KINH T LNG

Cho bng s liu vf X, Y, Z nh sau:

Yi
6
Xi
7
Zi
1
Trong :

5
7
9
8
8
9
12
12
0
1
1
0
Y l ch tiu ca h gia nh (triu ng/thng)

10
14
0

11
15
1

12
17
1

X l thu nhp ca h gia nh (triu ng/thng)

Z l bin gi (Z = 1: h gia nh thnh ph; Z = 0: h gia nh nng thn)
1. Tm hm hi quy tuyn tnh mu ca Y theo X.
2. Tm khong tin cy 95% cho h s gc.
3. Trong cc thi k trc ngi ta vn s dng 70% thu nhp cho tiu dng, c th kt lun rng
trong thi k quan st t l ny gim hay khng vi mc ngha 1%.
4. Vit hm hi quy tuyn tnh ca Y theo X khi n v tnh ca Y l t ng/nm, ca X l ngn
ng/ nm.
vi s liu cho trn, nu hi quy Y theo X v Z th kt qu nh sau:
Yi = 0,169 + 0,622Xi + 0.892Zi + ei
t = (0.327) (16,025) (3,164)
R2 = 0,9824
5. Kim nh s ph hp ca m hnh vi = 5%.
6. M hnh cu 1 hay cu 5 tt hn? Ti sao?
7. Nu t ngc li, Z = 1; h gia nh l nng thn; Z=0 l h gia nh thnh ph th m hnh
hi quy s nh th no?
8. T kt qu hi quy, vi mc ngha 5%, kt qu kim inh sau s tr li l:
F-statistic
1.278730
Probability
0.412298
Obs*R-squared
5.181418
Probability
0,269184
a. Phng sai ca cc h s hi quy ca mu khng i.
b. Phng sai ca cc h s hi quy ca mu thay i.
c. Phng sai ca nhiu ngu nhin ca mu khng i.
d. Cu tr li khc.
9. Vi tin cy 95%, kt qu kim nh sau s tr li l:
F-statistic
0,519329
Probability
0.640216
Obs*R-squared
2,057432
Probability
0,357466
a. Khng c hin tng a cng tuyn trong m hnh.
b. C hin tng a cng tuyn tnh trong m hnh.
c. Phn d phn phi chun.
d. Cu tr li khc.
Ht.