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evaluation only.

2010

BI TON
1.

Tnh

HAI BIN

A BIN

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
Cc gi tr , , , . S ly trong bng kt qu,
nhiu bin Thy s ko cho tnh ton ( kh gh lun
hehhe !!!)
SRF:

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 X2, X3,

X2 khng i, nu

X2
Tng t cho cc bin cn li
5.

Tng cc bnh
phng

TSS =

3 gi tr

TSS =

ESS =

ny > 0

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

phi gii ma trn, nhng

iu ny ko phi lo

RSS = TSS ESS

Vi k l s tham s ca m hnh
m hnh 3 bin

Vd: (SRF)
k = 3, vi cc tham s Y, X1, X2
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 .

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Th Tuyt L - 0061
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For
evaluation only.

2010

9.

Kim nh s
ph hp m hnh
SRF, mc
ngha

Phng php gi tr ti hn:

Phng php gi tr ti hn:

B1: Lp gi thit Ho: =0 ; H1: 0

B1: Lp gi thit Ho: R2=0 ; H1: R2>0

B2: tra bng F, gi tr ti hn

B2: tra bng F, gi tr ti hn

B3: so snh F0 v F(1,n-2)

B3: so snh F0 v F(k-1,n-k)

+ F0 > F(1,n-2): bc b H0 hm SRF

ph hp vi mu

+ F0 > F(k-1,n-k): bc b H0 hm SRF ph hp

vi mu

+ F0 < F(1,n-2): chp nhn H0

F(1,n-2)
Bc b

+ F0 < F(k-1,n-k): chp nhn H0

F(1,n-2)
Chp nhn

F(k-1,n-k)
Bc b

F0

F0

F(k-1,n-k)
Chp nhn

Phng php gi tr p-value:

Phng php gi tr p-value:

(cch ny s lm khi cho sn bng kt qu)

(cch ny s lm khi cho sn bng kt qu)

Ly gi tr p-value ng vi F0 ( cui cng gc phi ch

Prod(F-statistic))

Ly gi tr p-value ng vi F0 ( cui cng gc

phi ch Prod(F-statistic))

Tin hnh so snh p-value v :

Tin hnh so snh p-value v :

+ p-value < : bc b H0 hm SRF ph hp vi mu

+ p-value < : bc b H0 hm SRF ph hp

vi mu

+ p-value > : chp nhn H0

p-value
Bc b

+ p-value > : chp nhn H0

p-value
Chp nhn

p-value
Bc b

p-value
Chp nhn

10. Kim nh gi
thit bin c lp
c nh hng ln
bin ph thuc
khng?

Gi thit: H0: = 0

H1: 0

Phng php gi tr ti hn:

Gi thit: H0: = 0

H1: 0

Phng php gi tr ti hn:

B1: Tnh:

B1: Tnh:

B2: Tra bng t-student gi tr

B2: Tra bng t-student gi tr

B3: So snh

B3: So snh

>

v
: bc b H0 bin c lp (X)

nh hng ln bin ph thuc (Y)

+

<

Bc b

: chp nhn H0

Chp nhn

>

v
: bc b H0 bin c lp (X) nh

hng ln bin ph thuc (Y)

+

<

Bc b

: chp nhn H0

Chp nhn

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For
evaluation only.

2010

Phng php p-value:

Phng php p-value:

Ly gi tr p-value tng ng vi bin c

lp mnh ang xt

Ly gi tr p-value tng ng vi bin c lp mnh

ang xt

Tin hnh so snh p-value v :

Tin hnh so snh p-value v :

+ p-value < : bc b H0 bin c lp (X) nh

hng ln bin ph thuc (Y)

+ p-value < : bc b H0 bin c lp (X) nh hng

ln bin ph thuc (Y)

+ p-value > : chp nhn H0

+ p-value > : chp nhn H0

p-value
Bc b

p-value
Chp nhn

p-value
Bc b

11. Kim nh gi
thit
Ho: = o ; H1: o
Vi mc ngha

p-value
Chp nhn

Phng php gi tr ti hn:

Phng php gi tr ti hn:

B1: Tnh:

B1: Tnh:

B2: Tra bng t-student gi tr

B2: Tra bng t-student gi tr

B3: So snh

B3: So snh

>

<

v
: bc b H0

: chp nhn H0 c th xem =

>

<

v
: bc b H0
: chp nhn H0 c th xem = o

o
Bc b
Bc b

Phng php p-value:

Ly gi tr p-value tng ng vi bin c
lp mnh ang xt

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 :

Tin hnh so snh p-value v :

+ p-value < : bc b H0

+ p-value < : bc b H0

+ p-value > : chp nhn H0 c th xem = o

+ p-value > : chp nhn H0 c th xem = o

p-value
Bc b

p-value
Chp nhn

p-value
Bc b

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

Chp nhn

Chp nhn

Tra bng t-student gi tr

Tnh

p-value
Chp nhn

Tra bng t-student gi tr

Tnh

tra bng kt qu

Khong tin cy ca :
Khong tin cy ca :

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evaluation only.

2010

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

Tra bng t-student gi tr

Tra bng t-student gi tr

Tnh

Tnh

tra bng kt qu

Khong tin cy ca :
Khong tin cy ca :

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

tin cy: 1 = a%

tin cy: 1 = a%

= 100% - a%

= 100% - a%

Tra bng Chi-square cc gi tr:

Tra bng Chi-square cc gi tr:

Khong tin cy ca 2:

Khong tin cy ca 2:

Vi tin cy (1 )

15. Kim nh gi
thit
Ho: =

; H1:

Phng php gi tr ti hn

Phng php gi tr ti hn

B1: Tnh

B1: Tnh

B2: So snh

B2: So snh

Vi mc ngha

<

<

chp nhn Ho, =

bc b Ho

<

Bc b

bc b Ho

Bc b

<

Bc b

bc b Ho

Chp
nhn

<

chp nhn Ho, =

<

bc b Ho

Chp
nhn

Bc b

Phng php gi tr p-value

Phng php gi tr p-value

B1: Ly gi tr p-value trong bng kt qu

B1: Ly gi tr p-value trong bng kt qu

B2: So snh

B2: So snh

+ < p-value < 1- chp nhn Ho, =

+ < p-value < 1- chp nhn Ho, =

+ p-value < bc b Ho

+ p-value < bc b Ho
+ 1- < p-value bc b Ho

+ 1- < p-value bc b Ho
4

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evaluation only.

2010

p-value
Bc b

p-value
Chp
nhn

16. H s co gin,
ngha

p-value
Bc b

p-value
Bc b

p-value
Chp
nhn

p-value
Bc b

EYX =
Nu X(vd: thu nhp) tng 1% th Y (vd: chi tiu)
tng EYX%

17. i n v
Trong :

Trong :

k1 : h s t l quy i gia n v c & mi ca Y

ko : h s t l quy i gia n v c & mi ca Y

k2 : h s t l quy i gia n v c & mi ca X

k1 : h s t l quy i gia n v c & mi ca X1

= k1

k2 : h s t l quy i gia n v c & mi ca X2

= ko

18. D on (d bo)
im

Thay gi tr Xo vo phng trnh SRF:

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

Thay gi tr

vo phng trnh SRF:

Dng???Khi cho Xo
yu cu tnh Y
19. D on ( d
bo) khong

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

var(

) = var(Yo =

se(

)=

Khong tin cy (1-)% ca Yo/Xo l:

D on (d bo) gi tr trung bnh

Dng???
-

Khi yu cu d on m khng cho tin

cy (1 )

Khi cho Xo v tin cy (1 ), yu cu

c lng gi tr trung bnh.

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For
evaluation only.

2010

Thay gi tr Xo vo phng trnh SRF:

var(
se(

=
)=

Khong tin cy (1-)% ca E(Yo/Xo) l:

20. So snh R2

Ch so snh c khi tha 3 iu kin sau:

1.

Cng c mu n.

1.

Cng c mu n.

2.

Cng s bin c lp.

2.

Cng s bin c lp.

(nu ko cng s bin c lp th dng

3.
21. Thm bin vo
m hnh, vi
mc ngha

Ch so snh c khi tha 3 iu kin sau:

(nu ko cng s bin c lp th dng

Cng dng hm bin ph thuc

B1: tnh R2 (3 bin) ;

B2: So snh
Nu

3.

(3 bin) ; R2 (2 bin) ;

(3 bin) v

Cng dng hm bin ph thuc

(2 bin)

(2 bin)

(2 bin): khng thm bin vo m hnh

(3 bin) <

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

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 ^_^)
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
EYX =

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

ta tnh lc u

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

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)

EYX =
ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX%
3.

M hnh log-lin:
6

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2010

logY = + *X
% (Vi iu kin cc yu t khc khng i)

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

EYX =

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

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)
EYX =

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

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)
EYX =
ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX%
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 EYX: t cng thc gc EYX =

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

TRNH BY KT HI QUY
;
;
;

=
se =
t = t(

t(

TSS = ??? ; ESS = ??? ; RSS = ??? ;

C BNG KT QU HI QUY
Variable
C
X1
X2
R-squared R2
Adjusted R-squared
S.E. of regression
Sum squared resid RSS

n = ???
R2 = ???
Fo = ???
= ???

Const
Coefficient
14.32168
-2.258741
1.237762
0.909573
0.873402
1.024183
5.244755

t
Std. Error
1.116283
0.320460
0.342586

t-Statistic
12.82979
-7.048438
3.612997

Mean dependent var

S.D.dependent var SY

p-value
Prob.
0.0001
0.0009
0.0153
9.000000
2.878492

25.14667
F-statistic Fo
0.002459
Prob(F-statistic) p-value(Fo)
THAY I S HNG DC V S HNG TUNG GC KHI NO??? (cu ny c th chim 1)
7

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evaluation only.

2010

1.
2.

Thay i s hng h s gc (s hng gc) khi thm D vo

Thay i s hng tung gc khi thm D vo
Ta c 3 trng hp nh sau: