Thong ke trong kinh doanh 1 GV.

Nguyen Vu Quang
NG DUNG EXCEL HOI QUI TUYEN TNH N BIEN























Hnh 1: Chay hoi qui tuyen tnh n bien

Bai toan:
Thanh Nien la thng hieu cua mot chuoi gom nhieu nha hang tren toan quoc vi ac
iem toa lac gan khuon vien cac trng ai hoc. Cac nha quan ly nha hang ngh rang
doanh thu hang quy cua cac nha hang (bien y) se tng quan dng vi so lng sinh vien
trong khu vc lan can (bien x). Mot mau gom 10 nha hang trong chuoi c chon ngau
nhien va ghi nhan c d lieu ve doanh thu moi quy (trieu ong) ng vi so lng sinh
vien (1000sv) nh trong hnh tren (o A1:C11).

Yeu cau:
Hay xay dng phng trnh hoi qui dien ta moi quan he gia doanh thu quy (y) theo so
sinh vien (x) cua mau 10 nha hang nay.

Thc hien:
Khi ong phan mem Excel. Nhap d lieu trong cac o A1:C11 nh hnh 1.
B1. Chon menu Tools
B2. Chon Data Analysis
Ghi chu: neu khong co ten Data Analysis, chon Add-Ins, Chon Analysis ToolPak VBA,
nhan OK.
B3. Chon Regression trong danh sach va xuat hien
B4. Nhan OK
Thong ke trong kinh doanh 2 GV. Nguyen Vu Quang
B5. Hop thoai Regression xuat hien:
Nhap C1:C11 vao Input Y Range
Nhap B1:B11 vao Input X Range
Chon Labels
Nhap 99 trong Confidence level
Nhap A13 trong Output Range, Nhan OK (xem hnh 2)


Hnh 2: Hop thoai khai bao cac bien hoi qui

Phng trnh hoi qui cua mau co dang y = a + bx

Toa o goc a co gia tr 60 trong o B29, o doc b co gia tr 5 trong o B30 (hnh 1)
Phng trnh hoi qui can tm la y = 60 + 5x.

Cac tham so khac:
SSE (Sum Squares due to Error) = (y
i

i
y )
2

SST (Total Sum of Squares) = (y
i
y )
2

SSR (Sum Square due to Regression) = (
i
y y )
2

Chng minh c: SST = SSR + SSE
Coefficient of determination r
2
= SSR/SST
Sample Correlation Coefficient r
xy
= (dau cua b)*
2
r
MSE (Mean Square Error) = SSE/(n2)
s (Standard Error of Estimate) =
2 n
SSE
MSE

=
Estimate Standard Deviation of b: s
b
=

2
) ( x x
s
i



Thong ke trong kinh doanh 3 GV. Nguyen Vu Quang
Phng trnh hoi qui cua mau la: y = a + bx = 60 + 5x.
Phng trnh hoi qui cua tap hp chnh: Y = A + BX

Gia thuyet at ra la lieu B co khac 0 hay khong?
Kiem nh gia thuyet: H
0
: B = 0
H
1
: B = 0

Dung t test:
Gia tr kiem nh thong ke t =
b
s
b

Bac bo H
0
khi t < t
n-2, o/2
hoac t > t
n-2, o/2

Trong o t co phan phoi student vi bac t do (n-2)

Dung F test:
Gia tr kiem nh F = MSR/MSE
Trong o MSR = SSR/so bien oc lap trong phng trnh hoi qui
Bac bo H
0
khi F > F
v1,v2
,o
Trong o F co phan phoi Fisher (F distribution) vi bac t do v
1
= 1 va v
2
= (n-2).

Xem lai hnh 1:
O B16 la gia tr cua r
O B17 la gia tr cua r
2

O B19 la gia tr cua s =
2 n
SSE

= 8 / 1530 = 13,8293
O C24 la gia tr cua SSR = SST SSE = 15730 1530 = 14200
O C25 la gia tr cua SSE = 1530
O C26 la gia tr cua SST = 15730
O D24 la gia tr cua MSR = SSR/1
O D25 la gia tr cua MSE = SSE/(n-2) = 1530/8 = 191,25
O E24 la gia tr kiem nh Fisher F = MSR/SME = 74,248
O C30 la gia tr s
b
=

2
) ( x x
s
i
=
568
8293 , 13
= 0,5803
O D30 la gia tr t = b/s
b
= 5/0,5803 = 8,6167
O F30 = b t
n-2
,
o/2.
s
b
= 5 2.3060.5803 = 3.662 (o = 0.05)
O G30 = b + t
n-2
,
o/2.
s
b
= 5 + 2.3060.5803 = 6.338 (o = 0.05)
O H30 = b t
n-2
,
o/2.
s
b
= 5 3.3550.5803 = 3.053 (o = 0.001)
O I30 = b + t
n-2
,
o/2.
s
b
= 5 + 3.3550.5803 = 6.947 (o = 0.001)

Gia tr ti han t
n-2
,
o/2
= t
8, 0,005
= 3,355 (bang cach tra bang phan phoi t)
V t > t
n-2, o/2
nen gia thuyet H
0
: B = 0 b bac bo, ngha la chng c thong ke cho thay co s
lien he manh gia doanh thu quy va so lng sinh vien trong khu vc lan can.




Thong ke trong kinh doanh 4 GV. Nguyen Vu Quang
Dung mc y ngha quan sat c p-value e kiem nh gia thuyet
Vi t = b/s
b
= 5/0,5803 = 8,6167
p-value = 2P(t
n-2
>8,6167), trong o P(t
n-2
>8,6167) la xac suat e bien ngau nhien t vi
bac t do (n-2) ln hn gia tr 8,6167. (xem hnh 3)











Hnh 3: Mo ta cach tnh p-value trong phan phoi t

e tnh P(t
n-2
>8,6167) co the tra bang roi noi suy tnh gan ung hoac dung ham Excel
TDIST(x,deg_freedom,1) e tnh P(t
deg_freedom
> x)
Trong trng hp nay x = 8,6167 va deg_freedom = n 2 = 10 2 =8
Vay P(t
n-2
>8,6167) = TDIST(8.6167,8,1) = 1,274510
-5

T o p-value = 2 P(t
n-2
>8,6167) = 0,0000255

Xem lai hnh 1, o E30 la gia tr cua p-value. V p-value nho hn o = 0,01 (tng ng khi
t > t
n-2, o/2
) nen H
0
b bac bo dan en ket luan tng t.

CACH GIAI KHONG DUNG REGRESSION CUA EXCEL

Bang tnh bang cong thc e so sanh vi ket qua khi dung Excel trong hnh 1:
x y
y = 60 + 5x (y
i

i
y ) (y
i
y ) (y
i

i
y )
2
(y
i
y )
2
(x
i
x )
2
(y
i
y )(x
i
x )
2 58 70 -12 -72 144 5184 144 864
6 105 90 15 -25 225 625 64 200
8 88 100 -12 -42 144 1764 36 252
8 118 100 18 -12 324 144 36 72
12 117 120 -3 -13 9 169 4 26
16 137 140 -3 7 9 49 4 14
20 157 160 -3 27 9 729 36 162
20 169 160 9 39 81 1521 36 234
22 149 170 -21 19 441 361 64 152
26 202 190 12 72 144 5184 144 864
x =14
y =130
SSE = 1530 SST= 15730 568 2840

r
2
= SSR/SST = (SST SSE)/SST = (15730 1530)/15730 = 0,9027
r = (dau cua b)*
2
r = + 0,950123
t
f(t)
0
t = 8,6167
p-value /2

p-value /2

Thong ke trong kinh doanh 5 GV. Nguyen Vu Quang
Ghi chu:
He so tng quan r cua mau cung co the c tnh theo cong thc a hoc: r
Y X
XY
s s
s
=
Trong o:
s
XY
=
1 n
) y )(y (
Y) v(X, o C
n
1 i
i i

=

=
x x
= 2840/9 = 315,5556
s
X
=
1 n
) (
n
1 i
2
i

=
x x
= 9 / 568 = 7,9442
s
Y
=
1 n
) y (y
n
1 i
2
i

=
= 9 / 15730 = 41,8064

r = 315,5556/(7,9442*41,8064) = 0,95012