Ôn Tap Kinh Te Luong

TAI LIEU KINH TE LUONG
1-nh hng

ON TAP MON KI NH TELNG

1. Ham hoi quy tuyen tnh (phng phap bnh phng benhat OLS: Or dinar y Least Squar es)
PRF: Y
i
= o +|X
i
+ u
i
.
SRF: Y
= +
X
i
(c l ng)
Tnh gi atrtrung bnh mau (average val ue):
n
Xi
X

= va
n
Yi
Y

=
Tnh hesohoi quy (Coef f i ci ent):
=
2 2
) (
. .
X n Xi
Y X n XiYi
va X Y
=
Tnh phng sai (Vari ance):
1
) (
2
2
n
Y Yi
Y va
1
) (
2
2
=

n
X Xi
X
Tnh ol ech chuan (Standard Devi ati on):
SD
Y
= Y
2
vaSD
X
= X
2

Tnh ong phng sai hay hi ep phng sai (Covari ance):
S
XY
= cov(X,Y) =
n
i
Y Yi X Xi
n
1
) )( ( *
1
1

2. Tnh tong bnh phng olech:
TSS =
2
yi =

2
) ( Y Yi =

2 2
) (Y n Yi
ESS =
2
i y =

2
)
( Y i Y =
2 2
xi
RSS =
2
i u =

2
)
( i Y Yi
TSS = ESS + RSS
Vi X Xi xi = va Y Yi yi =
3. Tnh hesoxac nh R
2
:

= = =
2
2 2
2
1
yi
xi
TSS
ESS
TSS
RSS
R

Vi 0<R
2
<1
R
2
=1 ng hoi quy thch hp (mc ohoan hao cua mohnh) khi ophan d RSS=0
=> i Yi i Y = ,

2-nh hng

R
2
=0 => SRF(mohnh hoi quy mau) khong thch hp RSS=TSS => i i Y i Y = ,

4. Hesotng quan: r (coefficient of Cor r elation)

=
2 2 2 2
) ( * ) ( Y n Yi X n Xi
Y X n XiYi
r
Vi X Xi xi = va Y Yi yi =
Ta cotheviet:
2
2 2
.
R
yi xi
yi xi
r = =

r cung dau vi

5. Tnh khoang tin cay heso:
Bc 1: Xac nh khoang ti n cay 95% (hoac 90%) etm mc yngha o=5% (hoac
10%). Tnh o/2 = 0.025. Tnh gi atrt tra bang t-student vi phan vo/2 vabac tdo
df =n-k-1
Bc 2: Xac nh phng sai PRF
1
2

=
k n
RSS

Bc 3: Xac nh sai sochuan (standard error) cua tng heso.
=
2
2 2
*
*
) (
xi n
Xi
e s

Vi X Xi xi =
=
2
2
(
xi
e s

Bc 4: So sanh vatnh khoang ti n cay.
) ( *
) 1 (
2 /

e s t
k n
hoac ) ( * ) ( *
) 1 (
2 /
) 1 (
2 /

e s t e s t
k n k n
+ < <
)
( *
1
2 /

e s t
k n
hoac )
( *

)
( *
1
2 /
1
2 /

e s t e s t
k n k n
+ < <
6. K hoang tin cay cua phng sai:
Bc 1: Xac nh khoang ti n cay 95% (hoac 90%) etm mc yngha o=5% (hoac 10%).
Tnh phan vo/2 = 0.025 va1-o/2=0.975. Tra bang phan phoi Chi -square vi 2 phan v
o/2 va1-o/2 ng vi bac tdo df =n-k-1
) (
2
2 /
df X
va ) (
2
2 / 1
df X

Bc 2: nh khoang ti n cay phng sai
(
) (
) 1 (
;
) (
) 1 (
2
2 / 1
2
2
2 /
2
2
df X
k n
df X
k n

3-nh hng

7. K iem nh hesohoi quy:
Bc 1: at gi athi et Ho: |=0 vaH
1
: |#0 vi mc yngha o=5% (thong thng)
Bc 2: Ap dung 1 trong cac cach sau:
Cach 1: Phng phap khoang tin cay
Ki em nh 2 pha: )]
( *
);
( *
[
) 2 (
2 /
) 2 (
2 /

e s t e s t
n n
+
Neu u
o
khong ri vao khoang nay th bac bogi athi et Ho.
Ki em nh pha phai : ] );
( *
[
) 2 (
2 /
+

e s t
n

Neu u
o
Ki em nh pha trai : )]
( *
; [
) 2 (
2 /

e s t
n
+
Neu u
o

Cach 2: Phng phap giatr ti han
Bc 1: Tnh
)
0
0

e s
t

=
Bc 2: Tra bang vi mc yngha o/2 vao (o/2 oi vi kiem nh 2 pha
vao oi vi ki em nh 1 pha). Tra bang t-student:
2
2 /
n
t
va
2 n
t

Bc 3: So sanh t
0
vi gi atrti han.
Ki em nh 2 pha: |t
o
|>
2
2 /
n
t
: bac bogi athi et Ho.

Ki em nh pha phai : |t
o
|>
2 n
t

Ki em nh pha trai : |t
o
|< -
2 n
t

Cach 3: Phng phap giatr p-value
Bc 1: Tnh gi atr
)
0
0

e s
t

=
Bc 2: Tnh p-val ue = P(|t|> t
o
)
Bc 3: So sanh vi mc yngha o=5%
Ki em nh 2 pha: p-val ue <o: bac bogi athi et Ho.
Ki em nh 1 pha: p-val ue/2 <o: bac bogi athi et Ho.
8. K iem nh sphuhp cua mohnh (F
0
):
- R
2
cang gan 1, mohnh hoi quy cang coyngha. Do o, anh gi axem gi atrR
2
>0 coyngha
thong kehay khong.
4-nh hng

- oi vi mohnh hoi quy 2 bi en, gi athi et Ho con coyngha bi en oc l ap khong anh hng en
bi en phuthuoc Y.
- Ki em nh bang phng phap gi atrti han.
Bc 1: at gi athi et Ho: R
2
=0 ~~|=0 vaH
1
: R
2
>0
Bc 2: tnh Fo =
2
2
1
) 2 (
R
n R

=
) 2 /(
1 /
n RSS
ESS

Bc 3: So sanh ket quavi o=5%. Tra bang F vi mc yngha o va2 bac tdo (1,n-2)
ta tnh c gi atrti han F
o
(1,n-2).
So sanh Fo vaF
o
(1,n-2)
Neu Fo> F
o
(1,n-2) : bac bogi athi et Ho
Neu Fo< F
o
(1,n-2): chap nhan gi athi et Ho.

9. oc hieu bang ket quahoi quy tr en phan mem Excel:
Regr ession St atistics
Mul ti pl e R hesoR cothenhan oi
R-Square (R
2
) hesoxac nh R
2

TSS
ESS
R =
2

Aj usted R Square (r ) hesotng quan r r=1-[ 1-R
2
] * (n-1/n-k-1)
Standard Error (o) Sai sochuan cua PRF
df k n
RSS

=
2

Observati on soquan sat
ANOVA
df (bac tdo) SS (ESS) MS(EMS) F
Regressi on(ESS) ESS
ESS/df
(trungbnh phan g.thch)
=
df RSS
df ESS
/
/

Resi dual (RSS) RSS
RSS/df
(t.bnh phan khg g.thch)

Total (TSS) TSS=ESS+RSS TSS TMS=EMS+RMS
Coefficient
standar d
er r or
t-stat p-value lower 95% upper 95%
Hesohoi quy
sai sochuan
(hoi quy)
t- thong ke gi atrP
oti n cay
(di )
oti n cay
(tren)
I ntercept ) ( se
Vari abl e 1 (bi en 1)
2
(
2
se

)
2
0 2

se
t

=

5-nh hng

Vari abl e 1 (bi en 2)
3
(
3
se
)
3
0 3

se
t

=

10. oc hieu bang ket quahoi quy tr en phan mem Eviews:
Dependent Variable: CM
Method: Least Squares
Date: 08/18/07 Time: 21:46
Sample: 1 64
Included observations: 64 S quan st

Variable Coefficient Std. Error t-Statistic Prob.
Bin trong m hnh H s HQ Sai s chun Thng k t Gi tr P
C
=263.6416 ) ( se =11.59318
PGNP
2
=-0.005647 )
(
2
se =0.002003 )
2
0 2

se
t

=

R-squared (R
2
)h s xc nh 0.707665 Mean dependent var ) (Y 141.5
Adjusted R-squared
(R
adj
)or
2
R
0.698081
S.D. dependent var
1
) (
2
n
Y Yi

75.97807
S.E. of regression ( ) PRF) 41.7478 Akaike info criterion (AIC) 10.34691
Sum squared resid (RSS) 106315.6 Schwarz criterion (SC) 10.44811
Log likelihood (L) -328.1012 F-statistic Gi tr thng k F 73.83254
Durbin-Watson stat (DW) 2.186159 Prob(F-statistic) =P(phn phi F>Fo) 0.000000

11. Viet phng tr nh hoi quy.
Can cvao ket quahoi quy cotrong bang, ta cothevi et l ai phng trnh hoi quy mau nh sau:
SRF: Y
= +
2
X
i
(c l ng)
12. Tr nh bay ket quahoi quy:
Y
= +
2
X
i
n= ? (soquan sat)
) ( se =? )
(
2
se =? R
2
=?
) (

se
t

=
)
2
0 2

se
t

= Fo=?
p-val ue(SRF) =? P-val ue (PRF)
TSS=? ESS=? RSS=?
2
(PRF)=?

6-nh hng

13. Yngha hesohoi quy:
oi vi dang ham: Y
= +
2
X
i
(hesohoi quy o,| coyngha l ahesoodoc)
oi vi dang ham l ogY
= +
2
logX
i
(hesohoi quy o,| coyngha l ahesoco gi an)
oi vi dang ham cobi en gi a: hesohoi quy | theo bi en gi acoyngha l ahesocat.

14. Yngha R
2
, F, DW.
R
2
:
= = =
2
2 2
2
1
yi
xi
TSS
ESS
TSS
RSS
R

(Vi 0<R
2
<1)
R
2
=1 ng hoi quy thch hp (mc ohoan hao cua mohnh) khi ophan d
RSS=0 => i Yi i Y = ,

R
2
=0 => SRF(mohnh hoi quy mau) khong thch hp RSS=TSS => i i Y i Y = ,

F: Gi atrthong keF-stat = EMS/RMS (cang l n cang tot, chng tophan d RSS nho, mo
hnh phuhp).
Durbi n Waston stat (phng phap OLS):
Sau khi xuat ket quahoi quy, tm phan d e
i
vatao bien trephan d e
i -k
: oc l ap.
=
2
2
) (
i
k i i
e
e e
DW vi k=1
(Dung ekiem nh mohnh cohay khong cotng quan gia cac bi en)
AI C: cang nhocang tot.
Quan hegi a R
2
vaR
2
adj
:
R
2
=1 => R
2
adj
=1
R
2
=0 => R
2
adj
<0 (R ieu chnh cotheam)

15. Quan hegia R
2
vaF, R
2
vaESS, RSS.
Fo =
2
2
1
) 2 (
R
n R

=
) 2 /(
1 /
n RSS
ESS

Quan hegi a F vaR
2
nh sau:
1 / ) 1 (
/
1 /
/
2
2

=

=
k n R
k R
k n RSS
k ESS
F R
2
cang cao, F
cang cao.

= = =
2
2 2
2
1
yi
xi
TSS
ESS
TSS
RSS
R

(o lngmc ophuhp cua mohnh, da tren 2
bi en chon vamohnh tuyen tnh)
7-nh hng

R
2
adj
=
) 1 /(
) /(
1
n TSS
k n RSS
=
) 1 /(
) /( ) (
1
n TSS
k n ESS TSS
=
k n
n
R

1
* ) 1 ( 1
2
dung cho cac mo
hnh hoi quy cocac bi en gi ai thch khac nhau (xem mc othch hp cua bien)

16. K iem nh giathiet ong thi (kiem nh sphuhp cua mohnh hoi quy a bien):
Bc 1: at gi athi et: Ho: R
2
=0 ~ Ho: |
1
=|
2
=0 (yngha: cac bi en oc l ap ong thi
khong anh hng en bi en phuthuoc hay noi cach khac: ham hoi quy mau khong
phuhp)
H
1
: R
2
>0 ~ H
1
: cot nhat mot |#0.
Bc 2: Tnh gi atrF
) , 1 ( ~
) 1 )( 1 (
) (
) /(
) 1 /(
2
2
k n k F
k R
k n R
k n RSS
k ESS
F

=
=
Bc 3: Tra bang F vi mc yngha o=5% (thong thng) vaphan vF(k-1,n-k).
Bc 4: So sanh ket quagi atrF trong bang ket quahoi quy (F-stati sti c) vi F tra
bang.
Ki em nh bang phng phap gi atrti han: F
o
> F
o
(k-1,n-k) : bac bogi athi et Ho
Ki em nh bang mc yngha o: p-val ue =P(F>F
o
)< o: bac bogi athiet Ho
Note: Fo cang cao th khanang bac bogi athi et Ho cang ln.

17. K iem nh Wald Test.
Yngha: xem xet conen a them bien mi vao mohnh hay khong?
Xet 2 mohnh:
Mohnh rang buoc (UR-unrestri cted model ): Y=|
0
+|
1
X
1
++|
m-1
X
m-1
++|
k-1
X
k-1
+u
i
.
Mohnh rang buoc (R restri cted model ) : Y=|
0
+|
1
X
1
++|
m-1
X
m- 1
+u
i
.
Ki em nh bang thong keF:
Bc 1: c l ng mohnh UR vi k tham so, l u ket quacua RSS
UR
codf =n-k
c l ng mohnh R vi m tham so, lu ket quacua RSS
R
codf =n-m.
Trong o: m l asorang buoc =k
1
-k
2

k
2
l asobi en gi ai thch trong mohnh R
k
1
l asobi en gi ai thch trong mohnh UR
Bc 2: Tra bang F vi mc yngha o=5% (thong thng) vaF
o
(k-m,n-k).
Tnh
) /( ) 1 (
) /( ) (
) /(
) /( ) (
2
2 2
k n R
m k R R
k n RSS
m k RSS RSS
F
UR
R UR
UR
UR R
tt

=

=
Bc 3: So sanh F tnh toan vi F tra bang.
F
tt
> F
o
(k-m,n-k) : bac bogi athi et Ho (nen a bi en vao mohnh)
F
tt
< F
o
(k-m,n-k) : chap nhan gi athi et Ho (khong nen a bi en vao mohnh)

18. K iem nh Chow Test:
Yngha: Xem trong chuoi dl ieu cokhac nhau g vecau truc khong?
8-nh hng

Neu khac tach thanh cac mohnh khac nhau.
Neu gi ong chdung mot mohnh.
Ytng: conen tach ri eng hay echung mohnh.
Thc hien:
Bc 1: c l ng 3 mohnh
(1) Y=o
1
+o
2
X+v
1
. trong gi ai oan au con
1
quan sat (VD: 1997~1990)
Tnh RSS
1
vi df =n
1
-k
(2) Y=|
1
+|
2
X+v
2
. trong gi ai oan sau con
2
quan sat (VD: 1991~1998)
Tnh RSS
2
vi df =n
2
-k (k l atham socua mohnh hoi quy)
at RSS
U
=RSS
1
+RSS
2
vi bac tdo df=n
1
+n
2
-2k
(1) c l ng mohnh chung Y=
1
+
2
X+u vi soquan sat n=n
1
+n
2

Tnh RSS
R
vi df =n-k
Bc 2: Tnh gi atrcua F-stati sti c
) 2 /(
/ ) (
k n RSS
k RSS RSS
F
UR
UR R
tt
=
Bc 3: Ki em nh
Gi athi et: Ho: hai hoi quy cua 2 thi kynh nhau
Gi athi et H
1
: hai hoi quy khac nhau.
F
tt
> F
o
(k,n-2k) : bac bogi athiet Ho
F
tt
< F
o
(k,n-2k) : chap nhan gi athi et Ho

19. Xac nh bien gia;
Cach tao bi en gi a:
oi vi dl ieu cheo, bi en gi acothetheo gi ai oan
D=0 : gi ai oan 1
D=1: gi ai oan 2
Bang Evi ews:
Cach 1: nhap gi atr0,1 vao cac quan sat tng ng.
Cach 2: * tao bien xu theEvi ews/genr/tt=@trend(moc cuoi gi ai oan1)
* tao bi en gi ada tren bi en xu the, Eviews/genr/DUM=tt>soquan sat.
oi vi 2 thuoc tnh: D=1 (thuoc tnh troi ), phan con l ai D=0 (bien khong cotrong
mohnh)
oi vi nhi eu thuoc tnh, sobi en gi a= sothuoc tnh -1. So sanh cac thuoc tnh khac
vi thuoc tnh c s.
Tnh % khac bi et cua bien gi abang cach l ay 1-anti l og
Ki em nh:
Phng phap khoang ti n cay (l i en hephan tnh khoang tnh cay)
Phng phap mc yngha: (l i en hekiem nh bang gi atrp-val ue vi mc yngha)
Phng phap nen hay khong a bien vao mohnh (ki em nh bang thong keF)
Note: Ta can chuyen mohnh hoi quy trc vao sau khi cobien gi aeanh gi a.
9-nh hng

Khi a bien gi avao mohnh, cac hesohoi quy coyngha (R
2
,t-stat vap-val ue) se
cho ta nhan nh ung hn vemohnh. Khi omi ket luan mohnh phuhp hay
khong.

20. Phat hien phng sai thay oi
Phat hi en:
ephat hi en phng sai cua nhi eu cothay oi hay khong, ngi ta thng dung
cong cuchan oan phan d Ui (cothecoket quaang ti n cay).
Trong dl i eu cheo do l ay mau rat rong, dexay ra phng sai thay oi .
Phan tch phan d Ui , vaveothphan d theo bi en oc l ap bat ky, ta codang hnh
phan tan eu vaong nhat.
Ki em nh Park test
Bc 1: Hoi quy mohnh, lu sol i eu phan d (resi d trong bang bi en tai phan mem
Evi ews).
Mohnh (1): Y
i
=|
1
+|
2
X
i
+U
i

Bc 2: c l ng mohnh phan d theo bi en oc l ap.
Mohnh (2): l nU^
i
= o
1
+o
2
X
i
+V
i
.
Bc 3: at gi athi et: Ho: o
2
=0 (phng sai khong oi )
H
1
: o
2
#0 (phng sai thay oi )
Ki em nh bang t-stat.
Ki em nh Gl ej sei test
Evi ews).
Mohnh (1): Y
i
=|
1
+|
2
X
i
+U
i

Bc 2: c l ng mohnh phan d theo bi en oc l ap.
Mohnh (2) co1 trong cac dang sau :
Vi Xi i U + + =
2 1
hoac Vi
Xi
i U + + =
1
2 1

Vi
Xi
i U + + =
1
2 1
hoac Vi Xi i U + + =
2 1

2
=0 (phng sai khong oi )
H
1
: o
2
Ki em nh bang t-stat.

Ki em nh Whi te test:
Evi ews).
Mohnh (1): Y
i
=|
0
+|
1
X
1i
+|
2
X
2i
+U
i

Bc 2: c l ng mohnh phubang thao tac Evi ews (Vi ew/Resi dual Tests/Whi te
10-nh hng

Heteroscedasti ci ty) thu c R
2
. Sau ota tnh X
tt
=n* R
2
(trong on l asoquan sat)
1
=o
2
=o
3
= o
4
= 0 (phng sai khong oi )
H
1
: o
1
=o
2
=o
3
= o
4
Bc 4: Ki em nh vaso sanh,
Tra bang Chi -square ) (
2
df X
vi mc yngha o
Neu X
tt
=n* R
2
> X
tt
=n* R
2
: bac bogi athiet.

21. Phat hien ttng quan bang kiem nh Dur bin Waston
Phat hi en: can cvao othScatter cua phan d U
i
vi bi en treU
i -1
.
-othcodang ngau nhi en th khong costng quan.
- othcodang hethong th nhan nh costng quan xay ra.

Thc hien kiem nh bang Durbi n Waston
Bc 1: c l ng mohnh hoi quy goc. Lu gi atrphan d U
i
vatao bi en treU
i -1
.
Bc 2: Tnh gi atr
=
=

=
n
i
t
n
i
t t
U
U U
1
2
2
1

vi 1 1 s s
Hoac tnh gi atr ) 1 ( 2
)

(
1
2
2
2
1
~
=
=

n
t
t
n
t
t t
U
U U
d vi 4 0 s s d
Bc 3: Ki em nh vaso sanh
Tra bang thong keDurbi n Waston cho ta cac gi atrti han d
U
vad
L
vi mc yngha
o, soquan sat n, vasobien oc l ap k.
So sanh:
* de (0,d
L
): ttng quan dng
* de (d
L
,d
U
): khong quyet nh c
* de (d
U
,2): khong cotng quan bac nhat.
* de (2,4-d
U
): khong cotng quan bac nhat.
* de (4-d
U,
4-d
L
): khong quyet nh c
* de (4-d
L,
4): ttng quan am

22. Phat hien a cong tuyen
Phat hi en: R
2
cao nh t-stat thap (khong coyngha p-val ue cogi atrcao)
Hesotng quan cap gi a cac bi en gi ai thch cao, khoang 0.8

11-nh hng

Thc hien kiem nh vaxac nh a cong tuyen:
Bc 1: Xet hesotng quan gi a 2 bi en (coa cong tuyen)
Neu hesotng quan gan bang 1 (a cong tuyen gan nh hoan hao),
Neu hesotng quan < 0.8 (a cong tuyen khong hoan hao).
Bc 2: Hoi quy Y theo tng bien oc l ap X
1
, X
2
.
Ta co2 mohnh
(1): Y^
1
=o + o
1
X
1
l u ket quaR
2
, p-val ue (xem cohay khong yngha thong ke)
(2): Y^
2
=|+|
2
X
2
lu ket quaR
2
Bc 3: Hoi quy mohnh phu2 bi en coa cong tuyen
(3) X^
2
=+
1
X
1
l u ket quaR
2
Bc 4: at gi athi et: Ho: khong coa cong tuyen
H
1
: coa cong tuyen
Ki em nh bang thong keF:

) 1 /( ) 1 (
) 2 /(
2
2
2
2
2
+

=
k n R
k R
F
Tnh F tra bang vi mc yngha o, F
o
(k-2,n-k+1)
So sanh: F
2
> F
o
(k-2,n-k+1): bac bogi athi et.
F
2
< F
o
(k-2,n-k+1): chap nhan gi athi et.

Thc hien kiem nh vabobt bi en.
Bc 1: Xet hesotng quan gi a 2 bi en (coa cong tuyen)
Neu hesotng quan gan bang 1 (a cong tuyen gan nh hoan hao),
Neu hesotng quan < 0.8 (a cong tuyen khong hoan hao).
Bc 2: Hoi quy Y theo tng bien oc l ap X
1
, X
2
.
Ta co2 mohnh
(1): Y^
1
=o + o
1
X
1
l u ket quaR
2
(2): Y^
2
=|+|
2
X
2
lu ket quaR
2
Bc 3: Ki em nh
Xet p-val ue cua X
1
vap-val ue cua X
2
trong ket quahoi quy.
p-val ue (X
1
) > p-val ue (X
2
): mohnh hoi quy Y theo X
1
comc ophuhp cao
hn mohnh hoi quy Y theo X
2
. Do oloai bobi en X
2
.

23. Cach khac phuc cac loai benh (phng sai thay oi, ttng quan, a cong tuyen)
Cach khac phuc a cong tuyen:
Bobi en ra khoi mohnh, sau ohoi quy l ai mohnh khong bao gom bi en can
l oai bo. anh gi agi atrR
2
, t-stat vap-val ue xem coyngha thong kekhong.
Can cvao ket quaearni ngs (hesoang tin cay cho trc). Sau oxac nh
mohnh hoi quy phutheo hesocho trc. anh gi agi atrR
2
, t-stat vap-val ue
cua mohnh hoi quy phuxem coyngha thong kekhong.
12-nh hng

Them dl ieu cho mohnh, tuy nhi en cach thc nay ton kem chi ph nen t c
thc hi en.
Cach khac phuc phng sai thay oi :
Bi et phng sai o
2

Khong bi et phng sai o
2
:
Bc 1: c l ng phng trnh (1): Y
i
=b
1
+b
2
Xi+u
i

Bc 2: Veothphan d u
i
theo X
i
. anh gi axem phng sai nhieu cohay khong
tyl ethuan vi bien gi ai thch .
Bc 3: Chi a 2 vecua phng trnh hoi quy (1) cho can bac 2 cua bi en gi ai thch.
(2)
Xi
ui
Xi
Xi
b
Xi
b
i X
Yi
+ + =
2
1
<=> vi Xi b
Xi
b
i X
Yi
+ + =
2
1

chuyen thanh dang phng trnh khong cohesocat.
Bc 4: So sanh mohnh (1) va(2) qua sol i eu hoi quy R
2
, t-stat vap-val ue vaanh
gi amohnh.
Cach khac phuc ttng quan:
Trng hp bi et cau truc cua tng quan
Trng hp cha biet cau truc cua tng quan
Cach 1: c l ng bang thong ked
Cach 2: Phng phap Durbin Waston 2 bc (sach KTL-trang 171)

Ôn Tap Kinh Te Luong

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TAI LIEU KINH TE LUONG

: bac bogi athi et Ho.

: bac bogi athi et Ho.

: bac bogi athi et Ho.

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