mei ig ih Fa ‘phy pip pin ch etia phy ae e Cae bién phy thuge bj gidi han Cuing tae thé itp xe vi ede di iu ién quan dén ee tug bop abu: ti sao 6 nhtng meus ‘nim trong Ive Iuong lao dng vi mbt s6 ngud Kh thi Kh, ti seo cb nig ngudi nim dd ime nghéo di va c6 ng ng li nam trén mie, i sao c6nhirng ng shu mgt cia nh ‘i ahing ngui Khe thi Khong, ti sao mt logithude mai kh lim sing thé nghigm thie ie dung, ‘Gi mt sb ngudi nung Iai Khong e6 tic dung v6i gui Kc, tai sao 6 sinh vign theo boc di hoe diém cia ho Iai due ea thigp con ed sin Vin Khic thi Khong. Nhu vay 6 rt iu tring hop ‘mi chiing ta s& nghién cit gidng nh nhimng trong hgp di néu 6 trén. DE gi thich ta so Ini xiy ra nhng twig hop nur vy, hay n6i Khe di ching ta man tim sng nhin an hung dén cic traimg hyp "eo" hoge "khdng” thi cin thi pai ap dung cdg cy int lugng quen thugs ‘Trong nhimg truéng hop nu vay thi bién phy thuge cis ching tac hai tinh chit (n6 1a. moe bién si, bién hj thie, biém inh tinh. ..). Cée bign gid duge bé sung dB ding vio mS hink hoi qui bBi <6 dang bién gi thih, nung trong vige st dung ching das dang bién ph thude Iai dBi hoi eae 1y that de big. MO hinh ép dung cho trudmg bop ny 1a m0 hinh xe nut Cé ba me hinh xée xt ke nba: 1) LPM (Linear probability mode!) ding phuong phip ude lugng OLS 2) Logit ding phuong phap uéc lugng CDF (cumulative distribution function) 3) Probit dng phwong php ude lung CDF (cummulative distribution function) LPM M6 hinh xde sudt tuyén tinh, Bing m6 hinh xic suét twyén tinh chiing ta e6 thé higu duge diém méu ehét cia phép hOi qui ma bign phu thude e6 hai tn chit ‘Him hoi qui tong thé c dang: Y=A+BXABX ++ Adora HY! XI=f +BX4BX +--+ BX, +H | BY] =B, + BX + BX +--+ BX: [Néu ching ta vide E[Y| X] thi e6 nghia gid tr kj vong eia bién phy dhuge hai tinh chit e6 did ign eva biém bi qui X. Noi céch Khc, xc sult dé bien pu thuge niy bing md mt him tuyén tinh ea cde ign hoi qui X. Ching ta c6 thé chime minh dig nay nh sau: Bidn nglu nhién Yi niy e6 phin phi xée suit 16 ge nhur sa: Yi Day= Yi) D 0 lop Nguya Trong Hat 1‘Chung Th Ging Dy Kin Fai ‘phy pip pin ch (ebiaphy ae Phan phi ny fi phn ph6i nj thie Bernoulli Gis ti ky vong ea bin ng nhign my ba ely] = 1p + 0x(1-p) (C6 nghia ta Pr CY = 11 XD) = Va ching ta cling e6 didu kiga cho mot xe xuit Os B(YAX <1 ‘Nhbuge diém kh nghiém trong cia mé hinh LPM khi wc lurgng bing OLS. 1) Sai sé khdng tuin theo phn phéi chuin Cving ta 6 the ude lugng git cba cdc hp shi qui ing OLS nhung ching ta phi en thin ‘Gi cde sai s6 chuin cba no, Tai sao viy ? Y= EM] + 6 huge bién di think e=¥- Ey] =%- Y chi sn 2 gi tr cho nn dB ding xée dink dupe phn phi xe suit ea 5 Yi Pav) a Pre = 6) T D I-p P 0 Ip 2 Ip [Nhur vy sai 6 twain theo phin phi nh thie chir khong twin theo phi phOi chun, Digu nay oh hhucng dén cdc thing ké suy Iugn nhir ue Iuomg Khoding tn edy va kiém dinh gid thst. Mét s6 cdc ‘hg que phuong php OLS vin thos li ‘Ue lugng cia he sé, vin kong eg. Xi miu lon th hé 6 ude lung vn tun theo phn phbi chun, 2) Phuong sai cia sai s6 thay di Vi Ele,] = (1-p)xp - px(1-p) = 0 vi fe, -Ble ))'= Fle? va VAR[s,] = ‘Tirbigu tht tén, ching ta bit ng p 14 m9t ham cia ahtng biém Bi qu nly, néa ching ta thy 1 li think phin nhidu nau shia e6 phuomg si thay 4s = (1p)? xp - p?x(1-p) = (1-p)xp ‘Ching ta e6 thé Khir hign tugng phuong sai thay di bing phuong phip OLS c6 wong sé. “Mét la, ching ta c6 thé sir dung OLS e6 trong sé (WLS) véi cc bude sau diy ‘Neguyén Trong Hoai 2‘Chung Th Ging Dy Kin Fai ‘phy pip pin ch (ebiaphy ae ‘BS thye hign WLS ching ta thye 3 bube sau day: 1) OLs: B= Br + Baka + BsXa t+ BX © burée nay ching ta log bo cae quan st 6 xée xut Am hoe lim hom | 0-6)" 3) Xfi dymg WLS ching ta o6 md hinh ma phuong sai cia sai sé thoa dig kign li homocedastcity. trong a6 6, 2) Cie trong sb: w, Cc bude ny o6 thé thge hig bing cich chon phuong php ude lugmg trong Eviews 3) Khng thod min didu kign eo ban cia xe xulit OF (EXD <1 C8 ng la 6 gi tr im hom mg va cd gid tr ahd hon Khing cia mt 38 de Iugng bie phy tnwge 4) He sé bidn hat qui khing di (tée dgng bién Khing dBi) 1 kg 66 IY. ‘eu big gti thih nay 6 gi wrt chip va ching ating thém I dow vi. King thé nip du nly lr ung xc sult én niu vl nu vay sé roi vao ttm hop hose ching ta exe suit Am hoe ching ta 60 xée sult tn ho [Nhung ki bién gi thch nn ede git win vi vi id ti “nguing” mio do hi vie pia tng 1 dn vj c6 thé pay ra tie dng bign Yon. Cling ip lun nu vay , sau kh bin ga hich ny vugt ed hing git lin, th tie dg bin eas thay i gia tng tip theo 6 thé rt nh '5) HG sb xe dinh khong con 1a thusée do 49 thich hgp t6t cia mo hinh ‘Mot dibu khéag thé &p dung trye tiép ld hg 96 xéc diah R?, Bing hdi qui tuyén tinh 06 didn, néu ring tt ed moi 0 ligu d2u nim ién dung hoi qui va R?= 1 cung ep moe chun mie o6 ¥ ng ‘Nhumg vei ede bién phy thuge 6 ha inh chit, Khdinigm nay Khng eung ep moe chuin me ndo ci kh xe din hide dod chinh xe hii qu Giai hich bing minh og dé th: twine hop mua nha Khi thu agp tién én mot ngubng ndo 49, hai truing hop mua va Khéng mua sé nim tén dung hoi qui tuyén tinh ngn c6 khé ning R° nhung shit trudng hop kh Iai ed R? ns. Diy chinh ta ly do chang ta nén chon m@t dang him khic phi hyp v6i qui luft eaa xe xuit ya chon nha. Dang him niy la him CDF tag dyng cho hai mé hinh Probit va Logit ‘Neguyéa Trong Hoai 3hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae ‘M@t m6 hinh xée suét hop ly hon m6 hinh LPM e6 thé due m6 ti nhu sau ‘Vi dy vé mo hin LPM: rime ign aii chit (nu diém ca sinh vien khong ci thign = I néu dtm ea sinh vign do thign GPA = idm rung binh ude kh vio time {rl el rel Sage ll ‘Neuyén Trong Hoa 4hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae Dung nu 6 méi quan bg thug gia diy trung bin trae Ki vo tng ei sin vién va Kh ‘ing cai chign dim eia minh (GRIMP), diéu niy duge thé hign bing dudng thing wong biéu dd ‘hi tan én, ai bidn gi thich ki cng o6 sn; PreTest do kiénthic o6 tre v8 ni dung Khos hoe (tr Tat GPA chi do limg diém trung binh khi hoc tip chung); va PSI la bién md ta liga mot sinh vien da ‘ham gia mot KY thut ging day dge bgt Khng (PSI = néu sinh vign di tham gia kj thuft de bigt ny, va néu Khong ti quo thi PSI 0), ‘Ding thai hay khao sit ede biéu dd phan tin gitta GRIMP véi nhimg bién hdi qui néu trén: ‘Neuyén Trong Hoa 5hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae ‘Gi bu dd phn tin nay Khong gidng vi nhing bigu 4d phn tan va cc dutmg hai qui ma ching ta di nghien edu true diy. DE ligu dmg nh king nim de theo dng boi qui. Voi bin chit ‘cia dir ligu 4 c6, tht khé tim ra hién tong "chinh xéc hoin hao" doc theo duéng héi qui khi mi ching ta xiy dmg ce itt we Toye” Prostatic) —_—_O00Y571‘Chung Th Ging Dy Kin Fai ‘phy pip pin ch (ebiaphy ae ‘Vige gai thich 6 day that don gidn : Mot sinh vign e6 GPA cao hon 1 diém e6 xée sult ei thign I* thi xée xudt mua nha pi=Pr¥=1 | X) ‘Neguyéa Trong Hoai 7‘Chung Th Ging Dy Kin Fai ‘phy pip pin ch (ebiaphy ae pi= PO'=11X) = oll, *41,) =p(Zi, +B, B,+B.X,) ‘Trong d6 F kg higu cho him mtd tie Iny chudin chudn héa (CDF) ay chinh la dang him Probit, ie wlt= FB, +B») B, +B.x Bz cho ching ta bgt thay ddi bién doc theo trye hoinh khi ting mét dom vi X. BE xem didu may te dng ln xe suit nh thé ndo, ching a dim té bing biéu tite sau 2B, +1 apa =1 10) i 6B, +B,x) ox ox FG, +B,2)*B, 6 day ching ta gi thich tic dong bien cia xe nuit khi thay dBi X, xe xut 8 ¥ = 1 s€ bién dBi theo gid tri X cy thé c6 nghia ltée dong bien sé thay 46i theo X va nhin vao thi cia ham F ching tao thé bid ie dng bién dang ting dn hoBc gidm din ddi vi xée xuit ing v6i ede gid ti X tung img. ‘Trong think phin sau cing eta biguthite, F 1A dgo him csa CDF vi né chinh la PDF. Ching ta sé thy ring EViews sé gip ching te ude Inong céc hé s6 ciia him Probit_mdt eéch snhanh chong, ‘Hi qui Probit theo nhiu biéa hd qui POV =1 Ix, 74) = p= FB, +B; +B5X5 ++ BX) ‘Neguyéa Trong Hoai 8‘Chung Th Ging Dy Kin Fai ‘phy pip pin ch (ebiaphy ae Ching ta 66 thé suy raz 1 F)=F"@, Bi +BaX2y + BaX oy tone ¢ BX hi ching ta bit gia tea nhtng tham s6 va gi tr eda nhng bién hi qui nay , hi ching ta 6 ‘thé tin duge ning dc suit phi hop, ‘Uée lugng cde né sb trong m0 hinh Probit via Logit. Su vin dung cia nhiing m6 hinh niy bing EViews gin giéng nau. EViews we tinh ed bai Tosi ‘m6 hinh bing phuong phi tong dng «i da (Maximun-Likeihood Method). Khai dong EViews Open / Workfile/gradespsiw0 (Ay Wi tén mot fle hit ky ma 6 diy ching ta vin si dung fle v8 tinh féng dim eta sin vig) Quick /E ate Equation Estimation Settings / Method / Binary Options / Robust Standard Errors & Logitm Probit Equation Specification: Grimp C GPA Pretest PSI Dinh gié va hiém jah ¥ nghia thing ké mé hinh Logit va probit 1) Bainh gid 46 thich hop tét ciia mé hinh Pseudo R'= Me Fadden R= | -(LLFun/ LL) 2) Kiém ta § nga thing ké ede hé 6 Sir dung thing ke 2 thay vithéng ket ‘Bing phin phi chun chun hod vi gid titi han (critical value Z var mie jnghia /2 cho iém dinh hai duo) Céng thie tinh thing ké Z Khng cin thigt vi Bviews sinh cho ching ta ching ta cong [khdng edn tra bing phin phii chusn chun hod vi trong két qui cia Eviews cb o8t P-Value, 3) Kidm dinh § nghia chung cia toan b@ m6 hinh ‘Sir dng thng ké Khi binh phuomg thay vi théng ké F LR~ Likelihood ratio ~ 2(LLFix.- LLFy) so sinh véi gid tr ti han thing ké ki bi ‘Phuong véi mic § nghia cho trade va df= 9 bién ddc lip trong mé hin. ‘Ti cd cio yéu edu tn tn ki kim dinh me nghia ea ma hin du ob thé duge Eviews eung ep. ‘Neguyéa Trong Hoai 9hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae Vi dy vé md hinh probit: ‘ependetVanable: GME ‘th Bray Pb ob nin) Derrae _o0ore Sn Sad os Smarter” 1232 gaint Remaraumerte, {4107 Je egiatcos Ee & tse ne Reged OSTA Sie, | Sucka cate Sar ‘Nhu vy bién hbi qu Pretest khOng ¢6 ¢ ngita thing ké . Nhung dd sao ching a cOng git n6 gi vi mye dich minh boa. Gia sir ching ta muda tich tic dng eia hai bién lén xiv sult thinh edng: GPA va tép en voi phuong php ging day mi (PSI = 1). Dé lim nhu viy, hiy tinh hai dang Khe nhau eta bien PSI, ‘vi diéu kign git cho bign Pretest khong di tai gi tr rung bin cha n. Git trung binh cia bin Pretest= 21,94 Khi Ps! Gent Index! 7,45232 + 1,625810°GPA + 0,051729"21,94 + 1,426332*0 Khi PSI~1 Gear Index! = -7,45232 + 1,625810*GPA + 0,051729"21,94 + 1,426332*1 [Nh rng o6 hai nguyén nhin gi thich tin b bién thign cho hai bign nay: ce gi tri Kh bigt cia PSI, vi biénthién cia GPA. nhin vGi hé s6 cia GPA. Néu c6 cde bién hdi qui bd sung, thi ching ts git ching khéng &bi gidng nur eéch mi ching ta lim v6i vi bigm pretest, ‘Tiép theo, hy tinh ehubi P(Grimp = 1) dBi v6i tig chudi eh 6 Gene Prarimp0= @enormfindex0) ‘Neguyéa Trong Hoai 10hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae Genr Prarimp! = @enormiindex1) ‘Cubi cling, hy vé cde biéu 43 phan tin ciia nhimg xéc suit nay theo GPA: 'B6i den GPA, Prarimp0, Prarimp] ‘View Graph / Simple Scatter I © PRGRIMPO PRGRIMP1 © diy ching tae thé thy th dng cia GPA vi tc &Gng cia PSI la xée su &é mgt sinh Vin ob hing ei thigndiém eta minh, Vige tinh ede tic dng bién cing don gidn. Gii sitring Anh/Chi muén tin tic déng bign cia GPA ‘6 moi diém trén db thi. Dé lam vige nay, ching ta chi don gin tinh pdf cia phn phi chun cho mdi gid trj déi véi chi s6 nay, sau do nhan né vei hé s6 cua GPA, ‘Trén EViews, him pdf chun la @énorm, Gent MarGPA0 = @dnorm(index0)*1.625810 Gear MarGPA1 = @dnorm(index!) 625810 ‘Nauyén Trong Hoa "hme Tinh ing Day Kin T Fah ‘phy pip pin ch (ebiaphy ae [Power rel ne Sao Sel ol) [Nhimg during nay chi ra tie fing bién cho xée suit cia sy thay ddi ve vige cai thign nha thé nao Khi GPA thay di, Nén ghi nh 1 ching a ein gi thich ching bing bigu dB truée diy. Sy thye lb ‘tc dng bién cia MARGPAI thip khi GPA = 4 phan anh thy tél xéc suét cai thign gan bing 1, ‘Vi vay ce ei thign tgp theo Ii it ho. ‘Nauyén Trong Hoa 12