1 Ti liu hu ch: http://tailieuhuuich.blogspot.

com

N TP KINH T LNG
1. Phng php c lng bnh phng cc tiu LS, l chn cc tham s c lng
^

k , k 1,2,.., K

sao cho lm cc i ph hp R 2 . Hn na, iu i hi iu kin

rng : TSS n ( y n y ) 2 l bt bin vi mi s la chn tham s c lng.

ng

Sai

Gii thch:
R2 1

ESS
TSS

, phng php LS l chn

k , k 1,2,.., K

sao cho cc tiu ESS. V TSS

khng i vi mi la chn. Nn Cc tiu ESS ng ngha vi cc i R 2 .

2.

Nhc li l hi quy LS c th c vit di dng sau:

. Vic chng minh c lng ny l khng chch:
thuyt rng n c phn b chun.

ng
Gii thch:
E k E ( k c nk n ) .

3.

Nhc li rng,

Sai
V vy, ch cn iu kin:

2 .
Var ( k )
S kk
^

Trong ,

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

E k k , k 1,2.., K

, i hi gi

E n 0, vi

S kk

mi n l .

l phng sai mu ca bin

Xk

. 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:

2
V Var ( k ) , nn khi
S kk
^

S kk

tng th sai s c lng gim, hay hiu qu c lng tng

4. Nhc li, k ~ N ( k , S kk ) . Kt lun ny ch i hi s dng gi thuyt n

m khng cn thm bt c mt gi thuyt no khc v sai s ngu nhin.
ng
Sai
Gii thch:
2

~ N (0, 2 ) ,

iid

Chng minh iu ny yu cu rng, n ~ N (0, 2 ) , hay cc sai s ngu nhin phi c lp.
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1
2
2
2
5. c lng khng chch ca l s N K en . N c s dng bin i
phn b chun z k thnh phn b t-student vi (N-K) bc t do: t k ~ t ( N K ) .
ng
Sai
Gii thch:

V rng t
^ ~ t(N 2)
2
s S XX se( )
6. Hy xt vic kim nh gi thuyt sau: H 0 : k 0 .vs. H 1 : k 0 . Nu p-value
nh hn 5%, th ta ni k c ngha 5%.
ng
Sai
'
7. Nu tt c cc quan st { y n , x n } 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 R 2 . Nhng nu chui cc quan
st { y n , x n' } 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 R 2 .
ng
Sai
Gii thch:
y l nguyn tc ca LS.
8. Nhc li l

R 1

ESS /( N K )
TSS /( N 1)

. Khi a thm bin vo m s ci thin v ph

hp t hn so vi s mt mt t do, th
ng
Gii thch:

Sai

T cng thc, ta thy

s2

1
N K

s2

1
N K

e tng, v
2
n

cng tng.

e phi gim, v do vy nn
2
n

mi tng.

Hai cu tip sau l v s la chn v m hnh:

(U): Y 1 X 1 2 X 2 3 X 3
(R):

Y 1 X 1

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:

H 0 : 2 3 0 .

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Nu ta khng th bc b gi thuyt ny ( DNRH 0 ), 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 s 2
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).

E( k ) E ( k cnk n ) ;

v (2).

s2
nh gi sai s c lng l Var ( k ) . Khi , ta c th i n nhn nh rng a
S kk
^

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.
ng
Sai
Gii thch:
^

E( k ) E( k cnk n ) =
1
s
N K
2

, do gi thuyt v sai s ngu nhin khng b vi phm. Tuy nhin, v

s2
tng, nn Var ( k )
S kk
^

2
n

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: 2 X 2 3 X 3
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 2 X 2 3 X 3 0 , nn c lng b chch. Do khng th lp t-test.

11. Gi thit

E ( n | x n' ) 0 ,

tng ng vi vic ni rng,

E ( y n | x n' ) x n'

Tr li: Cu ny ng, v rng:

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

y n x n' n E ( y n | x n' ) x n' ,

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

~ N (0, 2 I )

bao hm rng,

cov( n , m ) 0 ,

vi n m .

Tr li: cu ny ng, v Var 2 I , tc l cov( n , m ) 0 , vi n m .

14. Gi thit rankX K l bo m cho tn ti c lng .
Tr li: Cu ny ng. i hi rankX K bo m s tn ti ca ma trn
l iu kin tnh c

( X ' X ) 1 ,

( X ' X ) 1 X 'Y .

Xut pht t cng thc

2
15. Gi thit E ( ' ) I , bao hm rng,

cov( n , m ) 0 ,

vi n m .

Tr li: Cu ny ng.
Chng minh hoc l gii cc mnh sau:
Di dng tng qut, c lng c vit nh sau:
^

( X ' X ) 1 X 'Y
M hnh hi quy c dng:
y X , X khng phi l bin ngu nhin; v

~ N (0, 2 I ) .

16. Ch ra rng, trong kim nh vi F-test, nu gi thit

gi tr nh hn khi H 0 l sai.

H0

l ng, th F-stat nhn

( ESS ESS ) / J

R
U
Tr li: F ESS /( N K ) . Nu H 0 l ng, th vic thm bin gii thch khng lm
U
ci thin nhiu ph hp ca m hnh. Tc l ESS R ESSU nhn gi tr nh; v vy Fvalue nhn gi tr nh.

17. Ch ra rng, vi c t-test v F-test, nu

c ngha %.

H 0 b

bc b th p value s nh hn mc

Tr li: p-value nh chng t thng k F (hoc thng k t) nm bn phi ca

t / 2 . Do vy, cn phi bc b H 0 .
18. Ch ra rng, F- stat bao gi cng nhn gi tr dng.
Tr li: ESS R bao gi cng ln hn

ESSU

hoc

^
k k
Thng
k
c
rt
ra
t
gi
thit
l
z

~
N
(
0
,
1
)
19.
k

/ Skk

~ N (k , 2 / Skk ) .

Tr li: Cu ny ng.
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^

k k
20. Thng k zk 2

/ Skk

l mt dng vit khc ca

tk

-stat.

Tr li: Cu ny sai. V tk

k k
s 2 / Skk

21. M hnh kinh t lng c th vit di dng:

Y X 1 1 X 2 2 .... X K K X

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 F (hoc t / 2 ). Do vy, cn phi bc b hay chp nhn H 0 .
23. Ch ra l t-stat c th nhn gi tr m hoc dng.
^

Tr li: t k

k k
2

s S kk

; v c lng

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. E ' I bao hm rng, cov( n , m ) 0 , vi n m .
Tr li: cu ny ng, v lch khi ng cho ca ma trn varian-covarian chnh l
cov( n , m ) 0 .
27. Khi kim nh gi thit n: H 0 : k 0
2

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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: H 0 : k 0 , 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 F (hoc t / 2 ). Do vy, cn phi bc b hay chp nhn H 0 .
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:
y n x n' n

(i)
(ii)
(iii)

y x
'
n n

n 1,2,.., N

n 1,2,. , N

en y n y n

C (i), (ii), (iii) l ng

31. Hi quy a bin bao hm vic gii bi ton sau:

^
' 2
n n

S( ) e (y x ) min ^
2
nn

Hy xt mnh sau:
(i) H s

k , k 1,2,.., K

(ii) Ch cn tm

c xc nh bng cch ly o hm ring phn, v t:

S ( )
^

, k 1,2,..., K , v t chng bng nhau xc nh

Ch c (i) l ng
32. Gi s phng trnh hi quy c cha bin constant:
(i) Vic gii:

S ( )
^

0 dn n ci iu l e

X 1 1.

S ( )
^

0.

k , k 1,2,.., K .

Xt cc mnh sau:

0.

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(ii)

iu kin en

trung bnh:

bao hm ci iu l y x ' , hay ng hi quy i quan im

( y, x ' ) .

C hai mnh (i) v (ii) u ng

33. Hy xt cc mnh sau:
^

y n y n en

(i)
(ii)

( y n y ) y n y en .
Hai mnh ny l tng ng nhau

^
34. Gi s ng hi quy i qua im trung bnh: y x ' . Hy xt cc mnh sau:

( y n y ) y n y en

(i)
(ii)

^
'

( y n y ) ( x x ) en
'
n

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.
(
y

y
)

(
y

y
)

e
n n n n n n
2

(i) Quan h ny c ngha l: TSS = RSS + ESS

(ii) Quan h ny c s dng xc nh h s R 2
C hai mnh u ng

36. Phng php LS cho ta c lng: k k c nk n ,

k 1,2,.., K

Hy xt cc mnh sau:
(i) c lng

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: E k E ( k c nk n ) k

iu ny ng khi

E n 0, n 1,2,.., N

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^

38. Hy xt quan h sau: Var k Var ( k k )

iu ny ng, khi

E k k
^

39. Trong chng minh tnh cht sau:

Ta cn iu kin

n , n 1,2,.., N

40. i n kt lun l k

(i)

E k k

(ii)

2
Var ( k )
S kk

~ N ( k ,

Var k Var ( k k )

2
, k 1,2,.., K .
S kk

l cc bin ngu nhin c lp, v

2
),
S kk

Var n 2

ta c th phi cn nhng yu cu sau:

(iii)

Cc bin ngu nhin n , n 1,2,.., N l theo phn b chun.

Cn c (i), (ii), v (iii)

k k k k
^ ~ t(N K) . xy dng thng k ny, ta c th
41. Kim nh t-stat c dng sau: t k
s2 Skk se( )
k
cn cc iu kin sau:
(i)

k ~ N ( k ,
)
S kk

(ii)

s2

(iii)

Cc bin { X 1 , X 2 ,..., X k ,..., X K } l c lp tuyn tnh.

Chng ta cn iu kin (i) v (ii)
Gi s ta a thm bin gii thch vo m hnh.
42.

1
N K

en2

l c lng khng chch ca 2

Tng bnh phng cc sai s c lng (ESS) lun gim xung

43. Hy nhn vo cng thc xc nh

R 1

ESS /( N K )
TSS /( N 1)

H s R v s 2 lun bin ng nghch chiu nhau

Nu tng h s ring bit khng c ngha, nhng mt cch ng thi 3 , 4 c
ngha, th ta nn gi X 3 , X 4 trong m hnh
44. Xt hai m hnh:
(U): Y 1 2 X 2 3 X 3 .... K X K
(R): Y 1 2 X 2 3 X 3 .... K J X K J
c hiu l: M hnh (R) l m hnh (U), cng vi rng buc
H 0 : K J 1 K J 2 ... K 0

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45. Xt

H 0 : K J 1 K J 2 ... K 0 .

Xy dng thng k Fc ( ESS R ESSU ) J .

ESSU /( N K )

Khi gi tr thng k Fc ln hn F -tra bng, th ta ni mt cch ng thi,

cc bin X K J 1 , X K J 2 ,.., X K 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

Fc

R 2 ( K 1)
(1 R 2 ) /( N K )

~ F ( K 1, N K )

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 y x x , t 1,2,.., T (1) . Gi s rng
t

t2

3 t3

trong m hnh (1), ta bit r rng 2 1 . Vic c lng tt nht (LS), khng chch
ca cc tham s 1 , 3 s c thc hin nh sau:

Lp m hnh: yt xt 2 1 3 xt 3 t v c lng bng eviews.

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

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

xt

Vic c lng m hnh: yt xt t , t 1,2,.., T (2) s cho thy:

M hnh ny c R 2 1 ch khng khng nh c l tt nht.
50. Xt 2 chui cc quan st (2 m my d liu) sau:

yt

xx
x
x x

zt

xxxxx
xxxxxxxx xxxx
xxxxx xxxxxxxx

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x x

xxxxxx
x

xx

xt

wt

Vic c lng m hnh: yt xt t (2.1) v m hnh z t wt t (2.2) s cho

thy:
Ta nhn thy rng: Var ( t ) Var ( t )
51. Gi s m hnh hi quy c dng yt 1 2 xt 2 .... K xtK t , t 1,2,.., T (3) .
Gi s rng trong m hnh (3), ta bit r rng 1 0 . Vic c lng tt nht (LS),
s cho thy rng:
R 2 c th nm ngoi khong [0,1] do gp phi trng hp a cng tuyn.
52. Gi s m hnh hi quy c dng y x .... x , t 1,2,.., T (3) . Gi s
t

t2

tK

rng trong m hnh (3), ta bit r rng 1 0 . Vic c lng tt nht (LS), s cho
thy rng:

im trung bnh:

( y , x ' ) nm

trn ng hi quy.

53. c lng LS cho ra kt lun rng, k

S kk

~ N ( k ,

2
).
S kk

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 y t 1 2 xt 2 3 xt 3 t , t 1,2,.., T (5) . Gi s ta bit

r rng, khng c h ng thc xt 2 a1 a3 xt 3 , t 1,2,.., T . Khi :
iid

M hnh (5) cho ra c lng LS, khng chch, nu t ~ N (0, 2 ) .

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,

k ~ N ( k ,
) . V
S kk
2

vy:

iu ny hm LS l c lng khng chch

56. Gi s m hnh hi quy c dng y t 1 2 xt 2 3 xt 3 t , t 1,2,.., T (5) . Gi s rng
trong m hnh (5), ta bit r rng xt 2 a1 a3 xt 3 , t 1,2,.., T . Khi :
M hnh ny khng th c lng c do bit chc chn xy ra trng hp a cng
tuyn.
2
57. c lng khng chch ca l

s2

1
N K

e .
2
n

N c dng xc nh R hiu chnh.

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N c dng xc nh phn b t-stat

tk

ca

'
58. Gi s ta bit r tt c cc quan st { y n , x n } 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 { y n , x n } 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):

Y 1 X 1 2 X 2 3 X 3

(R):

Y 1 X 1

Ta chp nhn (R) nu vic thm X 2 , X 3 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): INV 1 2T 3G 4 INT 5 INF
(8.2): INV 1 2T 3G 4 ( INT INF )
Ta chp nhn (8.1) nu F-test bc b H 0 : 4

62. Xt 3 dng hm: (10.1): Y 1 2 X (10.2): ln Y 1 2 ln X

(10.3): Y 1 2 / X
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 PB , vo gi cc hng c th
thay th ( PL ), c th l ru (liquor); v gi trung bnh ca cc hng ho dch v
gii tr khc ( PR ); v vo thu nhp bng tin mt ( m ). (Gi v thu nhp o bng $;
v y 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:
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M hnh (U): ln(Q) 1 2 ln( PB ) 3 ln( PL ) 4 ln( PR ) 5 ln(m)
63. co dn ca nhu cu v bia theo gi c v thu nhp. V d, vi gi bia:
2 d ln(Q) / d ln( PB ) ; v vi thu nhp: 5 d ln(Q ) / d ln(m) .

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 ( 5 2 ) 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

C
LOG(PB)
LOG(PL)
LOG(PR)
LOG(M)

-3.243238
-1.020419
-0.582934
0.209545
0.922864

3.743000
0.239042
0.560150
0.079693
0.415514

0.825389

Mean
var

R-squared
Adjusted
squared

t-Statistic Prob.
-0.866481
-4.268787
-1.040674
2.629415
2.221016

0.3945
0.0002
0.3080
0.0144
0.0356

dependent
4.018531

R-

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

0.797451
0.059973
0.089920
44.58235
2.630645

S.D. dependent var 0.133258

Akaike
info
criterion
-2.638823
Schwarz criterion -2.405290
F-statistic
29.54377
Prob(F-statistic)

0.000000

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

5 0.92

c lng

5 0.92 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

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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 (

0.582 ) 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,
t 0.025 (25) 2.06 .
Khong tin cy 95% ca 5 [0.066;1.780] . 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

3 0.5829 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,

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
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(PL)

-3.721925
2.275450

0.240880
0.113508

-15.45134
20.04664

0.0000
0.0000

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R-squared
0.934864
Adjusted
Rsquared
0.932537
S.E. of regression 0.057223
Sum squared resid 0.091687
Log likelihood
44.29050
Durbin-Watson
stat
1.317876

Mean dependent var

1.102373

S.D. dependent var

Akaike info criterion
Schwarz criterion
F-statistic

0.220314
-2.819367
-2.725954
401.8677

Prob(F-statistic)

0.000000

T kt qu c lng b tr trn (auxiliary regression), ta c th ni rng:

H s R 2 0.934 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(Q) 1 2 ln(PB ) 3 ln(PL ) 4 ln(PR ) 5 ln(m)
(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(Q ) 1 2 ln( PB ) 3 ln( PL ) 4 ln( PR ) 5 ln(m) ( 2 3 4 5 ) ln
(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:
H 0 : ( 2 3 4 5 ) 0 , hay cng vy, 4 2 3 5 . 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
ta i n m hnh sau:

H 0 : ( 2 3 4 5 ) 0 ,

hy th rng buc vo (15.2),

(R): ln(Q) 1 2 [ln( PB ) ln( PR )] 3 [ln( PL ) ln( PR )] 5 [ln(m) ln( PR )]

Hay cng vy,
(R) ln(Q) 1 2 ln( PB / PR ) 3 ln( PL / PR ) 5 ln(m / PR )
y chnh l m hnh ban u (U), cng vi gi thuyt H 0 : ( 2 3 4 5 ) 0 . 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 ca
hng ho so vi ch s gi sinh hot khc PB / PR , v thu nhp thc t m / PR , (ta c th
xem PR nh ch s gi tiu dng). Kt qu chy m hnh ny l nh sau:

Dependent Variable: LOG(Q)

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Method: Least Squares
Date: 08/02/01 Time: 02:19
Sample: 1 30
Included observations: 30
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
LOG(PB/PR)
LOG(PL/PR)
LOG(M/PR)

-4.797798
-1.299386
0.186816
0.945829

-1.291847
-7.840022
0.656916
2.214813

0.2078
0.0000
0.5170
0.0357

R-squared
Adjusted
squared

0.807949

Mean dependent var

4.018531

0.785789

S.D. dependent var

3.713905
0.165738
0.284383
0.427047

R-

S.E. of regression 0.061676

Akaike info criterion

Sum squared resid 0.098901

Log likelihood
43.15437
Durbin-Watson
stat
2.686998

Schwarz criterion
F-statistic

0.133258
2.610291
2.423465
36.46021

Prob(F-statistic)

0.000000

Ch l trong bng kt xut cho m hnh (U) cu 11, ESSU 0.08992 ; v bng kt
xut ny cho m hnh (R), ESS R 0.09890 . Thm vo , F0.05 (1,25) 4.24 . Hy kim
nh li gi thuyt H 0 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...
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.
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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:
TIMES 0.1087 AGE *** 0.002944 INC 0.005425 DIST 0.02166 FRIENDS

(0.023814) (0.013711)

(0.031695)

(0.088697)

+ 0.4369 PR 0.548SPACE 0.1504CINEMA 0.3659 DVD 5.245***

(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, R 2 0.898 , AIC =2.363, SCHWARZ = 2.572,

**

ESSU 64.264 .

69. Kim mh tnh c ngha mc 0.05 (hay 5%) ca tng bin sau: INC, DIST, v
CINEMA, FRIENDS. Cho trc t 0.05 [120] 2.626 . 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
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:
H 0 : INC DIST CINEMA FRIENDS 0

M hnh c rng buc [tc l ng thi b i INC, DIST, CINEMA, v FRIENDS] c

ESS R 64.53 . Cho trc F0.05 ( 4,111) 2.4534 . Nu l em, em s chn quyt nh no
trong hai quyt nh sau y?
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Chp nhn gi thuyt ( DNRH 0 ), 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 INC 2 vo m hnh. Kt qu c lng nh
sau:
Variable

Coefficient

AGE

- 0.092405

Std. Error

t-Statistic

Prob.

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

4.524806

0.605613

7.471443

0.0000

Weighted Statistics
R-squared

0.939754

Mean dependent var

3.164710

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

Adjusted
squared

R-

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.

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_

(ii)

H s R 2 0.93 , 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
1
2
3
4
5
6
7
8
9

TIMES
0.500000
4.000000
2.000000
0.500000
4.000000
0.750000
1.000000
1.000000
10.00000

TIMESF
0.665557
4.003906
1.935964
0.666090
4.013686
1.094529
1.034579
0.936783
9.596951

Da trn kinh nghim thc t ny, em hy suy ngh nghim tc v li khuyn sau:
(i) H s

R2

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.
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!
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(b)
(c)

Ti ng v s khuyn la n em i sau v iu (i) v (ii) nu trn.

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:
ACTION 0.705 1.313OPINION *** 0.567COST 0.331FAMILY

(1.81)

(0.384)

(0.795)

(0.406)

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0.872 LOVE ** 0.9964GENDER *** 0.1194 ROOM 0.593MARK ***

(0.414)

(0.420)

(0.3793)

(0.2267)

Mc-Fadden R 2 =0.34, AIC = 0.7449, Schwarz = 0.941

Ghi ch: H s trong ngoc l standard error. Mc_Fadden- R 2 c ngha tng t
_
nh R 2 .
H s i vi du
mc 0.1.

***

l c ngha mc 0.01,

**

l mc 0.05, v

73. Hy kim mh tnh c ngha mc 0.05 (hay 5%) ca tng bin sau: COST,
FAMILY, v ROOM. Cho trc t 0.05 [110] 2.626 . 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:
H 0 : FAMILY COST 0

Gi s kt qu kim nh cho bit Fc 0.565 . Cho trc F0.05 (2,110 ) 3.09 . Nu l em,
em s chn quyt nh no trong hai quyt nh sau y?
Chp nhn gi thuyt ( DNRH 0 ), 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 COST 2 vo m hnh.
Kt qu c lng nh di y:
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Variable

Std.
Coefficient Error

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

-13.30959

4.414981 -3.014643 0.0026

t-Statistic Prob.

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
ngi sng lp ra Yahoo, hay Google. Nhng trong a s trng hp, nhng thnh
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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:
TRADE 1.5769 **** 4.872 RISK **** 0.3375 EXTERNAL 0.1152TIME ***

(0.459)

(0.7352)

(0.2547)

(0.05122)

0.017 POTENTIAL 0.4067 FIELD 0.2041GENDER

(0.0107)

(0.2632)

(0.2539)

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

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

***

l mc

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23 Ti liu hu ch: http://tailieuhuuich.blogspot.com

77. Hy kim mh tnh c ngha mc 0.1 (hay 10%) ca tng bin sau:
EXTERNAL, POTENTIAL, FIELD, v GENDER. Cho trc Z 0.05 1.65 . 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:
Fc 2.6431 ~ F (3,198) .

Hn na, F0.05 (3,198) 2.60 . 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:
Fc F0.025 . 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:
TRADE 1.916 **** 4.825 RISK **** 0.1148TIME *** 0.018 POTENTIAL*

(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:
^
Pr ob(TRADE 1) Pr ob(TRADE 1)

(1.916 4.825RISK 0.1148TIME 0.018POTENTIAL) k

X k
X k

Trong , k=2,3,4, tng ng ln lt vi

sut phn b chun.

X k RISK , TIME , POTENTIAL ;

v l hm xc

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24 Ti liu hu ch: http://tailieuhuuich.blogspot.com

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,
FIELD 0 : Pr ob(TRADE 1) (1.9 5 RISK 0.12TIME 0.017 POTENTIAL)
FIELD 1 : Pr ob(TRADE 1) (1.9 5 RISK 0.12TIME 0.017 POTENTIAL 0.42)

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

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