Régression Multilinéaire en Génie des Procédés
Régression Multilinéaire en Génie des Procédés
TP de la Modélisation, simulation et
optimisation des procédés
Régression multilinéaire
1 Introduction…………………………………………………………………………………………………………….3
2 Effet principal………………………………………………………………………..………………………………..4
3 Effet d’interaction……………………………..…………………………………………………………………….8
4 Effet quadratique……………………………………………………………………………………………………13
2
Introduction
L’adsorption de l’acide tannique sur la fluorine dépend de la concentration initiale de l’acide
tannique (Ci), de pH du mélange (pH) et de la température (T). Cette étude a donné les résultats
expérimentaux récapitulés dans le tableau suivant. Ces données sont obtenues en se basant sur un
plan d’expérience PCC (plan d’expérience composite centré)
2. Ajuster les différents modèles statistiques en utilisant les méthodes de régression multiple via le
logiciel de Statraphics.
3. Donner les résultats de l’analyse de variance pour chaque méthode de régression utilisée.
3
Effet principal
Least square
Avec constant
Dependent variable: q
Independent variables:
T
PH
C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 16,594 7,07093 2,34679 0,0354
T -0,0542286 0,0219484 -2,47073 0,0281
PH -0,120781 0,131691 -0,917158 0,3758
C 0,0599837 0,00823067 7,28783 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 65,0972 3 21,6991 20,02 0,0000
Residual 14,0907 13 1,0839
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
8,5 4
6,5
Studentized residual
2
observed
4,5
0
2,5
-2
0,5
-1,5 -4
-1,5 0,5 2,5 4,5 6,5 8,5 0 2 4 6 8
predicted predicted q
Sans constante
Dependent variable: q
Independent variables:
T
PH
C
Number of observations: 17
4
Standard T
Parameter Estimate Error Statistic P-Value
T -0,00338543 0,00404273 -0,837412 0,4164
PH -0,0776124 0,149929 -0,517661 0,6128
C 0,0613327 0,00944022 6,49696 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 130,046 3 43,3487 30,25 0,0000
Residual 20,0602 14 1,43287
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
9,3 4
7,3
Studentized residual
2
observed
5,3
0
3,3
-2
1,3
-0,7 -4
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 15,6881 6,96178 2,25347 0,0408
T -0,0542286 0,0218236 -2,48486 0,0262
C 0,0599837 0,00818385 7,32953 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 64,1854 2 32,0927 29,95 0,0000
Residual 15,0025 14 1,07161
Total (Corr.) 79,1879 16
5
R-squared = 81,0546 percent
R-squared (adjusted for d.f.) = 78,3481 percent
Standard Error of Est. = 1,03518
Mean absolute error = 0,79122
Durbin-Watson statistic = 1,95229 (P=0,5100)
Lag 1 residual autocorrelation = -0,0057418
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
8,8 4
6,8
Studentized residual
2
observed
4,8
0
2,8
-2
0,8
-1,2 -4
-1,2 0,8 2,8 4,8 6,8 8,8 0 2 4 6 8
predicted predicted q
Sans constante
Dependent variable: q
Independent variables:
T
PH
C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
T -0,00520442 0,00194971 -2,66933 0,0175
C 0,0612845 0,00920654 6,65662 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 129,662 2 64,831 47,57 0,0000
Residual 20,4442 15 1,36295
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
q = -0,00520442*T + 0,0612845*C
.
6
Plot of q Residual Plot
9,4 5
7,4 3
Studentized residual
observed
5,4 1
3,4 -1
1,4 -3
-0,6 -5
-0,6 1,4 3,4 5,4 7,4 9,4 0 2 4 6 8
predicted predicted q
Avec constant
Dependent variable: q
Independent variables:
T
PH
C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 15,6881 6,96178 2,25347 0,0408
T -0,0542286 0,0218236 -2,48486 0,0262
C 0,0599837 0,00818385 7,32953 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 64,1854 2 32,0927 29,95 0,0000
Residual 15,0025 14 1,07161
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
8,8 4
6,8
Studentized residual
2
observed
4,8
0
2,8
-2
0,8
-1,2 -4
-1,2 0,8 2,8 4,8 6,8 8,8 0 2 4 6 8
predicted predicted q
7
Sans constant
Dependent variable: q
Independent variables:
T
PH
C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
T -0,00520442 0,00194971 -2,66933 0,0175
C 0,0612845 0,00920654 6,65662 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 129,662 2 64,831 47,57 0,0000
Residual 20,4442 15 1,36295
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 3 independent
variables. The equation of the fitted model is
q = -0,00520442*T + 0,0612845*C
9,4 5
7,4 3
Studentized residual
observed
5,4 1
3,4 -1
1,4 -3
-0,6 -5
-0,6 1,4 3,4 5,4 7,4 9,4 0 2 4 6 8
predicted predicted q
Effet d’interaction
Least square
Avec constant
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
Number of observations: 17
8
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -13,9258 21,5284 -0,646854 0,5323
T 0,0371079 0,0675145 0,549628 0,5946
PH 0,149647 2,48233 0,0602848 0,9531
C 0,559422 0,156298 3,57919 0,0050
T*PH -0,000232057 0,00777971 -0,0298284 0,9768
T*C -0,00149327 0,000486232 -3,0711 0,0118
PH*C -0,00327723 0,00291739 -1,12334 0,2875
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 72,3789 6 12,0632 17,72 0,0001
Residual 6,80894 10 0,680894
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
9,5 2,5
7,5 1,5
Studentized residual
observed
5,5 0,5
3,5 -0,5
1,5 -1,5
-0,5 -2,5
-0,5 1,5 3,5 5,5 7,5 9,5 0 2 4 6 8
predicted predicted q
Sans constante
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
T -0,0064448 0,00485414 -1,32769 0,2112
PH -1,23894 1,21308 -1,02131 0,3290
C 0,515381 0,13692 3,76409 0,0031
T*PH 0,00410514 0,00383967 1,06914 0,3079
T*C -0,00135773 0,000427011 -3,17961 0,0088
PH*C -0,00316215 0,00283394 -1,11581 0,2883
Analysis of Variance
9
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 143,012 6 23,8354 36,96 0,0000
Residual 7,09384 11 0,644895
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
9,4 2,5
7,4 1,5
Studentized residual
observed
5,4 0,5
3,4 -0,5
1,4 -1,5
-0,6 -2,5
-0,6 1,4 3,4 5,4 7,4 9,4 0 2 4 6 8
predicted predicted q
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -1,55656 0,434649 -3,58118 0,0030
C 0,396562 0,0785613 5,0478 0,0002
T*C -0,00105842 0,000246214 -4,29878 0,0007
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 69,8692 2 34,9346 52,48 0,0000
Residual 9,31873 14 0,665624
Total (Corr.) 79,1879 16
10
.
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
9,3 3
2
7,3
Studentized residual
1
observed
5,3
0
3,3
-1
1,3
-2
-0,7 -3
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
Sans constant
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
PH -0,18674 0,0490054 -3,81061 0,0019
C 0,394501 0,0761411 5,18118 0,0001
T*C -0,00105842 0,000238782 -4,43258 0,0006
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 141,342 3 47,1139 75,26 0,0000
Residual 8,76464 14 0,626046
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
11
Plot of q Residual Plot
8,9 2,5
6,9 1,5
Studentized residual
observed
4,9 0,5
2,9 -0,5
0,9 -1,5
-1,1 -2,5
-1,1 0,9 2,9 4,9 6,9 8,9 0 2 4 6 8
predicted predicted q
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -1,55656 0,434649 -3,58118 0,0030
C 0,396562 0,0785613 5,0478 0,0002
T*C -0,00105842 0,000246214 -4,29878 0,0007
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 69,8692 2 34,9346 52,48 0,0000
Residual 9,31873 14 0,665624
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
9,3 3
2
7,3
Studentized residual
1
observed
5,3
0
3,3
-1
1,3
-2
-0,7 -3
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
12
Sans constant
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
T -0,00482825 0,00138149 -3,49496 0,0036
C 0,377404 0,0792588 4,76167 0,0003
T*C -0,000999058 0,000249642 -4,00197 0,0013
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 140,571 3 46,8569 68,79 0,0000
Residual 9,53562 14 0,681116
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 6 independent
variables. The equation of the fitted model is
9,2 3
2
7,2
Studentized residual
1
observed
5,2
0
3,2
-1
1,2
-2
-0,8 -3
-0,8 1,2 3,2 5,2 7,2 9,2 0 2 4 6 8
predicted predicted q
Effet quadratique
Least square
Avec constant
Dependent variable: q
Independent variables:
T
PH
C
T*PH
13
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -7,52663 115,313 -0,065271 0,9498
T 0,0455029 0,729152 0,0624052 0,9520
PH -1,816 1,41145 -1,28662 0,2391
C 0,521385 0,0821914 6,34354 0,0004
T*PH -0,000232057 0,00397637 -0,058359 0,9551
T*C -0,00149327 0,000248523 -6,00857 0,0005
PH*C -0,00327723 0,00149114 -2,1978 0,0639
T*T -0,0000131997 0,00114518 -0,0115263 0,9911
PH*PH 0,131043 0,0412265 3,17862 0,0155
C*C 0,000316975 0,000161041 1,96829 0,0897
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 77,9427 9 8,6603 48,69 0,0000
Residual 1,24516 7 0,177879
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
9,3 4
7,3
Studentized residual
2
observed
5,3
0
3,3
-2
1,3
-0,7 -4
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
Sans constante
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
14
Standard T
Parameter Estimate Error Statistic P-Value
T -0,00202747 0,0348579 -0,0581637 0,9550
PH -1,80979 1,31769 -1,37346 0,2069
C 0,521601 0,0768439 6,7878 0,0001
T*PH -0,000210711 0,00370808 -0,056825 0,9561
T*C -0,0014926 0,000232346 -6,42404 0,0002
PH*C -0,00327666 0,00139523 -2,34847 0,0468
T*T 0,0000611966 0,000103707 0,590092 0,5714
PH*PH 0,130174 0,0365067 3,56575 0,0073
C*C 0,000313367 0,000141528 2,21416 0,0577
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 148,86 9 16,54 106,20 0,0000
Residual 1,24591 8 0,155739
Total 150,106 17
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
9,3 4
7,3
Studentized residual
2
observed
5,3
0
3,3
-2
1,3
-0,7 -4
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
15
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 17,0014 6,09342 2,79013 0,0145
T -0,0542286 0,019131 -2,83459 0,0132
C*C 0,000503339 0,0000584619 8,60968 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 67,6591 2 33,8295 41,08 0,0000
Residual 11,5288 14 0,823488
Total (Corr.) 79,1879 16
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
9,1 4
7,1
Studentized residual
2
observed
5,1
0
3,1
-2
1,1
-0,9 -4
-0,9 1,1 3,1 5,1 7,1 9,1 0 2 4 6 8
predicted predicted q
Sans constant
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
C*C 0,000471587 0,0000442782 10,6506 0,0000
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 131,551 1 131,551 113,43 0,0000
Residual 18,5553 16 1,15971
Total 150,106 17
16
R-squared (adjusted for d.f.) = 87,6385 percent
Standard Error of Est. = 1,0769
Mean absolute error = 0,728186
Durbin-Watson statistic = 1,96978
Lag 1 residual autocorrelation = 0,00778721
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
q = 0,000471587*C*C
8 5
Studentized residual
6
observed
1
4
-1
2
-3
0 -5
0 2 4 6 8 0 2 4 6 8
predicted predicted q
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -5,65028 5,18994 -1,0887 0,3046
T 0,0353675 0,0153149 2,30935 0,0463
PH -1,88737 0,521252 -3,62085 0,0056
C 0,521461 0,0722728 7,21517 0,0001
T*C -0,00149327 0,000219232 -6,81136 0,0001
PH*C -0,00327723 0,00131539 -2,49145 0,0343
PH*PH 0,130882 0,0342059 3,82629 0,0041
C*C 0,000316345 0,000133617 2,36755 0,0421
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 77,9421 7 11,1346 80,44 0,0000
Residual 1,24578 9 0,138421
Total (Corr.) 79,1879 16
17
Durbin-Watson statistic = 3,04771 (P=0,9845)
Lag 1 residual autocorrelation = -0,526309
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
9,3 4
7,3
Studentized residual
2
observed
5,3
0
3,3
-2
1,3
-0,7 -4
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
Sans constante
Dependent variable: q
Independent variables:
T
PH
C
T*PH
T*C
PH*C
T*T
PH*PH
C*C
Number of observations: 17
Standard T
Parameter Estimate Error Statistic P-Value
PH -1,88431 0,406548 -4,63491 0,0009
C 0,52054 0,0517819 10,0526 0,0000
T*C -0,00148931 0,000149838 -9,93945 0,0000
PH*C -0,00327108 0,00122437 -2,67164 0,0234
T*T 0,0000551033 0,0000134728 4,08996 0,0022
PH*PH 0,130644 0,0273596 4,77508 0,0008
C*C 0,000313112 0,000124722 2,51049 0,0309
Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 148,86 7 21,2657 170,61 0,0000
Residual 1,24648 10 0,124648
Total 150,106 17
The StatAdvisor
18
The output shows the results of fitting a multiple linear regression model to describe the relationship between q
and 9 independent
variables. The equation of the fitted model is
9,3 4
7,3
Studentized residual
2
observed
5,3
0
3,3
-2
1,3
-0,7 -4
-0,7 1,3 3,3 5,3 7,3 9,3 0 2 4 6 8
predicted predicted q
D’après l’analyse des « R-sqaured »et des « Meanabsoluteerror » on voit que le modèle 14
est le plus significatif du point de vue estimation des paramètres et description du procède,
c’est le modèle qui explique mieux la variabilité des paramètres par l’intermédiaire de la
régression et qui nous donne les valeurs les plus proches à celle obtenu par l’expérience.
19
C’est le modèle moindre carrées avec le main effect, les interactions, les carrées et sans
constante
On trouve aussi que les modèles 13,17 et 18 offrent aussi une très bonne régression vis-à-vis
les procédés vu leurs « R-squared » qui atteignent les 98% et leurs « MEA » qui sont aussi
faibles que celle du modèle 14.
Modèle 13: moindre carrées avec le main effect, les interactions, les carrées et constante :
Modele 17 : backwardsstepwiseselection avec le main effect, les interactions, les carrées et constante:
Modele 18 : backwardsstepwiseselection avec le main effect, les interactions, les carrées et sans constante:
D’après le tableau récapitulatif on peut constater que les meilleurs modèles sont ceux qui
incluent la main effect, les interactions et les carrées
Dans ce cas on peut appliquer le test de Fisher pour un coefficient de confiance α = 0,95
pour comparer entre ces modèles :
On a F (0.95, 3 , 4)=6.591382
𝛔𝟐𝟏𝟑
Le rapport de variance donne: 1.00526 < 6.591382.
𝛔𝟐𝟏𝟒
Donc le test de Fisher est validé et on prend le modèle le plus simple avec le plus grand
résidu étant le modèle 14.
On a F (0.95, 4,9)=3.633088
𝛔𝟐𝟏𝟒
Le rapport de variance donne: 0.997858<3.633088.
𝛔𝟐𝟏𝟕
Donc le test de Fisher est validé et on prend le modèle le plus simple étant le modèle 13.
On a F (0.95 , 4 ,9)=3.633088
20
𝛔𝟐𝟏𝟒
Le rapport de variance donne:0.998908<3.633088.
𝛔𝟐𝟏𝟖
Donc le test de Fisher est validé et on prend le modèle le plus simple étant le modèle 13.
D’après l’analyse des résidus, des erreurs et le test de Fisher on peut déduire que le modèle le
plus significatif au procédé est le modèle 14, c’est :
le modèle moindre carrées avec le main effect, les interactions, les carrées et sans constante.
21