9ac\uac00 \uc608\uc0c1\ud558\ub4ef\uc774(\ud639\uc740 \uc6d0\ud558\ub4ef\uc774) \uc815\ud655\ud558\uac8c \\(\\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu})\\) \uac00 \uc544\ub2c8\ub77c\ub294 \uc810\uc774\ub2e4.<\/p>\n

          \uc774\uc81c \\(\\mathbb{V}ar[\\textrm{wage}|\\textrm{career},\\textrm{edu} ]\\) \uc744 \uad6c\ud574\ubcf4\uc790.<\/p>\n

          \\(\\textrm{wage} = \\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu}) \\exp(e)\\) \uc5d0\uc11c \\(\\textrm{career},\\textrm{edu}\\) \uac00 \uc815\ud574\uc84c\uc744 \ub54c \uc720\uc77c\ud55c \ud655\ub960\ubcc0\uc218 \\(e\\) \uc774\ub2e4. <\/p>\n

          \\(X \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc77c \ub54c, \\(\\mathbb{V}ar(X) = (\\exp(\\sigma^2) -1)\\exp(\\sigma^2)\\) \uc744 \ud65c\uc6a9\ud558\uba74 \\(e\\) \uc758 \ubd84\uc0b0\uc758 \ub2e4\uc74c\uacfc \uac19\ub2e4. <\/p>\n

          \\[\\mathbb{V}ar(e |\\textrm{career},\\textrm{edu} ) = \\big(\\exp(\\beta_0 + \\beta_1 \\textrm{career} + \\beta_2 \\textrm{edu})\\big)^2(\\exp(\\sigma^2) -1)\\exp(\\sigma^2)\\]<\/p>\n

          \\((\\exp(\\sigma^2) -1)\\exp(\\sigma^2)\\) \uc744 \ubcf4\uba74 \\(\\sigma^2\\) \uac00 \uc57d\uac04 \ubcc0\ud615\ub418\uc5c8\uc9c0\ub9cc, \uc5b4\uca0b\ub4e0 \\(\\sigma^2\\) \uac00 \uc0c1\uc218\ub77c\uba74, \uc5ec\uc804\ud788 \uc0c1\uc218\uc774\ub2e4. \ud558\uc9c0\ub9cc \\(\\big(\\exp(\\beta_0 + \\beta_1 \\textrm{career})\\big)^2\\) \uc744 \ubcf4\uba74, \uc774 \uac12\uc740 \uc124\uba85\ubcc0\uc218\uc758 \uac12\uc5d0 \ub530\ub77c \ubcc0\ud558\ub294 \uac12\uc774\ub2e4. \ub530\ub77c\uc11c \uc624\ucc28\ud56d \\(e\\) \ub294 \uc124\uba85\ubcc0\uc218\uc758 \uac12\uc5d0 \ub530\ub77c \ubcc0\ud558\ub294 \uac12\uc73c\ub85c, LINE<\/strong>\uc758 \ub4f1\ubd84\uc0b0\uc131\uc774 \uc131\ub9bd\ud558\uc9c0 \uc54a\uc74c<\/strong>\uc744 \uc54c \uc218 \uc788\ub2e4.<\/p>\n

          \uc815\ub9ac : \uacb0\uacfc\ubcc0\uc218\uc758 \\(\\log\\) \ubcc0\ud658<\/h3>\n

          \\(\\log(y) = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + e\\), \\(e \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc77c \ub54c, \ud3c9\uade0\uacfc \ubd84\uc0b0\uc740 \ub2e4\uc74c\uacfc \uac19\ub2e4. <\/p>\n

          \\(\\mathbb{E}[y | x_1, x_2] = \\exp(\\beta_0 + \\beta_1 x_1 + \\beta_2 x_2) \\exp(\\sigma^2\/2)\\) <\/p>\n

          \\(\\mathbb{V}ar[y | x_1, x_2] = \\big(\\exp(\\beta_0 + \\beta_1 x_1 + \\beta_2 x_2)\\big)^2(\\exp(\\sigma^2) -1)\\exp(\\sigma^2)\\) <\/p>\n

          \ub530\ub77c\uc11c \uc124\uba85\ubcc0\uc218\uc640 \uacb0\uacfc\ubcc0\uc218\uc758 \ube44\uc120\ud615\uc131\uc744 \uace0\ub824\ud558\uae30 \uc704\ud574 \uacb0\uacfc\ubcc0\uc218\uc5d0 \\(\\log\\) \ud568\uc218\ub97c \ucde8\ud55c \ud6c4, \uae30\uacc4\uc801\uc73c\ub85c \uc5ed\ud568\uc218\ub97c \uad6c\ud558\ub294 \uac83\uc740 \uc758\ub3c4\ud55c \ubc14\uc640 \ub2e4\ub978 \uacb0\uacfc\ub97c \uc5bb\uc744 \uc218 \uc788\ub2e4.<\/p>\n

          \uc608\ub97c \ub4e4\uc5b4 \\(\\log(y)\\) \ub85c \uc120\ud615 \ud68c\uadc0 \ubd84\uc11d\uc744 \ud55c \ud6c4, \\(\\mathbb{E}[y|x_1, \\cdots, x_p] = \\exp(\\beta_0 + \\beta_1 x_1 + \\cdots \\beta_p x_p)\\) \ub77c\uace0 \uc0dd\uac01\ud558\uba74 \uc798\ubabb\uc774\ub2e4. \uc704\uc5d0\uc11c \ud655\uc778\ud588\ub4ef\uc774 \\(\\sigma^2\\) \uac00 \ud074 \uc218\ub85d \\(\\mathbb{E}[y|x_1, \\cdots, x_p]\\) \uacfc \\(\\exp(\\beta_0 + \\beta_1 x_1 + \\cdots \\beta_p x_p)\\) \uc758 \ucc28\uc774\ub294 \ucee4\uc9c4\ub2e4. <\/p>\n

          \ubc18\uba74 \\(\\mathbb{E}[\\log(y)|x_1, \\cdots, x_p] = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots + \\beta_p x_p\\) \ub294 \uc815\ud655\ud558\ub2e4.<\/p>\n

          \uc0ac\uc2e4 \uc880 \ub354 \uc815\ud655\ud55c \ud574\uc11d\uc740 \\(y | x_1, x_2, \\cdots, x_p \\sim \\textrm{Lognormal}(\\tilde{\\mu}, \\tilde{\\sigma^2} )\\)(\\(\\tilde{\\mu} = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots + \\beta_p x_p\\) ) \uc774\ub2e4. <\/p>\n

          \\(\\log(y) = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots + \\beta_p x_p + e\\), \\(e \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc77c \ub54c, \ud655\ub960\ubcc0\uc218 \\(y\\) \ub294 \ub85c\uadf8\ub178\uba40 \ubd84\ud3ec\ub97c \ub744\uace0, \uc774\ub54c \ub85c\uadf8\ub178\uba40 \ubd84\ud3ec\uc758 \ubaa8\uc218\uc778 \\(\\tilde{\\mu}\\) \uc640 \\(\\tilde{\\sigma^2}\\) \ub294 \\(\\tilde{\\mu} = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots + \\beta_p x_p\\) , \\(\\tilde{\\sigma^2} = \\sigma\\) \uc774\ub2e4. <\/p>\n

          \ub2e4\uc74c\uc740 \\(\\textrm{Lognormal}\\) \ubd84\ud3ec\uc758 \ubaa8\uc218 \\(\\mu\\) \uc640 \ud3c9\uade0\uc758 \ucc28\uc774\ub97c \ubcf4\uc5ec\uc900\ub2e4. \ub85c\uadf8\uc815\uaddc\ubd84\ud3ec\ub780 \ud655\ub960\ubcc0\uc218\uc5d0 \ub85c\uadf8\ub97c \ucde8\ud588\uc744 \ub54c \uc815\uaddc\ubd84\ud3ec(normal distribution)\uc774 \ub418\ub294 \ubd84\ud3ec\ub77c\uace0 \uc0dd\uac01\ud558\uba74 \uc27d\ub2e4. ( \\(\\textrm{Lognormal}\\) \ubd84\ud3ec\uc758 \ubaa8\uc218 \\(\\mu\\) \ub294 \ub85c\uadf8 \uc815\uaddc\ubd84\ud3ec\ub97c \ub744\ub294 \ud655\ub960\ubcc0\uc218 \\(X\\) \ub97c \ub85c\uadf8 \ubcc0\ud658\ud588\uc744 \ub54c \ud3c9\uade0<\/strong>\uc774\ub2e4. \ub530\ub77c\uc11c \uc77c\uc885\uc758 \ud3c9\uade0\uc778\ub370, \ud655\ub960\ubcc0\uc218 \\(X\\) \uc758 \ud3c9\uade0\uc774 \uc544\ub2c8\ub2e4. \uadf8\ub9ac\uace0 \ud655\ub960\ubcc0\uc218 \\(X\\) \uc758 \ud3c9\uade0\uc774 \ubc18\ub4dc\uc2dc \\(\\exp(\\mu)\\) \uac00 \ub418\ub294 \uac83\ub3c4 \uc544\ub2d8\uc744 \uc720\uc758\ud574\uc57c \ud55c\ub2e4.)<\/p>\n

          curve(dlnorm(x, meanlog=0, sdlog=sqrt(1)), xlim=c(0, 3)) # X ~ lognormal(mu=0, sigma^2 = 1)\nabline(v=exp(0)) # exp(mu=0)\nabline(v=exp(0)*exp(1\/2), lty='dotted') # E[X] \n<\/code><\/pre>\n
          \"plot<\/p>\n
          \uacb0\uacfc \ubcc0\uc218 \\(\\log\\) \ubcc0\ud658 \ubaa8\ud615 \uc2dc\uac01\ud654<\/h3>\n
          \ub2e4\uc74c\uc758 \uadf8\ub798\ud504\ub294 \uc544\ub798\uc758 \ubaa8\ud615\uc744 \uc2dc\uac01\ud654\ud55c \uac83\uc774\ub2e4. \uc9c1\uc120\uc740 \\(\\log(y)\\) \uc758 \ud3c9\uade0\uc744 \\(\\exp\\) \ubcc0\ud658\uc2dc\ud0a8 \uac12\uc774\uace0, \uc74c\uc601\uc740 \\(\\log(y)\\) \uc758 95% \uad6c\uac04\uc744 \ub2e4\uc2dc \\(\\exp\\) \ubcc0\ud658 \uc2dc\ud0a8 \uad6c\uac04\uc774\ub2e4.<\/p>\n
          \\[\\log(y) =  3 + 0.4x + e, \\ \\ e \\sim \\mathcal{N}(0,0.2^2)\\]<\/p>\n
          xpred <- seq(-3,3,length.out=100)\nlogypred <- 3 + 0.4*xpred\nlogymin <- 3 + 0.4*xpred - 1.96*0.2\nlogymax <- 3 + 0.4*xpred + 1.96*0.2\nypred <- exp(logypred)\nymin <- exp(logymin)\nymax <- exp(logymax)\ndatPred <- data.frame(ypred=ypred, ymin=ymin, ymax=ymax, xpred=xpred)\n\nN <- 100\nx <- rnorm(N)\nlogy <- 3 + 0.4*x + 0.2*rnorm(N)\ndat <- data.frame(x=x, y=exp(logy))\n\nrequire(ggplot2)\nggplot(datPred, aes(x=xpred, y=ypred)) + geom_line() + \n  geom_ribbon(data=datPred, aes(x=xpred, y=ypred, ymin=ymin, ymax=ymax), alpha=0.2) +\n  geom_point(data=dat, aes(x=x, y=y), alpha=0.4) +\n  scale_x_continuous(name='x') + \n  scale_y_continuous(name='y')\n<\/code><\/pre>\n
          ## Warning: Ignoring unknown aesthetics: y\n<\/pre>\n
          \"plot<\/p>\n
          \uc55e\uc5d0\uc11c \\(\\exp(\\mathbb{E}[\\log(y)|\\vec{x}])\\) \uc640 \\(\\mathbb{E}[y|\\vec{x}]\\) \uac00 \ucc28\uc774\uac00 \ub0a8\uc744 \ubcf4\uc600\uc9c0\ub9cc, \uc2e4\uc81c \ubd84\uc11d\uc5d0\uc11c \\(\\sigma^2\\) \uac00 \\(0\\) \uc5d0 \uac00\uae5d\ub2e4\uba74 \ub294 \ud06c\uac8c \ucc28\uc774\uac00 \ub098\uc9c0 \uc54a\ub294\ub2e4. (\ubc18\ub300\ub85c \\(\\sigma^2\\) \uac00 \ucee4\uc9c8\uc218\ub85d \ucc28\uc774\uac00 \ub450\ub4dc\ub7ec\uc9c4\ub2e4.) <\/p>\n
          \ub2e4\uc74c\uc758 \uc608\uc2dc\uc5d0\uc11c \ub450 \ubc88\uc9f8 \uadf8\ub798\ud504\uc758 \uc790\ub8cc \\(x\\) \uc640 \\(\\log y\\) \ub294 \uccab \ubc88\uc9f8 \uadf8\ub798\ud504\uc758 \uc790\ub8cc\ub97c \ub2e8\uc9c0 5\ubc30\ud55c \uac83\uc774\ub2e4. \ud558\uc9c0\ub9cc \uadf8\uc5d0 \ub530\ub77c \\(log(y)\\) \uc758 \uae30\ub300\uac12\uacfc \\(y\\) \uc758 \uae30\ub300\uac12\uc774 \uc5b4\ub5bb\uac8c \ub2ec\ub77c\uc9c0\ub294 \ud655\uc778\ud574 \ubcf4\uc790.  (\uc2e4\uc120 : \\(\\exp(\\hat{\\mathbb{E}[\\log y|x]})\\) , \uc810\uc120 : \\(\\hat{\\mathbb{E}[y|x]}\\) )<\/p>\n
          N <- 100\nx <- 0.2*rnorm(N)\ne <- 0.1*rnorm(N)\ny0 <- 1 + .5*x + .3*e\ny <- exp(y0)\nfitLm <- lm(y0 ~ x)\nnewdata = data.frame(x=seq(min(x), max(x), length.out=100))\nymu <- exp(predict(fitLm, newdata=newdata))\nyE <- exp(predict(fitLm, newdata=newdata))*exp(sigma(fitLm)^2\/2)\n\ndat <- data.frame(x=x, y=y)\nrequire(ggplot2)\nggplot(dat, aes(x=x, y=y)) + geom_point() + \n  geom_line(data=newdata, aes(x=x, y=ymu)) + \n  geom_line(data=newdata, aes(x=x, y=yE), linetype='dotted')\n<\/code><\/pre>\n
          \"plot<\/p>\n
          #N <- 100\n#x <- 0.6*rnorm(N)\n#e <- 0.3*rnorm(e)\nx <- 5*x\ne <- 5*e\ny0 <- 5*y\ny <- exp(y0)\nfitLm <- lm(y0 ~ x)\nnewdata = data.frame(x=seq(min(x), max(x), length.out=100))\nymu <- exp(predict(fitLm, newdata=newdata))\nyE <- exp(predict(fitLm, newdata=newdata))*exp(sigma(fitLm)^2\/2)\n\ndat <- data.frame(x=x, y=y)\nrequire(ggplot2)\nggplot(dat, aes(x=x, y=y)) + geom_point() + \n  geom_line(data=newdata, aes(x=x, y=ymu)) + \n  geom_line(data=newdata, aes(x=x, y=yE), linetype='dotted')\n<\/code><\/pre>\n
          \"plot<\/p>\n
          \uc815\ub9ac<\/h2>\n
          \uc124\uba85\ubcc0\uc218 \ub610\ub294 \uacb0\uacfc\ubcc0\uc218\ub97c \ubcc0\ud658\ud568\uc73c\ub85c\uc368 \uc124\uba85 \ubcc0\uc218\uc640 \uacb0\uacfc\ubcc0\uc218\uc758 \ube44\uc120\ud615\uc801 \uad00\uacc4<\/strong>\ub97c \ubaa8\ud615\ud654\ud560 \uc218 \uc788\ub2e4. \uacb0\uacfc\ubcc0\uc218\ub97c \ubcc0\ud658\ud558\uba74 \uc774\ubd84\uc0b0\uc131(heteroscedasticity)<\/strong> \uc5ed\uc2dc \ubaa8\ud615\ud654\ud560 \uc218 \uc788\ub2e4. \uc774 \ub54c OLS\ub294 \uacb0\uacfc\ubcc0\uc218\ub97c \ubcc0\ud658\ud55c \ubcc0\uc218\uac00 \uc815\uaddc\ubd84\ud3ec\ub97c \ub748\ub2e4\uace0 \uac00\uc815\ud558\ubbc0\ub85c \uacb0\uacfc\ubcc0\uc218\ub294 \uc815\uaddc\ubd84\ud3ec\uc640 \ub2e4\ub978 \ubd84\ud3ec\ub97c \ub74c \uc218\ub3c4 \uc788\ub2e4. <\/p>\n
          \uc774\ub54c \uacb0\uacfc\ubcc0\uc218\uc758 \ud3c9\uade0<\/strong>\uacfc \uacb0\uacfc\ubcc0\uc218\ub97c \ubcc0\ud658\ud55c \uac12\uc758 \ud3c9\uade0\uc744 \ub2e4\uc2dc \uc5ed\ubcc0\ud658 \uac12<\/strong>\uc740 \ub2e4\ub97c \uc218\ub3c4 \uc788\uc74c\uc744 \uc720\uc758\ud558\uc790.[3]<\/sup><\/p>\n
          [3]:<\/sup> \uc0ac\uc2e4 \uc880 \ub354 \uc911\uc694\ud55c \ubd80\ubd84\uc740 \\(\\beta_0\\) , \\(\\beta_1\\) \uacfc \uac19\uc740 \uacc4\uc218\uc758 \ud574\uc11d\uc774\ub2e4. \ud558\uc9c0\ub9cc \uc218\ud559\uc801\uc73c\ub85c \ubcf4\uba74 \ub2e8\uc21c\ud55c \uacc4\uc0b0\uc73c\ub85c \uadf8 \uc758\ubbf8\ub97c \ud30c\uc545\ud560 \uc218 \uc788\uae30 \ub54c\ubb38\uc5d0 \uc5ec\uae30\uc11c\ub294 \uc0dd\ub7b5\ud558\uc600\ub2e4.<\/p>\n","protected":false},"excerpt":{"rendered":"
          \uc120\ud615 \ud68c\uadc0\uc758 \uac00\uc815 \uc120\ud615 \ud68c\uadc0\uc758 4\uac00\uc9c0 \uac00\uc815\uc740 LINE\uc73c\ub85c \uc815\ub9ac\ud560 \uc218 \uc788\ub2e4. (\uc774 LINE\uc774\ub77c\ub294 \uc57d\uc5b4\ub294 \uc5b4\ub5a4 \ucc45\uc5d0\uc11c \ubd24\ub294\ub370, \ucd9c\ucc98\ub294 \uc815\ud655\ud788 \uae30\uc5b5\ub098\uc9c0 \uc54a\ub294\ub2e4.) Linearity(\uc120\ud615\uc131) : \uc885\uc18d\ubcc0\uc218\ub294 \uc124\uba85\ubcc0\uc218\uc758 \uc120\ud615 \ud568\uc218\uc774\ub2e4. Independence(\ub3c5\ub9bd\uc131): \uc885\uc18d\ubcc0\uc218\ub294 \uad00\ucc30\uac12\uc5d0 \uc870\uac74\ubd80\ub85c \ub3c5\ub9bd\uc774\ub2e4. Normality(\uc815\uaddc\uc131): \uc624\ucc28\uc758 \ubd84\ud3ec\ub294 \uc815\uaddc\ubd84\ud3ec\uc774\ub2e4. Equal Varaince(\ub4f1\ubd84\uc0b0\uc131): \uc624\ucc28\uc758 \ubd84\uc0b0\uc740 \ub4f1\ubd84\uc0b0\uc774\ub2e4. \uc774\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \uac04\ub2e8\ud558\uac8c \ubaa8\ud615\uc73c\ub85c \ub098\ud0c0\ub0bc \uc218 \uc788\ub2e4. \\[\\mathbb{E}[\\mathbf{y}|\\mathbf{X}] = \\mathbf{X}^T \\mathbf{\\beta} + \\mathbf{e}, […]<\/p>\n","protected":false},"author":1,"featured_media":1849,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[146,319],"tags":[342,340,341,339,343,321,344],"jetpack_featured_media_url":"http:\/\/ds.sumeun.org\/wp-content\/uploads\/2019\/06\/lm_05_logy.png","_links":{"self":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1844"}],"collection":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1844"}],"version-history":[{"count":10,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1844\/revisions"}],"predecessor-version":[{"id":1855,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1844\/revisions\/1855"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/media\/1849"}],"wp:attachment":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1844"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1844"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1844"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}