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com

BI TON
1.

Tnh

HAI BIN

2010

A BIN

n = s mu

(Khuyn nn tnh ngay u bi dng dn, lc ny u c cn sng sut tnh ton

^_^ )
2.

Xc nh PRF

3.

Xc nh SRF
Cc gi tr

, . S ly trong bng kt

qu, nhiu bin Thy s ko cho tnh ton ( kh

gh lun hehhe !!!)

SRF:
4.

ngha ca
cc h s hi
quy

(ni ngha ca bin no th c nh cc bin

cn li)
V d ni ngha ca

th c nh cc bin

X2, X3,

X2 khng i, nu

X2
Tng t cho cc bin cn li
5.

Tng cc bnh
phng

TSS =

3 gi tr

phi gii ma trn, nhng

iu ny ko phi lo

ESS =

ny > 0

RSS = TSS ESS

6.

Tnh h s xc
nh

7.

H s xc
nh hiu
chnh

c th m, trong trng hp ny,

quy c

TSS =
ESS =
RSS = TSS ESS

Vi k l s tham s ca m hnh
Vd: (SRF)

m hnh 3
1

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2010

bin
k = 3, vi cc tham s Y, X1, X2
8.

c lng

Ci ny s tra bng kt qu ra

ca

dng S.E. of regression

ct Std. Error, dng th 1
ct Std. Error, dng th 2
ct Std. Error, dng th 3 .

9.

Kim nh s
ph hp m
hnh SRF,
mc ngha

Phng php gi tr ti hn:

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

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

B2: tra bng F, gi tr ti hn

B2: tra bng F, gi tr ti hn

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

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

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

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

ph hp vi mu

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

F(1,n-2)
Bc b

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

F(1,n-2)
Chp nhn
F0

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

Phng php gi tr ti hn:

Phng php gi tr p-value:

F(k-1,n-k)
Chp nhn
F0

Phng php gi tr p-value:

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

(cch ny s lm khi cho sn bng kt

qu)

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

gc phi ch Prod(F-statistic))

Ly gi tr p-value ng vi F0 ( cui
cng gc phi ch Prod(F-statistic))

Tin hnh so snh p-value v :

Tin hnh so snh p-value v :

+ p-value < : bc b H0 hm SRF
ph hp vi mu
+ p-value > : chp nhn H0
p-value
Bc b

p-value
Chp nhn

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

vi mu
+ p-value > : chp nhn H0
p-value
Bc b

p-value
Chp nhn

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10.

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

Gi thit: H0: = 0

H1: 0

Phng php gi tr ti hn:

Gi thit: H0: = 0

H1: 0

Phng php gi tr ti hn:

B1: Tnh:

B1: Tnh:

B2: Tra bng t-student gi tr

B2: Tra bng t-student gi tr

B3: So snh

B3: So snh

>

: bc b H0 bin c lp

(X) nh hng ln bin ph thuc (Y)

+

<

Bc b

+ p-value < : bc b H0 bin c lp

(X) nh hng ln bin ph thuc (Y)
+ p-value > : chp nhn H0
p-value
Chp nhn

>

: bc b H0 bin c lp (X)

nh hng ln bin ph thuc (Y)

+

Chp nhn

Tin hnh so snh p-value v :

p-value
Bc b

: chp nhn H0

Phng php p-value:

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

2010

<

Bc b

: chp nhn H0

Chp nhn

Phng php p-value:

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

Tin hnh so snh p-value v :

+ p-value < : bc b H0 bin c lp (X) nh
hng ln bin ph thuc (Y)
+ p-value > : chp nhn H0
p-value
Bc b

p-value
Chp nhn

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11.

Kim nh gi
thit

Phng php gi tr ti hn:

Phng php gi tr ti hn:

Ho: = o ; H1:
o

B1: Tnh:

B1: Tnh:

Vi mc ngha

B2: Tra bng t-student gi tr

B2: Tra bng t-student gi tr

B3: So snh

B3: So snh

>

<

: bc b H0

xem = o

Bc b

<

: bc b H0

: chp nhn H0 c th xem =

Chp nhn

Bc b

Chp nhn

Phng php p-value:

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

Tin hnh so snh p-value v :

Tin hnh so snh p-value v :

+ p-value < : bc b H0

+ p-value < : bc b H0

+ p-value > : chp nhn H0 c th

xem = o

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

p-value
Chp nhn

Xc nh
khong tin cy Tra bng t-student gi tr
ca

Vi mc ngha
( ko cho th
ly =0,05)

>

Phng php p-value:

Ly gi tr p-value tng ng vi bin

c lp mnh ang xt

p-value
Bc b
12.

: chp nhn H0 c th

2010

Tnh

p-value
Bc b

p-value
Chp nhn

Tra bng t-student gi tr

Tnh

tra bng kt qu

Khong tin cy ca :
Khong tin cy ca :

13.

Xc nh
khong tin cy Tra bng t-student gi tr

Tra bng t-student gi tr

1

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2010

ca
Vi mc ngha
( ko cho th
ly =0,05)

14.

Tnh

Tnh

Khong tin cy ca :

Khong tin cy ca :

Xc nh
tin cy: 1 = a%
khong tin cy
= 100% - a%
ca phng
sai var(Ui) =
Tra bng Chi-square cc gi tr:
2

Vi tin cy (1
)

15.

Kim nh gi
thit

Ho: =

tra bng kt qu

tin cy: 1 = a%
= 100% - a%
Tra bng Chi-square cc gi tr:

Khong tin cy ca 2:

Khong tin cy ca 2:

Phng php gi tr ti hn
B1: Tnh

Phng php gi tr ti hn
B1: Tnh

; H1:
B2: So snh

Vi mc ngha

<

B2: So snh
<

chp nhn Ho, =

+

<

Bc b

bc b Ho

Chp
nhn

Bc b

Phng php gi tr p-value

B1: Ly gi tr p-value trong bng kt
qu
B2: So snh

bc b Ho

<

Bc b

<

chp nhn Ho, =

bc b Ho

<

bc b Ho

Chp
nhn

Bc b

Phng php gi tr p-value

B1: Ly gi tr p-value trong bng kt qu
B2: So snh
+ < p-value < 1- chp nhn Ho, =

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

+ p-value < bc b Ho

+ 1- < p-value bc b Ho

2010

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

p-value p-value p-value

Bc b Chp
Bc b
nhn

p-value p-value p-value

Bc b Chp
Bc b
nhn

16.

H s co gin,
ngha

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

17.

i n v
Trong :

Trong :

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

mi ca Y

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

Y

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

mi ca X

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

X1

= k1

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

X2
= ko

18.

D on (d
bo) im

Thay gi tr Xo vo phng trnh SRF:

Dng???Khi cho
Xo yu cu tnh Y

19.

D on ( d
bo) khong

D bo cho hi quy nhiu bin ch xt d bo

im.
Thay gi tr

vo phng trnh SRF:

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

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2010

var( ) = var(Yo =
se(

)=

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

D on (d bo) gi tr trung bnh

Dng???
-

Khi yu cu d on m khng cho

tin cy (1 )
Khi cho Xo v tin cy (1 ), yu
cu c lng gi tr trung bnh.

Thay gi tr Xo vo phng trnh SRF:

var(

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

20.

So snh R2

Ch so snh c khi tha 3 iu kin

sau:

Ch so snh c khi tha 3 iu kin sau:

1. Cng c mu n.
2. Cng s bin c lp.
(nu ko cng s bin c lp th
dng )

1. Cng c mu n.
2. Cng s bin c lp.
(nu ko cng s bin c lp th dng

3. Cng dng hm bin ph thuc

3. Cng dng hm bin ph thuc

21.

Thm bin
vo m hnh,
vi mc
ngha

B1: tnh R2 (3 bin) ;

B2: So snh

(3 bin) ; R2 (2 bin) ;

(3 bin) v

(2 bin)

(2 bin)

Nu

(3 bin) <

(2 bin): khng thm bin vo m hnh

Nu

(3 bin) >

(2 bin): c th thm bin vo m hnh, cn lm thm cng vic

1

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2010

sau: kim nh bin thm vo c ngha ko, sau mi chc chn c thm bin vo ko?
CNG VIC KIM NH THC HIN GING CNG THC S 10

NGHA H S HI QUY V H S CO GIN CA CC M HNH

1. M hnh tuyn tinh:
Y = + *X
ngha h s hi quy: Nu X tng 1 n v th Y tng
EYX =

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

ta tnh lc u

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

2. M hnh lin-log:
Y = + *logX
ngha h s hi quy: Nu X tng ln 1% th Y tng ln

n v (Vi iu kin cc yu t khc

khng i)
EYX =
NHN
XT:
NHN
XT: h s
ngha

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

Lm sao nh ht cng thc???? Hc cng thc hm a bin thui, nh ci k ca cng thc ci ny chnh l

Lm sao
nh ht cng thc???? Hc cng thc hm a bin thui, nh ci k ca cng thc ci ny chnh l
3. M hnh
log-lin:
s
tham
s
phng trnh.
Vy l hm 2 bin thay k=2, hm 3 bin thay k=3, . (tha l xong phn
s tham s ca
logY =ca+phng
*X trnh. Vy l hm 2 bin thay k=2, hm 3 bin thay k=3, . (tha l xong phn
cng
cng thc
thc *_^)
*_^)

Luyn
no????
n
no
th
xem
oki
^_^)
ngha
htp
snh
hi th
quy:
Nu X
lndng
1 n
Y cng
tng thc
ln
%(tha
(Vil
kin
cc yu t khc
Luyn
tp
nh
th
no????
tng
n ti
ti
dng
nov
thth
xem
cng
thc
cho
cho chc
chc
(tha
liu
oki ri
ri
^_^)

khng i)
EYX =

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

4. M hnh tuyn tnh log:
logY = + *logX
ngha h s hi quy: Nu X tng 1% th Y tng % (Vi iu kin cc yu t khc khng i)
EYX =

=
1

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2010

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

5. M hnh nghch o:
Y=

+ *

ngha h s hi quy: X tng ln th Y cng tng ln theo, nhng Y i a l

n v (Vi iu kin cc

yu t khc khng i)
EYX =
ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX%
MO:
MO:
Cch
Cch ni
ni ngha
ngha h
h s
s hi
hi quy:
quy:
a.1
a.1 Tham
Tham s
s no
no c
c log
log th
th n
n v
v l
l %,
%, cn
cn li
li th
th dng
dng n
n v
v
bi
bi cho
cho
a.2
a.2 Tham
Tham s
s X
X c
c log,
log, Y
Y ko
ko log
log th
th ni
ni ngha
ngha ca
ca Y
Y nh
nh h
h s
s l
l
a.3
a.3 Tham
Tham s
s X
X ko
ko log,
log, Y
Y c
c log
log th
th ni
ni ngha
ngha ca
ca Y
Y nh
nh h
h s
s l
l
H
:: t
== ,, tham
H s
s co
co gin
gin E
EYX
t cng
cng thc
thc gc
gc E
EYX
tham s
s no
no c
c log
log th
th gi
gi tr
tr trung
trung bnh
bnh ca
ca tham
tham s
s
== 11
YX
YX

TRNH BY KT HI QUY
=
se =
t = t(

t(

n = ???

R2 = ???

Fo = ???

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

C BNG KT QU HI QUY

= ???

Const

p-value
Variable

t-Statistic

Prob.

Coefficien Std.
t
Error
14.32168
1.116283

12.82979

0.0001

X1

-2.258741

0.320460

-7.048438

0.0009

X2

1.237762

0.342586

3.612997

0.0153

R-squared R2

0.909573

Adjusted R-squared

0.873402

S.E. of regression

1.024183

Sum squared resid

RSS

5.244755

Mean dependent var

S.D.dependent var SY

9.00000
0
2.87849
2

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2010

F-statistic Fo

25.1466
7
0.00245
Prob(F-statistic) p9
value(Fo)
THAY I S HNG DC V S HNG TUNG GC KHI NO??? (cu ny c th chim
1)
1. Thay i s hng h s gc (s hng gc) khi thm D vo
2. Thay i s hng tung gc khi thm D vo
Ta c 3 trng hp nh sau: