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単回帰における最小二乗推定量の分散(variance)・共分散(covariance)

単回帰における最小二乗推定量\(\hat{\alpha},\;\hat{\beta}\)の分散(variance)・共分散(covariance)

単回帰における観測値\(y_i\)の分散・共分散について

$$ \begin{eqnarray} y_i&=&\alpha+\beta x_i+\epsilon_i\;(i=1,\cdots,n) \\\left\{\epsilon_i|i=1,\cdots,n\right\}&:&\epsilon_i \overset{iid}{\sim} N(0,\sigma^2) \\&&\;\cdots\;独立同一分布(independent\;and\;identically\;distributed;\;IID,\;i.i.d.,\;iid) \\&&\;\cdots\;\mathrm{E}\left[\epsilon_i\right]=0,\;\mathrm{V}\left[\epsilon_i\right]=\sigma^2,互いに独立\left(\mathrm{Cov}[\epsilon_i, \epsilon_j]=\left\{\begin{array}\;\mathrm{V}\left[\epsilon_i\right]=\sigma^2&(i=j)\\0&(i \neq j)\end{array}\right.\right) \\\mathrm{V}\left[y_i\right] &=&\mathrm{V}\left[\alpha+\beta x_i+\epsilon_i\right] \\&=&\mathrm{V}\left[\epsilon_i\right] \;\cdots\;\mathrm{V}\left[X\pm t\right]=\mathrm{V}\left[X\right]\;(t:分散をとることについて定数) \\&=&\sigma^2 \\\mathrm{Cov}\left[y_i, y_j\right] &=&\mathrm{E}\left[\left(y_i-\mathrm{E}\left[y_i\right]\right)\left(y_j-\mathrm{E}\left[y_j\right]\right)\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[X,Y\right]=\mathrm{E}\left[\left(X-\mathrm{E}\left[X\right]\right)\left(Y-\mathrm{E}\left[Y\right]\right)\right]} \\&=&\mathrm{E}\left[\left(\alpha+\beta x_i+\epsilon_i-\mathrm{E}\left[\alpha+\beta x_i+\epsilon_i\right]\right)\left(\alpha+\beta x_j+\epsilon_j-\mathrm{E}\left[\alpha+\beta x_j+\epsilon_j\right]\right)\right] \;\cdots\;y_i=\alpha+\beta x_i+\epsilon_i \\&=&\mathrm{E}\left[\left(\alpha+\beta x_i+\epsilon_i-\alpha-\beta x_i-\mathrm{E}\left[\epsilon_i\right]\right)\left(\alpha+\beta x_j+\epsilon_j-\alpha-\beta x_j-\mathrm{E}\left[\epsilon_j\right]\right)\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[X\pm t\right]=\mathrm{E}\left[X\right]\pm t} \\&=&\mathrm{E}\left[\left(\epsilon_i-\mathrm{E}\left[\epsilon_i\right]\right)\left(\epsilon_j-\mathrm{E}\left[\epsilon_j\right]\right)\right] \\&=&\mathrm{Cov}\left[\epsilon_i, \epsilon_j\right] \end{eqnarray} $$ 上記を踏まえて\((x_i-\bar{x})\)を加えた分散・共分散について $$ \begin{eqnarray} \mathrm{Cov}\left[(x_i-\bar{x})(y_i-\bar{y}), (x_j-\bar{x})(y_j-\bar{y})\right] &=&(x_i-\bar{x})(x_j-\bar{x})\mathrm{Cov}\left[(y_i-\bar{y}), (y_j-\bar{y})\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[c_0X_i, c_1X_j\right]=c_0c_1\mathrm{Cov}\left[X_i,X_j\right]} \\&=&(x_i-\bar{x})(x_j-\bar{x})\mathrm{E}\left[\left\{(y_i-\bar{y})-\mathrm{E}\left[y_i-\bar{y}\right]\right\}\left\{(y_j-\bar{y})-\mathrm{E}\left[y_j-\bar{y}\right]\right\}\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[X,Y\right]=\mathrm{E}\left[\left(X-\mathrm{E}\left[X\right]\right)\left(Y-\mathrm{E}\left[Y\right]\right)\right]} \\&=&(x_i-\bar{x})(x_j-\bar{x})\mathrm{E}\left[\left\{y_i-\bar{y}-\mathrm{E}\left[y_i\right]+\bar{y}\right\}\left\{y_j-\bar{y}-\mathrm{E}\left[y_j\right]+\bar{y}\right\}\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[X\pm t\right]=\mathrm{E}\left[X\right]\pm t} \\&=&(x_i-\bar{x})(x_j-\bar{x})\mathrm{E}\left[\left(y_i-\mathrm{E}\left[\bar{y}\right]\right)\left(y_j-\mathrm{E}\left[\bar{y}\right]\right)\right] \\&=&(x_i-\bar{x})(x_j-\bar{x})\mathrm{Cov}\left[y_i, y_j\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[X,Y\right]=\mathrm{E}\left[\left(X-\mathrm{E}\left[X\right]\right)\left(Y-\mathrm{E}\left[Y\right]\right)\right]} \\&=&\left\{\begin{array} \;(x_i-\bar{x})^2\sigma^2&(i=j) \\(x_i-\bar{x})(x_j-\bar{x})0&(i \neq j) \end{array}\right. \;\cdots\;\mathrm{Cov}\left[y_i,y_j\right]=\mathrm{Cov}\left[\epsilon_i,\epsilon_j\right]=\left\{\begin{array}\;\mathrm{V}\left[\epsilon_i\right]=\sigma^2&(i=j)\\0&(i \neq j)\end{array}\right. \\ \mathrm{V}\left[(x_i-\bar{x})y_i\right] &=&(x_i-\bar{x})^2\mathrm{V}\left[y_i\right]\;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-variance.html}{\mathrm{V}\left[cX\right]=c^2\mathrm{V}\left[X\right]} \\&=&(x_i-\bar{x})^2\sigma^2\;\cdots\;上記i=jのケース \end{eqnarray} $$

\(S_{xy}\)の分散

$$ \begin{eqnarray} \mathrm{V}\left[S_{xy}\right] &=&\mathrm{V}\left[\sum_{i=1}^{n}\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right)\right] \;\cdots\;S_{xy}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right) \\&=& \sum_{i=1}^{n}\mathrm{V}\left[\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right)\right] +2\sum_{i\lt j}\mathrm{Cov}\left[\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right), \left(x_j-\bar{x}\right)\left(y_j-\bar{y}\right)\right] \\&&\;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{V}\left[\sum_{i=1}^{n}X_i\right] =\sum_{i=1}^{n}\mathrm{V}\left[X_i\right]+2\sum_{i\lt j}\mathrm{Cov}\left[X_i, X_j\right]} \\&=&\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2\sigma^2+2\sum_{i\lt j}0 \\&&\;\cdots\;\mathrm{V}\left[\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right)\right]=\left(x_i-\bar{x}\right)^2\sigma^2 \\&&\;\cdots\;\mathrm{Cov}\left[\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right), \left(x_j-\bar{x}\right)\left(y_j-\bar{y}\right)\right]=0\;(i\neq j) \\&=&\sigma^2\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2 \;\cdots\;\sum_{i=0}^n cX_i=c\sum_{i=0}^n X_i \\&=&\sigma^2S_{xx} \;\cdots\;S_{xx}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2 \end{eqnarray} $$

最小2乗推定量\(\hat{\beta}\)の分散

$$ \begin{eqnarray} \mathrm{V}\left[\hat{\beta}\right] &=&\mathrm{V}\left[\frac{S_{xy}}{S_{xx}}\right] \;\cdots\;\hat{\beta}=\frac{S_{xy}}{S_{xx}},\;S_{xx}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2,\;S_{xy}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right) \\&=&\frac{1}{S_{xx}^2}\mathrm{V}\left[S_{xy}\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-variance.html}{\mathrm{V}\left[cX\right]=c^2\mathrm{V}\left[X\right]} \\&=&\frac{1}{S_{xx}^2}\sigma^2S_{xx} \;\cdots\;\mathrm{V}\left[S_{xy}\right]=\sigma^2S_{xx} \\&=&\frac{1}{S_{xx}}\sigma^2 \end{eqnarray} $$

最小2乗推定量\(\hat{\alpha}\)の分散

$$ \begin{eqnarray} \mathrm{V}\left[\hat{\alpha}\right] &=&\mathrm{V}\left[\bar{y}-\hat{\beta}\bar{x}\right] \;\cdots\;\hat{\alpha}=\bar{y}-\hat{\beta}\bar{x} \\&=&\mathrm{V}\left[\bar{y}-\frac{S_{xy}}{S_{xx}}\bar{x}\right] \;\cdots\;\hat{\beta}=\frac{S_{xy}}{S_{xx}},\;S_{xx}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2,\;S_{xy}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right) \\&=&\mathrm{V}\left[\bar{y}\right]+\mathrm{V}\left[\frac{S_{xy}}{S_{xx}}\bar{x}\right] -2\mathrm{Cov}\left[\bar{y}, \frac{S_{xy}}{S_{xx}}\bar{x}\right] \\&&\;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-variance.html}{\mathrm{V}\left[X\pm Y\right]=\mathrm{V}\left[X\right]\pm 2\mathrm{Cov}\left[X,Y\right]+\mathrm{V}\left[Y\right]} \\&=&\mathrm{V}\left[\bar{y}\right]+\mathrm{V}\left[\frac{S_{xy}}{S_{xx}}\bar{x}\right]-2\cdot0 \;\cdots\;\mathrm{Cov}\left[\bar{y}, \frac{S_{xy}}{S_{xx}}\bar{x}\right]=0\;(後述) \\&=&\mathrm{V}\left[\bar{y}\right] +\frac{\bar{x}^2}{S_{xx}^2}\mathrm{V}\left[S_{xy}\right] \\&=&\mathrm{V}\left[\frac{1}{n}\sum_{i=1}^{n}y_i\right] +\frac{\bar{x}^2}{S_{xx}^2}\sigma^2S_{xx} \;\cdots\;\mathrm{V}\left[S_{xy}\right]=\sigma^2S_{xx} \\&=&\frac{1}{n^2}\mathrm{V}\left[\sum_{i=1}^{n}y_i\right] +\frac{\bar{x}^2}{S_{xx}}\sigma^2 \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-variance.html}{\mathrm{V}\left[cX\right]=c^2\mathrm{V}\left[X\right]} \\&=&\frac{1}{n^2} \left\{ \sum_{i=1}^{n}\mathrm{V}\left[y_i\right] +2\sum_{i\lt j}\mathrm{Cov}\left[y_i, y_j\right] \right\} +\frac{\bar{x}^2}{S_{xx}}\sigma^2 \\&&\;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{V}\left[\sum_{i=1}^{n}X_i\right] =\sum_{i=1}^{n}\mathrm{V}\left[X_i\right]+2\sum_{i\lt j}\mathrm{Cov}\left[X_i, X_j\right]} \\&=&\frac{1}{n^2}\left\{ \sum_{i=1}^{n}\sigma^2 +2\sum_{i\lt j}0 \right\} +\frac{\bar{x}^2}{S_{xx}}\sigma^2 \;\cdots\;\mathrm{V}\left[y_i\right]=\sigma^2,\;\mathrm{Cov}\left[y_i, y_j\right]=0 \\&=&\frac{1}{n^2}n\sigma^2 +\frac{\bar{x}^2}{S_{xx}}\sigma^2 \;\cdots\;\sum_{i=0}^n c=nc \\&=&\left(\frac{1}{n}+\frac{\bar{x}^2}{S_{xx}}\right)\sigma^2 \end{eqnarray} $$

最小2乗推定量\(\hat{\alpha}\)と\(\hat{\beta}\)の共分散

$$ \begin{eqnarray} \mathrm{Cov}\left[\hat{\alpha},\hat{\beta}\right] &=&\mathrm{E}\left[\left(\hat{\alpha}-\mathrm{E}\left[\hat{\alpha}\right]\right)\left(\hat{\beta}-\mathrm{E}\left[\hat{\beta}\right]\right)\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[X,Y\right]=\mathrm{E}\left[\left(X-\mathrm{E}\left[X\right]\right)\left(Y-\mathrm{E}\left[Y\right]\right)\right]} \\&=&\mathrm{E}\left[ \left( \left(\bar{y}-\hat{\beta}\bar{x}\right) -\mathrm{E}\left[\bar{y}-\hat{\beta}\bar{x}\right] \right) \left( \hat{\beta}-\mathrm{E}\left[\hat{\beta}\right] \right) \right] \;\cdots\;\alpha=\bar{y}-\hat{\beta}\bar{x} \\&=&\mathrm{E}\left[ \left( \bar{y}-\frac{S_{xy}}{S_{xx}}\bar{x} -\mathrm{E}\left[ \bar{y}-\frac{S_{xy}}{S_{xx}}\bar{x} \right] \right) \left( \frac{S_{xy}}{S_{xx}} -\mathrm{E}\left[ \frac{S_{xy}}{S_{xx}} \right] \right) \right] \;\cdots\;\hat{\beta}=\frac{S_{xy}}{S_{xx}},\;S_{xx}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)^2,\;S_{xy}=\sum_{i=1}^{n}\left(x_i-\bar{x}\right)\left(y_i-\bar{y}\right) \\&=&\mathrm{E}\left[ \left( \bar{y}-\frac{S_{xy}}{S_{xx}}\bar{x} -\mathrm{E}\left[ \bar{y} \right] +\mathrm{E}\left[ \frac{S_{xy}}{S_{xx}}\bar{x} \right] \right) \left( \frac{S_{xy}}{S_{xx}} -\mathrm{E}\left[ \frac{S_{xy}}{S_{xx}} \right] \right) \right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[X\pm Y\right]=\mathrm{E}\left[X\right]\pm\mathrm{E}\left[Y\right]} \\&=&\mathrm{E}\left[ \left( \bar{y}-\frac{S_{xy}}{S_{xx}}\bar{x} -\mathrm{E}\left[ \bar{y} \right] +\frac{\bar{x}}{S_{xx}}\mathrm{E}\left[ S_{xy} \right] \right) \left( \frac{S_{xy}}{S_{xx}} -\frac{1}{S_{xx}}\mathrm{E}\left[ S_{xy} \right] \right) \right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[cX\right]=c\mathrm{E}\left[X\right]} \\&=&\mathrm{E}\left[ \left\{ \bar{y}-\mathrm{E}\left[\bar{y}\right] -\frac{\bar{x}}{S_{xx}}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right) \right\} \left\{ \frac{1}{S_{xx}}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right) \right\} \right] \\&=&\mathrm{E}\left[ -\frac{\bar{x}}{S_{xx}}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right) \frac{1}{S_{xx}}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right) \right] \;\cdots\;\bar{y}-\mathrm{E}\left[\bar{y}\right]=\bar{y}-\bar{y}=0 \\&=&\mathrm{E}\left[ -\frac{\bar{x}}{S_{xx}^2}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right)^2 \right] \\&=&-\frac{\bar{x}}{S_{xx}^2}\mathrm{E}\left[ \left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right)^2 \right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[cX\right]=c\mathrm{E}\left[X\right]} \\&=&-\frac{\bar{x}}{S_{xx}^2}\sigma^2S_{xx} \;\cdots\;\mathrm{E}\left[\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right)^2\right]=\mathrm{V}\left[S_{xy}\right]=\sigma^2S_{xx} \\&=&-\frac{\bar{x}}{S_{xx}}\sigma^2 \end{eqnarray} $$

\(\mathrm{Cov}\left[\bar{y}, \frac{S_{xy}}{S_{xx}}\bar{x}\right]=0\)について

$$ \begin{eqnarray} \mathrm{Cov}\left[\bar{y}, \frac{S_{xy}}{S_{xx}}\bar{x}\right] &=&\mathrm{E}\left[\left(\bar{y}-\mathrm{E}\left[\bar{y}\right]\right)\left(\frac{S_{xy}}{S_{xx}}\bar{x}-\mathrm{E}\left[\frac{S_{xy}}{S_{xx}}\bar{x}\right]\right)\right] \;\cdots\;\href{https://shikitenkai.blogspot.com/2020/08/covariance.html}{\mathrm{Cov}\left[X,Y\right]=\mathrm{E}\left[\left(X-\mathrm{E}\left[X\right]\right)\left(Y-\mathrm{E}\left[Y\right]\right)\right]} \\&=&\mathrm{E}\left[\left(\bar{y}-\bar{y}\right)\left(\frac{S_{xy}}{S_{xx}}\bar{x}-\frac{\bar{x}}{S_{xx}}\mathrm{E}\left[S_{xy}\right]\right)\right] \;\cdots\;\mathrm{E}\left[\bar{y}\right]=\bar{y},\;\href{https://shikitenkai.blogspot.com/2019/06/discrete-random-variable-expected-value.html}{\mathrm{E}\left[cX\right]=c\mathrm{E}\left[X\right]} \\&=&\mathrm{E}\left[0\cdot\frac{\bar{x}}{S_{xx}}\left(S_{xy}-\mathrm{E}\left[S_{xy}\right]\right)\right] \\&=&\mathrm{E}\left[0\right] \\&=&0 \end{eqnarray} $$

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