1.

Có hiện tượng đct hay không

2. Nếu cso khắc phục ntn? Có hiệu quả hay không
3. Dùng kq câu 2, hãy gợi ý how to improve tiền lương đối vs nv?

1. Hồi quy gốc:

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 16:54
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 921.3231 380.9398 2.418553 0.0199

SNDH 136.6275 30.13213 4.534280 0.0000
SNKN 25.52030 13.41045 1.903015 0.0637
TUOI -2.501668 7.426398 -0.336862 0.7379
GIOI 200.7514 183.6014 1.093409 0.2803
CLE -483.3101 200.2992 -2.412940 0.0202

R-squared 0.522065 Mean dependent var 1820.265

Adjusted R-squared 0.466491 S.D. dependent var 648.2791
S.E. of regression 473.5140 Akaike info criterion 15.27252
Sum squared resid 9641267. Schwarz criterion 15.50417
Log likelihood -368.1767 Hannan-Quinn criter. 15.36041
F-statistic 9.394077 Durbin-Watson stat 1.749373
Prob(F-statistic) 0.000004

R2=0.522065 <0.9, tất cả các giá trị t đều nhỏ hơn 2

 Không phát hiện đa cộng tuyến

2. Hệ số tương quan

CLE GIOI L SNDH SNKN TUOI

CLE 1.000000 -0.640522 -0.509796 0.089348 -0.390116 -0.118248
GIOI -0.640522 1.000000 0.442059 0.037649 0.173326 0.205392
L -0.509796 0.442059 1.000000 0.411757 0.262011 0.065829
SNDH 0.089348 0.037649 0.411757 1.000000 -0.273812 -0.135701
SNKN -0.390116 0.173326 0.262011 -0.273812 1.000000 0.400571
TUOI -0.118248 0.205392 0.065829 -0.135701 0.400571 1.000000

Tất cả các r giữa 2 biến phụ thuộc đều nhỏ hơn 0.8 nên cũng chưa phát hiện đct
3. Hồi quy phụ

Dependent Variable: SNDH

Method: Least Squares
Date: 10/05/19 Time: 17:00
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 7.111412 1.575782 4.512943 0.0000

 SNKN -0.092983 0.065614 -1.417127 0.1635
CLE 0.378855 1.000499 0.378666 0.7068
TUOI -0.013181 0.037102 -0.355263 0.7241
GIOI 0.667194 0.913063 0.730721 0.4688

R-squared 0.087171 Mean dependent var 6.224490

Adjusted R-squared 0.004186 S.D. dependent var 2.374038
S.E. of regression 2.369063 Akaike info criterion 4.659317
Sum squared resid 246.9483 Schwarz criterion 4.852360
Log likelihood -109.1533 Hannan-Quinn criter. 4.732557
F-statistic 1.050446 Durbin-Watson stat 2.127828
Prob(F-statistic) 0.392301

Fvalue > 0.05

Dependent Variable: SNKN

Method: Least Squares
Date: 10/05/19 Time: 17:01
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 5.821470 4.191500 1.388875 0.1719

SNDH -0.469437 0.331260 -1.417127 0.1635
CLE -5.743005 2.078590 -2.762933 0.0083
TUOI 0.217968 0.076746 2.840124 0.0068
GIOI -2.238545 2.036207 -1.099370 0.2776

R-squared 0.336375 Mean dependent var 8.836735

Adjusted R-squared 0.276046 S.D. dependent var 6.256153
S.E. of regression 5.323080 Akaike info criterion 6.278432
Sum squared resid 1246.748 Schwarz criterion 6.471475
Log likelihood -148.8216 Hannan-Quinn criter. 6.351672
F-statistic 5.575629 Durbin-Watson stat 2.143480
Prob(F-statistic) 0.001015

Dependent Variable: CLE

Method: Least Squares
Date: 10/05/19 Time: 17:01
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 0.565177 0.273763 2.064479 0.0449

SNKN -0.025743 0.009317 -2.762933 0.0083
SNDH 0.008574 0.022642 0.378666 0.7068
TUOI 0.006878 0.005492 1.252305 0.2171
GIOI -0.593884 0.105262 -5.641971 0.0000

R-squared 0.509240 Mean dependent var 0.367347

Adjusted R-squared 0.464626 S.D. dependent var 0.487078
S.E. of regression 0.356391 Akaike info criterion 0.870876
Sum squared resid 5.588651 Schwarz criterion 1.063919
Log likelihood -16.33647 Hannan-Quinn criter. 0.944117
F-statistic 11.41423 Durbin-Watson stat 1.887480
Prob(F-statistic) 0.000002

Kiểm định R2

Ho: R2=0
H1: R2#0

Pvalue(F) < 0.05 => bác bỏ Ho => Có đa cộng tuyến

KHẮC PHỤC

Cách 1: không bỏ qua đa cộng tuyến đc vì gioi tuoi mất ý nghĩa thống kê

Cách 2: dùng sai phân

Dependent Variable: D(L)

Method: Least Squares
Date: 10/05/19 Time: 17:09
Sample (adjusted): 2 49
Included observations: 48 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -13.06199 88.68014 -0.147293 0.8836

D(SNDH) 113.9426 27.00324 4.219591 0.0001
D(SNKN) 31.41650 11.95578 2.627724 0.0120
D(TUOI) -8.841469 6.669700 -1.325617 0.1921
D(GIOI) 88.97098 183.2903 0.485410 0.6299
D(CLE) -427.5691 191.2141 -2.236075 0.0307

R-squared 0.463448 Mean dependent var -1.187500

Adjusted R-squared 0.399573 S.D. dependent var 792.1759
S.E. of regression 613.8350 Akaike info criterion 15.79380
Sum squared resid 15825323 Schwarz criterion 16.02770
Log likelihood -373.0512 Hannan-Quinn criter. 15.88219
F-statistic 7.255532 Durbin-Watson stat 2.732375
Prob(F-statistic) 0.000056

Vì p value của tuoi, gioi > 0.05 nên k có ý nghĩa thống kê => k dùng sai phân đượcc

Cách 3: bỏ bớt biến

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 18:59
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

 C 1069.889 383.8008 2.787614 0.0078
SNDH 124.6473 30.33227 4.109397 0.0002
CLE -629.8733 190.3291 -3.309390 0.0019
GIOI 143.6231 186.4483 0.770310 0.4452
TUOI 3.060951 7.027370 0.435576 0.6653

R-squared 0.481813 Mean dependent var 1820.265

Adjusted R-squared 0.434705 S.D. dependent var 648.2791
S.E. of regression 487.4156 Akaike info criterion 15.31256
Sum squared resid 10453256 Schwarz criterion 15.50561
Log likelihood -370.1578 Hannan-Quinn criter. 15.38580
F-statistic 10.22787 Durbin-Watson stat 1.856605
Prob(F-statistic) 0.000006

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 19:00
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 1892.938 378.5443 5.000570 0.0000

CLE -431.5482 240.3463 -1.795527 0.0794
GIOI 291.9085 219.3418 1.330839 0.1901
TUOI -4.302565 8.912936 -0.482733 0.6317
SNKN 12.81623 15.76219 0.813100 0.4205

R-squared 0.293549 Mean dependent var 1820.265

Adjusted R-squared 0.229326 S.D. dependent var 648.2791
S.E. of regression 569.1115 Akaike info criterion 15.62248
Sum squared resid 14251069 Schwarz criterion 15.81552
Log likelihood -377.7508 Hannan-Quinn criter. 15.69572
F-statistic 4.570784 Durbin-Watson stat 1.660335
Prob(F-statistic) 0.003568

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 19:01
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 839.9933 291.6771 2.879874 0.0061

CLE -495.8274 194.8294 -2.544931 0.0145
SNDH 137.1704 29.78434 4.605452 0.0000
SNKN 23.74221 12.20314 1.945582 0.0581
GIOI 186.1878 176.6320 1.054100 0.2976

R-squared 0.520804 Mean dependent var 1820.265

Adjusted R-squared 0.477240 S.D. dependent var 648.2791
S.E. of regression 468.7195 Akaike info criterion 15.23434
Sum squared resid 9666710. Schwarz criterion 15.42738
Log likelihood -368.2413 Hannan-Quinn criter. 15.30758
F-statistic 11.95510 Durbin-Watson stat 1.773313
Prob(F-statistic) 0.000001

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 19:01
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 997.6907 375.3135 2.658286 0.0109

SNDH 140.2351 30.01743 4.671790 0.0000
SNKN 23.12279 13.25935 1.743886 0.0882
CLE -625.2051 152.9124 -4.088648 0.0002
TUOI -0.589611 7.233596 -0.081510 0.9354

R-squared 0.508777 Mean dependent var 1820.265

Adjusted R-squared 0.464120 S.D. dependent var 648.2791
S.E. of regression 474.5650 Akaike info criterion 15.25913
Sum squared resid 9909326. Schwarz criterion 15.45217
Log likelihood -368.8486 Hannan-Quinn criter. 15.33237
F-statistic 11.39308 Durbin-Watson stat 1.705820
Prob(F-statistic) 0.000002

Dependent Variable: L
Method: Least Squares
Date: 10/05/19 Time: 19:02
Sample: 1 49
Included observations: 49

Variable Coefficient Std. Error t-Statistic Prob.

C 648.1673 383.1443 1.691705 0.0978

SNDH 132.4837 31.68882 4.180771 0.0001
SNKN 37.96239 13.04024 2.911173 0.0056
TUOI -5.825994 7.686984 -0.757904 0.4525
GIOI 487.7816 147.3192 3.311053 0.0019

R-squared 0.457352 Mean dependent var 1820.265

Adjusted R-squared 0.408020 S.D. dependent var 648.2791
S.E. of regression 498.7874 Akaike info criterion 15.35869
Sum squared resid 10946712 Schwarz criterion 15.55173
Log likelihood -371.2879 Hannan-Quinn criter. 15.43193
F-statistic 9.270955 Durbin-Watson stat 1.723341
Prob(F-statistic) 0.000016

Nên bỏ biến Tuoi ra