Chng 6: M HNH HA V TI U HA THC NGHIM

6.1. Cc phng php qui hoch thc nghim

Trong cng ngh ha hc, chng ta nghin cu mt i tng cng ngh thng ph
thuc ng thi vo nhiu yu t m bn cht qui lut ca qu trnh xy ra bn trong i
tng cha c bit r. Da vo nhng hiu bit ban u v i tng, trc khi tin
hnh thc nghim chng ta cn xc nh s b m hnh ton hc ca i tng, cn gii
thch nhng yu t no phi thay i trong qu trnh lm th nghim, nhng yu t no gi
mc c nh v mc tiu cn t c ti u.
Phng php m hnh ha ton hc l phng php tnh ton v phn tch cc qu
trnh k thut, l vn chn cng thc thc nghim v c lng cc tham s ca cng
thc . c lng gi tr thc ca cc i lng c kho st v chnh xc ca
cc c lng cn phi tin hnh x l cc s liu thc nghim. Phng php x l s liu
c s dng l phng php phn tch hi qui.
i tng trong cng ngh ha hc ph thuc vo cc yu t cng ngh c th iu
chnh nh nng , p sut, nhit , pH, v cc yu t ca bin ngu nhin khng
iu khin c. Hm mc tiu ca i tng l hiu sut, cht lng sn phm, chi ph
sn xut, tm mi quan h gia hm mc tiu y v cc yu t u vo xi bng thc
nghim, chng ta cho thay i tc ng cc bin u vo xi (i lng c th o v iu
khin c) v o hm p ng u ra y (i lng o c nhng khng iu khin c)
theo m hnh thc nghim nh hnh 6.1.

xi bin u vo (1 i k).
y thng s u ra (bin b iu khin).
- bin ngu nhin khng iu khin c.
Hnh 6.1. M hnh nghin cu thc nghim cc i tng cng ngh.
Ta cn thit lp quan h: y = f(x1, x2,,xk) +
Hay: y = f(X) +

(6.1)
(6.2)

Khi gi thit bin ngu nhin c phng sai D() = 2 v c k vng ton hc E() = 0 th i
lng ngu nhin ny tun theo mt lut phn b no (nh phn b chun) dng:

 = N(0, 2)

(6.3)

Nu loi tr c nh hng ca nhiu ( = 0) th ta thu c cc dng m hnh thng k

nh sau:
-

Nu m hnh thng k vi cc bin u vo cha yu t thi gian th gi l m hnh

ng, khng cha yu t thi gian l m hnh tnh.

Nu m hnh ch p dng cho mt min gii hn nht nh ca bin (iu kin rng
buc ca bin) gi l m hnh cc b (a phng).

Vi m hnh a phng, trin khai hm f(x1, x2,,xk) di dng chui Taylor:

xk
x 1 , x 2 , ... ,=

f
Vi 1 i j k
Cc h s 0, j, jj, c xc nh t s liu thc nghim th phng trnh thu c
gi l phng trnh hi qui thc nghim ca h thng, khi :
m

^y =f ( x1 , x2 , ... , x k ) = b j f ( x1 , x2 , ... , x k ) (6.5)

j =1

Phng trnh hi qui thc nghim (6.5) ph thuc vo b n th nghim v phng

php x l s liu thc nghim.
Qu trnh tin hnh th nghim sao cho s ln th nghim t nht, tnh ton n gin v
thu c kt qu chnh xc nhng vn kho st c nh hng ng thi ca nhiu thng
s tc ng n i tng cng ngh phn nh chnh xc bn cht ca qu trnh v gim
chi ph tin hnh th nghim. Do , cn tin hnh th nghim theo k hoch nh trc sao
cho c tnh trc giao, ngha l b tr thc nghim theo ma trn bin u vo c dng: (ma
trn n dng, (k + 1) ct)

1 x 11
1 x 21
x 12 x 1 k
x 22 x 2 k
1 x n 1

x n2 nk
X =[ ]

(6.6)

[]

y1
y
Ma trn ct c dng: Y = 2

yn

(6.7)

[]

b0
b
Ma trn cc h s hi qui tuyn tnh c dng: B= 1

bk

(6.8)

Ma trn chuyn v ca ma trn X c dng: (ma trn (k + 1) dng, n ct)

1 1
x11 x 21
1
1
x 31 x n 1
x1k x2k

x 3 k nk

(6.9)

X =[ ]
Nu cc kt qu thc nghim c biu din theo phng trnh hi qui tuyn tnh
bng phng php bnh phng cc tiu th ta c dng ma trn ca h phng trnh chun:

( X T X ) .B= X T Y
Suy ra:

(6.10)

X
( T Y )
T

(6.11)

B=( X X ) .
Vi (XTX)-1 l ma trn nghch ca ma trn XTX khi nh thc ca ma trn XTX khc khng hay
ma trn XTX khng suy bin.
Ma trn trc giao X c nhng tnh cht sau:
-

Tnh trc giao: tch v hng ca hai vect ct bt k ca X bng 0.

n

x im x ij =0

vi j, m= 0, k

(6.12)

i=1

Tnh cht i xng: tng cc phn t trong mt ct bt k u bng 0.

x ij =0

vi j 0.

(6.13)

i=1

p dng tnh cht ca ma trn trc giao, chng ta c ma trn XTX tr thnh ma trn
ng cho:

[ ]
n 0 0
n

X X=

x 2i 1

i=1

(6.14 )

..
n

0 0

x 2ik
i=1

Khi , ma trn nghch o (XTX)-1 trong qui hoch trc giao c dng:

X
1
0 0
C20
1
0
C 21
..

1
0 0

2
Ck

(6.15)
1
( T X ) =

Vi:

C = xij2
2
j

vi j= 0,k

(6.16)

i=1

Ta tnh ma trn XTY:

1
1
x 11 x 21
1
1
x 31 x n1
x1k x2k

x 3 k nk

[]
n

[]

y1
y
X T Y =[ ] 2 =

yn

yi

i=1
n

xi 1 y i (6.17)
i=1
n

x ik y i
i=1

Khi ma trn cc h s hi qui c tnh theo cng thc (6.11).

Trng hp tng qut, nu cc s liu thc nghim c biu din bng a thc bc
th s h s hi qui trong phng trnh hi qui bng

C k+

. S dng mt s php bin

i, chng ta bin i phng trnh hi qui a thc bc v phng trnh hi qui tuyn tnh
bng cch thay cc s hng phi tuyn ca thc bng cc s hng tuyn tnh. Phng trnh
ny c gi l phng trnh tuyn tnh ha theo thng s. Nu bc ca a thc cha bit
trc th vic tnh ton thng phi tin hnh vi ln, tng dn bc ca a thc n khi no
phng trnh hi qui nhn c tng thch vi thc nghim. Mi ln tng bc a thc, ton
b vic tnh ton lin quan n phn tch hi qui u phi tnh ton li. S thay i bc ca
a thc hoc loi b mt phn cc s hng trong phng trnh hi qui dn n thay i cc
gi tr tnh ton cc h s cn li trong a thc. Khi xut hin s khng xc nh trong
vic c lng cc h s hi qui, gy kh khn cho vic gii thch nh hng ca cc bin
c lp vo i lng nghin cu.
loi b cc kh khn ni trn, chng ta tin hnh thc nghim theo qui hoch trc
giao v ma trn thc nghim trc giao phi tha mn cc iu kin sau:
-

Cng thc tnh cc h s phng trnh hi qui bj.

H s bj l c lng trng ca cc h s j.

Phng trnh hi qui

^y

l c lng trng ca y.

6.1.1. Qui hoch thc nghim yu t ton phn 2k

Qui hoch thc nghim yu ton phn l thc nghim m mi t hp cc mc ca cc
yu t u c thc hin nghin cu. B tr thc nghim yu t ton phn theo ma trn

trc giao v phn b i xng cc bin c lp vi tm i xng. Ma trn X tha mn iu

kin trc giao v c thm tnh cht chun ha:
Tng bnh phng cc phn t ca mt ct bng s th nghim.
n

vi j= 0,k

x 2ij =N

(6.18)

i=1

Vi k l cc yu t, n l s mc th s th nghim N = nk .
Nu cc th nghim ch thc hin hai mc, thng l hai gi tr bin ca mi yu t
kho st th N = 2k. Gi s kho st bin Zj vi hai gi tr bin l aj < bj (1 j k), chng ta
thc hin mt s php bin i sau:
t:

Z j 0=

a j +b j
b ja j
v Z j=
2
2

Khi ta i bin s theo biu thc:

x j=

Z jZ j 0
Zj

Suy ra: Zj [aj, bj] th xj [-1, 1].

Khi ta p dng cng thc (6.18) vo cng thc (6.14) ta c:

N
X T X= 0

0
0
N
0

N
0

= N.I

[ ]
1
N

Suy ra:

( T X ) =

1
1
. I= 0
0
N
N
1

0
N
0

Ma trn h s hi qui c tnh theo cng thc (6.11):

[ ]
N

1
yi
N
i=1
N

1
( T Y )= N x i 1 y i ( 6.19)
i=1

1
N

x ik y i
i=1

B=( X X ) .
Hay:
N

1
1
b0 = y i v b j= x ij y i (6.20)
N i=1
N i=1
Khi phng trnh hi qui c dng:
k

^y =b 0+ b j x j(6.21)
j=1

Trong trng hp phng trnh hi qui c m t di dng:

k

j=1

j i

^y =b 0+ b j x j+ bij x i x j (6.22)
Cc h s bij c xc nh theo cng thc sau:
N

1
bij = (x i x j )u . y i (6.23)
N u=1
Vi s lng h s bij c xc nh theo cng thc:
2

C k=

k(k +1)
k!
=
2
2 ! ( k 2 ) !

6.1.2. Qui hoch thc nghim yu t tng phn 2k - p

Khi s bin k trong m hnh qui hoch thc nghim yu t ton phn 2k cng ln th
lm cho s th nghim N cng ln. iu ny lm cho qui hoch tr nn cng knh, chi ph
ln, km hiu qu. khc phc iu , ngi ta dng qui hoch thc nghim yu t tng
phn N = 2k p, vi p l gi tr c trng cho tng phn, l s hiu ng tng tc c
thay bng s hiu ng tuyn tnh.
Thc cht y l qui hoch thc nghim yu ton phn bt i p ct ca k thng s c
lp, s th nghim gim i 2p ln nhng vn m bo tnh trc giao ca ma trn X.

Qu trnh qui hoch thc nghim yu t tng phn theo cc bc sau:

Bc 1: chn ra r thng s chnh nh hng n hm mc tiu trong k thng s u
vo: r = k p. Lp qui hoch thc nghim yu ton phn 2r vi s th nghim l N = 2r. Tuy
nhin, khi la chn gi tr p phi m bo iu kin sau:
k + 1 N = 2r = 2k-p 2k

(6.24)

Bc 2: tin hnh thit lp cc biu thc tng quan sinh biu din cc mi tng
quan gia mi thng s p vi mt tch cc thng s trong r thng s chnh. Cc biu thc
tng quan sinh c th l tch ca cc thng s trong r thng s chnh mang du dng hay
m.
Bc 3: kim tra tnh tin li ca m hnh c lp: nu ma trn X khng c cc
ct ging nhau hoc ngc du nhau th vn m bo tnh trc giao, qui hoch thc nghim
t yu cu.
Bc 4: tin hnh xc nh v kim tra ngha ca cc h s hi qui bj, kim tra s
tng thch ca phng trnh hi qui thu c.
6.1.3. Qui hoch trc giao cp 2
Qui hoch trc giao cp 2 l qui hoch thc nghim v x l s liu thc nghim theo
phng php xy dng m hnh hi qui cp 2 vi cc iu kin tng t nh qui hoch
thc nghim yu t ton phn (qui hoch trc giao cp 1).
Phng trnh hi qui bc 2 y c dng:
k

j=1

j i

j=1

^y =b 0+ b j x j+ bij x i x j+ b jj x 2j (6.25)
Xy dng ma trn trc giao X bao gm ba loi th nghim:
-

Phn c s gm n = 2k th nghim theo qui hoch thc nghim yu t ton phn.

Phn im * gm nk = 2k im nm trn cc trc ta ca khng gian k yu t v

cch tm phng n khong cch > 0.

Phn tm gm n0 (n0 1) th nghim tm phng n dng xc nh phng sai

ti hin trong cng thc kim tra ngha ca cc h s hi qui.

Tng s th nghim trong phng n l N = 2k + 2k + n0

Tuy nhin, nhng phng n cu trc c tm khng trc giao do
N

x i 0 x 2ij 0

vi j= 1, k

(6.26)

i=1

x 2ij

> 0 nn:

x 2ij x 2iu 0

vi j= 1, k , j u

(6.27)

i=1

V vy, khi xy dng ma trn trc giao X cn chn sao cho trc giao ha cng thc
(6.26), (6.27).
Gi s xt qui hoch thc nghim k = 2 yu t v n0 = 1 th ma trn X c dng:

+++++

++ +++++
+++ +
0
+++ 0

+ + ++ 0
0
0
0
0
0
0
X=
t

x 'i=x 2i

0
2
0
2
0
0 2
0 0

(6.28)

(i = 1, 2) th ta c:

+++++
+ 1 1 1 1 11
+++ +

0
0

0
++ ++
0

0
0
0
0 2
+ 11 0 2
2 2
0
0
X=
(6.29)
S dng cc iu kin trc giao ca ma trn X:
Tch v hng ca vect ct 1 v ct 6 bng 0, tc l ta c ng thc sau:
22(1 - ) + 22 2.2 - = 0
Hay tng qut vi k yu t: 2k(1 - ) + 22 2k - n0. = 0

Suy ra:

2k +2 2 2 k +2 2
k
=
N
2 +2 k+n0

x 'i=x 2i

2 k +2 2
N

(6.30)

Tch v hng ca vect ct 5 v ct 6 bng 0, tc l ta c ng thc sau:

22(1 - )2 - 2.2 ( 2-) + 2 = 0
Hay tng qut vi k yu t: 2k(1 - )2 - 2k ( 2-) + n0 .2 = 0
Suy ra:

= N .2k22k1

(6.31)

Th cng thc (6.30), (6.31) vo tnh c ma trn X. Khi cc h s hi qui c tnh

theo cng thc (6.11):

X
( T Y )
T

B=( X X ) .
6.1.4. Qui hoch thc nghim tm cc tr
Cc phng trnh hi qui thu c l biu din gn ng i tng cng ngh m ta
ang kho st. Vn t ra l tm

x 1

x 2

,,

x k

sao cho:

y ( x1 , x2 ,, x k ) y(x 1 , x 2 ,, x k )

(6.32)

Khi hm hi qui t chnh xc cn thit, ta dng qui hoch ton hc tm cc tr:

-

Nu hm tuyn tnh ta dng phng php qui hoch tuyn tnh;

Nu hm phi tuyn ta p dng phng php qui hoch phi tuyn.

Nu chnh xc cha t yu cu, kt qu cn th, km tin cy th trc khi s dng

phng php qui hoch ton hc cn thu hp vng cha im cc tr, tc l c th tm vng
cc tr bng qui hoch thc nghim.
Phng php qui hoch thc nghim tm cc tr c chia lm hai giai on:
-

Tm vng cha im cc tr bng qui hoch trc giao cp 1.

Tm phng trnh hi qui cp 2 bng qui hoch trc giao cp 2 v cui cng l dng
phng php qui hoch phi tuyn tm cc tr: qui hoch li hoc qui hoch ton
phng.
Vect gradient ca hm y = f(x) ti x* (k hiu l grad[f(x*)]) l vect c chiu biu th s

bin thin nhanh nht ca hm y ti x*, gi tr ca grad[f(x*)] thay i t im ny sang im

khc trong khng gian yu t. Vi m hnh tuyn tnh k yu t:

f ( x ) f ( x )
f ( x)
grad [ f ( x ) ]=
i+
i ++
i
x1 1 x2 2
xk k

10

(6.33)

Vi:

f (x )
xj

: o hm ring ca hm f(x) theo bin xj ti x*.

+ ij (j = 1, 2, ,k) : vect n v theo cc trc ta .

Xt mt min con D0 c tm Z0 ng vi x0, gi s phng trnh hi qui c dng:
k

^y =f (x)=b0 + bi x i (6.34)
i=1

Kim nh s tng hp ca

^y

, nu tng hp th c ngha l mt cong c xp

x bng mt phng th D0 khng cha im cc tr. Chuyn sang vng D1 theo hng
gradient [f(x0)] cho n khi y khng tng c na. Lp li qu trnh ny n khi hm

^y

khng tng hp th chuyn sang vng cha im cc tr, cn chuyn sang bc 2.

Theo thut ton leo Box Wilson nh sau:
Tnh cc thnh phn ca gradient theo trin khai Taylor:
k

f ( x0 )
(
)
f ( x )=f x +
xi +
0

i=1

xi

2 f ( x 0 )
2 f ( x 0 ) 2
1
x x +
x +(6.35)
2
2 ! i=1 j=1 x i x j i j j=1 x j2 j
Nu ta ly gn ng n s hng bc nht v t:
k

f ( x0 )
(
)
f ( x )=f x +
xi =b0 + bi x i (6.36)
i=1 x i
i=1
0

Lng m hm f(x) tng l:

k

b i x i (6.37)
i=1

Bc tin nhanh nht tng ng vi s hng lm (6.37) tng nhanh nht j* l:

Z j =Max|b j .Z j|

j=

1,k

di cc bc hj ca cc yu t c tnh theo j*:

hj bj.Zj
b .Z
=
= h j = j j h j (6.39)
hj bj . Z j
bj . Zj

11

(6.38)

Ch : di cc bc khng nn qu ln hoc qu nh. Chuyn ng theo grad phi

bt u t im 0. Mc c s ca mi yu t v ngng li nu tm c im ti u hoc
nu nhng hn ch t vo cc yu t lm cho chuyn ng tip tc theo grad khng hp l
na.
Cch tin hnh: gi Z0 l tm min D0 trong ta bin tht k hiu l M0. im M1 c
cc ta xc nh theo:

L
0

Z j =Z j +h j ,vi j=1,k

. Ti y ta lm th nghim xc nh

c y2. Lp li ta s thu c dy: y0, y1, , yn.

Khi thc hin: y0 < y1 tip tc lm y2.
y2 < y3 tip tc lm y3.
y3 < y4 tip tc lm y4.
yp-1 > yp mt cong bt u.
Dng li Mp-1 vi tm mi Mp-1 = Zp-1.
Ti Xp-1 li tip tc qu trnh xp x bng mt phng. Kim nh s ph hp ca m
hnh bc nht, nu tha mn th tip tc tm di bc lm th nghim. Tin hnh cho n
khi m hnh bc nht khng ph hp th l vng cc tr.
6.2. Xc nh cc h s ca phng trnh hi qui
Chn phng n th nghim vi k bin c lp, thc hin n th nghim, khng c th
nghim lp li v b tr thc nghim sao cho ma trn X c tnh trc giao.
6.2.1. Tnh h s hi qui bj ca phng trnh hi qui tuyn tnh
p dng cng thc (6.11), (6.15), (6.16), (6.17) ta c:

12

X
1
2
C0

0 0

1
0
2
C1
..

1
0 0

C2k
0

[]
n

yi

i =1
n

x i 1 y i (6.40)
i=1

xik yi
i=1

( T Y )=
1

B=( X T X ) .
Suy ra:

[ ]
n

1
yi
C 20 i=1
n

1
B= 2 xi 1 y i (6. 41)
C1 i=1

1
n

C 2k x ik y i
i=1

6.2.2. Tnh h s hi qui bj ca phng trnh hi qui bc 2

Tin hnh qui hoch thc nghim theo m hnh qui hoch trc giao cp 2 th cc h s
hi qui c xc nh theo cng thc (6.11) sau khi lp c ma trn trc giao X, hay xc
nh theo cc cng thc sau:
N

xij y i
bj =

i=1
N

(6.42)
2
ij

i=1

13

(x i x j)u . y i
bij =

u=1
N

(6.43)

( xi x )

2
j u

u=1

x 2uj . y

2
x uj

( 2 6.44)

u =1

b jj =

s 2bj

Khi phng sai

c xc nh theo cng thc:

xuj

u=1
2

2
bj

s =

sth

2
bij

;s =

2
ij

i=1

s th

sth
;s =
2
bjj

( xi x j )u2
u=1

6.3. Kim tra s tng hp ca phng trnh hi qui

Sau khi tnh ton c cc h s ca phng trnh hi qui, chng ta cn tin hnh
kim nh s tng hp ca phng trnh hi qui vi s liu thc nghim. Qu trnh kim
nh c tin hnh theo hai bc sau:
Bc 1: kim tra s c ngha ca cc h s phng trnh hi qui bng tiu chun thng k
(chun s) Student t (vi : mc ngha). Bn cht ca phng php l kim tra cc h s
bj = 0 hay khng, hoc kim nh xem thc cht c bao nhiu yu t nh hng n hm
mc tiu.
Chn thng k:

|b j|

t bj =

(6.46)

s bj

sbj: lch qun phng ca h s th i.

14

Phn sai
2

2
bj

s =

s th
n

c xc nh theo cng thc:

s bj
2

sth
= (6.47)
N
2

xi
i=1

Vi phng sai ti hin

s 2th

c tnh theo s th nghim lp tm n0 theo cng thc:

n0

1
s =
( y i 0 y o )2 (6.48)

n01 i=1
2
th

Trong :
-

N: s th nghim.

n0: s th nghim lp tm.

fth = n0 1 : bc t do ti hin.

Thng thng chn mc ngha = 0,05. Tra theo chun Student ta c c gi tr t(fth).
-

Nu tbi > t(fth) th h s bi c gi li trong phng trnh hi qui, nh hng ca yu

t xi c ngha i vi vic thay i thng s ti u y.

Ngc li, nu tbi < t(fth) th h s bi b loi khi phng trnh hi qui.

Bc 2: kim tra s tng thch ca phng trnh hi qui theo tiu chun Fisher:

F=

s2d
2

sth

(6.49)

Phn sai

s 2d

c xc nh theo cng thc:

1
s =
( y i y )2 (6.50)

NL i=1
2
d

Trong :
-

L: s h s c ngha trong phng trnh hi qui.

Tra theo chun Fisher ta c c gi tr F(, ftt, fth), vi ftt = N L , fth = n0 1.

-

Nu F < F th m hnh thng k ph hp vi s liu thc nghim.

Nu F F th m hnh thng k khng ph hp vi s liu thc nghim.

6.4. ng dng Excel ti u ha thc nghim

gii bi ton ti u ha thc nghim chng ta cn tin hnh cc bc sau:

15

Bc 1: chn phng n tin hnh th nghim.

Bc 2: lp ma trn thc nghim X.

Bc 3: tin hnh th nghim xc nh gi tr bin u ra Y.

Bc 4: xc nh cc h s trong phng trnh hi qui.

Bc 5: nh gi phng trnh hi qui thu c.

Bc 6: xc nh ch thc nghim ti u.
Mi bc c th thc hin php lp nu cha t yu cu v mc tiu ca cng ngh,

sai sCc bc 1, 2 v 4, 5 c trnh by phn trn v phng php thc hin.

Bc 3 c thc hin phng th nghim, ph thuc vo trang thit b, dng c th nghim
v tay ngh ca ngi lm th nghim. Bc 6 c ti u ha theo m hnh tm ra.
Kho st phng php thc hin bc 4 v 5 bng phn mm Microsoft Excel s
dng trong tnh ton bng cc hm:
-

Nhn hai ma trn: MMULT(array1, array2).

Tnh nh thc ca ma trn: MDETERM(array).

Tnh ma trn nghch o: MINVERSE(array).

Tnh ma trn chuyn v: TRANPOSE(array).

Tnh gi tr trung bnh cc s hng: AVERAGE(number1, number2,).

Tnh tng bnh phng cc s hng

Tnh tng bnh phng lch

Tnh lch chun ca mu

x2

( y i y )2

: SUMSQ(number1, number2,).
: SUMXMY2(array_x, array_y).

(xi x )2

: STDEV(number1, number2,).

i=1

n1

Tra chun s Student: TINV(p1, p2).

Tra chun s Fisher: FINV(, p1, p2).

Lu : thc hin cc php ton ma trn trong Excel, chng ta phi chn cc phn

t ca ma trn cn tnh (qut khi kch thc ma trn) v n gi ng thi ba phm Ctrl +
Shift + Enter.
V d 1: Tin hnh qui hoch thc nghim nghin cu nh hng ca 3 yu t Z1, Z2, Z3 ln
hm mc tiu y vi s liu thu c nh sau:
Bin

n = 2k

n0 = 3

16

thc

10

11

Z1

150

300

150

300

150

300

150

300

225

225

225

Z2

30

30

90

90

30

30

90

90

60

60

60

Z3

15

15

15

15

45

45

45

45

30

30

30

3,0

6,0

10,0

12,0

15,0

23,0

12,0

18,0

12,0

13,8

13,2

Hy tm mi quan h gia y v cc bin Z1, Z2, Z3 theo m hnh trc giao cp 1?

Gii:
Chn phng trnh hi qui biu din mi quan h gia y v cc bin Z1, Z2, Z3 c dng theo
(6.21) th qui trnh ngh gii theo cc bc sau:
Bc 1: lp 1 bng tnh excel vi cc thng tin sau:

Trong :
-

Gi tr mc thp, mc cao ca cc bin thc ly t s liu cho.

Zj0 : mc c s, l trung bnh cng ca mc thp v mc cao nn ta nhp cng thc

cell D2 = AVERAGE(B2:C2)

Sau dng draf ko chut xung cc hng trong ct Zj0.

Khong bin thin Zj c tnh theo cng thc trong cell E2 = (C2-B2)/2

17

Sau dng draf ko chut xung cc hng trong ct Zj.

Bc 2: lp bng tnh chuyn i cc bin thc sang bin m ha:

Nhp gi tr cc trong ct x0 u bng 1.

x 1=

Z 1Z10
Z1

nn cell G8 ta nhp: =(C8-$D$2)/$E$2, sau dng draf ko chut xung

cc hng trong ct x1.

x 2=

Z 2Z20
Z2

nn cell H8 ta nhp: =(D8-$D$3)/$E$3, sau dng draf ko chut xung

cc hng trong ct x2.

18

x 3=

Z 3Z 30
Z3

nn cell I8 ta nhp: =(E8-$D$4)/$E$4, sau dng draf ko chut xung

cc hng trong ct x3.

Bc 3: xc nh cc h s phng trnh hi qui bng phng php ma trn:

X
( T Y )
T

, ta lp bng excel nh sau:

B=( X X ) .

Ma trn h s X: do c 3 th nghim c thc hin tm nn ma trn X l ma trn 8 dng,

4 ct. xc nh gi tr cc phn t trong ma trn X ta copy gi tr cc F8:I15 vo cc
A21:D28.
Ma trn cc bin u ra y: tng t nh ma trn X, ta copy gi tr cc J8:J15 vo cc
F21:F28.

19

Ma trn chuyn v XT: l ma trn c kch thc 4 dng, 8 ct. xc nh gi tr cc phn t

trong ma trn XT ta lm nh sau: sau khi qut khi cc H21:O24, ta nhp cng thc:
=TRANSPOSE(A21:D28) v nhn ng thi ba phm Ctrl + Shift + Enter.

Ma trn XTX: l ma trn c kch thc 4 dng, 4 ct. Nhn hai ma trn XT vi ma trn X: ta
qut khi cc H27:K30 v nhp cng thc: =MMULT(H21:O24,A21:D28) v nhn ng
thi ba phm Ctrl + Shift + Enter.

Kim tra nh thc det (XTX): ta nhp cng thc =MDETERM(H27:K30).

Ma trn nghch o (XTX)-1: qut khi cc M27:P30, nhp cng thc:
=MINVERSE(H27:K30) v nhn ng thi ba phm Ctrl + Shift + Enter.

Ma trn XTY: l ma trn c kch thc 4 dng, 1 ct. Ta nhp cng thc:
=MMULT(H21:O24,F21:F28).
Ma trn h s hi qui B: ta qut khi cc D31:D34, nhp cng thc =
MMULT(M27:P30,A31:A34) nhn ng thi ba phm Ctrl + Shift + Enter.

20

Ta thu c cc h s hi qui: b0= 12,375; b1= 2,375; b2= 0,625; b3= 4,625.
Bc 4: tin hnh lp bng tnh kim tra ngha ca cc h s hi qui:

Phng sai ti hin

s 2th

: c tnh theo s th nghim lp tm n0=3, theo cng thc

(6.48) nn ti O8 ta nhp cng thc: =STDEV(J16:J18)^2.

lch qun phng Sbj: c tnh theo cng thc (6.47) nn ti P8 ta nhp cng thc:
=SQRT(O8/B15).
Cc h s tbj: tnh theo cng thc

|b j|

t bj =

s bj

nn ta nhp cng thc ti Q8: =Abs(N8)/

$P$8 v sau dng draf ko chut xung cc hng trong ct tbj.

Chun s student t(fth): chn mc ngha = 0,05, bc t do ti hin fth = n0 1 = 2 nn ta

nhp cng thc ti O12: =TINV(0.05,2).

21

Kt qu chn h s hi qui: ti R8 ta nhp cng thc: =IF(Q8<$O$12,loi,chn) v ko

draf chut xung n ht ct.

Kt qu ta loi b h s b2 nn phng trnh hi qui c dng:

^y =12,375+2,375 x 1+4,625 x3
Bc 5: lp bng tnh kim tra s tng hp ca phng trnh hi qui thu c:
Tnh gi tr ca ct

^y

: s dng phng trnh hi qui thu c tnh cc gi tr

^y

, ti

K8 nhp cng thc: =12.375 + 2.375*G8+4.625*I8 . Sau ko draf chut xung n ht

ct.

Phng sai

s 2d

: xc nh theo cng thc (6.50) nn ta nhp cng thc tnh ti I1 nh

sau: =SUMX2MY2(J8:J15,K8:K15)/(B15-3), vi L = 3.

22

Tnh h s

F=

s2d
s

: ta nhp cng thc ti I2: =I1/O8.

2
th

Tra chun s Fisher F(, ftt, fth): vi ftt = N L = 5 , fth = n0 1 = 2 nn ta nhp cng thc ti
I3: =FINV(0.05,5,2).
Kim tra tnh tng thch: ti I4 ta nhp cng thc: =IF(I2<I3,Tng thch,Khng tng
thch).

Kt qu so snh ta thy phng trnh hi qui thu c tng thch vi thc nghim.
V d 2: Tm mi quan h hi qui theo qui hoch cp 2 theo 3 bin vi s liu thc nghim
nh sau:
N

13,9

18,5

2,0

3,0

16,0

18,5

9,0

12,0

15,0

10

11

12

13

14

15

16

17

18

8,0

7,5

15,8

11,5

5,0

10,1

11,2

9,9

12,3

Gii:
Chn phng trnh hi qui bc 2 y theo cng thc (6.25) th qui trnh ngh gii theo
cc bc sau:
Bc 1: Xc nh cc thng s , cc bin ph:
Vi m hnh trc giao cp 2 vi k = 3 yu t th tng s th nghim phi thc hin l N = 2k +
2k + n0 = 23 + 2 . 3 + n0 = 18, nn s th nghim lp li tm n0 = 4.

23

Thng s c tnh theo cng thc (6.31):

= N .2k22k1

18.2

32

231= 2=1,414

Cc bin ph c tnh theo cng thc (6.30):

k

2 +2
x =x
N
'
i

2
i

x 2i

8+2.2 2 2
=xi
18
3

Bc 2: lp bng tnh ma trn thc nghim X vi cc bin m ha:

Cc gi tr ct x0, x1, x2, x3: c m ha t cc gi tr bin ca 3 bin thc v phn b th
nghim cc im * v tm phng n.
Gi tr ct x1x2, x1x3, x2x3: l tch ca hai ct x1 v x2, x2 v x3, x2 v x3. Ta ln lt nhp cng
thc G3=D3*E3, ti H3=D3*F3, I3=E3*F3. Sau ko draf chut xung n ht tng
ct.
Gi tr ct x21 2/3, x22 2/3, x23 2/3: ln lt nhp cng thc cho cc ct tng ng nh
sau: J3=D3*D3-2/3, K3=E3*E3-2/3, L3=F3*F3-2/3 v ln lt ko draf chut n ht
tng ct.
Kt qu ta c bng tnh sau:

Bc 3: xc nh cc h s phng trnh hi qui bng phng php ma trn:

X
( T Y )
T

B=( X X ) .

24

Ma trn X: c kch thc l 14 dng, 10 ct, gi tr cc phn t ca ma trn X l gi tr ca

cc C3:L16.
T ma trn X, ta xc nh c cc ma trn XT, XTX, (XTX)-1, XTY v cc ma trn ny c kch
thc nh sau:

n dng x m
ct

XT

XTX

(XTX)-1

XTY

10 x 14

10 x 10

10 x 10

14 x 1

10 x 1

10 x 1

Ngoi phng php tnh ma trn B theo cc ma trn trn, ta c th tnh trc tip ma trn B
trc tip thng qua ma trn X nh cng thc: ta qut khi cc C23:L23, nhp cng thc:
=TRANSPOSE(MMULT(MINVERSE(MMULT( TRANSPOSE (C3:L16),
C3:L16)),MMULT(TRANSPOSE(C3:L16),M3:M16))) v nhn ng thi ba phm Ctrl + Shift +
Enter.

Kt qu ta thu c ma trn B nh sau:

Bc 4: tin hnh lp bng tnh kim tra ngha ca cc h s hi qui:

Phng sai ti hin

s 2th

: c tnh theo s th nghim lp tm n0=4, theo cng thc

(6.48) nn ti N22 ta nhp cng thc: =STDEV(M17:M20)^2.

Phng sai cc h s S2bj: c tnh theo cng thc (6.45) nn ti C24 ta nhp cng thc:
=$N$22/SUMSQ(C3:C20). Sau ko draf chut n ht dng S2bj.

25

Cc h s tbj: tnh theo cng thc

|b j|

t bj =

s bj

nn ta nhp cng thc ti C25: =

ABS(C23)/SQRT(C24) v sau dng draf ko chut n ht dng tbj.

Chun s student t(fth): chn mc ngha = 0,05, bc t do ti hin fth = n0 1 = 3 nn ta

nhp cng thc ti N23: =TINV(0.05,3).
Kt qu chn h s hi qui: ti C26 ta nhp cng thc: =IF(C25<$N$23,"Loi","Chn") v
ko draf chut n ht dng.

Kt qu ta loi b h s b12, b13, b33 nn phng trnh hi qui c dng:

^y

= 10,4667 + 1,75 x1 4,3865 x2 + 2,2744 x3

+ 1,7375 x2x3 + 1,6625 (x21

2
3

) + 1,7375 (x22

2
3

Bc 5: lp bng tnh kim tra s tng hp ca phng trnh hi qui thu c:

Tnh gi tr ca ct

^y

: s dng phng trnh hi qui thu c tnh cc gi tr

^y

, ti

N3 nhp cng thc: =$C$23*C3 +$D$23*D3+$E$23*E3+$F$23*F3+$I$23*I3+$J$23*J3+

$K$23*K3. Sau ko draf chut xung n ht ct.

26

Phng sai

: xc nh theo cng thc (6.50) nn ta nhp cng thc tnh ti N24 nh

s d

sau: =SUMX2MY2(M3:M16,N3:N16)/(B20-7), vi L = 7.

Tnh h s

F=

s2d

: ta nhp cng thc ti N25: =N24/N22.

2
th

Tra chun s Fisher F(, ftt, fth): vi ftt = 18 7 = 11 , fth = n0 1 = 3 nn ta nhp cng thc
ti N26: =FINV(0.05,11,3).
Kim tra tnh tng thch: ti O23 ta nhp cng thc: =IF(N25<N26,"Tng thch","Khng
tng thch").

Kt qu so snh ta thy phng trnh hi qui thu c tng thch vi thc nghim.
6.5. Bi tp:
Bi tp 1: Lp phng trnh hi qui m t nh hng ca: hm lng kim loi trong tng
ioxit Zr(Hf)O2, g/l; nng acid , lg/ l; nng tributyl photphat trong O xylen, phn (V);
t s th tch 2 pha ln qu trnh tch hafini va ziricon bng tributyl photphat theo s liu thc
nghim sau (mt th nghim tm c y0 = 14,1):
n = 2k = 24 = 16

10

11

12

11,5

8,2

8,5

14,0

12,7

10,0

12,5

13,5

10,58

9,48

14,1

9,65

n = 2k = 16

2k = 2.4 = 8

27

13

14

15

16

17

18

19

20

21

22

23

24

11,38

11,17

11,8

13,3

13,8

12,95

7,9

13,05

12,9

10,3

12,5

13,9

Bi tp 2: Khi kho st hiu sut to sn phm ph thuc vo nng u cc cht (mol/l)

CA0 , CB0, CC0 v nhit T (0C) thu c bng s liu sau:
Nng (mol/l).102
N

CA

CB

CC

T
=80 ph

=160 ph

=320 ph

=640 ph

=1280 ph

3,17

5,39

8,66

15,90

22,60

14,8

23,4

34,30

34,60

20,30

4,80

10,80

22,50

34,60

42,00

23,20

39,00

55,60

63,40

41,60

3,72

3,81

17,20

20,00

23,90

17,90

28,30

40,50

34,20

21,60

8,60

13,30

25,90

39,80

50,80

30,90

51,40

72,20

76,40

38,90

7,48

9,93

20,00

30,90

24,90

10

25,30

35,30

39,10

28,40

7,50

11

13,50

27,10

43,00

58,00

49,40

12

50,80

75,60

84,20

57,00

11,50

13

9,15

15,80

27,50

33,90

23,00

14

30,80

44,40

46,70

24,90

2,94

15

22,80

37,20

57,90

69,10

53,90

16

62,60

88,00

89,50

43,40

5,80

28

Cc phn ng xy ra theo c ch sau:

A+BF
A + F G, F l sn phm chnh.
Hy xc nh hng s tc cc phn ng trn?
Bi tp 3: Xc lp phng trnh hi qui khi kho st qu trnh bin tnh nhm bng molipden
(Mo) ph thuc vo : lng Mo a vo (%); nhit nung (0C); thi gian nung (ph) v tc
ngui c tnh nh tnh (nhanh grafit; chm samot). Hm mc tiu l s ht nhm trn
1cm2.
Cc yu t nh hng:
Yu t

Z1

Z2

Z3

Z4

Cn trn

0,55

940

120

Grafit

Cn di

0,25

740

Samot

S liu thc nghim thu c:

N

10

11

64

90

69

130

36

95

81

100

80

82

78

29