Nm 2010

1

N TP KINH T LNG
1. Phng php c lng bnh phng cc tiu LS, l chn cc tham s c lng
K k
k
,.., 2 , 1 ,
^
= | sao cho lm cc i ph hp
2
R . Hn na, iu i hi iu
kin rng :
2
) (

y y TSS
n
n
l bt bin vi mi s la chn tham s c lng.

ng Sai

Gii thch:
TSS
ESS
R =1
2
, phng php LS l chn K k
k
,.., 2 , 1 ,
^
= | sao cho cc tiu ESS. V
TSS khng i vi mi la chn. Nn Cc tiu ESS ng ngha vi cc i
2
R .

2. Nhc li l hi quy LS c th c vit di dng sau: K k c
n nk k k
,.., 2 , 1 ,

= + =

c | |
. Vic chng minh c lng ny l khng chch: K k E
k k
.., 2 , 1 ,

= = | | , i hi gi
thuyt rng
n
c c phn b chun.

ng Sai
Gii thch:

+ = ) (

n nk k k
c E E c | | . V vy, ch cn iu kin: , 0 =
n
Ec vi mi n l .
3. Nhc li rng,
kk
k
S
Var
2
^
) (
o
| = . Trong ,
kk
S l phng sai mu ca bin
k
X . iu
ny hm rng, vic ly mu t tng th cng a dng, th hiu qu c lng
cng tng. Hay cng vy, vic ly mu cng tng t nhau, th chnh xc ca
c lng cng gim.
ng Sai
Gii thch:
V
kk
k
S
Var
2
^
) (
o
| = , nn khi
kk
S tng th sai s c lng gim, hay hiu qu c lng tng
4. Nhc li, ) , ( ~

2
kk
k k
S
N
o
| | . Kt lun ny ch i hi s dng gi thuyt ) , 0 ( ~
2
o c N
n
,
m khng cn thm bt c mt gi thuyt no khc v sai s ngu nhin.
ng Sai
Gii thch:
Chng minh iu ny yu cu rng, ) , 0 ( ~
2
o c N
iid
n
, hay cc sai s ngu nhin phi c lp.
5. c lng khng chch ca
2
o l

=
2 2
1
n
e
K N
s . N c s dng bin i
phn b chun
k
z thnh phn b t-student vi (N-K) bc t do: ) ( ~ K N t t
k
.
ng Sai

Nm 2010
2

Gii thch:
V rng ) 2 ( ~
) (

^
^
2

= N t
se
S s
t
XX |
| | | |

6. Hy xt vic kim nh gi thuyt sau: 0 :
0
=
k
H | .vs. 0 :
1
=
k
H | . Nu p-value
nh hn 5%, th ta ni
k
| c ngha 5%.
ng Sai
7. Nu tt c cc quan st } , {
'
n n
x y c th c biu din thnh mt m my d liu,
nm gn trong khng gian hai chiu (dng th phng, vi hai trc), th vic tng
s bin gii thch ln hn 2 bin s khng lm gim
2
R . Nhng nu chui cc quan
st } , {
'
n n
x y cn phi biu din trong khng gian 3 chiu ( th 3 trc), th vic tng
s bin gii thch ln hn 2 bin s thc s lm tng
2
R .
ng Sai
Gii thch:
y l nguyn tc ca LS.
8. Nhc li l
) 1 /(
) /(
1
2

N TSS
K N ESS
R . Khi a thm bin vo m s ci thin v ph
hp t hn so vi s mt mt t do, th

=
2 2
1
n
e
K N
s tng, v
2

R cng tng.
ng Sai
Gii thch:
T cng thc, ta thy

=
2 2
1
n
e
K N
s phi gim, v do vy nn
2

R mi tng.
Hai cu tip sau l v s la chn v m hnh:
(U): c | | | + + + =
3 3 2 2 1 1
X X X Y
(R):
~
1 1
c | + = X Y

Sai lm loi I l m hnh (U) ng, nhng li c lng bng m hnh (R).
Sai lm loi II l ngc li, m hnh (R) ng, nhng li hi quy m hnh (U).

M hnh (R) Chng qua chnh l m hnh (U) vi rng buc: 0 :
3 2 0
= = | | H .
Nu ta khng th bc b gi thuyt ny (
0
DNRH ), m vn hi quy m hnh (U), th s ci
thin v ph hp so vi (R) s rt t, trong khi mt mt v bc t do s cao. Hay
2
s
s c xu hng tng. Da vo nhn nh , hy tr li cu hi sau:
9. S dng hai tnh cht thng k ca c lng LS: (1).

+ = ) ( ) (
^
n nk k k
c E E c | | ; v
(2). nh gi sai s c lng l
kk
k
S
s
Var
2
^
) ( = | . Khi , ta c th i n nhn nh
rng a thm bin gii thch khng cn thit vo m hnh s vn cho ra c lng
khng chch. Nhng chnh xc ca c lng gim i.

Nm 2010
3

ng Sai

Gii thch:

+ = ) ( ) (
^
n nk k k
c E E c | | =
k
| , do gi thuyt v sai s ngu nhin khng b vi phm. Tuy
nhin, v

=
2 2
1
n
e
K N
s tng, nn
kk
k
S
s
Var
2
^
) ( = | cng tng, hay chnh xc gim.

10. Gi s m hnh (U) l ng, nhng chng ta li hi quy theo m hnh (R). Khi ,
cc bin c ngha, nhng b b qun khng a vo m hnh s b cng dn li
sai s ngu nhin. Tc l: c | | c + + =
3 3 2 2
~
X X
Da trn nhn xt , ta c th nhn nh rng, vic b qun cc bin c ngha s lm
cho c lng b chch, v mi kim nh thng k tr nn v ngha.

ng Sai

Gii thch:

V 0
3 3 2 2
~
= + + = c | | c X X , nn c lng b chch. Do khng th lp t-test.

11. Gi thit 0 ) | (
'
=
n n
x E c , tng ng vi vic ni rng, |
' '
) | (
n n n
x x y E = .

Tr li: Cu ny ng, v rng:

, ) | (
' ' '
| c |
n n n n n n
x x y E x y = + = nu 0 ) | (
'
=
n n
x E c .
12. Gi thit cc vc t quan st th
'
:
n
x n khng phi ngu nhin bao hm
K rankX =

Tr li: Cu ny sai, v y l hai gi thit khc nhau.

13. Gi thit ) , 0 ( ~
2
I N o c bao hm rng, 0 ) , cov( =
m n
c c , vi m n = .

Tr li: cu ny ng, v I Var
2
o c = , tc l 0 ) , cov( =
m n
c c , vi m n = .
14. Gi thit K rankX = l bo m cho tn ti c lng .

Tr li: Cu ny ng. i hi K rankX = bo m s tn ti ca ma trn
1
) ' (

X X , m
l iu kin tnh c Y X X X ' ) ' (
1
^

= | .
Xut pht t cng thc

15. Gi thit I E
2
) ' ( o cc = , bao hm rng, 0 ) , cov( =
m n
c c , vi m n = .


Nm 2010
4

Tr li: Cu ny ng.
Chng minh hoc l gii cc mnh sau:
Di dng tng qut, c lng | c vit nh sau:
Y X X X ' ) ' (
1
^

= |
M hnh hi quy c dng:
c | + = X y , X khng phi l bin ngu nhin; v ) , 0 ( ~
2
I N o c .

16. Ch ra rng, trong kim nh vi F-test, nu gi thit
0
H l ng, th F-stat nhn gi
tr nh hn khi
0
H l sai.

Tr li:
) /(
/ ) (
K N ESS
J ESS ESS
F
U
U R

= . Nu
0
H l ng, th vic thm bin gii thch khng lm
ci thin nhiu ph hp ca m hnh. Tc l
U R
ESS ESS nhn gi tr nh; v vy F-
value nhn gi tr nh.

17. Ch ra rng, vi c t-test v F-test, nu
0
H b bc b th p value s nh hn mc c
ngha o %.

Tr li: p-value nh chng t thng k F (hoc thng k t) nm bn phi ca
o
F hoc
2 / o
t . Do vy, cn phi bc b
0
H .
18. Ch ra rng, F- stat bao gi cng nhn gi tr dng.
Tr li:
R
ESS bao gi cng ln hn
U
ESS .
19. Thng k ) 1 , 0 ( ~
/
2
^
N
S
z
kk
k k
k
o
| |
= c rt ra t gi thit l ) / , ( ~
2
^
kk k k
S N o | | .
Tr li: Cu ny ng.
20. Thng k
kk
k k
k
S
z
/
2
^
o
| |
= l mt dng vit khc ca
k
t -stat.
Tr li: Cu ny sai. V
kk
k k
k
S s
t
/
2
^
| |
=
21. M hnh kinh t lng c th vit di dng:
c | c | | | + = + + + + = X X X X Y
K K
....
2 2 1 1


Tr li: Cu ny ng

22. Gii thch xem vic a p value vo bng kt sut c g khc vi bo co v gi
tr ca t-stat hoc F-stat.

Tr li: P-value cho bit gi tr cu F-stat (hoc t-stat) nm bn phi hay tri ca im ti
hn
o
F (hoc
2 / o
t ). Do vy, cn phi bc b hay chp nhn
0
H .

23. Ch ra l t-stat c th nhn gi tr m hoc dng.

Nm 2010
5


Tr li:
kk
k k
k
S s
t
2
^
| |
= ; v c lng
k
^
| c th nm bn tri hoc bn phi gi tr thc ca
tng th
k
| .

24. t-stat dng kim nh tnh c ngha ca phng trnh hi quy (overall
significance test)

Tr li: Cu ny sai. F-test mi c th c dng kim nh ngha ca phng trnh
hi quy.

25. Khi a thm bin khng cn thit vo m hnh, standard error (se) ca cc tham
s c xu hng nh i.

Tr li: Cu ny sai. V lm nh vt s gim chnh xc ca c lng. Do vy, se c
xu hng tng.

26. I E
2
' o cc = bao hm rng, 0 ) , cov( =
m n
c c , vi m n = .
Tr li: cu ny ng, v lch khi ng cho ca ma trn varian-covarian chnh l
0 ) , cov( =
m n
c c .
27. Khi kim nh gi thit n: 0 :
0
=
k
H |
Liu t-test v F-test c th a ra cc kt lun khc nhau khng? Ch ra ti sao.

Tr li: Khi kim nh gi thit n: 0 :
0
=
k
H | , F-test v t-test l hon ton nh nhau v
ngha v kt lun, mc d l s dng 2 thng k khc nhau.

28. Gii thch xem vic a p value vo bng kt sut c g khc vi bo co v gi
tr ca t-stat hoc F-stat.

Tr li: P-value cho bit gi tr cu F-stat (hoc t-stat) nm bn phi hay tri ca im ti
hn
o
F (hoc
2 / o
t ). Do vy, cn phi bc b hay chp nhn
0
H .
29. F-test l tng qut hn so vi t-test.

Tr li: cu ny ng, v F-test c th kim nh gi thit kp, trong khi t-test ch c th
kim nh gi thit n.
30. Hi quy a bin c th vit di nhiu dng. Hy xt n 3 biu din sau:
(i) N n x y
n n n
,.., 2 , 1
'
= + = c |
(ii) N n x y
n n
,.., 2 , 1
^
'
^
= = |
(iii)
n n n
y y e =
C (i), (ii), (iii) l ng

Nm 2010
6

31. Hi quy a bin bao hm vic gii bi ton sau:
^
min ) ( ) (
2
^
' 2
^
|
| | = =

n
n n n
x y e S
Hy xt mnh sau:
(i) H s K k
k
,.., 2 , 1 ,
^
= | c xc nh bng cch ly o hm ring phn, v t:
0
)

(
^
=
c
c
k
S
|
|
.
(ii) Ch cn tm K k
S
k
,..., 2 , 1 ,
)

(
^
=
c
c
|
|
, v t chng bng nhau xc nh K k
k
,.., 2 , 1 ,
^
= | .
Ch c (i) l ng
32. Gi s phng trnh hi quy c cha bin constant: 1
1
X . Xt cc mnh sau:
(i) Vic gii: 0
)

(
1
^
=
c
c
|
| S
dn n ci iu l

= 0
n
e .
(ii) iu kin

= 0
n
e bao hm ci iu l
^
'
|

= x y , hay ng hi quy i quan im

trung bnh: ) , (
'

x y .

C hai mnh (i) v (ii) u ng
33. Hy xt cc mnh sau:
(i)
n n n
e y y + =
^

(ii)
n n n
e y y y y + =
^
) ( .
Hai mnh ny l tng ng nhau
34. Gi s ng hi quy i qua im trung bnh:
^
'
|

= x y . Hy xt cc mnh sau:
(i)
n n n
e y y y y + =
^
) (
(ii)
n n n
e x x y y + =

^
' '
) ( ) ( |
Mnh (ii) l c suy ra t mnh (i), s dng iu kin l ng hi
quy i qua im trung bnh.
35. Xt quan h sau:
2 2
^
2
) ( ) (
n
n
n
n
n
n
e y y y y

+ =

.
(i) Quan h ny c ngha l: TSS = RSS + ESS
(ii) Quan h ny c s dng xc nh h s
2
R
C hai mnh u ng
36. Phng php LS cho ta c lng:

= + = K k c
n nk k k
,.., 2 , 1 ,

c | | .
Hy xt cc mnh sau:

Nm 2010
7

(i) c lng
k
^
| l mt i lng ngu nhin
(ii) Nu khng c tc ng ngu nhin, th vic hi quy tr thnh tm thng, v ta lun
c:
k k
| | =

.
C hai mnh (i) v (ii) u ng
37. Hy xt tnh khng chch ca c lng LS:

+ = ) (

n nk k k
c E E c | |
k
| =
iu ny ng khi N n E
n
,.., 2 , 1 , 0 = = c
38. Hy xt quan h sau: ) (

^
k k k
Var Var | | | =
iu ny ng, khi
k k
E | | =

39. Trong chng minh tnh cht sau: ) (

^
k k k
Var Var | | | = K k
S
kk
,.., 2 , 1 ,
2
= =
o
.
Ta cn iu kin N n
n
,.., 2 , 1 , = c l cc bin ngu nhin c lp, v
2
o c =
n
Var
40. i n kt lun l ) , ( ~

2
kk
k k
S
N
o
| | , ta c th phi cn nhng yu cu sau:
(i)
k k
E | | =

(ii)
kk
k
S
Var
2
^
) (
o
| =
(iii) Cc bin ngu nhin N n
n
,.., 2 , 1 , = c l theo phn b chun.
Cn c (i), (ii), v (iii)
41. Kim nh t-stat c dng sau: ) ( ~
) (

^
^
2
K N t
se
S s
t
k
k k
kk
k k
k

=
|
| | | |
. xy dng thng
k ny, ta c th cn cc iu kin sau:
(i) ) , ( ~

2
kk
k k
S
N
o
| |
(ii)

=
n
n
e
K N
s
2 2
1
l c lng khng chch ca
2
o
(iii) Cc bin } ,..., ,..., , {
2 1 K k
X X X X l c lp tuyn tnh.
Chng ta cn iu kin (i) v (ii)
42. Gi s ta a thm bin gii thch vo m hnh.
Tng bnh phng cc sai s c lng (ESS) lun gim xung
43. Hy nhn vo cng thc xc nh
) 1 /(
) /(
1
2

N TSS
K N ESS
R .
H s
2

R v
2
s lun bin ng nghch chiu nhau
Nu tng h s ring bit khng c ngha, nhng mt cch ng thi
4 3
, | | c
ngha, th ta nn gi
4 3
, X X trong m hnh
44. Xt hai m hnh:

Nm 2010
8

(U): c | | | | + + + + + =
K K
X X X Y ....
3 3 2 2 1

(R): c | | | | + + + + + =
J K J K
X X X Y ....
3 3 2 2 1

c hiu l: M hnh (R) l m hnh (U), cng vi rng buc
0 ... :
2 1 0
= = = =
+ + K J K J K
H | | |
45. Xt 0 ... :
2 1 0
= = = =
+ + K J K J K
H | | | . Xy dng thng k
) /(
) (
K N ESS
J ESS ESS
F
U
U R
c

= .
Khi gi tr thng k
c
F ln hn

F -tra bng, th ta ni mt cch ng thi, cc

bin
K J K J K
X X X ,.., ,
2 1 + +
l c ngha

46. Khi kim nh tnh c ngha ng thi ca tt c cc bin gii thch (overall
significance test), ta s dng:
Thng k ) , 1 ( ~
) /( ) 1 (
) 1 (
2
2
K N K F
K N R
K R
F
c



=
47. Xt hai nhn nh:
(i) Vic khng loi b bin khng c ngha ra khi m hnh s vn cho c lng
khng chch theo LS, nhng vi chnh xc ti i.
(ii) Vic b qun, khng a bin c ngha vo m hnh s lm c lng b
chch.
Trong cc mnh sau, u l mnh ng?
C (i) v (ii) u ng
48. Gi s m hnh hi quy c dng ) 1 ( ,.., 2 , 1 ,
3 3 2 2 1
T t x x y
t t t t
= + + + = c | | | . Gi s rng
trong m hnh (1), ta bit r rng 1
2
= | . Vic c lng tt nht (LS), khng chch
ca cc tham s
3 1
, | | s c thc hin nh sau:
Lp m hnh:
t t t t
x x y c | | + + =
3 3 1 2
v c lng bng eviews.

49. Xt chui cc quan st (m my d liu) sau:

t
y

x x x x x x x.x x x x x..xxxxxxxxxxxx



t
x
Vic c lng m hnh: ) 2 ( ,.., 2 , 1 , T t x y
t t t
= + + = c | o s cho thy:
M hnh ny c 1
2
= R ch khng khng nh c l tt nht.
50. Xt 2 chui cc quan st (2 m my d liu) sau:


Nm 2010
9




t
y xx
t
z xxxxx
x xxxxxxxx xxxx
x x xxxxx xxxxxxxx
x x xxxxxx
x x x

t
x
t
w

Vic c lng m hnh: ) 1 . 2 (
t t t
x y c | o + + = v m hnh ) 2 . 2 (
t t t
w z u | o + + = s cho
thy:
Ta nhn thy rng: ) ( ) (
t t
Var Var c u >
51. Gi s m hnh hi quy c dng ) 3 ( ,.., 2 , 1 , ....
2 2 1
T t x x y
t tK K t t
= + + + + = c | | | .
Gi s rng trong m hnh (3), ta bit r rng 0
1
= | . Vic c lng tt nht (LS),
s cho thy rng:
2
R c th nm ngoi khong [0,1]
Do gp phi trng hp a cng tuyn.
52. Gi s m hnh hi quy c dng ) 3 ( ,.., 2 , 1 , ....
2 2 1
T t x x y
t tK K t t
= + + + + = c | | | . Gi s
rng trong m hnh (3), ta bit r rng 0
1
= | . Vic c lng tt nht (LS), s cho
thy rng:
im trung bnh: ) , (
'

x y nm trn ng hi quy.
53. c lng LS cho ra kt lun rng, ) , ( ~

2
kk
k k
S
N
o
| | .
kk
S tng th chnh xc ca c lng tng

tng th chnh xc ca c lng gim.

54. Gi s m hnh hi quy c dng ) 5 ( ,.., 2 , 1 ,
3 3 2 2 1
T t x x y
t t t t
= + + + = c | | | . Gi s ta
bit r rng, khng c h ng thc T t x a a x
t t
,.., 2 , 1 ,
3 3 1 2
= + = . Khi :
M hnh (5) cho ra c lng LS, khng chch, nu ) , 0 ( ~
2
o c N
iid
t
.
Do bit chc chn khng xy ra trng hp a cng tuyn.
55. Xt hi quy bi vi K bin gii thch. c lng LS cho ra kt lun rng,
) , ( ~

2
kk
k k
S
N
o
| | . V vy:
iu ny hm LS l c lng khng chch

Nm 2010
10

56. Gi s m hnh hi quy c dng ) 5 ( ,.., 2 , 1 ,
3 3 2 2 1
T t x x y
t t t t
= + + + = c | | | . Gi s rng
trong m hnh (5), ta bit r rng T t x a a x
t t
,.., 2 , 1 ,
3 3 1 2
= + = . Khi :
M hnh ny khng th c lng c do bit chc chn xy ra trng hp a cng
tuyn.
57. c lng khng chch ca
2
o l

=
2 2
1
n
e
K N
s .
N c dng xc nh
2

R hiu chnh.
N c dng xc nh phn b t-stat
k
t ca
k
^
|
58. Gi s ta bit r tt c cc quan st } , {
'
n n
x y c th c biu din thnh mt m
my d liu, nm gn trong khng gian ba chiu
Hi quy bi (K=3) cho c lng khng chch v ch ph thuc vo ng 3 bin.
59. Gi s ta bit r tt c cc quan st } , {
'
n n
x y c th c biu din thnh mt m
my d liu, nm gn trong khng gian hai chiu
Vic dng hi quy n cho ra sai s ca c lng l nh nht ng vi hai bin.
60. Xt hai m hnh sau:
(U): c | | | + + + =
3 3 2 2 1 1
X X X Y
(R):
~
1 1
c | + = X Y
Ta chp nhn (R) nu vic thm
3 2
, X X khng ci thin ph hp ca m hnh
Nu (U) ng, m dng (R) th c lng b chch
61. INV l cu u t, c th ph thuc vo li sut (INT), lm pht (INF), hoc ch
ph thuc vo li sut thc (INT-INF). Ngoi ra n cn ph thuc vo xu th (T)
v GDP (G). Xt hai m hnh khc nhau:
(8.1): c | | | | | + + + + + = INF INT G T INV
5 4 3 2 1

(8.2): c | | | | + + + + = ) (
4 3 2 1
INF INT G T INV
Ta chp nhn (8.1) nu F-test bc b
5 4 0
: | | = H

62. Xt 3 dng hm: (10.1): X Y
2 1
| | + = (10.2): X Y ln ln
2 1
| | + =
(10.3): X Y /
2 1
| | + =
Vi (10.2) n v o lng ca Y v X khng ng vai tr g v cng ph thuc vo %.
C ba m hnh trn u l m hnh hi quy tuyn tnh.

Si gn rt nhiu qun bia. V khng t sinh vin tm cch d on nhu cu ung
bia ca dn Si gn. iu ny cng tng xy ra cc trng ca M.
T l thuyt v tiu dng trong Kinh t Vi m, chng ta bit rng, nhu cu ung bia
( Q, o bng lt) ph thuc vo gi ca hng ho
B
P , vo gi cc hng c th thay
th (
L
P ), c th l ru (liquor); v gi trung bnh ca cc hng ho dch v gii tr
khc (
R
P ); v vo thu nhp bng tin mt ( m ). (Gi v thu nhp o bng $; v y

Nm 2010
11

ta khng ni n mt thng hiu no c th, nn yu t qung co, brand name,
vn vn, c b qua).
S dng s liu iu tra ngu nhin trong sut 30 nm, t mt gia nh ngi M,
chng ta mun nghin cu quan h ni trn, nhm nh gi li l thuyt tiu dng
trong vi m.

Dng hm hi quy ca m hnh c la chn nh sau:
M hnh (U): ) ln( ) ln( ) ln( ) ln( ) ln(
5 4 3 2 1
m P P P Q
R L B
| | | | | + + + + =
63. co dn ca nhu cu v bia theo gi c v thu nhp. V d, vi gi bia:
) ln( / ) ln(
2 B
P d Q d = | ; v vi thu nhp: ) ln( / ) ln(
5
m d Q d = | .
H s
2
| th hin nhu cu tiu th bia gim bao nhiu % khi gi bia tng 1%, trong khi
cc yu t khc khng i.
Tng ) (
2 5
| | th hin nhu cu tiu th bia tng bao nhiu % khi gi bia gim 1%, v thu
nhp tng 1%, trong khi cc yu t cn li khng thay i.
Cc cu tip theo s dng kt qu c lng ca m hnh (U) l nh sau:

Dependent Variable: LOG(Q)
Method: Least Squares
Date: 08/02/01 Time: 01:01
Sample: 1 30
Included observations: 30


Variable Coefficient
Std.
Error t-Statistic Prob.


C -3.243238 3.743000 -0.866481 0.3945
LOG(PB) -1.020419 0.239042 -4.268787 0.0002
LOG(PL) -0.582934 0.560150 -1.040674 0.3080
LOG(PR) 0.209545 0.079693 2.629415 0.0144
LOG(M) 0.922864 0.415514 2.221016 0.0356


R-squared 0.825389
Mean dependent
var 4.018531
Adjusted R-
squared 0.797451 S.D. dependent var 0.133258
S.E. of regression 0.059973
Akaike info
criterion -2.638823
Sum squared resid 0.089920 Schwarz criterion -2.405290
Log likelihood 44.58235 F-statistic 29.54377
Durbin-Watson
stat 2.630645 Prob(F-statistic) 0.000000

Nm 2010
12

64. Thu nhp l yu t quan trng nh ng ti tiu dng. Tuy nhin, mi ngi c th
t cu hi v h s c lng i km vi yu t thu nhp l kh ln v mc .
C th l 92 . 0
5
^
= |
c lng 92 . 0
5
^
= | t ra vn . V kh m hnh dung rng, nu thu nhp tng 10%,
th nhu cu v tiu th bia gn cng tng ln gn 10%. V vy, cn phi c nhng nh
gi thng k b tr xt xem kt qu c lng l c hp l trn thc t khng. C
th l nn tm khong tin cy ca
5
| .
65. Cc dch v gii tr khc, cng nh ru l cc loi hng thay th (substitution),
hay cnh tranh vi sn phm bia. V vy:
Ch ring du ca gi ru ( 582 . 0
3
^
= | ) l khng ph hp vi l lun v tiu dng; v
ru l hng thay th cho nhu cu ung bia. Nhng iu ny vn c th chp nhn
c, nu th trng cho thy, gi ru tng, th gi bia cng tng theo.
66. Ngi ta mun kim tra li, c thc s rng c thu nhp tng ln 10%, th mc tiu
th bia cng tng ln ti gn 10% hay khng. V vy, ngi ta mun tnh khong
tin cy 95% ca h s
5
| i km vi thu nhp, m, trong m hnh gc (U). Bit rng,
06 . 2 ) 25 (
025 . 0
= t .
Khong tin cy 95% ca ] 780 . 1 ; 066 . 0 [
5
= | . Tc l co dn (elasticity) ca tiu th
bia so vi thu nhp l c th nh hn rt nhiu hoc ln hn rt nhiu so vi gi tr
c lng. V vy, kt qu c lng l chp nhn c.
67. Chng ta cng nhn thy rng, h s i km vi gi ru 5829 . 0
3
^
= | l khng ph
hp vi l lun v hnh vi tiu dng, do bia v ru l hai hng ho thay th nhau.
Tc l nu gi ru tng th ngi tiu dng nn tiu th bia nhiu hn thay cho
ru. V vy,
3
^
| ng ra phi c du dng, hn l du m. Hn na, h s c
lng ny li t c ngha ( p-value= 0.308). iu ny ch c th xy ra, nu gi th
trng ca ru tng, th ngi tiu dng cng on ngay l gi bia cng s tng;
v do vy h s gim nhu cu v bia. Ni khc i thng tin v bin ng gi ca
hai loi hng l c tng quan ng bin cht vi nhau. Trong kinh t lng, ngi
ta gi hin tng ny l a cng tuyn (Linear collinearity). kim tra nghi vn
c ng hay khng, ngi ta chy hi quy b tr (auxilliary regression) sau,
gia gi ru v bia:

Dependent Variable: LOG(PB)
Method: Least Squares
Date: 06/10/09 Time: 15:36
Sample: 1 30
Included observations: 30



Nm 2010
13

Variable Coefficient Std. Error t-Statistic Prob.


C -3.721925 0.240880 -15.45134 0.0000
LOG(PL) 2.275450 0.113508 20.04664 0.0000


R-squared 0.934864 Mean dependent var 1.102373
Adjusted R-
squared 0.932537 S.D. dependent var 0.220314
S.E. of regression 0.057223 Akaike info criterion -2.819367
Sum squared resid 0.091687 Schwarz criterion -2.725954
Log likelihood 44.29050 F-statistic 401.8677
Durbin-Watson
stat 1.317876 Prob(F-statistic) 0.000000

T kt qu c lng b tr trn (auxiliary regression), ta c th ni rng:
H s 934 . 0
2
= R th hin s tng quan cht gia vic thay i gi ca hai mt
hng bia v ru. V vy, c hin tng a cng tuyn.
68. V y l nghin cu hnh vi tiu dng ca h gia nh qua nhiu nm, m lm
pht c th c nh hng. Hc thuyt tin t cho rng, nu gi c v thu nhp tng
cng mt nhp, th s khng lm thay i nhu cu tiu dng hng ho. kim
nh gi thuyt , t m hnh gc (U), ta c th vit li di dng sau:
) ln( ) ln( ) ln( ) ln( ) ln(
5 4 3 2 1
m P P P Q
R L B
| | | | | + + + + = (15.1)
Trong , th hin nhp tng gi v thu nhp theo cng mt mc . Khai trin dng
hm m t ny, ta c:
| | | | | | | | | ln ) ( ) ln( ) ln( ) ln( ) ln( ) ln(
5 4 3 2 5 4 3 2 1
+ + + + + + + + = m P P P Q
R L B
(15.2)
So snh m hnh (U) v (15.2), vic kim nh hc thuyt tin t c ng hay khng, dn
n ci iu l trong m hnh (U) ta a vo gi thuyt sau:
0 ) ( :
5 4 3 2 0
= + + + | | | | H , hay cng vy,
5 3 2 4
| | | | = . Nu ta khng bc b c gi
thuyt ny, th m hnh (15.1), (15.2) v (U) l hon ton trng nhau, bt k l bao
nhiu. Tc l hc thuyt tin t l ng.

By gi, kim nh gi thuyt 0 ) ( :
5 4 3 2 0
= + + + | | | | H , hy th rng buc vo
(15.2), ta i n m hnh sau:

(R): )] ln( ) [ln( )] ln( ) [ln( )] ln( ) [ln( ) ln(
5 3 2 1 R R L R B
P m P P P P Q + + + = | | | |
Hay cng vy,
(R) ) / ln( ) / ln( ) / ln( ) ln(
5 3 2 1 R R L R B
P m P P P P Q | | | | + + + =
y chnh l m hnh ban u (U), cng vi gi thuyt 0 ) ( :
5 4 3 2 0
= + + + | | | | H . Ni
khc i, (R) l m hnh b rng buc ca m hnh (U), khi chp nhn ch thuyt tin t l
ng. Ch thuyt ny ni rng, nhu cu tiu th hng ho ph thuc vo gi tng i

Nm 2010
14

ca hng ho so vi ch s gi sinh hot khc , /
R B
P P v thu nhp thc t , /
R
P m (ta c
th xem
R
P nh ch s gi tiu dng). Kt qu chy m hnh ny l nh sau:


Dependent Variable: LOG(Q)
Method: Least Squares
Date: 08/02/01 Time: 02:19
Sample: 1 30
Included observations: 30


Variable Coefficient Std. Error t-Statistic Prob.


C -4.797798 3.713905 -1.291847 0.2078
LOG(PB/PR) -1.299386 0.165738 -7.840022 0.0000
LOG(PL/PR) 0.186816 0.284383 0.656916 0.5170
LOG(M/PR) 0.945829 0.427047 2.214813 0.0357


R-squared 0.807949 Mean dependent var 4.018531
Adjusted R-
squared 0.785789 S.D. dependent var 0.133258
S.E. of regression 0.061676 Akaike info criterion
-
2.610291
Sum squared resid 0.098901 Schwarz criterion
-
2.423465
Log likelihood 43.15437 F-statistic 36.46021
Durbin-Watson
stat 2.686998 Prob(F-statistic) 0.000000

Ch l trong bng kt xut cho m hnh (U) cu 11, 08992 . 0 =
U
ESS ; v bng kt
xut ny cho m hnh (R), 09890 . 0 =
R
ESS . Thm vo , 24 . 4 ) 25 , 1 (
05 . 0
= F . Hy kim nh
li gi thuyt
0
H va nu ca ch thuyt tin t, v hy kt lun xem:
Nhu cu tiu dng ch ph thuc vo gi tng i ca hng ho (so vi ch s gi
tiu dng, hay lm pht), v mc thu nhp thc t.

Sc hp dn ca rp Galaxy l ti b cun ht bi nhm cc bn K05402 gm
Ngc Bo (trng nhm), Phng Dung, Quc Hnh, ng Khoa v Phm Tng.
Vn l nhng ngi yu thch xem phim, ng thi, cng thy l mt th vui kh
c bit ca ngi dn Si Gn, cc bn tm hiu cc yu t tc ng ti s ln
mt ngi n xem rp Galaxy trong mt thng. S d l Galaxy, m khng phi
rp khc, l do s khc bit ca n trong vic hnh thnh mt t hp gii tr phc
hp, sang trng, cnh quan p, phong cch phc v chuyn nghip, c c bar-caf,
shop vn ha phm, beauty salon, v.v...

Nm 2010
15

B nh hng bi quan im ca trng phi Societal Marketing, c khi
xng bi Phillip Kotler, cc bn phn loi cc yu t nh hng ti hnh vi ca
nhng ngi n rp Galaxy nh sau:
Nhm bin iu kin c nhn, bao gm:
- AGE ( tui), k vng l mang du m: tr hn th hay i xem phim hn.
- INC (thu nhp, triu ng), k vng l mang du dng: giu hn th hay i
xem hn.
- DIST (khong cch t nh ti rp Galaxy, km), k vng l mang du m.
- FRIENDS (bin Dummy, rng c hay i vi bn hay thch i mt mnh)
Nhm bin tc ng ti tm l khch hng, bao gm:
- PR (mc a thch s gim gi 50% vo ngy th 3, chia lm 3 cp , tng
dn), k vng l mang du dng
- SPACE (mc a thch s thong ng, sang trng ca Galaxy, chia lm 5
cp , tng dn), k vng l mang du dng.
- CINEMA (bin Dummy, rng Galaxy c phi l s la chn s 1 hay khng),
k vng l mang du dng.
- DVD (thch n rp hn l xem DVD ti nh, chia lm 3 cp tng dn), k
vng l mang du dng.
Bin c gii thch l TIMES (s ln i xem Galaxy trong mt thng).
Nhm iu tra 120 mu. Kt qu c lng nh sau:
FRIENDS DIST INC AGE TIMES 02166 . 0 005425 . 0 002944 . 0 1087 . 0
* * *
+ + =
(0.023814) (0.013711) (0.031695) (0.088697)
+
* * * * * * * * * *
245 . 5 3659 . 0 1504 . 0 548 . 0 4369 . 0 + + + + DVD CINEMA SPACE PR
(0.21) (0.1515) (0.2469) (0.1566) (1.16)
Ghi ch: S trong ngc l standard error.

* * *
l c ngha mc 0.01;
* *
l c ngha mc 0.05;
*
l c ngha
mc 0.1
N=120, 898 . 0
2
=

R , AIC =2.363, SCHWARZ = 2.572, 264 . 64 =

U
ESS .
69. Kim mh tnh c ngha mc 0.05 (hay 5%) ca tng bin sau: INC, DIST, v
CINEMA, FRIENDS. Cho trc 626 . 2 ] 120 [
05 . 0
= t . Trong cc mnh sau, u l
mnh ng?
C 4 bin INC, DIST, CINEMA, v FRIENDS l khng c ngha

70. Gi s bin FRIENDS l khng c ngha. V bin CINEMA cng nn b i, v
ch c nhng ngi cc k m Galaxy th mi n y t tin. Nn nhm quyt
nh loi b 2 bin .
Tuy nhin, i vi cc bin INC, DIST, kh m c th ni chng khng tc ng n
hnh vi ca ngi tiu dng. Theo l thuyt ca Keynes, v ni rng thu nhp (INC) l
yu t chnh quyt nh ti hnh vi ngi tiu dng, nht l rp t tin nh Galaxy. V

Nm 2010
16

vy, ta khng c php bc b Keynes v i, khi cha th nghim. Nhm bn quyt
nh tin hnh kim nh gi thuyt ng thi:
0 :
0
= = = =
FRIENDS CINEMA DIST INC
H | | | |
M hnh c rng buc [tc l ng thi b i INC, DIST, CINEMA, v FRIENDS] c
53 . 64 =
R
ESS . Cho trc 4534 . 2 ) 111 , 4 (
05 . 0
= F . Nu l em, em s chn quyt nh no trong
hai quyt nh sau y?
Chp nhn gi thuyt (
0
DNRH ), v quyt nh loi DIST, CINEMA, FRIENDS, v nht
l INC, ra khi m hnh.
71. Gi s cc bn quyt nh chp nhn gi thuyt, da trn kt qu r rng ca kim
nh ca Wald test. Tc l loi b INC v cc bin va nu ra khi m hnh. Khi
bit iu , vic bc b Keynes v i l iu kh chp nhn c. C kh nng
mt bin no c ngha, m li b B QUN, khng a vo m hnh, th s
lm c lng b chch. V mi kim nh thng k tr nn v gi tr. C th cc
em cha a ht cc bin c ngha vo m hnh.
Nh vy tc ng ca thu nhp (INC), rt c th l khng theo dng tuyn tnh. Nh vy
dn n suy ngh: Hy a cm bin INC v
2
INC vo m hnh. Kt qu c lng nh
sau:

Variable Coefficient Std. Error t-Statistic Prob.


AGE - 0.092405 0.011728 - 7.878932 0.0000
INC 0.064029 0.018296 3.499539 0.0007
INC^2 - 0.001559 0.000421 - 3.703025 0.0003
PR 0.675378 0.137521 4.911103 0.0000
SPACE 0.481140 0.129654 3.710939 0.0003
DIST - 0.034271 0.013322 - 2.572565 0.0114
DVD 0.331046 0.107549 3.078110 0.0026
C 4.524806 0.605613 7.471443 0.0000


Weighted Statistics


R-squared 0.939754 Mean dependent var 3.164710
Adjusted R-
squared
0.935988 S.D. dependent var 2.892316
S.E. of regression 0.572007 Akaike info criterion 1.785009
Sum squared resid 36.64550 Schwarz criterion 1.970842
Log likelihood -99.10056 F-statistic 249.5762
Durbin-Watson
stat
1.632296 Prob(F-statistic) 0.000000

Nm 2010
17


By gi hy xem cc mnh sau:
(i) Ngi cng giu th s lt i xem (TIMES) cng nhiu, nhng vi nhp tng gim
dn.
(ii) H s 93 . 0
_
2
= R , gn bng 1, chng t mc chnh xc ca d bo s rt tt. Gn
nh mc tuyt i. Tc l s ln i theo nh d bo t m hnh s xp x vi quan
st thc.
Ch c (i) ng
72. Nh vy cho thy kt qu c lng by gi ph hp vi l thuyt Keynes. V m
hnh c lng l kh tt v cc h s nh gi. Nhm chy th d bo. Sau y l
kt qu d bo cho mt s quan st u tin:
obs TIMES TIMESF
1 0.500000 0.070385
2 4.000000 4.121212
3 2.000000 1.963325
4 0.500000 0.212924
5 4.000000 4.288887
6 0.750000 0.899692
7 1.000000 0.893256
8 1.000000 0.742271
9 10.00000 7.326865
10 1.000000 1.092601
Trong , TIMES l quan st thc; TIMESF l d bo t m hnh. Chng ta c th thy
l d bo khng tt lm, nu s lt i rt t (obs = 1, 4), hoc rt nhiu (obs =9). Da
trn nhn xt , gi s Ban ging hun cng nhm sa li m hnh mt ln na. V
kt qu d bo l nh sau:
obs TIMES TIMESF
1 0.500000 0.665557
2 4.000000 4.003906
3 2.000000 1.935964
4 0.500000 0.666090
5 4.000000 4.013686
6 0.750000 1.094529
7 1.000000 1.034579
8 1.000000 0.936783
9 10.00000 9.596951

Da trn kinh nghim thc t ny, em hy suy ngh nghim tc v li khuyn sau:
(i) H s
_
2
R cao chng c ngha g lm, v khng nn v th m sa s liu lm g.
(ii) Hy trung thc trong nghin cu nh nhm ca Ngc Bo. Bn s thy c nim
vui ca s sng to v kh nng khm ph thc t ca chnh bn.

Nm 2010
18

By gi, em hy chn cho mnh cch ng x (y l cu hi iu tra, khng nht thit
u l cu tr li ng nht).
(a) Ti khng quan tm!
(b) Ti ng v s khuyn la n em i sau v iu (i) v (ii) nu trn.
(c) Ti cho l Ban ging hun nn c kin nghim khc hn vi nhng trng
hp sa d liu trong tng lai nhm thc y tnh trung thc trong cng
vic v s cng bng. (Cho d l ch pht hin c sau khi bo co hon
tt).

Quan im ca sinh vin v quan h tnh dc trc hn nhn
Trong vi thp nin gn y, rt nhiu nhng nghin cu ch ra rng, hin tng
lin quan n tnh dc ca gii tr nh sng th, no thai, ang ngy cng ph
bin. V iu ng ni l cn st tnh yu cng nh hng ti gii sinh vin.
chnh l ch nghin cu ca nhm cc bn K05405 gm Phng H (trng
nhm), nh Hng, an Thanh, L Thy v Hi Yn.
Da trn nhng nghin cu x hi hc v tm l hc, nhm ch ra cc nguyn
nhn lm tng mun c quan h tnh dc (QHTD) trong sinh vin, (k hiu l

ACTION ), l nh sau:
- Quan im v tnh dc trc hn nhn (OPINION): rng l vic khng nn
lm, bnh thng, hay coi y l cch sng th, (c chia theo 3 cp
tng dn). K vng mang du dng.
- L do v kinh t (COST): nhiu ngi t n vi nhau chia s ph tn sng,
tin thu nh tr (tnh theo triu ng). K vng mang du dng.
- S quan tm ca gia nh (FAMILY): chia lm 3 cp , ty vo vic b m t
quan tm, va phi, hay rt quan tm. Nu s quan tm qu mc, cng ng
ngha vi g b hn, th h s mang du dng, th hin s phn ng ngc
vi quan im truyn thng. Ngc li, nu s quan tm to ra kh nng
kim ch cao hn th h s c th mang du m.
- Yu ng (LOVE): nhn gi tr 1, nu ang c ngi yu, v 0 nu khng c.
ang yu, th d xy ra quan h tnh dc hn. K vng mang du dng.
- Gii tnh (GENDER): nhn gi tr 1, nu l nam gii; v 0 nu l n. V nam
c quan im thong hn nn ta k vng h s mang du dng.
- Ni (ROOM): nhn gi tr 1, nu nh tr, v 0 nu gia nh hay k tc
x. Mt iu tra 300 sinh vin ti H ni cho thy, quan h tnh dc a phn
xy ra nh tr, ni cc bn sinh vin c hon ton t do sinh hot, khng
chu s kim sot ca bt c ai. V vy, ta k vng h s mang du dng.
- im hc tp (MARK): Nhng ai tp trung u t vo vic hc nhiu hn, th
ngi b chi phi bi quan h tnh dc hn. Do vy, k vng du l m. Th
hin rng, kh nng h c quan h tnh dc l t i.
Nhm iu tra 110 mu quan st ti Th c.

Kt qu c lng l nh sau:

Nm 2010
19

FAMILY COST OPINION ACTION 331 . 0 567 . 0 313 . 1 705 . 0
* * *
+ + + =

(1.81) (0.384) (0.795) (0.406)

* * * * * * * *
593 . 0 1194 . 0 9964 . 0 872 . 0 MARK ROOM GENDER LOVE +
(0.414) (0.420) (0.3793) (0.2267)

Mc-Fadden
2
R =0.34, AIC = 0.7449, Schwarz = 0.941
Ghi ch: H s trong ngoc l standard error. Mc_Fadden-
2
R c ngha tng t
nh
_
2
R .
H s i vi du
* * *
l c ngha mc 0.01,
* *
l mc 0.05, v
*
l mc
0.1.

73. Hy kim mh tnh c ngha mc 0.05 (hay 5%) ca tng bin sau: COST,
FAMILY, v ROOM. Cho trc 626 . 2 ] 110 [
05 . 0
= t . Trong cc mnh sau, u l
mnh ng?
C 3 yu t, COST, FAMILY, v ROOM l khng c ngha
74. Gi s sau khi kim nh t-test, nhm nghin cu i n kt lun l c 3 yu t trn
u phi b loi b. i vi yu t nh tr (ROOM), n c th khng c ngha
lm ti kh nng xy ra quan h, v nu cn th ai cng c th i thu.
Nhng r rng l, ng trn phng din l thuyt v thc tin, ta thy rt kh chp nhn
vic loi b tc ng ca gia nh (FAMILY), cng nh ph tn sng (COST), ra khi
nhng cn nhc thit hn trong u c nhn: rng nn c hay khng quan h vi bn tnh.
Chnh v vy, nhm quyt nh tin hnh kim nh ng thi:
0 :
0
= =
COST FAMILY
H | |
Gi s kt qu kim nh cho bit 565 . 0 =
c
F . Cho trc 09 . 3 ) 110 , 2 (
05 . 0
= F . Nu l em, em
s chn quyt nh no trong hai quyt nh sau y?
Chp nhn gi thuyt (
0
DNRH ), v quyt nh loi COST v FAMILY ra khi m hnh
75. Gi s da trn kt qu r rng ca kim nh ca Wald test, cc bn quyt nh
phi loi b cc yu t COST v FAMILY ra khi m hnh.
Gi s thm rng, sau khi bit iu , TS. Hong B Thnh, PG Trung tm Dn s v
cng tc x hi, ngi t chc iu tra 300 sinh vin ti H ni v quan h tnh dc,
cho rng, l iu kh c th chp nhn c. ng vin dn nhng nh kinh in, nh
Freud, rng hnh vi ca c nhn v tnh yu v hn nhn chu nh hng mnh m bi
mi trng gia nh, v bi nhng cn nhc thit hn v kinh t.
Gi s tip l TS Thnh quen thy Nht. ng ta nhc nhm trng rng: Thy Nht c
cho bi tp, nu ln rng, nu c mt bin no c ngha, m li b B QUN, khng
a vo m hnh, th s lm c lng b chch. V mi kim nh thng k tr nn v
gi tr. C th cc em cha a ht cc bin c ngha vo m hnh.
Nh vy, tc ng ca ph tn sng, COST, rt c th l khng theo dng tuyn tnh. Gi
: Hy a cm bin COST v
2
COST vo m hnh.
Kt qu c lng nh di y:

Nm 2010
20



Variable Coefficient
Std.
Error t-Statistic Prob.


OPINION 1.686085 0.458461 3.677704 0.0002
COST 27.88161 7.407080 3.764183 0.0002
COST^2 -13.31335 3.507603 -3.795569 0.0001
FAMILY 0.646435 0.334938 1.930010 0.0536
GENDER -1.654577 0.436106 -3.793979 0.0001
LOVE 0.885306 0.358623 2.468625 0.0136
MARK -0.532661 0.243442 -2.188043 0.0287
C -13.30959 4.414981 -3.014643 0.0026

R rng l c COST v FAMILY u c ngha. By gi, em hy xem cc mnh sau:
(i) Ph tn sng, nh thu nh tr (COST) cng cao, th cng lm quan h tnh dc d
xy ra hn, nhng vi p lc gim dn.
(ii) Trong gii sinh vin, yu ng lm quan h tnh dc trc hn nhn d xy ra
hn.
C (i) v (ii) u ng
76. Hy chn nhng quan im ng (khng nht thit ch c MT mnh l ng,
m c th nhiu hn):
p lc ca ph tn sng ti th vi gi thu nh t v nhu cu chi tiu ln hn,
l yu t tc ng mnh nht ti vic c nhn sinh vin chn sng chung vi bn tnh.

Trong mi cp sinh vin, vic c hay khng QHTD trc hn nhn ch yu l c
quyt nh (hay c s ng thun) bi phi n, ch khng phi b thc y bi mun
nng vi ca phi nam.
S quan tm nhiu hn ca gia nh khin cho sinh vin d c kh nng c quan h
tnh dc trc hn nhn hn. iu ny c th l do h thy c n hn khi xa gia nh.
Hoc ngc li, h t tin hn v vic chn ng bn tnh, theo nh cch nhn nhn ca
ngi ln trong gia nh ch bo.
Vic quan tm hn n hc tp v s thnh t trong tng lai lm chm li mun
c quan h tnh dc hoc c gia nh ca gii tr.

Quyt nh kinh doanh ca sinh vin
Kinh doanh khng phi l iu g xa l. Nhng khng phi ai cng hiu r nhng
yu t g thc y mt con ngi tr nn am m v thnh cng trong kinh
doanh...nht l khi h vn cn l sinh vin. i khi, nhng tng ln bin mt
sinh vin tr thnh nh kinh doanh thnh t, nh Bill gate, Microsoft, hay nhng

Nm 2010
21

ngi sng lp ra Yahoo, hay Google. Nhng trong a s trng hp, nhng thnh
cng ln trong kinh doanh thng bt u bng nhng cng vic nh, v nhng
tng to bo thng to nn s k diu.
Phi chng vic nng tm kim nhng c hi, v kh nng dm ngh n nhng
tng mi l, d l rt ri ro, l nhng yu t bn tr thnh ngi thnh t
trong kinh doanh? l ch cun ht s quan tm ca cc bn Nguyn vn
Chin, V Hnh, v quang Sang (K06404 -401). L nhng ngi theo hc thuyt
ca Icek Ajzen (Theory of planned behaviour), tm dch l thuyt hnh vi c
hng ch, cc bn chia nhng nhn t nh hng ti quyt nh tham d vo
kinh doanh khi cn l sinh vin thnh 3 nhm ln sau:
Th nht, yu t tm l thch hay ngi ri ro (k hiu l RISK), m n phn nh
quan im, thi , s a thch hay ngi ngn hot ng kinh doanh, (c o t
zero, l hon ton khng s ri ro, ti 100 l ht sc ngi mo him). K vng du l
m.
Th hai, yu t v mi trng, x hi, bao gm:
EXTERNAL, l tng ha cc nh hng ca gia nh, bn b n quyt nh tham
d kinh doanh ca sinh vin, ngay khi cn i hc. y l bin phn loi (Dummy).
N nhn gi tr 1, nu c s gi , thc y, v bng zero, nu khng c. K vng
mang du dng.
TIME, l thi gian b vo c bo ch v kinh doanh, lm giu, vo tm kim cc
mi quan h, c hi kinh doanh. n v o l gi/tun. K vng mang du dng.
Th ba, l cc yu t kim sot hnh vi, m n bin tng, lng mong mun thnh
hnh ng c th. Bao gm:
POTENTIAL, n v o triu ng, l tng s tin ti a m c nhn sinh vin c
th huy ng c lc cn thit. K vng mang du dng.
FIELD: l bin phn loi, nhn gi tr 1, nu l sinh vin khi ngnh kinh t, v
zero, nu thuc cc ngnh hc khc. K vng mang du dng. (iu ny khng
hn ng, nht l trong thi i dotcom).
GENDER, cng l bin phn loi, nhn gi tr 1, nu l nam, v zero, nu l n,
th xem cnh my ru c yng hng hn phi yu trn thng trng hay khng.
K vng mang du dng.
Cui cng, bin c gii thch l TRADE, nhn gi tr 1, nu c nhn sinh vin
quyt nh lm kinh doanh (nh), v zero, nu khng.

Kt qu c lng l nh sau:
* * * * * * * * * * *
1152 . 0 3375 . 0 872 . 4 5769 . 1 TIME EXTERNAL RISK TRADE + + =

(0.459) (0.7352) (0.2547) (0.05122)
GENDER FIELD POTENTIAL 2041 . 0 4067 . 0 017 . 0 + + +
(0.0107) (0.2632) (0.2539)

Prob( LR-stat) =0.0000, AIC = 0.745, Schwarz = 0.859

Nm 2010
22

Ghi ch: H s c lng i vi du
* * * *
l c ngha mc 0.001,
* * *
l mc 0.05,
v
*
l mc 0.1. H s trong ngoc l standard error.

77. Hy kim mh tnh c ngha mc 0.1 (hay 10%) ca tng bin sau:
EXTERNAL, POTENTIAL, FIELD, v GENDER. Cho trc 65 . 1
05 . 0
= Z . Trong
cc mnh sau, u l mnh ng?
Tt c cc bin ny u khng c ngha mc 10%
78. Gi s sau khi kim nh t-test, vi mc ngha 5% cho thy nn loi b bin
GENDER ra khi m hnh. (Nam n u l anh hng, mt khi dm vo thng
trng). Nhng kt qu cho thy, cc bin EXTERNAL, POTENTIAL, V FIELD
vn khng c ngha mc 5%. Nhm nghin cu ngh rng, c th c lng
km chnh xc do a qu nhiu bin vo m hnh. V vy, khng nn loi b tt
c, m ch mt vi bin trong nhm cc bin khng c ngha. t tin lm iu
, nhm tin hnh php th F-test v tnh c ngha ng thi ca cm bin
ny. Kt qu kim nh cho thy:
) 198 , 3 ( ~ 6431 . 2 F F
c
= . Hn na, 60 . 2 ) 198 , 3 (
05 . 0
= F . Vy ta i n kt lun l, mc
ngha 5%, khng nn ng thi loi b tt c cc bin ny khi m hnh.
ng Sai

Gii thch:
025 . 0
F F
c
> . V vy nn bc b gi thuyt H-null.

79. Nhm i n nhn nh rng, bn b gia nh ng h, th c ngha l kh nng v
ti chnh huy ng c cng s di do. V vy, thay v vic a c cm bin
EXTERNAL, POTENTIAL, FIELD vo, nhm ch quan tm ti bin thc, l s
tin c kh nng huy ng khi cn thit, POTENTIAL. Kt qu c lng cho ra
nh sau:

* * * * * * * * * * * *
018 . 0 1148 . 0 825 . 4 916 . 1 POTENTIAL TIME RISK TRADE + + =

(0.399) (0.617) (0.049) (0.010)

Prob( LR-stat) =0.0000, AIC = 0.74, Schwarz = 0.80

Theo m hnh Probit, cng thc nh gi tc ng ring phn ca tng yu t ti kh
nng tham d kinh doanh ca sinh vin c xc nh nh sau:
k
k k
POTENTIAL TIME RISK
X
TRADE ob
X
TRADE ob
^
) 018 . 0 1148 . 0 825 . 4 916 . 1 (
) 1 ( Pr ) 1 ( Pr
| + + u =
c
= c

A
= A

Trong , k=2,3,4, tng ng ln lt vi POTENTIAL TIME RISK X
k
, , = ; v u l hm xc
sut phn b chun.

Nm 2010
23

Da trn nhn nh , em i n kt lun l, kh nng sinh vin tham d vo kinh doanh
ph thuc mnh nht vo:
Kh nng chp nhn ri ro v n lc hc hi, tm kim c hi kinh doanh

80. Nu em vn a bin FIELD vo trong m hnh, th h s c lng i km s l
0.42, vi mc ngha 10%. (Cc h s c lng khc vn gi nguyn du v mc
ngha cho php). Trong hon cnh nh vy,
) 017 . 0 12 . 0 5 9 . 1 ( ) 1 ( Pr : 0 POTENTIAL TIME RISK TRADE ob FIELD + + u = = =
) 42 . 0 017 . 0 12 . 0 5 9 . 1 ( ) 1 ( Pr : 1 + + + u = = = POTENTIAL TIME RISK TRADE ob FIELD
Nh vy, vic c hc nhng trng v kinh t v qun tr kinh doanh s khin cho sinh
vin d tham d vo hot ng kinh doanh hn so vi hc trng khc. Theo em cc
kt lun sau y, u l ci ng nht:
Nu thc tin cho thy hc sinh ngnh kinh t v qun tr kinh doanh thc s c
ham thch lm kinh doanh hn so vi cc ngnh khc, th tt nht l lm tng mc
a dng ca quan st nng hiu qu c lng, m khng nn loi b bin
FIELD
Nn kim nh li cm bin FIELD v POTENTIAL xem c kh nng loi b
ng thi c hai bin ny khng? Nu khng th, th phi tng s lng quan st
thu c kt qu c lng tt hn