Trn Th Tuyt L - 0061

2010

1
BI TON HAI BIN A BIN
1. Tnh

n = s mu

(Khuyn nn tnh ngay u bi dng dn, lc ny u c cn sng sut tnh ton ^_^ )
2. Xc nh PRF

3. Xc nh SRF

SRF:

Cc gi tr

, . S ly trong bng kt qu,

nhiu bin Thy s ko cho tnh ton ( kh gh lun
hehhe !!!)
4. ngha ca cc
h s hi quy

(ni ngha ca bin no th c nh cc bin cn li)
V d ni ngha ca

th c nh cc bin X
2
, X
3
,
X
2
khng i, nu

X
2

Tng t cho cc bin cn li
5. Tng cc bnh
phng
TSS =

3 gi tr
ESS =

ny > 0
RSS = TSS ESS
TSS =

ESS =

RSS = TSS ESS
6. Tnh h s xc
nh

7. H s xc nh
hiu chnh

c th m, trong trng hp ny, quy c

Vi k l s tham s ca m hnh
Vd: (SRF)

m hnh 3 bin
k = 3, vi cc tham s Y, X
1
, X
2
8. c lng ca

Ci ny s tra bng kt qu ra

dng S.E. of regression

(

) ct Std. Error, dng th 1

(

) ct Std. Error, dng th 2

(

) ct Std. Error, dng th 3 .

phi gii ma trn, nhng
iu ny ko phi lo
Trn Th Tuyt L - 0061
2010

2
9. Kim nh s
ph hp m hnh
SRF, mc
ngha

Phng php gi tr ti hn:
B1: Lp gi thit H
o
: =0 ; H
1
: 0
tnh
B2: tra bng F, gi tr ti hn
B3: so snh F
0
v F

(1,n-2)
+ F
0
> F

(1,n-2): bc b H
0
hm SRF
ph hp vi mu

+ F
0
< F

(1,n-2): chp nhn H

0

F

(1,n-2) F

(1,n-2)
Bc b Chp nhn
F
0

Phng php gi tr ti hn:
B1: Lp gi thit H
o
: R
2
=0 ; H
1
: R
2
>0
tnh
B2: tra bng F, gi tr ti hn
B3: so snh F
0
v F

(k-1,n-k)
+ F
0
> F

(k-1,n-k): bc b H
0
hm SRF ph hp
vi mu

+ F
0
< F

(k-1,n-k): chp nhn H

0

F

(k-1,n-k) F

(k-1,n-k)
Bc b Chp nhn
F
0

Phng php gi tr p-value:
(cch ny s lm khi cho sn bng kt qu)
Ly gi tr p-value ng vi F
0
( cui cng gc phi ch
Prod(F-statistic))
Tin hnh so snh p-value v :
+ p-value < : bc b H
0
hm SRF ph hp vi mu
+ p-value > : chp nhn H
0

p-value p-value
Bc b Chp nhn

Phng php gi tr p-value:
(cch ny s lm khi cho sn bng kt qu)
Ly gi tr p-value ng vi F
0
( cui cng gc
phi ch Prod(F-statistic))
Tin hnh so snh p-value v :
+ p-value < : bc b H
0
hm SRF ph hp
vi mu
+ p-value > : chp nhn H
0

p-value p-value
Bc b Chp nhn

Trn Th Tuyt L - 0061
2010

3
10. Kim nh gi
thit bin c lp
c nh hng ln
bin ph thuc
khng?
Gi thit: H
0
: = 0 H
1
: 0
Phng php gi tr ti hn:
B1: Tnh:

B2: Tra bng t-student gi tr

B3: So snh |

| v

+ |

|
>

: bc b H
0
bin c lp (X)
nh hng ln bin ph thuc (Y)
+ |

| <

: chp nhn H
0

Bc b Chp nhn
|

|
Gi thit: H
0
: = 0 H
1
: 0
Phng php gi tr ti hn:
B1: Tnh:

B2: Tra bng t-student gi tr

B3: So snh |

| v

+ |

|
>

: bc b H
0
bin c lp (X) nh
hng ln bin ph thuc (Y)
+ |

| <

: chp nhn H
0

Bc b Chp nhn
|

|
Phng php p-value:
Ly gi tr p-value tng ng vi bin c lp mnh
ang xt
Tin hnh so snh p-value v :
+ p-value < : bc b H
0
bin c lp (X) nh hng
ln bin ph thuc (Y)
+ p-value > : chp nhn H
0

p-value p-value
Bc b Chp nhn

Phng php p-value:
Ly gi tr p-value tng ng vi bin c
lp mnh ang xt
Tin hnh so snh p-value v :
+ p-value < : bc b H
0
bin c lp (X) nh
hng ln bin ph thuc (Y)
+ p-value > : chp nhn H
0

p-value p-value
Bc b Chp nhn

11. Kim nh gi
thit
H
o
: =
o
; H
1
:
o

Vi mc ngha
Phng php gi tr ti hn:
B1: Tnh:

B2: Tra bng t-student gi tr

B3: So snh |

| v

+ |

|
>

: bc b H
0
+ |

| <

: chp nhn H
0
c th xem =

Bc b Chp nhn
|

|
Phng php gi tr ti hn:
B1: Tnh:

B2: Tra bng t-student gi tr

B3: So snh |

| v

+ |

|
>

: bc b H
0
+ |

| <

: chp nhn H
0
c th xem =
o

Bc b Chp nhn
|

|
Trn Th Tuyt L - 0061
2010

4
Phng php p-value:
Ly gi tr p-value tng ng vi bin c
lp mnh ang xt
Tin hnh so snh p-value v :
+ p-value < : bc b H
0

+ p-value > : chp nhn H
0
c th xem =
o
p-value p-value
Bc b Chp nhn

Phng php p-value:
Ly gi tr p-value tng ng vi bin c lp mnh
ang xt
Tin hnh so snh p-value v :
+ p-value < : bc b H
0

+ p-value > : chp nhn H
0
c th xem =
o
p-value p-value
Bc b Chp nhn

12. Xc nh khong
tin cy ca
Vi mc ngha
( ko cho th ly
=0,05)

Tra bng t-student gi tr

Tnh

Khong tin cy ca :

Tra bng t-student gi tr

Tnh tra bng kt qu
Khong tin cy ca :

13. Xc nh khong
tin cy ca
Vi mc ngha
( ko cho th ly
=0,05)

)
Tra bng t-student gi tr

Tnh (

Khong tin cy ca :

)
Tra bng t-student gi tr

Tnh (

) tra bng kt qu
Khong tin cy ca :

14. Xc nh khong
tin cy ca
phng sai
var(U
i
) =
2

Vi tin cy (1 )
(

)
tin cy: 1 = a%
= 100% - a%
Tra bng Chi-square cc gi tr:

Khong tin cy ca
2
:
(

)
tin cy: 1 = a%
= 100% - a%
Tra bng Chi-square cc gi tr:

Khong tin cy ca
2
:
Trn Th Tuyt L - 0061
2010

5
15. Kim nh gi
thit
H
o
: =
o
; H
1
:
o

Vi mc ngha

Phng php gi tr ti hn
B1: Tnh
B2: So snh
+

<

<

chp nhn H
o
, =
o

+

bc b H
o

+

<

bc b H
o

Bc b Chp
nhn
Bc b

Phng php gi tr ti hn
B1: Tnh
B2: So snh
+

<

<

chp nhn H
o
, =
o

+

bc b H
o

+

<

bc b H
o

Bc b Chp
nhn
Bc b

Phng php gi tr p-value
B1: Ly gi tr p-value trong bng kt qu
B2: So snh
+

< p-value < 1-

chp nhn H
o
, =
o

+ p-value <

bc b H
o

+ 1-

< p-value bc b H
o

p-value p-value p-value
Bc b Chp
nhn
Bc b

Phng php gi tr p-value
B1: Ly gi tr p-value trong bng kt qu
B2: So snh
+

< p-value < 1-

chp nhn H
o
, =
o

+ p-value <

bc b H
o

+ 1-

< p-value bc b H
o

p-value p-value p-value
Bc b Chp
nhn
Bc b

16. H s co gin,
ngha
E
YX
=

Nu X(vd: thu nhp) tng 1% th Y (vd: chi tiu)
tng E
YX
%

17. i n v

Trong :
k
1
: h s t l quy i gia n v c v mi ca
Y
k
2
: h s t l quy i gia n v c v mi ca
X

= k
1

Trong :
k
o
: h s t l quy i gia n v c v mi ca Y
k
1
: h s t l quy i gia n v c v mi ca X
1
k
2
: h s t l quy i gia n v c v mi ca X
2

= k
o

18. D on (d bo)
im
Dng???Khi cho X
o

yu cu tnh Y

Thay gi tr X
o
vo phng trnh SRF:

D bo cho hi quy nhiu bin ch xt d bo im.
Thay gi tr

vo phng trnh SRF:

Trn Th Tuyt L - 0061
2010

6
19. D on ( d
bo) khong

D on ( d bo) gi tr c bit
Dng???
Khi cho X
o
v tin cy (1 ), yu cu c
lng gi tr.
Thay gi tr X
o
vo phng trnh SRF:
var(

) = var(Y
o
-

]
se(

) =

Khong tin cy (1-)% ca Y
o
/X
o
l:

D on (d bo) gi tr trung bnh
Dng???
- Khi yu cu d on m khng cho tin
cy (1 )
- Khi cho X
o
v tin cy (1 ), yu cu
c lng gi tr trung bnh.
Thay gi tr X
o
vo phng trnh SRF:
var(

]
se(

) =

Khong tin cy (1-)% ca E(Y
o
/X
o
) l:

20. So snh R
2
Ch so snh c khi tha 3 iu kin sau:
1. Cng c mu n.
2. Cng s bin c lp.
(nu ko cng s bin c lp th dng

)
3. Cng dng hm bin ph thuc
Ch so snh c khi tha 3 iu kin sau:
1. Cng c mu n.
2. Cng s bin c lp.
(nu ko cng s bin c lp th dng

)
3. Cng dng hm bin ph thuc
21. Thm bin vo
m hnh, vi
mc ngha
B1: tnh R
2
(3 bin) ;

(3 bin) ; R
2
(2 bin) ;

(2 bin)
B2: So snh

(3 bin) v

(2 bin)
Nu

(3 bin) <

(2 bin): khng thm bin vo m hnh

Nu

(3 bin) >

(2 bin): c th thm bin vo m hnh, cn lm thm cng vic sau: kim nh

bin thm vo c ngha ko, sau mi chc chn c thm bin vo ko?
CNG VIC KIM NH THC HIN GING CNG THC S 10
Trn Th Tuyt L - 0061
2010

7





NGHA H S HI QUY V H S CO GIN CA CC M HNH
1. M hnh tuyn tinh:
Y = +

*X
ngha h s hi quy: Nu X tng 1 n v th Y tng

n v (Vi iu kin cc yu t khc khng i)

E
YX
=

ta tnh lc u
ngha h s co gin: Nu X tng ln 1% th Y tng ln E
YX
%

2. M hnh lin-log:
Y = +

*logX
ngha h s hi quy: Nu X tng ln 1% th Y tng ln

n v (Vi iu kin cc yu t khc khng i)

E
YX
=

ngha h s co gin: Nu X tng ln 1% th Y tng ln E
YX
%
3. M hnh log-lin:
logY = +

*X
ngha h s hi quy: Nu X tng ln 1 n v th Y tng ln

% (Vi iu kin cc yu t khc khng i)

E
YX
=

ngha h s co gin: Nu X tng ln 1% th Y tng ln E
YX
%
4. M hnh tuyn tnh log:
logY = +

*logX
ngha h s hi quy: Nu X tng 1% th Y tng

% (Vi iu kin cc yu t khc khng i)

E
YX
=

ngha h s co gin: Nu X tng ln 1% th Y tng ln E
YX
%
5. M hnh nghch o:
Y = +

ngha h s hi quy: X tng ln th Y cng tng ln theo, nhng Y i a l n v (Vi iu kin cc yu t khc khng
i)
E
YX
=

ngha h s co gin: Nu X tng ln 1% th Y tng ln E
YX
%





MO:
a. Cch ni ngha h s hi quy:
a.1 Tham s no c log th n v l %, cn li th dng n v bi cho
a.2 Tham s X c log, Y ko log th ni ngha ca Y nh h s l

a.3 Tham s X ko log, Y c log th ni ngha ca Y nh h s l

b. H s co gin E
YX
: t cng thc gc E
YX
=

, tham s no c log th gi tr trung bnh ca tham s = 1

NHN XT:
1. Lm sao nh ht cng thc???? Hc cng thc hm a bin thui, nh ci k ca cng thc ci ny chnh
l s tham s ca phng trnh. Vy l hm 2 bin thay k=2, hm 3 bin thay k=3, . (tha l xong phn
cng thc *_^)
2. Luyn tp nh th no???? n ti dng no th xem cng thc cho chc (tha l oki ri ^_^)
Trn Th Tuyt L - 0061
2010

8
TRNH BY KT HI QUY

; n = ???
se =

; R
2
= ???
t = t(

t(

; F
o
= ???
TSS = ??? ; ESS = ??? ; RSS = ??? ;

= ???

C BNG KT QU HI QUY Const t p-value
Variable Coefficient Std. Error t-Statistic Prob.
C

14.32168 1.116283 12.82979 0.0001
X1

-2.258741 0.320460 -7.048438 0.0009
X2

1.237762 0.342586 3.612997 0.0153
R-squared R
2
0.909573 Mean dependent var

9.000000
Adjusted R-squared

0.873402 S.D.dependent var S

Y
2.878492
S.E. of regression 1.024183
Sum squared resid RSS 5.244755
F-statistic F
o
25.14667
Prob(F-statistic) p-value(F
o)
0.002459

THAY I S HNG DC V S HNG TUNG GC KHI NO??? (cu ny c th chim 1)
1. Thay i s hng h s gc (s hng gc) khi thm D vo
2. Thay i s hng tung gc khi thm D vo
Ta c 3 trng hp nh sau: