BAI TOAN D BAO

1 ). MO HNH HOI QUY 2 BIEN, C LNG, KIEM NH VA

D BAO
Bang sau ay cho so lieu ve mc chi tieu tieu dung ( Y
USD/tuan ) va thu nhap hang tuan ( X USD/ tuan ) cua
mot mau gom 10 gia nh. Gia s X va Y co moi quan he
tng quan tuyen tnh.
Yi
70
65
90
95
110 115 120 140 155 150
Xi
80
100 120 140 160 180 200 220 240 260
Yeu cau:
1. Giai thch He so tng quan (Correlation coefficient) va He
so xac nh
(Coefficient of determination).
2. c lng ham hoi quy tuyen tnh cua Y theo X. Neu y
ngha cua cac he so hoi quy a c lng. Cac gia tr o
co phu hp vi ly thuyet kinh te khong?
3. Kiem nh khoang tin cay cua cac he so hoi quy vi o
tin cay 95%.
4. Kiem nh gia thuyet ve cac he so hoi quy Ho : b = 0; H 1
:b0
5. Kiem nh s phu hp cua ham hoi quy.
6. ng dung d bao iem va khoang cho mot ho co mc
chi tieu tieu dung khi thu nhap mc 100 USD/tuan vi o
tin cay la 95%.

PHAN TCH ANOVA

1. HOI QUY HAI BIEN
* Multiple R = 0.98
Bien X va Y co quan he tuyen tnh manh va ong bien.
Bien X (thu nhap) tang (giam) dan en bien Y (tieu
dung) tang (giam).
* R Square = 0.96 : o mc o phu hp cua ham hoi quy
Trong ham hoi quy mau (SRF), bien X (thu nhap) giai thch
en 96% s thay oi cua bien Y (tieu dung). Mc o phu
hp cua SRF cao.
* ANOVA

df
Regressi
on
Residual

Total

SS

MS

Significance
F
ESS = 8552.72 202.868 5.7527 E-07
8552.727
7
RSS =
42.159
337.272
TSS =
8890.000

ESS: o o chnh xac cua SRF.

SRF phu hp tot vi cac so lieu quan sat th ESS cang
ln hn RSS cang tot.
Coefficien S.
t Stat P-value Lower
Upper
t
Error
95%
95%
Intercept
24.454
6.413 3.812
0.005
9.664
39.244
X Variable
0.509
0.035 14.24
5.8E0.426
0.591
1
3
07
SRF co dang Y = a + bX
a = 24.454 va b = 0.509;

Y = 24.454 + 0.509X

Gia tr cua b = 0.509 : xet cac gia tr nam trong khoang

(80; 260), khi thu nhap tang 1USD/tuan th chi tieu tieu dung
cua mot gia nh tang trung bnh khoang 0.509USD/tuan.
* o lng o tin cay cua cac he so hoi quy a va b
Vi o t do cua RSS=8 va ESS=1 va = 0.5, 1 - = 0.95
(95%), /2=0.025
o tin cay 95% th

t(0.025)8 =

2.306 (tra bang gia tr t _)

t Stat (a)= 3.812 va t Stat (b)= 14.24 eu ln hn t(0.025)8. Do

o, cac he so hoi quy eu co y ngha thong ke vi o
tin cay 95%.
- Khoang tin cay cua a vi o tin cay 95%:
a t(0.025)8 * Se (a) = 24.454 6.413* 2.306
39.224 )
- Khoang tin cay cua b vi o tin cay 95%:

(9.664 < a <

b
0.591)

t(0.025)8 * Se (b) = 0.509 0.035 *2.306

(0.426 < b <

Ket qua tren co y ngha la: Vi cac yeu to khac khong

thay oi, khi thu nhap tang 1USD/tuan th chi tieu tieu dung
trung bnh cua mot ho gia nh tang trong khoang t 0.426USD
en 0.591USD/tuan.
* Kiem nh s phu hp cua ham hoi quy
Kiem nh gia thuyet Ho : b = 0 ; H 1 : b 0
Quy tac kiem nh
F = 202.868
Mc y ngha a cho, tra bang F tm gia tr F ( 1, n 2):
- Neu F > F ( 1, n 2): bac bo gia thuyet Ho, co ngha la
ham hoi quy phu hp vi so lieu mau.
- Neu F F ( 1, n 2): chap nhan gia thuyet Ho, co ngha la
ham hoi quy khong phu hp vi so lieu mau.
- Mc y ngha = 5% th F

0,05

( 1, 8 ) = 5.32

Nhan thay F > F 0,05 ( 1, 8 ), bac bo gia thuyet Ho. Tc la

b 0 co y ngha, ham hoi quy la phu hp. Co ngha la thu
nhap co anh hng en mc chi tieu tieu dung cua cac
ho gia nh.
Kiem tra moi lien he kinh te qua mo hnh, nhan thay khi
thu nhap tang th mc chi tieu tieu dung cua cac ho gia
nh cung tang. ieu nay phu hp vi thc te.
* ng dung d bao:
D bao gia tr trung bnh cua chi tieu cho tieu dung khi thu
nhap mc 100USD/tuan vi he so tin cay la 95%.
Y^= a + bX = 24.4545 + 0.509 *100 = 75.3636
2
= 42.1587;

xi = Xi - X

Var(Y^)= 2 {1/n + (Xo - X )2 / xi}= 10.4758; Se(Y^)= 3.2366

Vi o tin cay 95% th t(0.025)8 = 2.306. Vay d bao
khoang chi tieu cho tieu dung khi thu nhap mc
100USD/tuan la:
75.3636 3.2366 * 2.306
(67.9 < E(Y/X=100) < 82.8)