Tieu Luan

Bai 1 T TNG QUAN
Mot mau so lieu khao sat ve tien thu nhap (REV, n

v: 104 VND) c thc hien qua ieu tra 30 ngi. Cac
bien giai thch c e cap gom gii tnh (SEX: 1 = nam;
0 = n), tuoi (AGE), so con phai nuoi dng (N.E.N), trnh
o hoc van (EDU 1 = trung hoc c s; EDU 2 = trung hoc;
EDU 3 = ai hoc va sau ai hoc. Ket qua nh sau:
Obs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
SEX
0
1
1
1
0
1
1
1
1
0
1
1
0
0
1
1
1
1
0
1
1
0
1
0
1
1
1
1
0
1
AGE
49
31
39
27
44
29
33
40
19
18
33
26
23
22
62
24
29
19
20
46
38
21
18
22
27
23
20
40
20
18
NEN
2
2
1
1
3
2
2
0
1
1
2
2
1
0
0
1
3
0
1
0
2
0
0
0
2
1
0
2
3
0
EDU1
0
1
0
0
0
0
0
0
0
1
0
0
1
0
0
1
1
0
0
0
0
0
0
1
0
0
0
0
0
0
EDU2
1
0
0
0
0
1
0
0
0
0
0
1
0
1
1
0
0
1
0
0
1
0
1
0
1
0
0
0
0
0
EDU3
0
0
1
0
1
0
1
0
1
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
0
0
1
1
0
1
REV
364
329
1350
336
1334
344
1339
367
1324
308
334
338
319
346
415
328
316
348
321
1377
358
1333
346
327
334
332
1340
1343
292
1340
Yeu cau:
1. The nao la hien tng t tng quan, nguyen nhan,
hau qua, cach phat hien va nhng bien phap khac

phuc?
2. Ban hay c lng mo hnh hoi quy tuyen tnh nhieu
bien, vi thu nhap la bien phu thuoc, cac bien con
lai la bien giai thch.
3. Y ngha kinh te cua cac tham so hoi quy.
4. Theo ket qua hoi quy, co kha nang xay ra hien
tng t tng quan gia cac sai so trong mo hnh
khong? Ban hay trnh bay cac phng phap phat hien
t tng quan mau so lieu tren (dung bieu o,
dung cac loai kiem nh tnh t tng quan, ).
5. Neu co hien tng t tng quan, hay trnh bay hau
qua va cac cach khac phuc.
6. Gii tnh, so con phai nuoi dng va trnh o hoc
van co anh hng ti thu nhap khong, vi o tin cay
95%.
Trnh bay tren file WORD, font ch VNI-Centur, c ch 12.
Gi qua E-mail: dhuutho@gmail.com
Han chot : Sau 1 tun k t khi kt thc mn hc
Bai tap 2
A CONG TUYEN
Xet hai mau so lieu sau nay:
* Mau 1
obs
1
2
3
4
5
6
7
8
9
10
TIEN
THUONG
(X2 )
DOANH
SO BAN
(X3 )
LOI
NHUAN
(Y)
1.58
2.686
1.862
1.44
2.145
3.672
200
340
245
180
275
459
22
35.7
27.685
19.62
30.8
48.654
1.1242
2.496
4.345
2.94
146
320
550
490
16.06
36.16
63.25
50.96
* Mau 2
TIEN THUONG
DOANH SO BAN
LOI NHUAN
obs
(X2 )
(X3 )
(Y)
1.58
200
22
2.686
340
35.7
1.862
245
27.685
1.44
180
19.62
2.145
275
30.8
3.672
459
48.654
1.1242
146
16.06
2.496
320
36.16
4.345
550
63.25
10
2.94
490
50.96
11
2.028
254
27.93
12
1.89
237
26.04
13
2.73
341
37.74
14
3.11
389
42.9
15
3.609
451
49.54
16
2.294
287
31.54
17
2.53
315
34.51
18
3.626
453
49.7
19
2.631
329
36.23
20
1.185
148
15.1
21
2.375
297
32.59
22
2.943
368
40.45
23
3.424
428
47.05
24
4.115
514
56.46
25
3.495
437
48.12
1. The nao la hien tng a cong tuyen, nguyen nhan,

hau qua, cach phat hien va cach khac phuc a cong
tuyen?
2. c lng phng trnh hoi quy mau (1) va mau
(2)
3. Co xay ra hien tng a cong tuyen hai mau tren
khong? Ban hay trnh bay cac cong cu giup phat hien
a cong tuyen mau so lieu tren.
4. Trnh bay moi quan he gia hai mau tren, ve phng
dien a cong tuyen?
5. Neu mau (1) co a cong tuyen, ban hay th khac
phuc bang cac bien phap khac va cho biet ket qua.
Bai tap 3
PHNG SAI THAY Oi
Quan sat tap so lieu sau ay qua khao sat 81 xe khach ve
mc tieu hao nhien lieu
(MPG).
Ob
MP VO
Ob
MP VO
HP
WT SP
HP
WT SP
s
G L
s
G L
1 49
65.
17.
40.
11
89
96 21 92
99 25
4
5
9
0
2 55 56 92 20 97 22 74
3 55
55.
10
11
92 20 97 23 95 40
25
9
1
1
4 70 49 92 20
40. 10
10
25
7 7
1
10
39.
10
24 81
96 25
5
3
5
Trch: Basic Econometrics Damodar N. Gujarati, Fourth edition, page
433
Ob
MP VO
Ob
MP VO
HP
WT SP
HP
WT SP
s
G L
s
G L
5 53
46.
38.
11
92 20 96 25 95
89 25
5
8
1
6 70
46.
10
38.
11
89 20
26 92
50 25
2
5
4
0
7 55
45.
38. 11
11
92 20 97 27 92
25
4
4 7
0
8 62
59.
22.
38.
11
50
98 28 92
99 25
2
5
4
0
9 62
53.
22.
46. 10 27.
50
98 29 52
90
3
5
9 4 5
10 80
43.
22. 10
10 36. 10 27. 11
94
30
4
5 7
3 3 7 5 2
11 73
41.
22. 10
36. 11 27. 10
89
31 84
1
5 3
1 4 5 3
12 92
40.
22. 11
36. 10 27. 10
50
32 84
9
5 3
1 1 5 3
13 92
40.
22. 11
10 35.
27. 11
99
33
97
9
5 3
2 4
5 1
14 73
40.
22. 10
10 35. 11 27. 11
89
34
4
5 3
2 3 3 5 1
15 66
39.
22. 10
35. 10 27. 10
89
35 81
6
5 0
1 1 5 2
16 73
39.
22. 10
35.
27. 10
89
36 90
98
3
5 3
1
5 6
17 78
38.
22. 10
27. 10
91
37 90 35 88
9
5 6
5 6
18 92
38.
22. 11
10 33.
10
50
38
86 30
8
5 3
2 2
9
19 78
38.
22. 10
10 32.
10
91
39
86 30
2
5 6
2 9
9
20 90
42. 10
10
13 32.
12
25
40
92 30
2 3
9
0 3
0
41 95 32. 11 30 10 61 14 27. 11 35 12
Ob
MP VO
Ob
MP VO
HP
WT SP
HP
WT SP
s
G L
s
G L
2
42 95
43
32. 10
10
12 25. 11
10
30
62
40
2 6
6
0 6 6
7
10 32.
10
14 25. 13
11
92 30
63
40
2 2
9
0 3 1
4
44 95
32.
10
14 23. 12
11
88 30
64
40
2
6
0 9 3
4
45 93
31. 10
10
15 23. 12
11
30
65
40
5 2
5
0 6 1
7
46
10 31.
10
16 23.
12
99 30
66
50 40
0 5
8
5 6
2
47
10 31. 11
10
16 23. 11
12
30
67
40
0 4 1
8
5 6 4
2
48 98
31. 10
10
16 23. 12
12
30
68
40
4 3
7
5 6 7
2
49
13 31.
12
16 23. 12
12
86 30
69
40
0 2
0
5 6 3
2
50
11 33. 10
10
24 23. 11
14
35
70
40
5 7 1
9
5 5 2
8
51
11 32. 10
10
28 23.
16
35
71
50 40
5 6 1
9
0 4
0
52
11 31. 10
10
16 23. 13
12
35
72
40
5 3 1
9
2 4 5
1
53
11 31. 12
10
16 23. 13
12
35
73
40
5 3 4
9
2 1 2
1
54
18 30. 11
13
14 22. 16
11
35
74
45
0 4 3
3
0 9 0
0
55
16 28. 11
12
14 22. 12
11
35
75
45
0 9 3
5
0 9 9
0
56
13
12
11
17 19. 12
12
28
35
76
45
0
4
5
5 5 9
1
57 96 28 92 35
58
10
32 18.
16
77
50 45
2
2 1
5
11
10
10
23 17. 11
14
28
35
78
45
5
1
9
8 2 5
0
Ob
MP VO
Ob
MP VO
HP
WT SP
HP
WT SP
s
G L
s
G L
59
10
10
26
14
28 94 35
79
17 50 45
0
4
3
7
60
10
11
10
29 16. 11
15
28
35
80
45
0
5
5
5 7 9
7
81
23 13. 10 55 13
6 2 7
0
- Trong o:
- MPG: Mc tieu thu nhien lieu bnh quan (miles/gallon)
- SP: Toc o (miles/hour)
- HP: Cong suat (Ma lc Engine Horsepower)
- VOL:
Cubic feet of cab space - Khong gian noi that xe (cubic
feet: n v o the tch)
- WT: Khoi lng xe (x 100 pounds)
1. The nao la hien tng phng sai thay oi, nguyen nhan,
hau qua, cach nhan biet va bien phap khac phuc?
2. Da vao mau so lieu tren, s dung phan mem EVIEWS
(SPSS), hay hoi quy theo mo hnh sau:
MPGi = 1 + 2 SP + 3 HP + 4WT + U i
3. Neu y ngha kinh te cac tham so hoi quy
4. Khao sat bieu o phan d, theo ban, co hien tng
phng sai thay oi khong? Giai thch.
5. Neu co phng sai thay oi, hay s dung kiem nh WHITE
va kiem nh PARK e khao sat
6. Hay s dung cac bien phap khac phuc phng sai thay
oi, neu co the.
Source: U.S Environmental Protection
Agency, 1991, Report EPA/AA/CTAB/91-02
e 4
Bai tap A CONG TUYEN
Xet mau so lieu sau ay:
obs
Y
X1
X2
X3
X4
X5
Time
1947
60323
830
234289
2356
1590
107608
1
1948
61122
885
259426
2325
1456
108632
2
1949
60171
882
258054
3682
1616
109773
3
1950
61187
895
284599
3351
1650
110929
4
1951
63221
962
328975
2099
3099
112075
5
1952
63639
981
346999
1932
3594
113270
6
1953
64989
990
365385
1870
3547
115094
7
1954
63761 1000
363112
3578
3350
116219
8
1955
66019 1012
397469
2904
3048
117388
9
1956
67857 1046
419180
2822
2857
118734
10
1957
68169 1084
442769
2936
2798
120445
11
1958
66513 1108
444546
4681
2637
121950
12
1959
68655 1126
482704
3813
2552
123366
13
1960
69564 1142
502601
3931
2514
125368
14
1961
69331 1157
518173
4806
2572
127852
15
1962
70551 1169
554894
4007
2827
130081
16
Source: Longely, J. ``An Appraisial of Least-Squares Programs from the
Point
of the User``, Journal of the Americain Statistical Association, vol.62,
1967
pp.819 - 841
Trong o:
Y So ngi co viec lam
X1 GNP deflator
X2 GNP (trieu USD)
X3 So ngi that nghiep (nghn ngi)
X4 So ngi trong quan oi
X5 So dan tren 14 tuoi
Time Th t nam: t 1 en 16
1. The nao la hien tng a cong tuyen, nguyen
nhan, hau qua, cach phat hien va cach khac
phuc a cong tuyen?
2. Ket qua hoi quy bang cac phan mem EVIEWS hoc
SPSS?
3. Ban hay chng to mau so lieu tren co xay ra a
cong tuyen (Bang cac cong cu co the s dung).
Nguyen nhan, hau qua va cach khac phuc a
cong tuyen?
4. Ban hay th khac phuc bang cach hoi quy Y theo

X2, X4 va X5. Ket qua ra sao?
5. Cach khac phuc khac?
Bai tap 5
BIEN PHU THUOC NH TNH
Gia s ta co bang khao sat di ay tren 40 ho gia nh
ve tnh trang s hu nha.
Y = tnh trang s hu nha
+ Y = 1, neu co s hu nha
+ Y = 0, neu khong s hu nha
X = Thu nhap cua gia nh (1000 USD)
Ho
Ho
21
22
16
22
16
18
23
12
11
24
11
12
25
16
19
26
11
20
27
20
13
28
18
29
11
10
10
30
10
11
17
31
17
12
18
32
13
13
14
33
21
14
20
34
20
15
35
11
16
19
36
17
16
37
17
Trch: Basic Econometrics, Damodar N. Gujarati, fourth edition, page 588
18
10
38
16
19
39
20
18
40
17
1. The nao la bien nh tnh, phng phap lng hoa

bien nh tnh?
Ban chat cua mo hnh hoi quy vi bien phu thuoc la
bien nh tnh?
2. Ban hay hoi quy mau so lieu tren bang SPSS hoac
bang EVIEWS vi bien phu thuoc nh tnh
3. Giai thch y ngha cac tham so hoi quy
4. Thu nhap co thc s anh hng len kha nang s
hu nha khong, vi o tin cay 95%?
5. Ban hay d bao kha nang s hu nha cua mot ho
co thu nhap X0 = 22 vi o tin cay 95%.
BAI TAP 6
PHNG SAI THAY OI
V du: Gia s ta khao sat mot mau thu nhap chi tieu (n
v: 100.000 ong)
obs
THU
NHAP X
CHI
TIEU Y
obs
THU
NHAP X
CHI
TIEU Y
8.2
8.0
11
22.4
20.0
20.2
19.8
12
40.3
38.7
34.5
33.1
13
32.3
31.2
18.2
17.9
14
10.3
10.3
38.0
33.5
15
33.6
31.7
28.3
25.0
16
26.1
25.5
14.1
13.1
17
12.1
12.1
30.1
29.4
18
44.7
38.6
16.4
14.9
19
42.3
40.7
10
24.1
21.5
20
6.2
6.1
1. The nao la hien tng phng sai thay oi, nguyen nhan,
hau qua, cach nhan biet va bien phap khac phuc?
2. Da vao mau so lieu tren, ban hay hoi quy bang cach
s dung phan mem EVIEWS (SPSS),
3. Theo ban, mau so lieu tren, co hay khong co hien
tng Phng sai thay oi : da vao nhng yeu to nao (o th,
cac loai kiem nh) ? Neu co phng sai thay oi, ban x ly ra
sao ?
Bai tap 1: EXCEL
Quan sat mau so lieu chuoi thi gian theo quy sau ay,
trong o:
* EXPDUR (Expenditure on durable goods Chi tieu cho hang hoa
dung lau ben. n v: ty USD)
* PCEXP (Total personal consumption expenditure Tong chi tieu
dung ca nhan. n v: ty USD)

EXPDUR
Nam - quy (Bien Y)
PCEXP
(Bien X)
1993Q1
504.000
0
4286.800
1993Q2
519.300
0
4322.800
1993Q3
529.900
0
4366.600
1993Q4
542.100
0
4398.000
1994Q1
550.700
0
4439.400
1994Q2
558.800
0
4472.200
1994Q3
561.700
4498.200
Source: Economic Report of the President, 1999. USA.

Trch: Damoda N. Gujarati, Basic econometrics, fourth edition, page 178
0
1994Q4
576.600
0
4534.100
1995Q1
575.200
0
4555.300
1995Q2
583.500
0
4593.600
1995Q3
595.300
0
4623.400
1995Q4
602.400
0
4650.000
1996Q1
611.000
0
4692.100
1996Q2
629.500
0
4746.600
1996Q3
626.500
0
4768.300
1996Q4
637.500
0
4802.600
1997Q1
656.300
0
4853.400
1997Q2
653.800
0
4872.700
1997Q3
679.600
0
4947.000
1997Q4
648.800
0
4981.000
1998Q1
710.300
0
5055.100
1998Q2
729.400
0
5130.200
1998Q3
733.700
0
5181.800
Ban hay s dung mo hnh hoi quy dang Log-Log, thiet

lap bang tnh bang EXCEL nh sau e hoi quy.
Quan
sat
1
2
Ton
g
Trun
g
bnh
Yi
Vi=Ln(Yi)
Y V
i
V =
Xi
Vi
Wi=Ln(Xi)
Vi*Wi
W =
Vi 2
Wi 2
10 11 12 13
VW
VW
Wi
Cot (10): Vi : LnYi = 1 + 2 LnXi

Cot (12): vi = Vi V
Cot (11): U = Vi Vi
Cot (13): v = V V
i
Cong thc c lng cac tham so hoi quy:
1 = V 2W
VW nV *W
2 = i i 2
Vi nV 2
2/ Ban hay tnh Khoang tin cay (95%) cua cac tham so hoi
quy
H 0 : 2 = 0
3/ Hay thc hien kiem nh bang EXCEL:
H1 : 2 0
o tin cay 95%
4/ Tnh R2
5/ Ban hay kiem nh s phu hp cua mo hnh bang EXCEL,
o tin cay 95%
6/ D bao gia tr trung bnh va gia tr ca biet cua Y vi X0
= 5200, o tin cay 95%
7/ Ban hay hoi quy mo hnh tren bang EXCEL e oi chieu
vi hoi quy bang tnh toan cau (1).
Cho biet:
* Cong thc tnh gia tr ti han t tren EXCEL: =TINV(mc y
ngha, o t do)
* Cong thc tnh gia tr ti han F tren EXCEL: =FINV(mc y
ngha, n1, n2), trong o: n1 so bien oc lap; n2 o t do.
* Cong thc tnh p-Value bang EXCEL: =TDIST ( t , bac tu do, duoi ) vi
uoi =1 ng vi kiem nh 1 pha; uoi = 2 ng vi kiem
nh hai pha.
Lu y:
oi vi mo hnh hoi quy dang Log-Log, tat ca cac cong

thc tnh toan hoan toan giong vi mo hnh hoi quy tuyen
tnh bnh thng, ch khac cho: gia tr cua bien X c
thay bang LnX; gia tr bien Y c thay bang LnY; Yi thay bang
V
i
Chu y: Nop bai tieu luan tren file EXCEL

Bai lam dung Font VNI-Centur (VNI-Window)
e 2. EXCEL
Mo hnh Tuyen tnh - Logarit (Lin log Model)
- Foodexp: Food Expenditure Mc chi tieu cho thc pham, n
v: rupees
- Totalexp: Total Expenditure Tong mc chi tieu, n v:
rupees.
(Lu y: Vao khoang au nam 2000, 1 USD ~ 40 rupees An
o)
FOODEX TOTALEX
P
P
obs
(Bien (Bien
Y)
X)
1
217
382
2
196
388
3
303
391
4
270
415
5
325
456
6
260
460
7
300
472
8
325
478
9
336
494
10
345
516
11
325
525
12
362
554
13
315
575
14
355
579
obs
29
30
31
32
33
34
35
36
37
38
39
40
41
42
FOODEX TOTALEX
P
P
(Bien (Bien
Y)
X)
390
655
385
662
470
663
322
677
540
680
433
690
295
695
340
695
500
695
450
720
415
721
540
730
360
731
450
733
15
16
17
18
19
20
21
22
23
24
25
26
27
28
Xi
X i*
Cac
h
(2)
tnh
..
325
370
390
420
410
383
315
267
420
300
410
220
403
350
585
586
590
608
610
616
618
623
627
630
635
640
648
650
Yi
X i*Yi X i*2
(3)
(4 = (5 =
2*3) 22)
43
44
45
46
47
48
49
50
51
52
53
54
55
395
430
332
397
446
480
352
410
380
610
530
360
305
Yi
U i
U i2
(6)
(7 =
(8
3
(9)
=72)
6)
xi*2
745
751
752
752
769
773
773
775
785
788
790
795
801
10
11
12
13
y i
y i2
yi
yi2
(6) : Y = 1 + 2 Xi*
(9) : xi* 2 = X i* X *
(11): yi2 = (Yi Yi )2
(12):
1.
yi = (Yi Y )
(10):
yi = Yi Y
(13): yi2 = (Yi Y )2
Thiet lap bang tnh tren bang EXCEL, c lng mo hnh

hoi quy tuyen tnh
2.
H 0 : 1 = 0
Kiem nh gia thiet : a -
H1 : 1 0
o tin cay 95%.
H 0 : 2 = 0
b -
H1 : 2 0
3.
Kiem nh s phu hp cua mo hnh, o tin cay 95%
4.
D bao vi X0 = 700, o tin cay 95%.
5.
Thc hien hoi quy bang EXCEL, oi chieu vi ket qua

hoi quy cau (1), rut ra nhan xet
Cho biet:
ngha, o t do)
nh hai pha.
Bai tap 3 EXCEL

Quan sat bang so lieu di ay:
Qua Xi
n
sat
Cac
(2)
h tnh
Yi
XiYi
(3)
(4 = (5 =
(6)
2*3) 22)
10
11
12
10
15
12
15
11
16
13
17
14
10
20
15
11
22
17
12
23
19
13
26
20
14
27
20
15
29
22
X i2
Yi
U i
U i2
xi2
(7 =
(8
3
(9)
=72)
6)
10
11
12
13
y i
y i2
yi
yi2
To
ng
(6) : Y = 1 + 2 X i
(9) : xi2 = ( X i X ) 2
(11): yi2 = (Yi Yi )
(12): yi = (Yi Y )
(10): y i = Yi Y
2
2
(13): yi = (Yi Y )
Cho bien X Thu nhap; Y Chi tieu (n v- trieu ong)

1/ Tnh cac so lieu con trong bang EXCEL theo cong thc
co san, t o ban hay c lng phng trnh hoi quy t
bang ket qua tren
2/ Lap cong thc bang EXCEL e thc hien kiem nh gia

thiet
H 0 : 1 = 0
*
H1 : 1 0
H 0 : 2 = 0
*
H1 : 2 0
Giai thch ket qua. Cho biet o tin cay 95%.
3/ Lap cong thc bang EXCEL e kiem nh s phu hp
cua mo hnh, o tin cay 95%
4/ Lap cong thc tren EXCEL e thc hien d bao gia tr
trung bnh va gia tr ca biet cua Y, cho biet X0 = 25, o tin
cay 95%.
5/ Thc hien hoi quy bang EXCEL, so sanh vi cac ket qua
tnh toan cau (1) en cau (3).
Cho biet:
ngha, o t do)
nh hai pha.
Bai tap 4 EXCEL

Xem bang so lieu sau ay:
Na
m
Gia vang
New
York/ $
troy ounce
Consumer
Price Index
(CPI): 1982
84 = 100
Ch so
chng khoan
NYSE: New York
Stock Exchange
Index,
31/12/1965 =
100
Source: Economic Report of the President, January 1993 & U.S Department of Commerce,
Business Statistic, 1963 - 1991. Trch: Damodar N Gujarati, Basic Econometrics, fourth edition,
page 98 & 158
197
7
197
8
197
9
198
0
198
1
198
2
198
3
198
4
198
5
198
6
198
7
198
8
198
9
199
0
199
1
147.98
193.44
307.62
612.51
459.61
376.01
423.83
360.29
317.30
367.87
446.50
436.93
381.28
384.08
362.04
60.6
65.2
72.6
82.4
90.9
96.5
99.6
103.9
107.6
109.6
113.6
118.3
124.0
130.7
136.2
53.69
53.70
58.32
68.1
74.02
68.93
92.63
92.46
108.90
136.00
161.70
149.91
180.02
183.46
206.33
1. Ve tren cung mot bieu o: gia vang, CPI, Ch so NYSE

(theo thi gian).
2. Hay hoi quy bang cach lap bang tnh EXCEL cac ham hai
bien sau ay:
+ Gia vang t = 1 + 2 CPI t +Ut
(1)
+ NYSE index t = 1 + 2 CPI t +Ut
(2)
3. Gia s ta bo qua cac yeu to anh hng khac (lam

phat chang han), hay cho biet CPI (bien X) co thc s anh
hng len gia vang (bien Y) khong, vi o tin cay 95%. (Ban
H 0 : 2 = 0
hay thc hien kiem nh t bang EXCEL cap gia thiet
H1 : 2 0
4. Thc hien hoi quy bang EXCEL cho moi ham hai bien tren,
oi chieu vi ket qua hoi quy bang tnh toan cau (2) xem
co khac biet khong ?
Cho biet:
ngha, o t do)
nh hai pha.
Bai tap 5 EXCEL

Gia s ta co bang so lieu di ay mo ta lai suat (Y %
nam) va ty le lam phat (X % nam) trong nam 1988 tai chn
quoc gia. Cho rang Y co dang tuyen tnh oi vi tham so lan
bien so X:
Y
66, 2,2 10, 7,6

3
3
X
4 3,1 1,6
51, 2,0 6,6 4,4
0
1/ Thiet lap bang tnh di ay bang EXCEL e thc hien
hoi quy:
Yi
11,
9
7,2
9,4
7,5
4,0
Xi Xi2 xi = X i X xi2 yi = Yi Y
11, 7,2
9
9,4 4,0
7,5 3,1
4,0 1,6
11, 4,8
11,
3
4,8
yi2
xi yi
Y1
U i = Yi Yi
U i2
3
66, 51,
3 0
2,2 2,0
10, 6,6
3
7,6 4,4
Y X X
i
= 130 = 84,7
2
i
=0
2
i
=0
2
i
= TSS
xy
i i
Y1
U$
i
=0
U$
i
= RSS
Y= X=
14,5 9,411
2/ Lap cong thc bang EXCEL e thc hien kiem nh gia

thiet
H 0 : 1 = 0
*
H1 : 1 0
H 0 : 2 = 0
*
H1 : 2 0
Giai thch ket qua. Cho biet o tin cay 95%.
3/ Lap cong thc bang EXCEL e kiem nh s phu hp
cua mo hnh, o tin cay 95%
4/ Lap cong thc tren EXCEL e thc hien d bao gia tr
trung bnh va gia tr ca biet cua Y, cho biet X0 = 25, o tin
cay 95%.
5/ Thc hien hoi quy bang EXCEL, so sanh vi cac ket qua
tnh toan cau (1) en cau (3).
Cho biet:
ngha, o t do)
nh hai pha.
Bai tap 6: EXCEL

Quan sat bang so lieu sau ay:
Obs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Y
7
8
10
11
12
12
12
12
12
13
13
14
14
15
16
17
X2
8
9
12
10
11
12
11
12
11
13
14
13
13
14
16
15
X3
8
12
14
15
14
12
10
15
14
11
15
13
6
9
11
12
1. Ban hay
c lng
mo hnh hoi quy ba bin Y theo X2 va X3 bang cach thiet
lap bang tnh tren EXCEL theo mau di ay:
Yi X2i
X3i
X 2i2

Y X2
X3
X 3i2
2
2i
X2iYi X3iYi
Yi 2
X2iX3i
yi2
x2i2
x3i2
x2i yi
2
3i
2. Hay ve tren cung truc toa o bieu o Y theo X2 va X3

3. Thc hien cac kiem nh tham so hoi quy bang cach
thiet lap cong thc tren EXCEL (o tin cay 95%) :
H 0 : 2 = 0
*
H1 : 2 0
H 0 : 3 = 0
*
H1 : 3 0
x3i yi
x2i x3i
4. Lap bang tnh cac cong thc he so xac nh va he so

xac nh
ieu chnh:
yi x2i + 3 yi x3i
R2 = 2
Yi 2 n(Y )2
n 1
n k
(k :sothamso hoi quy trong mo hinh)
5. Thc hien kiem nh gia thiet ong thi bang cach
thiet lap cong thc tren EXCEL (o tin cay 95%)
6. Gia s ta d bao gia tr trung bnh cua Y da tren ham
(Y/X2), thc hien tnh toan tren EXCEL, vi X2-0 = 17, o tin
cay 95%
7. Gia s bien Y San lng hang ban (nghn san pham),
X2 chi ph ban hang, X3 chi ph khuyen mai (cac bien
X2, X3 eu co n v la trieu ong), ban hay hoi quy
bang EXCEL, oi chieu vi ket qua t bang tnh cau
(1), neu nhan xet y ngha kinh te t ket qua hoi quy
tren.
R2 = 1 (1 R2 )
8. Cho biet:
* Cong thc tnh gia tr ti han t tren EXCEL: =TINV(mc
y ngha, o t do)
* Cong thc tnh gia tr ti han F tren EXCEL: =FINV(mc
y ngha, n1, n2), trong o: n1 so bien oc lap; n2 o
t do.
* Cong thc tnh p-Value bang EXCEL: =TDIST ( t , bac tu do, duoi )
vi uoi =1 ng vi kiem nh 1 pha; uoi = 2 ng vi
kiem nh hai pha.

Tieu Luan

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Bai 1 T TNG QUAN

Mot mau so lieu khao sat ve tien thu nhap (REV, n

hau qua, cach phat hien va nhng bien phap khac

1. The nao la hien tng a cong tuyen, nguyen nhan,

Trch: Basic Econometrics Damodar N. Gujarati, Fourth edition, page

4. Ban hay th khac phuc bang cach hoi quy Y theo

Trch: Basic Econometrics, Damodar N. Gujarati, fourth edition, page 588

1. The nao la bien nh tnh, phng phap lng hoa

dung ca nhan. n v: ty USD)

Source: Economic Report of the President, 1999. USA.

Ban hay s dung mo hnh hoi quy dang Log-Log, thiet

Cot (10): Vi : LnYi = 1 + 2 LnXi

Cong thc c lng cac tham so hoi quy:

oi vi mo hnh hoi quy dang Log-Log, tat ca cac cong

Chu y: Nop bai tieu luan tren file EXCEL

(11): yi2 = (Yi Yi )2

(13): yi2 = (Yi Y )2

Thiet lap bang tnh tren bang EXCEL, c lng mo hnh

Kiem nh s phu hp cua mo hnh, o tin cay 95%

D bao vi X0 = 700, o tin cay 95%.

Thc hien hoi quy bang EXCEL, oi chieu vi ket qua

Bai tap 3 EXCEL

(11): yi2 = (Yi Yi )

Cho bien X Thu nhap; Y Chi tieu (n v- trieu ong)

2/ Lap cong thc bang EXCEL e thc hien kiem nh gia

Bai tap 4 EXCEL

1. Ve tren cung mot bieu o: gia vang, CPI, Ch so NYSE

+ NYSE index t = 1 + 2 CPI t +Ut

3. Gia s ta bo qua cac yeu to anh hng khac (lam

Bai tap 5 EXCEL

66, 2,2 10, 7,6

2/ Lap cong thc bang EXCEL e thc hien kiem nh gia

Bai tap 6: EXCEL

2. Hay ve tren cung truc toa o bieu o Y theo X2 va X3

4. Lap bang tnh cac cong thc he so xac nh va he so

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