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首先回顾一下本次美赛A题:
对于问题1,我们有以下解决思路:
问题1python示例代码:
- import numpy as np
- import pandas as pd
- import statsmodels.api as sm
- import matplotlib.pyplot as plt
- import seaborn as sns
-
- np.random.seed(42)
- n = 100
- A = np.random.uniform(0, 10, n)
- epsilon = np.random.normal(0, 1, n)
- r = 0.5 * A + 0.1 * epsilon # 模拟线性关系,加上随机误差
-
- # 创建数据框
- data = pd.DataFrame({'A': A, 'r': r})
-
- # 构建线性回归模型
- X = sm.add_constant(data['A']) # 添加常数项
- model = sm.OLS(data['r'], X)
- results = model.fit()
-
- # 打印回归结果
- print(results.summary())
-
- # 残差计算
- residuals = results.resid
-
- # 残差图
- plt.figure(figsize=(10, 6))
- plt.scatter(data['A'], residuals)
- plt.title('Residuals vs. A')
- plt.xlabel('A')
- plt.ylabel('Residuals')
- plt.show()
-
- # 正态概率图
- plt.figure(figsize=(10, 6))
- sm.qqplot(residuals, line='s')
- plt.title('Normal Q-Q Plot')
- plt.show()
问题1matlab示例代码:
- rng(42); % 设置随机数种子
- n = 100;
- A = randn(n, 1) * 10;
- epsilon = randn(n, 1);
- r = 0.5 * A + 0.1 * epsilon; % 模拟线性关系,加上随机误差
-
- % 构建线性回归模型
- X = [ones(n, 1), A]; % 添加常数项
- b = regress(r, X);
-
- % 计算模型预测值
- r_hat = X * b;
-
- % 计算残差
- residuals = r - r_hat;
-
- % 绘制残差图
- figure;
- scatter(A, residuals);
- title('Residuals vs. A');
- xlabel('A');
- ylabel('Residuals');
-
- % 绘制正态概率图
- figure;
- qqplot(residuals);
- title('Normal Q-Q Plot');
-
- % 打印回归系数
- disp('Regression Coefficients:');
- disp(b);
查看更多思路移步GZH->【Unicorn建模】
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