Chuong 4 - Hoi Quy Tuyen Tinh Boi

TRNG CAO NG
T K THUT SI GN
KINH KINH
T LNG
Chng 4: Hi quy tuyn tnh bi
Khoa Kinh t & Qun tr Kinh doanh
KINH T LNG
Trong trng hp s bin gii thch

>1 hi quy tuyn nh bi.
Bin cn c gii thch
Y a 0 a1X1 a 2 X 2 ... a k X k
V d: Hi quy tuyn nh bi bc k.
Ging vin: PGS. TS. NGUYN THNG

E-mail: nguyenthong@hcmut.edu.vn or nthong56@yahoo.fr
Bin gii thch
Web: http://www4.hcmut.edu.vn/~nguyenthong/
1
PGS. TS. Nguyn Thng
Tl. (08) 38 640 979 - 098 99 66 719
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
NI DUNG MN HC
Chng 1: Thng k m t & Phn phi xc
sut c bn (n).
Chng 2: Kim nh gi thit thng k.
Chng 3: Hi quy tuyn tnh (HQTT) n.
Chng 4: Hi quy tuyn tnh bi.
Chng 5: Hi quy tuyn tnh vi bin gi & gi
tuyn tnh.
Chng 6: nh gi cht lng hi quy.
Chng 7: Phn tch chui thi gian.
Chng 8: Gii thiu phn mm SPSS p dng
cho HQTT & Chui thi gian
2
PGS. TS. Nguyn Thng
KINH T LNG
GI THIT
Gi thit v ngu nhin:
H1 : cc gi tr ca xi,t c quan
trc ng (khng c sai s).
H2 : E(t )=0; trung bnh s hc
ca cc sai s l bng 0.
5
PGS. TS. Nguyn Thng
KINH T LNG
H3 :
HI QUY
TUYN TNH BI
E ( t2 ) 2 hs.
Phng sai ca sai s l hng s vi

mi t (bin dao ng ca
quanh gi tr TB ca n l khng b
phn k).
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
H3
KINH T LNG
2 hs
2 hs
N
Xt 2 (nhiu) Vect : X1 aX 2 b
- Nu a 0
X1, X2 PH
THUC TUYN TNH
- Nu a 0 X1, X2 C LP
TUYN TNH
PGS. TS. Nguyn Thng
10
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
H4 : cc sai s th c lp vi nhau.
E( t . t p ) 0 if p 0
Gi tr nh thc det[U] ma trn

vung [U]
H5 : Cov(xi,t , t )=0 : cc sai s c lp vi

bin gii thch.
2 1
3 5
det[ U ] 2 * 5 3 *1 7
PGS. TS. Nguyn Thng
11
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Gi thit v cu trc:
H6 : cc bin gii thch Xi l c
lp tuyn tnh vi nhau, iu ny
cho php ma trn [XX] nghch o
c.
(Tnh a cng tuyn trong hi quy
bi Cn loi b).
Gi thit v cu trc
H7 : XX/n tin v gii hn hu hn n.
H8 : n>(k+1) : s lng quan trc phi ln
hn s lng bin gii thch.
PGS. TS. Nguyn Thng
12
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
XC NH
H S ai
M HNH
Vi:
1 x11
y1
1 x
y
12
Y 2 X . .
.

1 x1n
yn n,1
. xk1
a0
a
. xk2
a 1
. .
.
. xknn,k1 akk1,1
n s quan trc, k s bin c lp

13
PGS. TS. Nguyn Thng
16
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Cc h s cn phi
xc nh
(da vo s liu quan trc).
Y a 0 a1X1 a 2 X 2 ... a k X k
THIT LP PHNG TRNH

XC NH ai
Y n ,1 X n ,k 1a k 1,1 t n ,1
Y n ,1 X n ,k 1 a k 1,1 t n ,1
Chn ai sao cho cc tiu !

14
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
Min
17
KINH T LNG
XC NH H S M HNH aI
Dng phng php BPTT (xem ti
liu Kinh t lng- Tg. Dr. Nguyn
Thng).
Gi
Vi vect thng d :
1
.
kk1,1
Y n ,1 X n ,k 1 a k 1,1 t n ,1
Sai s m hnh
15
PGS. TS. Nguyn Thng
18
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
2
[U]
5
n: Xt vect ct U:
V d: Cho ma trn [U]2,3 nh sau. Tm ma

trn [K] = [ U.U ].
1 3 4
2 7 6 2 , 3
Ta c vect chuyn v [U]:
[U]' [2 5]
Ta thy:
2
2
[U]'[U] [2 5] 29 U
5
19
22
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Dng p/p bnh phng ti thiu:

2
t
V S =f(a) S cc tr (cc tiu) :
'
t
Min Min ( t )
YY YXa a XY a XXa 0
a
a
Ch :
Min Y Xa Y Xa
Y Xa aY X Y X X Y
a
a
Min (S)
X Ma trn chuyn v ca X XEM SAU
20
23
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Vect chuyn v ca vect U

N
V d: Tnh module ca vect U
2
1 2
U U 2 3
1 3 4
3 7 2 7 6
3
4 6

2
UU 2 31, 2 ?1,1
3 2,1
U X2 Y2
2 * 2 3 * 3 13 U
Do :
S
2XY 2XXa 0
a
a a XX XY
1
Cng thc xc nh cc gi tr ai
22 32 13
[X] ma trn chuyn v [X]

[Y]-1 ma trn nghch o ca [Y]
21
PGS. TS. Nguyn Thng
24
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
n: Xc nh ma trn nghch o ca
ma trn [U] [U]-1 ?
CH
det XX
0 Khi cc vect Xk (vect
bin c lp) c mang tnh PH THUC
TUYN TNH vi nhau.
PTTT Vect bt k Xk l t hp tuyn
tnh ca cc vect cn li.
2 1
U det[U] 2 * 5 4 * 1 6
4 5
a b
1 0
1
with U * U 0 1
c d
i j
i j
a ( 1) * 5 / det[ U ] ; b ( 1) * 4 / det[ U ]
U1
c ( 1)i j * 1 / det[ U ] ; d ( 1)i j * 2 / det[ U ]

i, j hang & cot
25
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
V d: Tnh det (nh thc) ca ma trn

sau. Nhn xt.
1 2
A detA 1*10 2 * 5 0
5 10
X2 2.X1
X1
X2
X1 v X2 l 2 vect
PH THUC TUYN TNH
Vect ny l t hp tuyn tnh cc vect cn26 li
PGS. TS. Nguyn Thng
Ph thuc tuyn tnh gia Xk
1
X
.
n s quan trc, k s bin c lp
29
KINH T LNG
CH
XX 1
nghch o c
Bi tp: Dng cng thc l thuyt xc nh h

s m hnh hi quy tuyn tnh bi sau
(E/KinhTeLuong/Hoi quy boi-Xac dinh he so
mo hinh.xls):
det XX 0
Y a 1X1 a 2 X 2 a 0
detXX 0
Khi
Hin tng A
CNG TUYN trong hi quy tuyn tnh
bi Cn LOI B.
Hi quy tuyn tnh

bi bc 2
27
PGS. TS. Nguyn Thng
x11 . xk1
x12 . xk2
. . .
x1n . xkn(n,k1)
PGS. TS. Nguyn Thng
KINH T LNG
ma trn :
28
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
Y
12
11
14
8
7
13
15
X1
11
10
13
9
8
13
14
X2
16
15
17
10
8
14
15
30
KINH T LNG
Hng dn:
[Y]
Y
12
11
14
8
7
13
15
Ma tran [X]' *[Y]

[ 80
a0
1
1
1
1
1
1
1
X1
11
10
13
9
8
13
14
KINH T LNG
M hnh d kin:
X2
16
15
17
10
8
14
15
931
[X]
1138 ]
31
PGS. TS. Nguyn Thng
34
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Hng dn:
Ma tran [X]' *[X]
7
78
95
78
900
1093
95
1093
1355
Ma tran [X]' *[X] nghich o

4.2142
-0.3146
-0.0417
-0.3146
0.0780
-0.0409
-0.0417
-0.0409
0.0366
32
PGS. TS. Nguyn Thng
KINH T LNG
Hng dn:
35
PGS. TS. Nguyn Thng
a0
-3.20
a1
0.95
a2
0.30
KINH T LNG
M hnh d kin:
Y a1X1 a 2 X 2 a 0
Ch : Nghch o ma trn trong Excel:

Dng hm MINVERSE(a ch ma trn vung)
to gi tr a11
Click chuc chn vng xut ma trn o (ly a11
gc cao bn tri)
Bm F2 sau bm Ctrl & Shift Enter
0.3X1 0.95X 2 3.2
33
PGS. TS. Nguyn Thng
36
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Vi du: S liu quan st trong 6 nm v tiu dng

(Y), thu nhp (X1) v tui trung bnh (X2) nh
sau. Dng Excel (hoc SPSS) xc nh hi quy
tuyn tnh.
a. Xc nh cc h s ca m hnh.
b. Xc nh lch chun ca cc h s.
c. Kim nh gi thit cc h s ny so vi 0.
Y a 0 a 1X1 a 2 X 2
EXCEL
M hnh Y = 37.22+0.629X1 0.537X2
SUMMARY
OUTPUT
Intercept
X1
Coefficients
37.223
0.629
Standard
Error
3.605
0.006
t Stat P-value
10.326 0.001937
99.097 2.27E-06
-0.537
0.097
-5.516 0.011736
X2
37
PGS. TS. Nguyn Thng
40
PGS. TS. Nguyn Thng
KINH T LNG
i
1
2
3
4
5
6
Y ($/thng)
140
155
180
195
270
330
X1 ($/thng)
200
220
250
270
400
500
KINH T LNG
X2 (nm)
45
34
28
24
36
40
Y a0 a1X1 a2X2
Xem EXCEL KinhTeLuong \ HoiQuyBoi_1
Xem SPSS TKUD \ HoiQuyBoi_1.sav
38
PGS. TS. Nguyn Thng
KINH T LNG
SPSS
M hnh Y = 37.22+0.629X1 0.537X2
Unstandardized
Coefficients
Model
1 (Constant)
B
Std. Error
37.22
3.60
Beta
t
Sig.
10.33 .002
X1
.629
.006
1.009 99.10 .000
X2
-.537
.097
-.056 -5.52 .012
41
PGS. TS. Nguyn Thng
KINH T LNG
XC NH
H S
M HNH VI
PHN MM
LCH CHUN
CA CC
H S M HNH
39
PGS. TS. Nguyn Thng
Standardized
Coefficients
42
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
lch chun
Unstandardized
Coefficients
Unstandardized
Coefficients
Model
1 (Constant)
Standardized
Coefficients
B
Std. Error
37.22
3.60
Beta
Model
1 (Constant)
t
Sig.
10.33 .002
X1
.629
.006
1.009 99.10 .000
X2
-.537
.097
-.056 -5.52 .012
Standardized
Coefficients
B
Std. Error
37.22
3.60
Beta
t
Sig.
10.33 .002
X1
.629
.006
1.009 99.10 .000
X2
-.537
.097
-.056 -5.52 .012
Nu Sig < 5% H s ai (B) KHC 0

43
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
KIM NH CC H S CA ai M HNH
C NGHA HAY KHNG
(KHC 0 HAY BNG 0 THEO QUAN IM
THNG K)
Kim nh Student
44
PGS. TS. Nguyn Thng
Tng t v d 1 vi cc s liu nh sau:

N0
1
2
3
4
5
6
7
8
9
10
11
12
x1
2
4
5
6
8
9
10
7
10
9
9
11
x2
5
4
9
12
14
12
10
9
8
12
15
13
x3
20
22
24
22
30
29
27
21
20
22
24
28
x4
8
18
11
12
10
12
8
13
10
9
19
18
x5
51
55
58
60
62
55
47
65
45
58
55
50
47
KINH T LNG
Hng dn: Dng SPSS vi file

TKUD\ HoiQuyBoi_2.sav
t B / Std.Error a i / a i
Unstandardized
Coefficients
B
Std. Error
37.22
3.60
Standardized
Coefficients
Beta
t
Sig.
10.33 .002
X1
.629
.006
1.009 99.10 .000
X2
-.537
.097
-.056 -5.52 .012

45
PGS. TS. Nguyn Thng
y
147.4
187.3
139.9
147.1
105.3
131.1
124.7
170.7
172.6
144.8
189.3
165.5
PGS. TS. Nguyn Thng
KINH T LNG
Model
1 (Constant)
46
PGS. TS. Nguyn Thng
48
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Hng dn: Dng SPSS vi file TKUD\

HoiQuyBoi_2.sav
Y a 0 a 1X 1 a 2 X 2 a 3 X 3 a 4 X 4 a 5 X 5
Y 222.68 2.35X1 4.94X 3 5.04X 4
Standardi
zed
Coeffici
Unstandardized
Coefficients
ents
Std.
Model
B
Error
Beta
t
1
(Constant) 222.680 18.758
11.871
X1
2.352
.824
.253 2.853
X2
-1.072
.711
-.143 -1.507
X3
-4.947
.461
-.687 -10.726
X4
5.045
.333
.777 15.163
X5
-.368
.288
-.086 -1.276
PGS. TS. Nguyn Thng
Sig.
.000
.029
.182
.000
.000
.249
Collinearity
Statistics
Toleranc
e
VIF
.324
.282
.618
.966
.554
3.090
3.552
1.619
1.035
49
1.806
KINH T LNG
Y a 0 a1X1 a 2 X 2
50
PGS. TS. Nguyn Thng
KINH T LNG
S ngy vng (Y)

5
4
2
6
8
6
5
3
7
2
Thm nin (X1)

5
15
10
6
8
7
10
2
5
19
52
PGS. TS. Nguyn Thng
TT
Rc thi ngy (Y)
1
14
2
12
3
16
4
20
5
24
6
29
7
24
8
14
9
16
10
10
11
14
PGS.12
TS. Nguyn Thng8
Nhit (X1)
-5
-8
1
6
8
12
3
-2
-7
-3
-8
-2
m (X2)
1
1
4
6
7
14
17
2
1
-1
-2
53
3
KINH T LNG
Tui (X2)
30
45
42
30
32
35
40
28
50
54
51
PGS. TS. Nguyn Thng
Y a 0 a1X1 a 2 X 2
KINH T LNG
Bi tp: Ngi ta mun kim tra s

quan h tuyn nh nu c gia s
ngy ngh vic khng php ca cng
nhn trong nm (Y) v cc yu t
thm nin (x1) v tui tc (X2). Xem
s liu sau.
TT
1
2
3
4
5
6
7
8
9
10
Bi tp: Ngi ta mun kim tra s quan h

tuyn nh nu c gia lng rc thi hng
ngy v nhit trong ngy (so vi nhit
chun 650F) v m (so vi m chun
55%). Xem s liu sau.
Bi tp: Mt cuc thm d v lng (Lng: nghn

VND/thng) c thc hin trn mt mu n=30 ngi. Cc
yu t nhm gii thch thu nhp gm cc bin lin quan
n gii tnh (GTnh: nam=1 v n=0), Tui, s con phi
nui (Children), trnh hc vn (ED1 : tt nghip ph
thng c s, ED2: tt nghip ph thng trung hc; ED3: tt
nghip i hc v sau i hc).
Ngi ta d kin nghin cu hin tng vi mt m hnh hi
quy tuyn tnh bi nh sau:
Luong b a 1GTinh a 2Tuoi a 3Children

a 4 CoSo a 5T _ Hoc a 6 D _ Hoc
54
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
S liu
N Gioi
tinh
1
0
2
1
3
1
4
1
5
0
6
1
7
1
8
1
9
1
10 0
Tuoi Children CoSo PhoT DaiHoc

hong
48
2
0
1
0
30
2
1
0
0
38
1
0
0
1
23
1
0
0
0
44
3
0
0
1
29
2
0
1
0
33
2
0
0
1
40
0
0
0
0
19
1
0
0
1
18
1
1
0
0
Luong
4
(10 VN)
362
326
1351
335
1334
344
1339
367
1324
308
Luong
Mean
614.6818
Std.
Deviation
457.1139
N
22
GTinh
0.68
0.477
22
Tuoi
31.14
11.548
22
Children
1.23
0.973
22
CoSo
0.23
0.429
22
PThong
0.32
0.477
22
D_Hoc
0.27
0.456
22
55
PGS. TS. Nguyn Thng
KINH T LNG
N
11
12
13
14
15
16
17
18
19
20
21
22
Gioit Tuoi Child CoS PhoT DaiH

inh
ren
o hong oc
1
33
2
0
0
0
1
26
2
0
1
0
0
23
1
1
0
0
0
22
0
0
1
0
1
62
0
0
1
0
1
24
1
1
0
0
1
29
3
1
0
0
1
19
0
0
1
0
0
20
1
0
0
0
1
46
0
0
0
1
1
38
2
0
1
0
0
21
0
0
0
1
KINH T LNG
Luong
4
(10 VN/th)
334
338
319
346
415
328
316
348
321
1377
358
1333 56
PGS. TS. Nguyn Thng
ANOVAb
Sum of
Mean
Model
F
Sig.
Squares df Square
a
1 Regre 4387952.2 6 731325.4 175212.7 .000
ssion
Resid
62.6 15
ual
Total 4388014.8 21
4.2
59
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Kt qu cho bi SPSS
/Kinh te luong/ Hoi quy boi
1.sav
Cu hi:
Hy cho cc nhn xt v ngha
t cc kt qu xut ra t phn
mm ny.
57
PGS. TS. Nguyn Thng
58
PGS. TS. Nguyn Thng
Coefficientsa
Unstandardized Standardized
Coefficients
Coefficients
Std.
Model
B
Beta
Error
1
(Constant)
300.2
1.67
GTinh
8.1
.96
.008
Tuoi
1.5
.04
.038
Children
-10.4
.48
-.022
CoSo
-6.1
1.42
-.006
PThong
12.5
1.31
.013
D_Hoc
999.4
1.34
.997
60
PGS. TS. Nguyn Thng
10
KINH T LNG
KINH T LNG
Coefficientsa
Collinearity Statistics
t
179.4
8.4
35.4
-21.9
-4.3
9.6
747.0
Sig.
Tolerance
.000
.000
.000
.000
.001
.000
.000
Pr F1 ; 2 F %
.952
.833
.928
.534
.513
.534
VIF
1.051
1.200
1.077
1.871
1.951
1.872
61
PGS. TS. Nguyn Thng
Co gia tr cua , 1, 2 xac nh gia tr cua F

bi: p
F
0
PHN PHI FISHER
t
Vung gia tr
kiem nh khac 0
PGS. TS. Nguyn Thng
KINH T LNG
64
KINH T LNG
Model Summaryb
Std.
Error of
Adjuste
the
R
dR
Estimat DurbinModel R
Square Square
e
Watson
1
1.000
1.000
1.000 2.04302
1.637
a
2\1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
1
161
18.5
10.1
7.71
6.61
5.99
5.59
5.32
5.12
4.96
4.84
4.75
4.67
4.6
2
200
19
9.55
6.94
5.79
5.14
4.74
4.46
4.26
4.1
3.98
3.89
3.81
3.74
3
216
19.2
9.28
6.59
5.41
4.76
4.35
4.07
3.86
3.71
3.59
3.49
3.41
3.34
62
PGS. TS. Nguyn Thng
4
225
19.2
9.12
6.39
5.19
4.53
4.12
3.84
3.63
3.48
3.36
3.26
3.18
3.11
5
230
19.3
9.01
6.26
5.05
4.39
3.97
3.69
3.48
3.33
3.2
3.11
3.03
2.96
6
234
19.3
8.94
6.16
4.95
4.28
3.87
3.58
3.37
3.22
3.09
3
2.92
2.85
7
237
19.4
8.89
6.09
4.88
4.21
3.79
3.5
3.29
3.14
3.01
2.91
2.83
2.76
8
239
19.4
8.85
6.04
4.82
4.15
3.73
3.44
3.23
3.07
2.95
2.85
2.77
2.7
Fisher vi =5%
PGS. TS. Nguyn Thng
KINH T LNG
9
241
19.4
8.81
6
4.77
4.1
3.68
3.39
3.18
3.02
2.9
2.8
2.71
2.65
65
KINH T LNG
BNG TRA
PHN PHI
FISHER
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
4.54
4.49
4.45
4.41
4.38
4.35
4.32
4.3
4.28
4.26
4.24
4.17
4.08
4
3.92
3.68
3.63
3.59
3.55
3.52
3.49
3.47
3.44
3.42
3.4
3.39
3.32
3.23
3.15
3.07
63
PGS. TS. Nguyn Thng
Xac suat %
Vung gia tr
kiem nh =0
PGS. TS. Nguyn Thng
3.29
3.24
3.2
3.16
3.13
3.1
3.07
3.05
3.03
3.01
2.99
2.92
2.84
2.76
2.68
3.06
3.01
2.96
2.93
2.9
2.87
2.84
2.82
2.8
2.78
2.76
2.69
2.61
2.53
2.45
2.9
2.85
2.81
2.77
2.74
2.71
2.68
2.66
2.64
2.62
2.6
2.53
2.45
2.37
2.29
2.79
2.74
2.7
2.66
2.63
2.6
2.57
2.55
2.53
2.51
2.49
2.42
2.34
2.25
2.18
Fisher vi =5%
2.71
2.66
2.61
2.58
2.54
2.51
2.49
2.46
2.44
2.42
2.4
2.33
2.25
2.17
2.09
2.64
2.59
2.55
2.51
2.48
2.45
2.42
2.4
2.37
2.36
2.34
2.27
2.18
2.1
2.02
2.59
2.54
2.48
2.46
2.42
2.39
2.37
2.34
2.32
2.3
2.28
2.21
2.12
2.04
1.96
66
11
KINH T LNG
10
242
19.4
8.79
5.96
4.74
4.06
3.64
3.35
3.14
2.98
2.85
2.75
2.67
2.6
2.54
12
244
19.4
8.74
5.91
4.68
4
3.57
3.28
3.07
2.91
2.79
2.69
2.6
2.53
2.48
15
246
19.4
8.7
5.86
4.62
3.94
3.51
3.22
3.01
2.85
2.72
2.62
2.53
2.46
2.4
20
248
19.5
8.66
5.8
4.56
3.87
3.44
3.15
2.94
2.77
2.65
2.54
2.46
2.39
2.33
24
249
19.5
8.64
5.77
4.53
3.84
3.41
3.12
2.9
2.74
2.61
2.51
2.42
2.35
2.29
30
250
19.5
8.62
5.75
4.5
3.81
3.38
3.08
2.86
2.7
2.57
2.47
2.38
2.31
2.25
40
251
19.5
8.59
5.72
4.46
3.77
3.34
3.04
2.83
2.66
2.53
2.43
2.34
2.27
2.2
60
252
19.5
8.57
5.69
4.43
3.74
3.3
3.01
2.79
2.62
2.49
2.38
2.3
2.22
2.16
KINH T LNG
120
253
19.5
8.55
5.66
4.4
3.7
3.27
2.97
2.75
2.58
2.45
2.34
2.25
2.18
2.11
254
19.5
8.53
5.63
4.37
3.67
3.23
2.93
2.71
2.54
2.4
2.3
2.21
2.13
2.07
Fisher vi =5%
PGS. TS. Nguyn Thng
67
12
2\1
1
2
3
4
5
6
7
8
9
10
11
12
15
20
24
30
40
60
120
1000
6106. 6157. 6208. 6234. 6260. 6286. 6313. 6339. 6362.

3
3
7
6
6
8
0
4
7
99.4 99.4 99.4 99.5 99.5 99.5 99.5 99.5 99.5
27.1 26.9 26.7 26.6 26.5 26.4 26.3 26.2 26.1
14.4 14.2 14.0 13.9 13.8 13.7 13.7 13.6 13.5
9.9
9.7
9.6
9.5
9.4
9.3
9.2
9.1
9.0
7.7
7.6
7.4
7.3
7.2
7.1
7.1
7.0
6.9
6.5
6.3
6.2
6.1
6.0
5.9
5.8
5.7
5.7
5.7
5.5
5.4
5.3
5.2
5.1
5.0
4.9
4.9
5.1
5.0
4.8
4.7
4.6
4.6
4.5
4.4
4.3
4.7
4.6
4.4
4.3
4.2
4.2
4.1
4.0
3.9
4.4
4.3
4.1
4.0
3.9
3.9
3.8
3.7
3.6
4.2
4.0
3.9
3.8
3.7
3.6
3.5
3.4 70 3.4
Fisher vi =1%
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
2\1
2.49
2.45
2.41
2.39
2.35
2.32
2.3
2.27
2.25
2.24
2.16
2.08
1.99
1.91
1.83
2.42
2.38
2.34
2.31
2.28
2.25
2.23
2.2
2.18
2.16
2.09
2
1.92
1.83
1.75
2.35
2.31
2.27
2.23
2.2
2.18
2.15
2.13
2.11
2.09
2.01
1.92
1.84
1.75
1.67
2.28
2.23
2.19
2.16
2.12
2.1
2.07
2.05
2.03
2.01
1.93
1.84
1.75
1.66
1.57
PGS. TS. Nguyn Thng
2.24
2.19
2.15
2.11
2.08
2.05
2.03
2.01
1.98
1.96
1.89
1.79
1.7
1.61
1.52
2.19
2.15
2.11
2.07
2.04
2.01
1.98
1.96
1.94
1.92
1.84
1.74
1.65
1.55
1.46
2.15
2.1
2.06
2.03
1.99
1.96
1.94
1.91
1.89
1.87
1.79
1.69
1.59
1.5
1.39
2.11
2.06
2.02
1.98
1.95
1.92
1.89
1.86
1.84
1.82
1.74
1.64
1.53
1.43
1.32
2.06
2.01
1.97
1.93
1.9
1.87
1.84
1.81
1.79
1.77
1.68
1.58
1.47
1.35
1.22
2.01
1.96
1.92
1.88
1.84
1.81
1.78
1.76
1.73
1.71
1.62
1.51
1.39
1.25
1
Fisher vi =5%
13
14
15
16
17
18
19
20
21
22
24
26
1
2
3
4
5
6
7
8
9
10
11
12
1
4052
.2
98.5
34.1
21.2
16.3
13.7
12.2
11.3
10.6
10.0
9.6
9.3
2
4999.
5
99.0
30.8
18.0
13.3
10.9
9.5
8.6
8.0
7.6
7.2
6.9
3
5403.
4
99.2
29.5
16.7
12.1
9.8
8.5
7.6
7.0
6.6
6.2
6.0
PGS. TS. Nguyn Thng
4
5624.
6
99.2
28.7
16.0
11.4
9.1
7.8
7.0
6.4
6.0
5.7
5.4
5
5763.
6
99.3
28.2
15.5
11.0
8.7
7.5
6.6
6.1
5.6
5.3
5.1
6
5859.
0
99.3
27.9
15.2
10.7
8.5
7.2
6.4
5.8
5.4
5.1
4.8
7
5928.
4
99.4
27.7
15.0
10.5
8.3
7.0
6.2
5.6
5.2
4.9
4.6
2
6.7
6.5
6.4
6.2
6.1
6.0
5.9
5.8
5.8
5.7
5.6
5.5
3
5.7
5.6
5.4
5.3
5.2
5.1
5.0
4.9
4.9
4.8
4.7
4.6
4
5.2
5.0
4.9
4.8
4.7
4.6
4.5
4.4
4.4
4.3
4.2
4.1
68
8
5981.
1
99.4
27.5
14.8
10.3
8.1
6.8
6.0
5.5
5.1
4.7
4.5
Fisher vi =1%
5
4.9
4.7
4.6
4.4
4.3
4.2
4.2
4.1
4.0
4.0
3.9
3.8
6
4.6
4.5
4.3
4.2
4.1
4.0
3.9
3.9
3.8
3.8
3.7
3.6
7
4.4
4.3
4.1
4.0
3.9
3.8
3.8
3.7
3.6
3.6
3.5
3.4
8
4.3
4.1
4.0
3.9
3.8
3.7
3.6
3.6
3.5
3.5
3.4
3.3
9
4.2
4.0
3.9
3.8
3.7
3.6
3.5
3.5
3.4
3.3
3.3
3.2
Fisher vi =1%
PGS. TS. Nguyn Thng
KINH T LNG
2\1
1
9.1
8.9
8.7
8.5
8.4
8.3
8.2
8.1
8.0
7.9
7.8
7.7
10
4.1
3.9
3.8
3.7
3.6
3.5
3.4
3.4
3.3
3.3
3.2
3.1
71
KINH T LNG
9
6022.
5
99.4
27.3
14.7
10.2
8.0
6.7
5.9
5.4
4.9
4.6
4.4
10
6055.
8
99.4
27.2
14.5
10.1
7.9
6.6
5.8
5.3
4.8
4.5
4.3
69
2\1
12
15
20
24
30
40
60
120 1000
13
14
15
16
17
18
19
4.0
3.8
3.7
3.6
3.5
3.4
3.3
3.8
3.7
3.5
3.4
3.3
3.2
3.2
3.7
3.5
3.4
3.3
3.2
3.1
3.0
3.6
3.4
3.3
3.2
3.1
3.0
2.9
3.5
3.3
3.2
3.1
3.0
2.9
2.8
3.4
3.3
3.1
3.0
2.9
2.8
2.8
3.3
3.2
3.0
2.9
2.8
2.7
2.7
3.3
3.1
3.0
2.8
2.7
2.7
2.6
3.2
3.0
2.9
2.8
2.7
2.6
2.5
20
21
22
24
3.2
3.2
3.1
3.0
3.1
3.0
3.0
2.9
2.9
2.9
2.8
2.7
2.9
2.8
2.7
2.7
2.8
2.7
2.7
2.6
2.7
2.6
2.6
2.5
2.6
2.5
2.5
2.4
2.5
2.5
2.4
2.3
2.4
2.4
2.3
2.2
PGS. TS. Nguyn Thng
Fisher vi =1%
72
12
KINH T LNG
2\1
26
28
31
34
39
44
60
80
100
200
500
1
7.7
7.6
7.5
7.4
7.3
7.2
7.1
7.0
6.9
6.8
6.7
2
5.5
5.5
5.4
5.3
5.2
5.1
5.0
4.9
4.8
4.7
4.6
3
4.6
4.6
4.5
4.4
4.3
4.3
4.1
4.0
4.0
3.9
3.8
4
4.1
4.1
4.0
3.9
3.8
3.8
3.6
3.6
3.5
3.4
3.4
5
3.8
3.8
3.7
3.6
3.5
3.5
3.3
3.3
3.2
3.1
3.1
6
3.6
3.5
3.4
3.4
3.3
3.2
3.1
3.0
3.0
2.9
2.8
7
3.4
3.4
3.3
3.2
3.1
3.1
3.0
2.9
2.8
2.7
2.7
8
3.3
3.2
3.1
3.1
3.0
2.9
2.8
2.7
2.7
2.6
2.5
KINH T LNG
9
10
3.2 3.1
3.1 3.0
3.0 3.0
3.0 2.9
2.9 2.8
2.8 2.8
2.7 2.6
2.6 2.6
2.6 2.5
2.5 2.4
2.4 2.4
Fisher vi =1%
PGS. TS. Nguyn Thng
73
HT
PGS.
PGS. Dr.
TS.Nguyn
NguynThng
Thng
76
KINH T LNG
12
15
20
24
30
40
60
120 1000
26
3.0
2.8
2.7
2.6
2.5
2.4
2.3
2.2
2.1
28
2.9
2.8
2.6
2.5
2.4
2.4
2.3
2.2
2.1
31
2.8
2.7
2.5
2.4
2.4
2.3
2.2
2.1
2.0
34
2.8
2.6
2.5
2.4
2.3
2.2
2.1
2.0
1.9
39
2.7
2.5
2.4
2.3
2.2
2.1
2.0
1.9
1.8
44
2.6
2.5
2.3
2.2
2.2
2.1
2.0
1.9
1.8
60
2.5
2.4
2.2
2.1
2.0
1.9
1.8
1.7
1.6
80
2.4
2.3
2.1
2.0
1.9
1.8
1.7
1.6
1.5
100
2.4
2.2
2.1
2.0
1.9
1.8
1.7
1.6
1.4
200
2.3
2.1
2.0
1.9
1.8
1.7
1.6
1.5
1.3
500
2.2
2.1
1.9
1.8
1.7
1.6
1.5
1.4
2\1
PGS. TS. Nguyn Thng
Fisher vi =1%
1.2
74
KINH T LNG
PGS. TS. Nguyn Thng
Fisher vi =1%
75
13

Chuong 4 - Hoi Quy Tuyen Tinh Boi

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TRNG CAO NG

Trong trng hp s bin gii thch

Ging vin: PGS. TS. NGUYN THNG

Bin gii thch

PGS. TS. Nguyn Thng

Tl. (08) 38 640 979 - 098 99 66 719

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Phng sai ca sai s l hng s vi

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Gi tr nh thc det[U] ma trn

H5 : Cov(xi,t , t )=0 : cc sai s c lp vi

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

n s quan trc, k s bin c lp

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

THIT LP PHNG TRNH

Chn ai sao cho cc tiu !

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

V d: Cho ma trn [U]2,3 nh sau. Tm ma

Ta c vect chuyn v [U]:

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Dng p/p bnh phng ti thiu:

V S =f(a) S cc tr (cc tiu) :

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Vect chuyn v ca vect U

[X] ma trn chuyn v [X]

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

c ( 1)i j * 1 / det[ U ] ; d ( 1)i j * 2 / det[ U ]

PGS. TS. Nguyn Thng

V d: Tnh det (nh thc) ca ma trn

PGS. TS. Nguyn Thng

Ph thuc tuyn tnh gia Xk

n s quan trc, k s bin c lp

Bi tp: Dng cng thc l thuyt xc nh h

Hi quy tuyn tnh

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Ma tran [X]' *[Y]

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Ma tran [X]' *[X] nghich o

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Ch : Nghch o ma trn trong Excel:

0.3X1 0.95X 2 3.2

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng