M HNH

HI QUY 2 BIN

ThS Nguyn Th Kim Dung

1. M HNH HI QUY
1.1 M HNH HI QUY TNG TH
Gi s ta c X l bin c lp, Y l bin ph thuc.
Ta quan tm s nh hng ca X n Y ?
V d 1:
Nghin cu mi quan h gia mc chi tiu Y v mc
thu nhp X ca 60 h gia nh (USD/tun), ta c biu
sau (bng phn mm Eview):

1. M HNH HI QUY
1.1 M HNH HI QUY TNG TH
Nhn xt:
Khi thu nhp tng
th chi tiu cng
tng.
E(Y/ Xi) l 1 s ph
thuc X, nm trn
ng thng c h
s gc dng.
Vy E(Y/ Xi) l mt
hm ca Xi
E( Y/ Xi )= f (Xi )
c gi l hm
hi quy

E(Y/ Xi)

1. M HNH HI QUY
1.1 M HNH HI QUY TNG TH
Xt trng hp n gin nht: f(Xi) c dng tuyn tnh
Hm hi quy tng th PRF :
E( Y/ Xi )= 1 + 2 Xi
trong 1,2 l cc h s hi quy
ngha cc h s hi quy:

E( Y/ Xi =0 )= 1 : 1 l h s t do (h s chn), cho
bit trung bnh ca Y khi X = 0
E( Y/ Xi = Xi +1)= 1 + 2 (Xi +1)

E( Y/ Xi = Xi +1)- E( Y/ Xi )= 2 : 2 l h s gc, cho

bit khi X tng 1 n v th trung bnh Y tng 2 n v

1. M HNH HI QUY
1.1 M HNH HI QUY TNG TH
Nhn xt:
Trong thc t
khng ch c thu
nhp nh hng
n tiu dng.
V vy ph
hp thc t ta cn
thm vo yu t
ngu nhin

1. M HNH HI QUY
1.1 M HNH HI QUY TNG TH
M hnh hi quy tng th:
Yi= 1 + 2 Xi + Ui
vi Ui l sai s ngu nhin
Ch :
Yi = 1 + 2 Xi + Ui

Yu t tc ng
chnh, to nn
tnh xu th, n
nh

Cc yu t khc, c
tnh ngu nhin
(nhiu) to nn
yu t ngu nhin

TM TT

Yi 1 2 X i Ui

Yi
Ui

E (Y / X i ) 1 2 X i ( PRF )

Xi

1. M HNH HI QUY
1.2 M HNH HI QUY MU
Trong thc t ta khng iu tra ton b tng th m
ch iu tra trn mu
Hm hi quy mu SRF: Yi 1 2 X i

Trong :

Yi l c lng im ca E(Y/Xi)
1 , 2 l c lng im ca 1, 2

M hnh hi quy mu

Yi 1 2 X i ei
ei l c lng im ca Ui v c gi l phn d

ei Yi Yi

TM TT

Yi 1 2 X i (SRF )

Y
Yi

ei
Ui

E (Y / X i ) 1 2 X i ( PRF )
Xi

1. M HNH HI QUY
1.2 M HNH HI QUY MU

V d: Ta chn ra 1 mu v thu nhp v tiu

dng nh sau:
Yi
Xi

70
80

65 90 95 110 115 120 140 155 150

100 120 140 160 180 200 220 240 260

Hm hi quy mu:

Yi 24, 4545 0,5091X i

2. PHNG PHP BNH PHNG

NH NHT ( OLS )
2.1. Ni dung phng php bnh
phng nh nht
Gi s ta c mu gm n cp quan st
ca Y v X, cp quan st th i c gi tr
tng ng l (Yi , Xi ), i=1,,n. Khi
ta c hm hi quy mu l
Y X
i

Ta cn tm Yi sao cho n gn vi gi tr
thc Yi nht, tc l phn d ei Yi Yi
cng nh cng tt

2. PHNG PHP BNH PHNG

NH NHT ( OLS )
Y
Y3

e3
Y1

Yi 1 2 X i

ei Yi Yi

e1
e2
Y2

X1

X2

X3

Yi sao cho ei 2 min

n

Tm

i 1

Y X

Yi Yi
i 1

i 1

f 1 , 2 Yi 1 2 X i
i 1

min

min

Nhn xt

y l bi ton tm cc tr cho hm 2 bin, ta

cn tm 1 , 2 sao cho f , min

Tm im dng
1 , 2 l nghim ca h phng trnh sau

f 0
1
'
f 2 0
'

2
Y

X 1 0

f 1 , 2 Yi 1 2 X i

vi

i 1

i 1

n
2 Y X
i
1
2 i

i 1

X 0
i

14

Tm im dng

n
X 0
Y

1
2 i
i
i 1
n

X X 0
Y

i
1
2 i
i

i 1

n
n

Y

i
1
2 Xi 0

i 1
i 1
n
n
n
2
Y X

i i
1 X i 2 X i 0
i 1
i 1
i 1

15

Tm im dng
n
n
n1 2 X i Yi

i 1
i 1
n
n
n
2

1
i
2 X i Yi X i
i 1
i 1
i 1

Gii h phng trnh ny, ta thu c kt qu:

n

X Y n.X .Y
i 1
n

X
i 1

i i
2
i

n X

1 Y 2 X

XY X .Y

2
2
2
Hoc
X X

1 Y 2 X
16

Gii h phng trnh

n
X 0
Y

1
2 i
i
i 1
n

X X 2 0
Y
X

i i
1 i
2 i

i 1

n
n
n1 2 X i Yi

i 1
i 1
n
n
n
2

1 X i 2 X i Yi X i
i 1
i 1
i 1

17

Gii h phng trnh

n
n
n
n
n

2 X i X i Yi X i (1')
1 i

i 1
i 1
i 1
i 1
i 1

n
n
n
2
n

X
(2 ')
1
i
2
i n Yi X i

i 1
i 1
i 1

(2 ') (1')
2

i 1
n

i 1
n

i 1
n

n X iYi X i Yi
n X i 2 X i X i
i 1

i 1

i 1

18

Gii h phng trnh

Chia c t v mu (*) cho n
n
n

n
n X i Yi
i 1
i 1

X
Y

i i
2
n
n

i 1
X iYi nX .Y

i 1
2
2
n
n
n
2

2
Xi n X

n
n X i X i
i 1
2
i 1
i 1

Xi

2
n

i 1

19

Gii h phng trnh

Chia c t v mu (*) cho n2

1 n
1 n
1 n
n X iYi n X i n Yi
i 1 i 1
2 i n1
n
n
1
1
1

2
n X i n X i n X i
i 1
i 1 i 1
XY X .Y

2
2
2
X X
Chia 2 v ca pt (1) cho n ta c

Y 1 2 X 0

1 Y 2 X
20

Ch
Ta cn c th biu din cng thc 2 di dng
sau:

S XY

2
S XX

S XY X i X Yi Y

i 1
trong o
n
2
S
Xi X

XX

i 1

Hng dn chng minh: dng 2 cng thc sau

1 n
Xi X

n i 1

1 n
Yi Y

n i 1
21

Ch
Chng minh:
n

S XY X i X Yi Y X iYi X i Y Yi X X Y
i 1

i 1

i 1

i 1

i 1

X iYi Y X i X Yi n X Y
n

i 1

i 1

X iYi Yn X X nY n X Y X iYi n X Y

22

Ch
Chng minh:
n

S XX X i X
i 1

X
n

i 1

Xi 2X Xi nX
2

i 1

2
i

2Xi X X

i 1

Xi 2XnX nX
2

i 1
n

Xi nX
2

i 1

23

Tng kt
Phng php bnh phng nh nht cho ta
cc cng thc tnh 1 , 2 nh sau:
n

X Y n.X .Y
i 1
n

X
i 1

i i
2
i

n X

1 Y 2 X
S XY

2
S XX

XY X .Y

2
2
2
X X

1 Y 2 X

S XY X i X Yi Y

i 1
trong o
n
2
S
Xi X

XX

24
i 1

V d 1
Quan st mu s liu v chi ph cho hng
v doanh s bn hng ca 12 doanh
nghip:

Xi
Yi

100

106

60

160

70

170

140

120

116

120

140

150

1270 1490 1060 1626 1020 1800 1610 1280 1390 1440 1590 1380

X: chi ph cho hng (triu ng/nm)

Y: doanh s bn hng (triu ng/nm)
Gi s X,Y c mi quan h tuyn tnh,
hy c lng hm hi quy ca doanh s
bn hng ph thuc chi ph cho hng ?
25

HNG DN
DNG MY TNH B TI FX 570 MS

B1 -Xa d liu: SHIFT/CLR/3(ALL)

B2 -Vo chng trnh: MODE/ MODE/ phm s
2 (REG)/ phm s 1 (LIN)

B3 -Nhp d liu: nhp theo tng cp Xi ,Yi

nhp xong bm M+ . Nhp xong nh bm AC
B4 -Gi kt qu:
n
n
n
n
2
X
,
X
SHIFT/1: cho ta kt qu ca i i , Yi , X iYi
i 1

SHIFT/2: cho ta kt qu ca
( tng ng A,B )

i 1

i 1

X , Y , 1 , 2

i 1

HNG DN
DNG MY TNH B TI FX 570 ES

B1 -Xa d liu: SHIFT/9(CLR)/3(ALL)

B2 -Vo chng trnh: MODE/3 (STAT)/
2(A+BX)
B3 -Nhp d liu: nhp theo tng ct Xi ,Yi nhp
xong bm = . Nhp xong nh bm AC
B4 -Gi kt qu:

SHIFT/1/4: cho ta kt qu ca
n

X , X , Y , X Y
i 1

i 1

2
i

i 1

i 1

i i

SHIFT/1/5: cho ta kt qu ca X , Y
SHIFT/1/7: cho ta kt qu ca 1 , 2
( tng ng A,B )

Gii
T bng s liu, ta tnh c:
12

X
i 1

1452

12

i 1

12

Y 16956
i 1

2
i

188192

12

X Y 2128740
i 1

i i

Thay vo cng thc, ta c:

6,16512
2

1 667, 02048

CM
28

Gii
Vy hm hi quy tuyn tnh mu ca doanh
s bn hng theo chi ph cho hng l :

Yi 667,02048 6,16512. X i

ngha cc h s hi quy:
Khi khng cho hng th doanhh s bn hng
trung bnh l 667,02048 triu ng/nm
Khi chi ph cho hng tng (hay gim) 1 triu
ng/nm, th doanh s bn hng trung bnh
tng (hay gim) 6,16512 triu ng/nm
29

Bi tp 1
Quan st thu nhp (triu ng) v chi tiu
(triu ng) ca 10 h gia nh, ta c mu
s liu:
Thu nhp X 8
Chi tiu Y 7

9
8

10 11 12 15 15 16 17 20
9 8 10 12 11 13 12 15

Vit hm hi quy tuyn tnh mu chi tiu

theo thu nhp? ngha cc h s hi quy?
30

Bi tp 2
Y(lng cam c bn tn/thng)
X (gi cam ngn /kg)
Lng cam Y 14 13 12 10 8
Gi cam X
2 2 3 4 5

9
5

8
6

7
7

6
8

6
9

Vit hm hi quy tuyn tnh mu lng

cam bn ra theo gi cam ? ngha cc h
s hi quy?

31

Bi tp
3. Chng minh cng thc 1 , 2 ?
4. Cc h s 1 , 2 c phi l duy nht ?
5. Cc h s 1 , 2 l ngu nhin hay xc
nh?

32

2.2. Cc tnh cht ca hm hi quy mu (SRF)

tm c bng phng php OLS
1. SRF lun i qua im trung bnh X , Y
2.Gi tr trung bnh c lng bng gi tr
TB thc t Y Y
n
3. Gi tr trung bnh phn d bng 0 hay ei 0
i 1

4. Cc phn d ei khng tng quan vi X i

n

e X
i 1

5. Cc phn d ei khng tng quan vi Yi :

n

Y
e 0
i 1

i i

33

chng minh cc tnh cht ny, ta s dng h

phng trnh sau:

f 0
1
'
f 2 0
'

n
X 0
Y

1
2 i
i
i 1
n

X X 0
Y

i
1
2 i
i

i 1

34

Tnh cht 1:
SRF lun i qua im trung bnh ( X , Y )
T (1):

i 1

Yi 1 2 X i 0

Chia 2 v ca (1) cho n, ta c

Y 1 2 X 0
Y X
1

35

Tnh cht 2:
Gi tr trung bnh c lng bng gi
tr TB thc t Y Y
T (1) :

i 1

Yi 1 2 X i 0
n

Yi Yi 0
i 1
n

Yi Yi
i 1

i 1

Y Y
36

Tnh cht 3:
Gi tr trung bnh cc phn d

e
i 1

Y X 0
n

T (1) :

i 1
n

Yi Yi 0
i 1
n

ei 0
i 1

37

Tnh cht 4:
Cc phn d ei khng tng quan vi X i
n

ei X i 0
i 1

T (2) :

i 1
n

Yi 1 2 X i X i 0

Yi Yi X i 0
i 1
n

ei X i 0
i 1

38

Tnh cht 5:
Cc phn d ei khng tng quan vi Yi
n

Yi ei 0
i 1

Ta c

i 1

i 1

e
Y

ii i 1 2 i
n

i 1

i 1

1 ei 2 ei X i
=0 (tc 3)

=0 (tc 4)

Yi ei 0
i 1

39

3. O LNG MC PH HP CA C
YLNG THEO OLS
3.1. H S XC NH

Yi

Yi Yi ei

Yi Y
Yi Y
Y
Xi

Yi Y Yi Y Yi Yi
n

Yi Y Yi Y Yi Yi 2 Yi Y Yi Yi
i 1

i 1

i 1

i 1

i 1

i 1

m 2 Yi Y Yi Yi 2 Yi ei 2Y ei
i 1

Yi Y
i 1

ei

Y Y Y Y
2

i 1

i 1

ei

Y
Yi

TSS Y Y
ESS Y Y
RSS Yi Yi

Y
Xi

TSS ESS RSS

n

TSS Yi Y Yi n. Y
2

i 1

i 1

= Total sum of square

n

RSS Yi Yi
i 1

= Residual sum of square

TSS ESS RSS

Ta c:
Yi =1 +2 X i

Yi Y 2 X i X
Y 1 +2 X

n
2 n
2
2
2
ESS Yi Y 2 X i n. X
i 1
i 1

= Explained sum of square

TSS ESS RSS

S bin ng ca Y= S bin ng gy ra bi X
+ S bin ng bi cc nguyn nhn khc

ESS RSS
1

TSS TSS
100% s bin ng ca Y= .% s bin ng
gy ra bi X + . % s bin ng bi cc
nguyn nhn khc

ESS
RSS
t R
1
TSS
TSS
2

0 R 1
2

R2 = H s xc nh, cho bit s thay i ca Y

l bao nhiu % do X ( bao nhiu % do cc
nguyn nhn khc)
H s xc nh o mc ph hp ca hm
hi quy

 ngha ca h s xc nh
R 1 : ham hoi quy phu hp hoan hao, bien X
2

giai thch c 100% s thay oi cua bien Y

R a 0 a 1 : bien X giai thch c a.100%

2

thay oi cua bien Y

R2 0 : X,Y khong co quan he tuyen tnh

0
0

4
X

2
1

0
Y

2
0
0

10

R ?

4
3
2
1
0
0

4
X

V d 1.1
(tip theo v d 1)

Hy xc nh mc chnh xc
ca m hnh va tm c?
( Hay bin X gii thch s thay
i ca bin Y nh th no?)

Gii
n

TSS Yi n. Y 24549576 12. 1413 590748

2

i 1

n
2

ESS 2 X i n. X
i 1

2
2
6,16512 . 188192 12.121 475108,81
2

ESS 0,80425 80, 425%

R

TSS
2

Vy chi ph cho hng gii thch c 80,4% s thay i

ca doanh s bn hng.
( Hay m hnh hi quy mu va tm c ph hp 80,4% )

Ch s khc nhau v k hiu ca 2 gio trnh

3.2. H S TNG QUAN

r R v r trng du
2

vi
ngha ca h s tng quan:
H s tng quan o mc cht ch trong quan
h tuyn tnh gia X v Y.
-1 r 1.
|r| cng gn 1 th mi quan h cng cht ch

V d 1.2
Hy nhn xt quan h tuyn tnh gia X v Y?
Gii:
2

2 0 nn r R 0,80425 0,896799

Vy X v Y c quan h tuyn tnh thun, cht ch

S DNG MY TNH B TI TNH r V R2

Tm r : SHIFT/2, gi kt qu r
Tm R2 : ly bnh phng kt qu r va tm
c

4. BN CHT THNG K CA M HNH

HI QUY N
Ta

c:

S XY

2
S XX

S XY X i X Yi Y

i 1
trong o
n
2
S
Xi X

XX

i 1

X
n

i 1

X Yi

S XX

X
n

i 1

X Y

S XX
0

 X
n

i 1

X Yi
t

S XX

C
i

2 CiYi
i 1
n

2 Ci 1 2 X i U i
i 1

i 1

i 1

i 1

2 1 Ci 2 Ci X i CiU i
0
n

2 2 CiU i
i 1

S XX

Nhn xt:
Ci ch ph thuc Xi, khng b nh hng
bi yu t ngu nhin, v vy mi Ci l 1
hng s

2 ph thuc vo yu t ngu nhin Ui ,

nn 2 cng l 1 yu t ngu nhin

4.1. GI NH CA CC YU T NGU NHIN

nh l Gauss-Markov
Vi cc gi thit sau y th cc
c lng tm c bng PP
OLS s l cc c lng tuyn
tnh, khng chch, c phng
sai nh nht.

+Ui
-Ui
X1

X2

Xn

Gi thit A1: E Ui 0 i
Gi thit A2: Var Ui

Kt hp A1 v A2 ta c gi thit A3

Gi thit A3: Ui

iid

N 0,

Gi thit A4: E( Yi/ Xi )= 1 + 2 Xi

4.2 C TRNG THNG K CA C

LNG OLS

E 2 2
n

Ta c : 2 2 CiU i
i 1
n

E 2 E 2 CiU i E 2 E CiU i
i 1

i 1

2 Ci E U i 2
i 1

0(A1)

Var 2

Ta c : 2 2 CiU i

S XX

i 1

Var 2 Var 2 CiU i

i 1

2
Var CiU i Ci Var U i
i 1
i 1
n

Ci

i 1

S XX

A2

A3

N 2 ,

S XX

2
V :

2 2 CiU i
i 1

ma U i la bnn co phan phoi chuan (gt A3)

nen la bien ngau nhien co phan phoi chuan
2

Var
S

E 2 2

XX

E 1 1

Ta c : 1 Y 2 X Yi 2 X i
n
1
1 2 X i U i 2 X i
n
1

E 1 E 1 E 2 X i EU i E 2 X i

n
1
E 1 2 X i
0 X i E 2

n
1
n1 1
n

Var 1

X
i 1

2
i

S XX

Ta c : Yi 1 2 X i 1 Yi 2 X i

Var1 Var Yi 2 X i =X i Var2 i 1,..., n

n

i 1

Var =
1

X
Var

i
2
2

i 1

nVar1 = X i
dpcm
S XX
i 1
n

Vy

X i2 2
N 1 ,

n S XX

5. C LNG V KIM NH GI THIT CC

H S HI QUY

5.1. KHONG TIN CY

Ta co: i

i i

Se i

N i , Var i

T n 2
/2

1 -

- t(n-2) /2

/2

t(n-2)/2

 ( n2)

( n2)

i
i
1
P t

t
/2
/2
Se i

( n2)
( n2)

P i t
Se i i i t
Se i 1
/2
/2

/2

1 -

- t(n-2) /2

/2

t(n-2)/2

vay :

( n2)

i i t
Se i vi do tin cay 1
/2

/2

1 -

- t(n-2) /2

/2

t(n-2)/2

V D 1.3
Vi tin cy 1- = 0,95, hy tm khong tin
cy cho 2 , 1?
Hng dn:
tm khong tin cy cho 2, ta cn tm 3 d kin:
, t ( n2) , se
2

se 2 var 2

Y Y
n

= =
2

i 1

n2

S XX

X
i 1

RSS
=
n2

2
i

n. X

GII

Khong tin cy cho 2

var 2

X
i 1

2
i

n. X

11563,919

2
188192 12.121
0,925112

se 2 var 2 0,96183

Khong tin cy:

( n 2)
(
n

2)

t
.
se

t
.
se

2
2
2

2
2

4,02216 ; 8,30808

2
i

188192.11563,919

n
2
2

12
188192

12.121

n X i2 n. X
i 1

14508, 223
var 1

i 1

se 1 var 1 120, 45
Vy khong tin cy cho 1 l:

( n2)

(
n

2)

t
.
se

t
.
se

1
1
1

2
2

398,65788 ; 935,38308

5.2. KIM NH GI THUYT

*

i i
t0
se

tn 2

( n2)
( n2)

P t
t0 t
1

/2
/2

/2

1 -

- t(n-2) /2

: mc ngha

/2

t(n-2)/2

Kim nh hai
bn

Kim nh bn
tri

H 0 : i i*

*
H1 : i i

H 0 : i i*

*
H1 : i i

Kim nh bn
phi
H 0 : i i*

*
H1 : i i

i i
t0
se

/2

1 -

- t/2(n-2)

1 -

/2
t/2(n-2)

- t(n-2)

1 -

t(n-2)73

Kim nh hai
bn

Kim nh bn
tri

H 0 : i i*

*
H1 : i i

H 0 : i i*

*
H1 : i i

Kim nh bn
phi
H 0 : i i*

*
H1 : i i

i i
t0
se

Bc b Ho khi:
|t0|>t/2(n-2)

Bc b Ho khi:
t0 < -t(n-2)

Bc b Ho khi:
t0 > t(n-2)
74

V D 1.4

H 0 : 2 0
Vi mc ngha 5%, hy kim nh gi thit
H1 : 2 0
Gii
Cch 1:
Khong tin cy cho 2 4,02216

; 8,30808

Ta thay:

2 0 khong nam trong khoang c lng cua 2

Vay bac bo H 0 he so 2 thc s co y ngha
trong mo hnh hoi quy

CCH 2:
H 0 : 2 0

H1 : 2 0
*

2 2 6,16512 0
t0

6, 4097
0,96183
se 2

( n 2)

(10)
0.025

2.228

Ta thay: t0 t( n 2) bac bo gia thiet H 0

2

Vay chi ph chao hang that s

co anh hng en doanh so ban han g

P-VALUE

P-value = P(| t(n-2) | |t0|)

P-value

t0

t (n-2)

77

P-VALUE

P-value = P(|t(n-2) | |t0|)

P-value/2

P-value/2

/2

/2
- t/2

-t0

t0

t/2
78

Quy lut dng P-value:

P-value < Bc b Ho
P-value Chp nhn Ho

5.3. KIM NH S PH HP CA HM HI QUY

ESS n 2

RSS

F (1, n 2)

H 0 :R2 0
H 0 :2 0
Kim nh gi thit

2
H1:2 0
H1:R 0

R n 2
B1: Tnh F
2
1 R
Tra bang tm F 1, n 2 (phu luc 4)
B2: Kt lun: Bc b H0 nu F F 1, n 2
2

V D 1.5
Vi tin cy 95%, hy kim nh s ph hp ca
m hnh hi quy tm c?

R n 2
2

1 R

0,80425. 12 2
1 0,80425

41, 08

F 1, n 2 F0,05 1,10 4,96

Ta thay: F F 1, n - 2 bac bo gia thiet H 0
Vay mo hnh hoi quy phu hp vi mo hnh
tong the

6. D BO
Y

Y0

Y0

Yi

Y0
E(Y/Xi)
E(Y/X0)

X0

6. D BO
6.1. D bo im cho E(Y/X0 )

Ta c: Y0 l c lng im ca E(Y/X0).
Vy khi X=X0 , d bo gi tr E(Y/X0 ) l

Y0 1 2 X 0

6.2. D bo khong cho E(Y/X0 )

Vi cy 1- ,d bo khong ca E(Y/X0) l

( n 2)

Y0 t / 2 .se Y0

1 X X 2
0
2

trong do: var Y0

.
S XX
n

6.3. D bo khong cho Y0

Vi tin cy 1- ,d bo khong ca Y0 l

( n2)

t
.
se
Y

Y
0
0
0

1 X X 2
0
2

var Y0 Y0 1
.
S XX
n

V D 1.6
D bo doanh thu khi chi ph cho hng l 140 triu
ng?

Gii:
TH 1:
Thay X0=140 vo hm hi quy, ta cY0 1530,1373
Vy khi chi ph cho hng l140 tr/ nm th doanh
thu trung bnh l 1530,1373 triu ng/nm

TH 2:
se Y0 var Y0 1297,6259 36,02257

( n 2)

t
.
se
Y
0
0

; Y0 t

( n 2)
2

1449,879 ; 1610,3956

.se Y0

Vy khi chi ph cho hng l 140 triu ng, th

doanh thu trung bnh trong khong
( 1449,879 ; 1610,3956 ) triu ng

TH 3:

se Y0 Y0 var Y0 Y0 12861,5449 113, 4088

( n 2)

t
.
se
Y

Y
0
0
0

; Y0 t

( n 2)
2

.se Y0 Y0

1277, 4625 ; 1782,8121

Vy khi chi ph cho hng l 140 triu ng, th d
bo doanh thu ca mt doanh nghip s khong
(1277,4625 ; 1782,8121) triu ng

NHN XT

Hng dn gii bi ton bng Eview

Dependent Variable: Y
Method: Least Squares
Date: 12/23/10 Time: 00:17
Sample: 1 12
Included observations: 12
===========================================================
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
667.0205
120.4502
5.537729
0.0002
X
6.165120
0.961828
6.409793
0.0001
===========================================================
R-squared
0.804250 Mean dependent var
1413.000
Adjusted R-squared
0.784674 S.D. dependent var
231.7420
S.E. of regression
107.5357 Akaike info criterion 12.34453
Sum squared resid
115639.2 Schwarz criterion
12.42535
Log likelihood
-72.06720 F-statistic
41.08545
Durbin-Watson stat
2.167958 Prob(F-statistic)
0.000077

Dependent Variable: Y
Method: Least Squares
Date: 12/23/10 Time: 00:17
Sample: 1 12
Included observations: 12

(bin ph thuc)
(phng php bnh phng nh nht)
(ngy, gi thc hin hm hi quy)
( ln mu t 1 n 12)
(tng s quan st)

===============================================================================================================

(tn bin)
(h s hi quy)
(sai s chun)
(t=i^/ sei^)
(P-value)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C (hng s)
667.0205 (1^)
120.4502 (se1^) 5.537729
0.0002
X (bin X)
6.165120 (2^)
0.961828(se2^) 6.409793
0.0001
===========================================================
R-squared (R2)
0.804250 Mean dependent var (Y tb)1413.000
Adjusted R-squared (R2) 0.784674 S.D. dependent var
231.7420
S.E. of regression (^)
107.5357 Akaike info criterion
12.34453
Sum squared resid (RSS)
115639.2 Schwarz criterion
12.42535
Log likelihood
-72.06720 F-statistic
(F)
41.08545
Durbin-Watson stat
2.167958 Prob(F-statistic)
0.000077
(P-value trong kim nh s ph hp)

7. T L V N V O

Y 1 2 X U

Nu n v o ca Y v X thay i Y * k1Y ; X * k2 X

Y * 1 * 2 * X * U *
1* k11

k1
; 2 * 2
k2

V d: Hm hi quy tuyn tnh ca doanh s bn hng

(triu ng/nm) theo chi ph cho hng (trng/nm)

Yi 667,02048 6,16512. X i
Nu X, Y tnh theo n v ngn ng/thng th hm hi
quy thay i nh th no ?
1 tr/nm = 1000/12 ngn ng/thng k1,k2=1000/12

V d: Hm hi quy tuyn tnh ca lng cam (tn/thng)

theo gi cam (ngnng/kg)

Yi 15, 245 1,345. X i

a. Nu lng cam tnh theo n v kg/tun th hm hi
quy thay i nh th no ?
1 tn/thng= 250 kg/tun k1= 250

b. Nu gi cam tnh theo n v triung/tn th hm hi

quy thay i nh th no ?
1 ngnng/kg=1 trng/tn k2=1

c. Nu lng cam tnh theo n v tn/nm v gi cam

tnh theo n v triung/tn th hm hi quy thay i
nh th no ?1 tn/thng=12 tn/ nm k1=12
1 ngnng/kg=1 trng/tn k2=1