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giáo trình kinh tế lượng Ch8

giáo trình kinh tế lượng Ch8

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Published by api-19852739

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Published by: api-19852739 on Nov 30, 2009
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03/18/2014

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Ch\u00f6\u00f4ng tr\u00ecnh Gia\u00fbng da\u00efy Kinh te\u00e1 Fulbright
Nie\u00e2n kho\u00f9a 2003-2004
Ph\u00f6\u00f4ng pha\u00f9p pha\u00e2n t\u00edch
Ba\u00f8i \u00f1o\u00efc
Nha\u00e4p mo\u00e2n kinh te\u00e1 l\u00f6\u00f4\u00efng v\u00f4\u00f9i ca\u00f9c \u00f6\u00f9ng du\u00efng
Ch\u00f6\u00f4ng 8: Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i
Ramu Ramanathan
Thu\u00efc \u00d1oan/Ha\u00f8o Thi
1
CH\u00d6\u00d4NG 8
Ph\u00f6\u00f4ng Sai Cu\u00fba Sai So\u00e1 Thay \u00d1o\u00e5i

Trong vie\u00e4c t\u00ednh toa\u00f9n ca\u00f9c gia\u00f9 tr\u00f2 \u00f6\u00f4\u00f9c l\u00f6\u00f4\u00efng b\u00ecnh ph\u00f6\u00f4ng to\u00e1i thie\u00e5u tho\u00e2ng th\u00f6\u00f4\u00f8ng (OLS) cu\u00f5ng nh\u00f6 ca\u00f9c gia\u00f9 tr\u00f2 \u00f6\u00f4\u00f9c l\u00f6\u00f4\u00efng th\u00edch h\u00f4\u00efp c\u00f6\u00efc \u00f1a\u00efi (MLE), chu\u00f9ng ta \u00f1a\u00f5 thie\u00e1t la\u00e4p gia\u00fb thuye\u00e1t cho ra\u00e8ng ca\u00f9c so\u00e1 ha\u00efng sai so\u00e1 ui co\u00f9 pha\u00e2n pho\u00e1i gio\u00e1ng nhau v\u00f4\u00f9i tr\u00f2 trung b\u00ecnh ba\u00e8ng kho\u00e2ng va\u00f8 ph\u00f6\u00f4ng sai\u03c32nh\u00f6 nhau (Xem Gia\u00fb Thuye\u00e1t 3.5 cu\u00fba Ch\u00f6\u00f4ng 3 \u00f1a\u00f5 pha\u00f9t bie\u00e5u ra\u00e8ngVar(ui|xt =

\u03c32 cho ta\u00e1t ca\u00fb ca\u00f9c t). Gia\u00fb thuye\u00e1t ph\u00f6\u00f4ng sai ba\u00e8ng nhau \u00f1\u00f6\u00f4\u00efc hie\u00e5u la\u00f8 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1
kho\u00e2ng \u00f1o\u00e5i (co\u00f9 ngh\u00f3a la\u00f8 pha\u00e2n ta\u00f9n nh\u00f6 nhau). Ph\u00f6\u00f4ng sai\u03c32la\u00f8 mo\u00e4t \u00f1a\u00efi l\u00f6\u00f4\u00efng \u00f1o l\u00f6\u00f4\u00f8ng m\u00f6\u00f9c

\u00f1o\u00e4 pha\u00e2n ta\u00f9n cu\u00fba ca\u00f9c so\u00e1 ha\u00efng sai so\u00e1 t, xung quanh gia\u00f9 tr\u00f2 trung b\u00ecnh zero. Mo\u00e4t ca\u00f9ch t\u00f6\u00f4ng \u00f1\u00f6\u00f4ng, \u00f1o\u00f9 la\u00f8 mo\u00e4t \u00f1a\u00efi l\u00f6\u00f4\u00efng \u00f1o l\u00f6\u00f4\u00f8ng m\u00f6\u00f9c \u00f1o\u00e4 pha\u00e2n ta\u00f9n cu\u00fba gia\u00f9 tr\u00f2 bie\u00e1n phu\u00ef thuo\u00e4c quan sa\u00f9t \u00f1\u00f6\u00f4\u00efc (Y) xung quanh \u00f1\u00f6\u00f4\u00f8ng ho\u00e0i qui\u03b21 +\u03b22X2 +\u2026 +\u03b2kXk. Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 kho\u00e2ng \u00f1o\u00e5i co\u00f9 ngh\u00f3a la\u00f8 m\u00f6\u00f9c \u00f1o\u00e4 pha\u00e2n ta\u00f9n nh\u00f6 nhau cho ta\u00e1t ca\u00fb ca\u00f9c quan sa\u00f9t.

Tuy nhie\u00e2n, trong nhie\u00e0u tr\u00f6\u00f4\u00f8ng h\u00f4\u00efp tho\u00e2ng th\u00f6\u00f4\u00f8ng co\u00f9 lie\u00e2n quan \u00f1e\u00e1n nh\u00f6\u00f5ng d\u00f6\u00f5 lie\u00e4u che\u00f9o, gia\u00fb thuye\u00e1t na\u00f8y co\u00f9 the\u00e5 sai. V\u00ed du\u00ef, gia\u00fb s\u00f6\u00fb nh\u00f6 chu\u00f9ng ta tie\u00e1n ha\u00f8nh \u00f1ie\u00e0u tra mo\u00e4t ma\u00e3u nga\u00e3u nhie\u00e2n ca\u00f9c ho\u00e4 gia \u00f1\u00ecnh va\u00f8 thu \u00f1\u00f6\u00f4\u00efc tho\u00e2ng tin ve\u00e0 to\u00e5ng chi ph\u00ed tie\u00e2u du\u00f8ng cu\u00fba t\u00f6\u00f8ng ho\u00e4 gia \u00f1\u00ecnh va\u00f8 thu nha\u00e4p cu\u00fba ho\u00ef trong mo\u00e4t na\u00eam cho tr\u00f6\u00f4\u00f9c. Nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh v\u00f4\u00f9i m\u00f6\u00f9c thu nha\u00e4p tha\u00e1p kho\u00e2ng co\u00f9 nhie\u00e0u linh \u00f1o\u00e4ng trong chi tie\u00e2u. Pha\u00e0n l\u00f4\u00f9n thu nha\u00e4p se\u00f5 ta\u00e4p trung va\u00f8o ca\u00f9c nhu ca\u00e0u ca\u00ean ba\u00fbn cha\u00fang ha\u00efn nh\u00f6 th\u00f6\u00f9c a\u00ean, cho\u00e3 \u00f4\u00fb, qua\u00e0n a\u00f9o, va\u00f8 \u00f1i la\u00efi. Do va\u00e4y, ma\u00e3u h\u00ecnh chi tie\u00e2u gi\u00f6\u00f5a nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh co\u00f9 thu nha\u00e4p tha\u00e1p nh\u00f6 the\u00e1 se\u00f5 kho\u00e2ng kha\u00f9c nhau nhie\u00e0u la\u00e9m. Ma\u00ebt kha\u00f9c, nh\u00f6\u00f5ng gia \u00f1\u00ecnh gia\u00f8u co\u00f9 co\u00f9 s\u00f6\u00ef linh \u00f1o\u00e4ng ra\u00e1t l\u00f4\u00f9n trong chi tie\u00e2u. Mo\u00e4t va\u00f8i gia \u00f1\u00ecnh la\u00f8 nh\u00f6\u00f5ng ng\u00f6\u00f4\u00f8i tie\u00e2u du\u00f8ng l\u00f4\u00f9n; nh\u00f6\u00f5ng ng\u00f6\u00f4\u00f8i kha\u00f9c co\u00f9 the\u00e5 la\u00f8 nh\u00f6\u00f5ng ng\u00f6\u00f4\u00f8i tie\u00e1t kie\u00e4m nhie\u00e0u va\u00f8 \u00f1a\u00e0u t\u00f6 nhie\u00e0u va\u00f8o ba\u00e1t \u00f1o\u00e4ng sa\u00fbn, th\u00f2 tr\u00f6\u00f4\u00f8ng ch\u00f6\u00f9ng khoa\u00f9n, \u2026. \u00d1ie\u00e0u na\u00f8y ha\u00f8m y\u00f9 ra\u00e8ng tie\u00e2u du\u00f8ng th\u00f6\u00efc co\u00f9 the\u00e5 kha\u00f9c nhie\u00e0u so v\u00f4\u00f9i m\u00f6\u00f9c thu nha\u00e4p trung b\u00ecnh. Hay no\u00f9i ca\u00f9ch kha\u00f9c, ra\u00e1t co\u00f9 kha\u00fb na\u00eang nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh co\u00f9 thu nha\u00e4p cao co\u00f9 m\u00f6\u00f9c \u00f1o\u00e4 pha\u00e2n ta\u00f9n xung quanh gia\u00f9 tr\u00f2 tie\u00e2u du\u00f8ng trung b\u00ecnh l\u00f4\u00f9n h\u00f4n nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh co\u00f9 thu nha\u00e4p tha\u00e1p. Trong tr\u00f6\u00f4\u00f8ng h\u00f4\u00efp nh\u00f6 the\u00e1, bie\u00e5u \u00f1o\u00e0 pha\u00e2n ta\u00f9n gi\u00f6\u00f5a tie\u00e2u du\u00f8ng va\u00f8 thu nha\u00e4p se\u00f5 ch\u00e6 ra nh\u00f6\u00f5ng \u00f1ie\u00e5m cu\u00fba ma\u00e3u ga\u00e0n v\u00f4\u00f9i \u00f1\u00f6\u00f4\u00f8ng ho\u00e0i qui h\u00f4n cho nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh thu nha\u00e4p tha\u00e1p nh\u00f6ng nh\u00f6\u00f5ng \u00f1ie\u00e5m pha\u00e2n ta\u00f9n ro\u00e4ng h\u00f4n cho nh\u00f6\u00f5ng ho\u00e4 gia \u00f1\u00ecnh thu nha\u00e4p cao (xem H\u00ecnh 8.1). Hie\u00e4n t\u00f6\u00f4\u00efng nh\u00f6 va\u00e4y \u00f1\u00f6\u00f4\u00efc go\u00efi la\u00f8ph\u00f6\u00f4ng

sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i (co\u00f9 ngh\u00f3a la\u00f8 pha\u00e2n ta\u00f9n kho\u00e2ng nh\u00f6 nhau). H\u00ecnh 3.A.2 trong Phu\u00ef lu\u00efc
Ch\u00f6\u00f4ng 3 co\u00f9 mo\u00e4t \u00f1o\u00e0 th\u00f2 ve\u00e0 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i trong to\u00e5ng the\u00e5.

V\u00ed du\u00ef th\u00f6\u00f9 hai xe\u00f9t \u00f1e\u00e1n mo\u00e4t ma\u00e3u nga\u00e3u nhie\u00e2n cu\u00fba nh\u00f6\u00f5ng tha\u00f8nh pho\u00e1 ma\u00f8 chu\u00f9ng ta se\u00f5 lie\u00e2n he\u00e4 m\u00f6\u00f9c \u00f1o\u00e4 to\u00e4i pha\u00efm th\u00f6\u00f4\u00f8ng ga\u00ebp cu\u00fba nh\u00f6\u00f5ng tha\u00f8nh pho\u00e1 \u00f1o\u00f9 v\u00f4\u00f9i so\u00e1 l\u00f6\u00f4\u00efng nguo\u00e0n l\u00f6\u00efc sa\u00fcn co\u00f9 cu\u00fba t\u00f6\u00f8ng tha\u00f8nh pho\u00e1 trong vie\u00e4c cho\u00e1ng to\u00e4i pha\u00efm. Chu\u00f9ng ta co\u00f9 the\u00e5 ky\u00f8 vo\u00efng ra\u00e8ng s\u00f6\u00ef pha\u00e2n ta\u00f9n cu\u00fba nh\u00f6\u00f5ng \u00f1ie\u00e5m quan sa\u00f9t \u00f1\u00f6\u00f4\u00efc co\u00f9 the\u00e5 pha\u00e2n ta\u00f9n ro\u00e4ng h\u00f4n \u00f1o\u00e1i v\u00f4\u00f9i nh\u00f6\u00f5ng tha\u00f8nh pho\u00e1 l\u00f4\u00f9n h\u00f4n khi so sa\u00f9nh v\u00f4\u00f9i nh\u00f6\u00f5ng tha\u00f8nh pho\u00e1 nho\u00fb h\u00f4n. \u00d4\u00db \u00f1a\u00e2y mo\u00e4t la\u00e0n n\u00f6\u00f5a gia\u00fb thuye\u00e1t ve\u00e0 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 kho\u00e2ng \u00f1o\u00e5i co\u00f9 the\u00e5 b\u00f2 vi pha\u00efm.

Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i cu\u00f5ng xua\u00e1t hie\u00e4n khi s\u00f6\u00fb du\u00efng d\u00f6\u00f5 lie\u00e4u nho\u00f9m thay v\u00ec s\u00f6\u00fb
du\u00efng d\u00f6\u00f5 lie\u00e4u ca\u00f9 nha\u00e2n. V\u00ed du\u00ef, chu\u00f9ng ta co\u00f9 the\u00e5 kho\u00e2ng co\u00f9 d\u00f6\u00f5 lie\u00e4u cu\u00fba t\u00f6\u00f8ng co\u00e2ng ty nh\u00f6ng
Ch\u00f6\u00f4ng tr\u00ecnh Gia\u00fbng da\u00efy Kinh te\u00e1 Fulbright
Nie\u00e2n kho\u00f9a 2003-2004
Ph\u00f6\u00f4ng pha\u00f9p pha\u00e2n t\u00edch
Ba\u00f8i \u00f1o\u00efc
Nha\u00e4p mo\u00e2n kinh te\u00e1 l\u00f6\u00f4\u00efng v\u00f4\u00f9i ca\u00f9c \u00f6\u00f9ng du\u00efng
Ch\u00f6\u00f4ng 8: Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i
Ramu Ramanathan
Thu\u00efc \u00d1oan/Ha\u00f8o Thi
2
thay va\u00f8o \u00f1o\u00f9 chu\u00f9ng ta co\u00f9 the\u00e5 s\u00f6\u00fb du\u00efng d\u00f6\u00f5 lie\u00e4u trung b\u00ecnh cu\u00fba nga\u00f8nh. Trong tr\u00f6\u00f4\u00f8ng h\u00f4\u00efp na\u00f8y,
mo\u00e2 h\u00ecnh co\u00f9 the\u00e5 la\u00f8t
Y =\u03b1 +\u03b2t
X +t
u , v\u00f4\u00f9i nh\u00f6\u00f5ng thanh ngang bie\u00e5u th\u00f2 gia\u00f9 tr\u00f2 trung b\u00ecnh
cho nga\u00f8nh co\u00e2ng nghie\u00e4p th\u00f6\u00f9t. Ph\u00f6\u00f4ng sai cu\u00fba so\u00e1 ha\u00efng sai so\u00e1 gi\u00f4\u00f8 \u00f1a\u00e2y se\u00f5 la\u00f8 Var(t
u ) =
\u03c32/nt, v\u00f4\u00f9i nt la\u00f8 so\u00e1 l\u00f6\u00f4\u00efng co\u00e2ng ty trong nga\u00f8nh co\u00e2ng nghie\u00e4p th\u00f6\u00f9t. B\u00f4\u00fbi v\u00ec so\u00e1 l\u00f6\u00f4\u00efng co\u00e2ng ty co\u00f9
the\u00e5 kha\u00f9c nhau, ne\u00e2n ph\u00f6\u00f4ng sai cu\u00fba ca\u00f9c so\u00e1 ha\u00efng sai so\u00e1 cu\u00f5ng se\u00f5 kha\u00f9c nhau, do \u00f1o\u00f9 da\u00e3n \u00f1e\u00e1n
hie\u00e4n t\u00f6\u00f4\u00efng ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i.
\ue000H\u00ecnh 8.1 Mo\u00e4t V\u00ed Du\u00ef Ve\u00e0 Ph\u00f6\u00f4ng Sai Cu\u00fba Sai So\u00e1 Thay \u00d1o\u00e5i

Trong ch\u00f6\u00f4ng na\u00f8y, chu\u00f9ng ta n\u00f4\u00f9i lo\u00fbng gia\u00fb thuye\u00e1t ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 co\u00f9 gia\u00f9 tr\u00f2 kho\u00e2ng \u00f1o\u00e5i va\u00f8 gia\u00fb thuye\u00e1t co\u00f9 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i. Ch\u00ednh th\u00f6\u00f9c h\u00f4n, chu\u00f9ng ta hie\u00e4u ch\u00e6nh Gia\u00fb Thuye\u00e1t 3.5 nh\u00f6 sau:

GIA\u00db THUYE\u00c1T 3.5a
ut la\u00f8 mo\u00e4t bie\u00e1n nga\u00e3u nhie\u00e2n v\u00f4\u00f9i E(ut|Xt) = 0 va\u00f8 Var(ut| Xt) = E(2
t
u| Xt) =
2
t
\u03c3, v\u00f4\u00f9it = 1, 2, \u2026,
n.

Do \u00f1o\u00f9, mo\u00e3i quan sa\u00f9t co\u00f9 mo\u00e4t ph\u00f6\u00f4ng sai sai so\u00e1 kha\u00f9c nhau. Ta\u00e1t ca\u00fb ca\u00f9c gia\u00fb thuye\u00e1t kha\u00f9c ve\u00e0 so\u00e1 ha\u00efng nhie\u00e3u nga\u00e3u nhie\u00e2n va\u00e3n \u00f1\u00f6\u00f4\u00efc gi\u00f6\u00f5 la\u00efi. H\u00ecnh 3.A.2 minh ho\u00efa mo\u00e4t bie\u00e5u die\u00e3n ba chie\u00e0u ve\u00e0 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i va\u00f8 H\u00ecnh 3.A.1 cu\u00f5ng minh ho\u00efa bie\u00e5u die\u00e3n ba chie\u00e0u ve\u00e0 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 kho\u00e2ng \u00f1o\u00e5i.

Thu nha\u00e4p
Tie\u00e2u du\u00f8ng
Ch\u00f6\u00f4ng tr\u00ecnh Gia\u00fbng da\u00efy Kinh te\u00e1 Fulbright
Nie\u00e2n kho\u00f9a 2003-2004
Ph\u00f6\u00f4ng pha\u00f9p pha\u00e2n t\u00edch
Ba\u00f8i \u00f1o\u00efc
Nha\u00e4p mo\u00e2n kinh te\u00e1 l\u00f6\u00f4\u00efng v\u00f4\u00f9i ca\u00f9c \u00f6\u00f9ng du\u00efng
Ch\u00f6\u00f4ng 8: Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i
Ramu Ramanathan
Thu\u00efc \u00d1oan/Ha\u00f8o Thi
3
Ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i cu\u00f5ng co\u00f9 the\u00e5 xua\u00e1t hie\u00e4n trong d\u00f6\u00f5 lie\u00e4u chuo\u00e3i th\u00f4\u00f8i gian.
Va\u00e1n \u00f1e\u00e0 na\u00f8y se\u00f5 \u00f1\u00f6\u00f4\u00efc tha\u00fbo lua\u00e4n trong ch\u00f6\u00f4ng ke\u00e1 tie\u00e1p.
\ue000 V\u00cd DU\u00cf 8.1

DATA3-11 cho bie\u00e1t m\u00f6\u00f9c l\u00f6\u00f4ng ha\u00f8ng na\u00eam va\u00f8 so\u00e1 na\u00eam co\u00f9 ba\u00e8ng tie\u00e1n s\u00f3 cu\u00fba 222 gia\u00f9o s\u00f6 t\u00f6\u00f8 ba\u00fby tr\u00f6\u00f4\u00f8ng \u00f1a\u00efi ho\u00efc. Chu\u00f9ng ta tha\u00e1y ra\u00e8ng mo\u00e2 h\u00ecnh lo\u00e2gar\u00edt-wage la\u00f8 mo\u00e2 h\u00ecnh th\u00edch h\u00f4\u00efp \u00f1o\u00e1i v\u00f4\u00f9i mo\u00e2 h\u00ecnh tie\u00e0n co\u00e2ng (wages) va\u00f8 tie\u00e0n l\u00f6\u00f4ng (salaries). \u00d1o\u00e0 th\u00f2 trong H\u00ecnh 8.2 bie\u00e5u die\u00e3n lo\u00e2gar\u00edt cu\u00fba tie\u00e0n l\u00f6\u00f4ng \u00f1o\u00e1i v\u00f4\u00f9i so\u00e1 na\u00eam nha\u00e4n \u00f1\u00f6\u00f4\u00efc ba\u00e8ng tie\u00e1n s\u00f3 t\u00f6\u00f4ng \u00f6\u00f9ng. Chu\u00f9ng ta l\u00f6u y\u00f9 \u00f1o\u00e4 ro\u00e4ng xung quanh quan he\u00e4 \u00f1\u00f6\u00f4\u00f8ng tha\u00fang trung b\u00ecnh la\u00f8 kho\u00e2ng \u00f1o\u00e0ng da\u00efng, da\u00e3n \u00f1e\u00e1n vi pha\u00efm gia\u00fb thuye\u00e1t tho\u00e2ng th\u00f6\u00f4\u00f8ng ve\u00e0 ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 kho\u00e2ng \u00f1o\u00e5i cu\u00fba ca\u00f9c so\u00e1 ha\u00efng sai so\u00e1. \u00d1ie\u00e0u \u00f1a\u00f9ng chu\u00f9 y\u00f9 \u00f4\u00fb \u00f1a\u00e2y la\u00f8 ph\u00f6\u00f4ng sai xung quanh quan he\u00e4 trung b\u00ecnh co\u00f9 \u00f1ie\u00e0u kie\u00e4n m\u00f4\u00f9i \u00f1a\u00e0u ta\u00eang khi so\u00e1 na\u00eam ta\u00eang nh\u00f6ng sau \u00f1o\u00f9 gia\u00fbm da\u00e0n. Kho\u00e2ng co\u00f9 g\u00ec nga\u00efc nhie\u00e2n ca\u00fb, b\u00f4\u00fbi v\u00ec m\u00f6\u00f9c l\u00f6\u00f4ng hie\u00e4n th\u00f4\u00f8i cu\u00fba ca\u00f9c tie\u00e1n s\u00f3 kha\u00f9 ca\u00efnh tranh tre\u00e2n th\u00f2 tr\u00f6\u00f4\u00f8ng vie\u00e4c la\u00f8m va\u00f8 do va\u00e4y chu\u00f9ng ta kho\u00e2ng the\u00e5 mong \u00f1\u00f4\u00efi nh\u00f6\u00f5ng che\u00e2nh le\u00e4ch cao ve\u00e0 m\u00f6\u00f9c l\u00f6\u00f4ng. Tuy nhie\u00e2n, m\u00f6\u00f9c l\u00f6\u00f4ng cu\u00fba nh\u00f6\u00f5ng gia\u00f9o s\u00f6 trong bie\u00e2n che\u00e1 co\u00f9 the\u00e5 kha\u00f9c nhau nhie\u00e0u phu\u00ef thuo\u00e4c va\u00f8o na\u00eang l\u00f6\u00efc va\u00f8 uy t\u00edn cu\u00fba ho\u00ef. Sau mo\u00e4t so\u00e1 na\u00eam, m\u00f6\u00f9c l\u00f6\u00f4ng ta\u00eang theo chie\u00e0u h\u00f6\u00f4\u00f9ng o\u00e5n \u00f1\u00f2nh va\u00f8 do \u00f1o\u00f9 ph\u00f6\u00f4ng sai co\u00f9 kha\u00fb na\u00eang gia\u00fbm b\u00f4\u00f9t. Chu\u00f9ng ta se\u00f5 \u00f1i sa\u00e2u va\u00f8o v\u00ed du\u00ef na\u00f8y mo\u00e4t ca\u00f9ch chi tie\u00e1t h\u00f4n trong Pha\u00e0n 8.2 ve\u00e0 vie\u00e4c kie\u00e5m \u00f1\u00f2nh ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i.

\ue000 H\u00ecnh 8.2 Ph\u00f6\u00f4ng Sai Cu\u00fba Sai So\u00e1 Thay \u00d1o\u00e5i Trong Lo\u00e2gar\u00edt-Salary

Gia\u00fb s\u00f6\u00fb chu\u00f9ng ta bo\u00fb qua ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1 thay \u00f1o\u00e5i va\u00f8 s\u00f6\u00fb du\u00efng thu\u00fb tu\u00efc OLS \u00f1e\u00e5 \u00f6\u00f4\u00f9c l\u00f6\u00f4\u00efng ca\u00f9c tham so\u00e1. T\u00ednh cha\u00e1t cu\u00fba chu\u00f9ng la\u00f8 g\u00ec? Chu\u00f9ng co\u00f9 b\u00f2 thie\u00e2n le\u00e4ch, kho\u00e2ng hie\u00e4u qua\u00fb hay kho\u00e2ng nha\u00e1t qua\u00f9n kho\u00e2ng? Nh\u00f6\u00f5ng kie\u00e5m \u00f1\u00f2nh tho\u00e1ng ke\u00e2 co\u00f9 tie\u00e1p tu\u00efc co\u00f8n hie\u00e4u l\u00f6\u00efc hay kho\u00e2ng? Co\u00f9 mo\u00e4t thu\u00fb tu\u00efc na\u00f8o \u00f1o\u00f9 ma\u00f8 co\u00f9 l\u00f6u y\u00f9 mo\u00e4t ca\u00f9ch ro\u00f5 ra\u00f8ng \u00f1e\u00e1n ph\u00f6\u00f4ng sai cu\u00fba sai so\u00e1

Lo\u00e2
g
ar\u00edt cu\u00fba tie\u00e0n l\u00f6\u00f4n
g
So\u00e1 na\u00eam co\u00f9 ba\u00e8ng Tie\u00e1n S\u00f3

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