Kế thừa dạng hàm từ các nghiên cứu trước về các nhân tố ảnh hưởng đến số tiền lương theo

giờ của người lao động để lựa chọn dạng hàm ( có lẽ hàm log – lin sẽ phù hợp nhất) hoặc so
sánh hệ số xác định giữa dạng hàm tuyến tính và log – lin sẽ thấy log – lin phù hợp hơn.
Hàm tuyến tính:
Dependent Variable: WAGE
Method: Least Squares
Date: 04/13/23 Time: 23:26
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C -18.54623 2.456010 -7.551363 0.0000

BLACK -0.885380 1.369154 -0.646662 0.5180
EDUC 2.546866 0.135147 18.84515 0.0000
EXPER 0.201683 0.028888 6.981499 0.0000
FAMINC 3.65E-05 8.50E-06 4.290596 0.0000
FEMALE -4.527500 0.768668 -5.890057 0.0000
METRO 3.360163 1.000446 3.358667 0.0008
MIDWEST -1.219214 1.176766 -1.036072 0.3004
SOUTH -1.221721 1.121652 -1.089216 0.2763
WEST 0.077846 1.169455 0.066566 0.9469

R-squared 0.278497    Mean dependent var 23.64004

Adjusted R-squared 0.273041    S.D. dependent var 15.21655
S.E. of regression 12.97392    Akaike info criterion 7.972059
Sum squared resid 200304.0    Schwarz criterion 8.014476
Log likelihood -4773.235    Hannan-Quinn criter. 7.988037
F-statistic 51.03729    Durbin-Watson stat 1.965811
Prob(F-statistic) 0.000000

Hàm log – Lin:

Dependent Variable: LOG(WAGE)

Method: Least Squares
Date: 04/13/23 Time: 23:22
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C 1.288469 0.087039 14.80338 0.0000

BLACK -0.026803 0.048522 -0.552394 0.5808
EDUC 0.106662 0.004789 22.27003 0.0000
EXPER 0.008573 0.001024 8.374050 0.0000
FAMINC 8.72E-07 3.01E-07 2.893381 0.0039
FEMALE -0.182967 0.027241 -6.716617 0.0000
METRO 0.120979 0.035455 3.412203 0.0007
MIDWEST -0.052919 0.041704 -1.268930 0.2047
SOUTH -0.084201 0.039750 -2.118257 0.0344
WEST -0.044431 0.041444 -1.072052 0.2839

R-squared 0.336520    Mean dependent var 2.999381

Adjusted R-squared 0.331502    S.D. dependent var 0.562347
S.E. of regression 0.459784    Akaike info criterion 1.292180
Sum squared resid 251.5679    Schwarz criterion 1.334597
Log likelihood -765.3079    Hannan-Quinn criter. 1.308158
F-statistic 67.06360    Durbin-Watson stat 1.993605
Prob(F-statistic) 0.000000
Kiểm định có nên loại bỏ 3 biến black, midwest và west ra khỏi mô hình
Redundant Variables Test
Null hypothesis: BLACK MIDWEST WEST are jointly insignificant
Equation: UNTITLED
Specification: LOG(WAGE) C BLACK EDUC EXPER FAMINC FEMALE
        METRO MIDWEST SOUTH WEST
Redundant Variables: BLACK MIDWEST WEST

Value df Probability
F-statistic  0.681689 (3, 1190)  0.5633
Likelihood ratio  2.060483  3  0.5599

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.432331  3  0.144110
Restricted SSR  252.0002  1193  0.211232
Unrestricted SSR  251.5679  1190  0.211402

LR test summary:
Value
Restricted LogL -766.3382
Unrestricted LogL -765.3079

Restricted Test Equation:

Dependent Variable: LOG(WAGE)
Method: Least Squares
Date: 04/13/23 Time: 23:32
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C 1.243765 0.080931 15.36821 0.0000

EDUC 0.107018 0.004777 22.40347 0.0000
EXPER 0.008630 0.001023 8.439313 0.0000
FAMINC 8.99E-07 3.00E-07 3.000212 0.0028
FEMALE -0.185662 0.027031 -6.868375 0.0000
METRO 0.122384 0.034906 3.506124 0.0005
SOUTH -0.051122 0.028381 -1.801234 0.0719

R-squared 0.335379    Mean dependent var 2.999381

Adjusted R-squared 0.332037    S.D. dependent var 0.562347
S.E. of regression 0.459600    Akaike info criterion 1.288897
Sum squared resid 252.0002    Schwarz criterion 1.318589
Log likelihood -766.3382    Hannan-Quinn criter. 1.300082
F-statistic 100.3349    Durbin-Watson stat 1.991388
Prob(F-statistic) 0.000000

Dependent Variable: LOG(WAGE)

Method: Least Squares
Date: 04/13/23 Time: 23:25
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C 1.243765 0.080931 15.36821 0.0000

 EDUC 0.107018 0.004777 22.40347 0.0000
EXPER 0.008630 0.001023 8.439313 0.0000
FAMINC 8.99E-07 3.00E-07 3.000212 0.0028
FEMALE -0.185662 0.027031 -6.868375 0.0000
METRO 0.122384 0.034906 3.506124 0.0005
SOUTH -0.051122 0.028381 -1.801234 0.0719

R-squared 0.335379    Mean dependent var 2.999381

Adjusted R-squared 0.332037    S.D. dependent var 0.562347
S.E. of regression 0.459600    Akaike info criterion 1.288897
Sum squared resid 252.0002    Schwarz criterion 1.318589
Log likelihood -766.3382    Hannan-Quinn criter. 1.300082
F-statistic 100.3349    Durbin-Watson stat 1.991388
Prob(F-statistic) 0.000000

Kiểm định có nên loại bỏ biến SOUTH ra khỏi mô hình:

Redundant Variables Test

Null hypothesis: SOUTH are jointly insignificant
Equation: UNTITLED
Specification: LOG(WAGE) C EDUC EXPER FAMINC FEMALE METRO
        SOUTH
Redundant Variables: SOUTH

Value df Probability
t-statistic  1.801234  1193  0.0719
F-statistic  3.244446 (1, 1193)  0.0719
Likelihood ratio  3.259053  1  0.0710

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.685332  1  0.685332
Restricted SSR  252.6856  1194  0.211629
Unrestricted SSR  252.0002  1193  0.211232

LR test summary:
Value
Restricted LogL -767.9677
Unrestricted LogL -766.3382

Restricted Test Equation:

Dependent Variable: LOG(WAGE)
Method: Least Squares
Date: 04/13/23 Time: 23:32
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C 1.224919 0.080327 15.24911 0.0000

EDUC 0.107227 0.004780 22.43281 0.0000
EXPER 0.008669 0.001023 8.471319 0.0000
FAMINC 9.18E-07 3.00E-07 3.061612 0.0023
FEMALE -0.187141 0.027044 -6.919773 0.0000
METRO 0.120366 0.034921 3.446842 0.0006

R-squared 0.333572    Mean dependent var 2.999381

Adjusted R-squared 0.330781    S.D. dependent var 0.562347
S.E. of regression 0.460032    Akaike info criterion 1.289946
Sum squared resid 252.6856    Schwarz criterion 1.315397
Log likelihood -767.9677    Hannan-Quinn criter. 1.299533
F-statistic 119.5283    Durbin-Watson stat 1.987057
 Prob(F-statistic) 0.000000

Kiểm định Ramsey xem mô hình có bị thiếu biến hoặc dạng hàm sai:

Ramsey RESET Test

Equation: UNTITLED
Specification: LOG(WAGE) C EDUC EXPER FAMINC FEMALE METRO
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.820887  1193  0.4119
F-statistic  0.673855 (1, 1193)  0.4119
Likelihood ratio  0.677618  1  0.4104

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.142647  1  0.142647
Restricted SSR  252.6856  1194  0.211629
Unrestricted SSR  252.5429  1193  0.211687

LR test summary:
Value
Restricted LogL -767.9677
Unrestricted LogL -767.6289

Unrestricted Test Equation:

Dependent Variable: LOG(WAGE)
Method: Least Squares
Date: 04/13/23 Time: 23:34
Sample: 1 1200
Included observations: 1200

Variable Coefficient Std. Error t-Statistic Prob.

C 1.316110 0.137095 9.599996 0.0000

EDUC 0.068080 0.047928 1.420464 0.1557
EXPER 0.005422 0.004085 1.327407 0.1846
FAMINC 5.60E-07 5.29E-07 1.058569 0.2900
FEMALE -0.116760 0.089902 -1.298742 0.1943
METRO 0.075571 0.064789 1.166417 0.2437
FITTED^2 0.061433 0.074837 0.820887 0.4119

R-squared 0.333948    Mean dependent var 2.999381

Adjusted R-squared 0.330598    S.D. dependent var 0.562347
S.E. of regression 0.460095    Akaike info criterion 1.291048
Sum squared resid 252.5429    Schwarz criterion 1.320740
Log likelihood -767.6289    Hannan-Quinn criter. 1.302233
F-statistic 99.69200    Durbin-Watson stat 1.989113
Prob(F-statistic) 0.000000