Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Chng trnh Giang day Kinh te Fulbright

Hoc ky thu 2004
6/9/2004 22/12/2005

Cac Phng phap Phan tch

ap an bai thi 1
Th nam, ngay 7 thang 10 nam 2004.
Cau 1: (15 iem)
a.

Hay giai thch y ngha cua :

= 0,800 la anh hng can bien c lng cua Xt len Yt, co ngha: Da theo
thong tin cua mau, khi Xt tang len 1 n v th ky vong rang Yt , mc trung bnh,
tang them 0,0800 n v.
b.

Hay xay dng khoang tin cay 95% cho he so o doc nay .
o tin cay = 95% = 1 95% = 5%

t* = t(n-2, /2) = t(32, 0.025) = 2.037

= t* S = 2.037 * 0,060 = 0.1222

Khoang tin cay 95% cho he so o doc nay .

- t* S < < + t* S

0,800 0,1222 < < 0,800 + 0,12222

0,6778 < < 0,9222
c.

e biet mo hnh hoi qui tren co y ngha thong ke mc y ngha 5% hay khong ta
tien hanh kiem nh mc y ngha 5% cac gia thuyet sau :
H0 :
H1 :

=0
0

Theo ket qua cau b ta thay : 0,6778 < < 0,9222

Ngha la > 0 bac bo gia thiet H0 mc y ngha 5%, moi quan he tuyen
tnh ong bien gia X va Y co y ngha ve mat thong ke.
Cau 2: (30 iem)
a.

Hay xac nh o doc va tung o goc cua phng trnh hoi qui:

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Ta co:
Y=GPA
4.000
3.000
3.500
2.000
3.000
3.500
2.500
2.500
Ytb = 3.0

X=HOUR
5.000
3.000
4.000
2.000
3.000
5.000
2.000
1.000

x = X - Xtb
1.875
-0.125
0.875
-1.125
-0.125
1.875
-1.125
-2.125

Xtb = 3.125

( X X )(Y Y )
(X X )
i

Y = + X
b.

y= Y - Ytb
1.000
0.000
0.500
-1.000
0.000
0.500
-0.500
-0.500

xy
x
2

xy
1.875
0.000
0.438
1.125
0.000
0.938
0.563
1.063
xy = 6.00

x2
3.516
0.016
0.766
1.266
0.016
3.516
1.266
4.516
2
x = 14.875

6,000
= 0,4034
14,875

= Y - X = 3,0 - 0,4034 3,125 = 1,7395

Da tren nhng ket qua nay, cac Anh/Ch co anh gia g ve moi quan he gia
GPA va HOUR. Giai thch ngan gon cau tra li cua cac Anh/Ch.
Da theo thong tin cua mau ta thay Gia GPA va HOUR co moi quan he tuyen
tnh ong bien.
Vi = 0,4034 co ngha: khi so gi t hoc trung bnh trong ngay tang len 1 gi
th th ky vong rang iem trung bnh hoc tap c lng, mc trung bnh, tang
len 0,4034 iem.
Vi = 1,7395 khong co ngha khi so gi t hoc trung bnh trong ngay bang 0
th iem trung bnh hoc tap c lng la 1,7395, v an cha bien bo sot va tnh
phi tuyen.

c.

Giai thch y ngha cua cau tuyen bo cua nha nghien cu bang ngon ng bnh
thng: mc y ngha 5%, moi quan he tuyen tnh gia so gi t hoc trung bnh
trong ngay va iem trung bnh hoc tap co y ngha ve mat thong ke.

d.

Thiet lap mot khoang tin cay 95% cho he so cua HOUR.
He so cua HOUR la . , n = 8
o tin cay = 95% = 1 95% = 5%

t* = t(n-2, /2) = t(6, 0.025) = 2,447

= t* S = 2.447 0,0806 = 0,1972

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Khoang tin cay 95% cho he so o doc nay .

- t* S < . < + t* S
0,4034 0,1972 < . < 0,4034 + 0,1972
0,2061 < . < 0,6006
Y ngha: He so o doc cua phng trnh hoi quy tong the gia so gi t hoc trung
bnh trong ngay va iem trung bnh hoc tap nam trong khoang (0,2061 ; 0,6006)
e.

Hay xac nh va giai thch y ngha cua he tng quan r, he so xac nh R2 va he

so R2 ieu chnh
RSS = 2.4201681
TSS = 3
R2 =

RSS
2.4201681
=
= 0,8067
TSS
3

Do (*) la mo hnh hoi quy n bien nen r2 = R2

Vay r =

R 2 = 0.8982

R2 = 1 -

n 1
(1 R 2 ) (vi k la so bien oc lap)
n k 1

R2 = 1 -

8 1
(1 0,8067) = 0.7745
82

Y ngha:
He tng quan r = 0.8982 cho biet: Gia so gi t hoc trung bnh trong ngay
va iem trung bnh hoc tap trong mau co moi tng quan tuyen tnh kha
manh.
He so xac nh R2 = 0,8067 cho biet: 80,67% s bien oi cua iem trung bnh
hoc tap GPA trong mau c giai thch bi so gi t hoc trung bnh trong ngay
HOUR.
He so R 2 = 0.7745 (R2 ieu chnh) o o cho biet: 77,45% s bien oi cua
iem trung bnh hoc tap GPA trong mau c giai thch chung bi so gi t
hoc trung bnh trong ngay HOUR (a c ieu chnh do giam bac t do cua
mo hnh).

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Cau 3: (15 iem)

a.

Da tren nhng ket qua phan tch cua Mo hnh a, cac Anh/Ch anh gia moi quan
he gia Edu va GNPKAP co y ngha thong ke mc 5% hay khong. Giai thch
ngan gon cau tra li cua cac Anh/Ch.
Mo hnh a:
Educ^ = 1 + 1 * GNPKAP
1 = -0.203
t1 = -2.49
= 0.00344
t = 7.86
1

e biet moi quan he gia Edu va GNPKAP co y ngha thong ke mc y ngha

5% hay khong ta tien hanh kiem nh mc y ngha 5% cac gia thuyet sau :
H0 :
H1 :
Ta co:

1 = 0
1 0
t* = tn-2, /2 = t28, 0.025 = 2,048
t = 7.86 > 2,048 bac bo gia thiet H0
1

Vay: mc y ngha 5%, moi quan he tuyen tnh gia Edu va GNPKAP co y
ngha ve mat thong ke.
b.

Mo hnh a, neu GNPKAP c tnh bang 100 o la thay v tnh bang o la th

tung o goc va o doc se thay oi nh the nao. Khi o, ket luan moi quan he gia
Edu va GNPKAP co khac g ket luan cau a hay khong.
Ta co:

Ma :

Educ = + GNPKAP

(1)

(GNPKAP tnh bang o la)

Educ* = * + * GNPKAP*

(2)

(GNPKAP* tnh bang 100 o la)

Educ = Educ*
GNPKAP = GNPKAP* 100

Thay vao (1) ta c: Educ = + GNPKAP

Educ* = + (GNPKAP* 100)
Educ* = + ( 100) GNPKAP*
So sanh vi (2) ta c:

* =
* = 100
Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Neu GNPKAP c tnh bang 100 o la thay v tnh bang o la th:

-

Tung o goc khong thay oi, nhng he so o doc tang 100 lan

t1 , t khong thay oi nen ket luan moi quan he gia Edu va GNPKAP khong
1

khac ket luan cau a

c.

Da vao bang cac tr thong ke tong hp va cac ket qua phan tch cua ngi tr ly
Mo hnh a, hay xac nh he so o doc trong Mo hnh b.
GNPKAP^ = Tung o goc 2 + he so o doc 2 * Educ

(Mo hnh b)

GNPKAP^ = 2 + 2 * Educ
Ta co:

Cov(GNPKAP, Educ)
2
S GNPKAP
Cov(GNPKAP, Educ)
2 =
2
S Educ
S2

(14,6%) 2
1 = 2 Educ =
(35,2) 2
2 S GNPKAP
= 199,96

1 =

Y = 2 + 2 X
2 = Y - 2 X = 182,0 - 199,96 42.4% = 97,22
Vay mo hnh b la:

GNPKAP^ = 97,22 + 199,96* Educ

Cau 4 (20 iem)

a.

Da vao ly thuyet hanh vi nha san xuat hay neu t nhat hai nhan to anh hng chu
yeu en san lng. Hay neu cac moi quan he ky vong cua cac nhan to nay vi
san lng cua nha san xuat.
Y = f (L, K)
Trong o L la so lao ong K la lng von cua nha san xuat va theo ly thuyet kinh
te hoc vi mo th lao ong va von co moi quan he ong bien theo san lng.

b.

Can c vao d lieu cheo ieu tra 27 doanh nghiep vi cac ch tieu san lng tnh
theo gia tr gia tang (VA), lng von (K) va lng lao ong (L). Hay viet ra mot
ham hoi qui tong the (PRF) ham hoi qui mau tuyen tnh (SRF) cho san lng theo
cac nhan to ma d lieu co san.

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

PRF = Yi = 1 + 2 X 2 i + 3 X 3i + i
SRF = Y = + X + X + e
i

2i

3i

Trong o: Y ai dien VA, X2 ai dien cho Kva X3 ai dien cho L

c.

Can c vao ham hoi qui mau hay viet ra he phng trnh chuan e c lng cac
he so hoi qui cua ham hoi qui mau.

Y = n +) X +) X )
Y X = X + X + X X
Y X = X + X X + X
1

d.

2i

3i

2i

2i

2
2i

3i

3i

2i

3i

3i

2i
2
3i

Can c vao bang (1) t ket qua EVIEWS hay tnh o co dan trung bnh cua san
lng theo lao ong va von. Hay giai thch ket qua ma anh (ch) tnh c.

K
L
EYX 2 = 2 = 0.5485; E YX 3 = 3 = 0.4026
Y
Y

Trung bnh khi von tang 1% th san lng tang 0.5485% vi gia thuyet cac yeu to
khac khong oi; trung bnh khi lao ong tang 1% th san lng tang 0.4026% vi
gia thuyet cac yeu to khac khong oi.
Bang (1)
Dependent Variable: VA
Method: Least Squares
Date: 09/20/04 Time: 14:24
Sample: 1 27
Included observations: 27
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
K
L

114.3376
0.471043
2.338136

173.4314
0.112439
1.038966

0.659267
4.189327
2.250445

0.5160
0.0003
0.0339

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Hao Thi/ Trong Hoai

0.959805
0.956455
469.8642
5298536.
-202.8372
2.060297

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

2340.201
2251.659
15.24720
15.39119
286.5410
0.000000

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Gia tr trung bnh cua von va lao ong trong d lieu mau
K
L
2725.145
402.9719
Bai 5 (20 iem):
Co d lieu ve nen kinh te Mexico giai oan 1955-1974 bao gom cac bien GDP, von
(capital) va lao ong (employment). Co quan iem cho rang nen kinh te Mexico khong
phat trien hieu qua trong giai oan nay tang trng GDP n thuan ch do tang cac
yeu to au vao la von va lao ong hoac hieu suat khong thay oi theo qui mo.
a.

Can c vao ham san xuat Cobb-Douglass ma anh (ch) a hoc trong mon kinh te
vi mo hay viet gia thuyet e kiem nh quan iem noi tren.

Yi = 1 K i 2 Li 3 e i la ham san xuat Cobb-Douglas

Y ngha cac he so 2 va 3 la o co dan cua san lng theo von va do co dan cua
san lng theo lao ong.
Trong trng hp hieu suat khong thay oi theo qui mo th chung ta co gia
thuyet khong nh sau:
H 0: 2 + 3 = 1
Neu chung ta bac bo gia thuyet khong, chung ta se co gia thuyet thay the la:
H a: 2 + 3 # 1
Muon biet ri vao gia thuyet nao th chung ta phai thc hien mot kiem nh thong
ke.
b.

Can c vao gia thuyet a trnh bay cau a hay viet ra dang ham ly thuyet can
c lng (ham nay trong kinh te lng c goi la ham gii han). Dang ham ly
thuyet nay c c lng thong qua cach bien oi nao?
T gia thuyet trnh bay cau a chung tng ng vi dang ham gii han nh sau

Yi = 1 K i 2 Li
K
Yi
= 1 i
Li
Li

1 2

ei

i
e

Ham nay c c lng bang OLS bang cach lay log hai ve

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

ln

c.

Cac Phng phap Phan tch

ap an bai thi 1

Yi
K
= ln 1 + 2 ln i + i
Li
Li

Neu khong co b rang buoc vao gia thuyet cau a th ham san xuat CobbDouglass se la ham khong gii han. Hay viet ra dang ham ly thuyet nay va cac
bien oi no khi anh (ch) muon c lng cac he so.

Do Yi = 1 K i 2 Li 3 e i la ham san xuat Cobb-Douglas

Ham nay c c lng theo phng phap OLS bang cach lay log hai ve

ln Yi = ln 1 + 2 ln K i + 3 ln Li + i
Ham nay c goi la ham khong gii han v cac he so cua ham khong b rang
buoc g ca.
d.

Hay s dung thong ke F kiem nh gia thuyet ma anh (ch) a neu cau a bang
cac thong tin co c bang (2) va bang (3). Anh (ch) co u c s e bac bo
quan iem neu tren ve nen kinh te Mexico.
Fc =

[ESS R ESSU ] /[K m] = [0.016629 - 0.013604] /[3 2] = 3.77

[ESSU ] /[n K ]
[0.013604] /[20 3]

Chung ta khong co u c s bac bo gia thuyet khong do

Fc = 3.77 < F * = 0.05,1,17 = 4.45

Chung ta phat bieu rang: trong giai oan 1955-1974 cha co u c s bac bo gia
thuyet cho rang nen kinh te Mexico co hieu suat khong thay oi theo qui mo

Hao Thi/ Trong Hoai

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

ap an bai thi 1

Bang (2)
Dependent Variable: LOG(GDP)
Method: Least Squares
Date: 09/20/04 Time: 15:29
Sample: 1955 1974
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(CAPITAL)
LOG(EMPLOYMENT)

-1.652419
0.845997
0.339732

0.606198
0.093352
0.185692

-2.725873
9.062488
1.829548

0.0144
0.0000
0.0849

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.995080
0.994501
0.028289
0.013604
44.55221
0.425667

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

12.22605
0.381497
-4.155221
-4.005861
1719.231
0.000000

Bang (3)
Dependent Variable: LOG(GDP/EMPLOYMENT)
Method: Least Squares
Date: 10/02/04 Time: 10:50
Sample: 1955 1974
Included observations: 20
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
-0.494718 0.121816
LOG(CAPITAL/EMPLOYMENT) 1.015301 0.036124

-4.061175
28.10564

0.0007
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Hao Thi/ Trong Hoai

0.977721
0.976483
0.030395
0.016629
42.54470
0.306521

Mean dependent var 2.923680

S.D. dependent var
0.198200
Akaike info criterion -4.054470
Schwarz criterion
-3.954897
F-statistic
789.9271
Prob(F-statistic)
0.000000