Hp etubaachins a i iu mién phi 2010 BAI TOAN HAT BIEN DA BIEN 1. Tinh 7 mx uy mx uxt yye x= nén tinh ngay du bai 48 ding din, lie nay du be cin sing s 2, Xie dinh PRF at BX+U Y= Bot BiX1 + BrX2 > 3. Xée dink SRF Y= Bot BiXs + BoXz + + Ba sXen Ci i ti a Bs Ba » 88 ly tromg bing két qua, nhigu bién Thay 58 ko cho tink ton (46 kho ghé hun hehe 11) 4 Vnghia cia cfc ne s6 hoi quy X ving 1 don vi thi ¥ ting dom vi. Bo X khéng ddi, néu X, ting 1 don vj thi ¥ ting B; don vi. By0 ESS=BTXTY— MPC av kephitie RSS = TSS- ESS %_ Tinh hes xd 7, ESS ay dink ~ Tss ~ TSS i=z R= r+ (1- R2)—— no? HE o6 thé Am, trong trudng hop nay, quy woe R=0 Tk R= Re (1 RE ‘V6i k 1a sé tham sé ciia mé hinh_ Va: (SRF) P= Bo + BxX1 + BoX2 > mé hinh 3 > k=3, véi ede tham $6 ¥, XX: ®._Uge hang ota Ciiniy a bing Ket qua ra = (6? > dongs 5e(6o) 50(f,) > 06t Std, Error, dng thie 2 E. of regression > cbt Std. Enror, déng thir 1 50((f,) > o6t Std. Exror, ding thi3Hp etubaachins chia i liga min phi 2010 9. Kiem dink sy phi hap mé hinh SRF, mize § nghia « si thidt He BO; Hy: BA R? (n-2) Fo~ Te 182; cra bang F, gid tri ti han F.(Qn-2) BB: so sinh Fy va Fy(1,n-2) + Fy > Fe(n-2) be bo Hy -> hm SRE pha hgp vil min (1,92): ehp nbn Hy 2) F,(1.n-2) whip nhiin Phuong php gid tr] (i han: BU: Lap git thiét Hy: RO; Hy: R°>0 P (n= he) °* G- RDK-D 1B; tra bang F, gi tr ti han Fa(k—1,n—K) BS: so sinh Fy va Pa(k-1,n-k) + Fo> Fe(k-,n-k): bée bd Hy him SRF phi hop 1 F< Fe(keL,nek): chap hin Hy ‘© Phuong phap gid trj p-valu (céch nay sé lam khi d& cho sin bing két qui) Ly gid tri p-value img véi Fy (6 eudi ciing gée phai chi Prod(F-statistic)) ‘Tim hanh so sinh p-value va + p-value < a: béc bé Hy —> him SRF phit hep véi miu + p-value > a: chip nhiin He Chip al ~ Phuong phap gi tr p-value: (cich nay sé lim khi dé cho sin bing két qua) Ly gid tri p-value ting véi Fo (6 cudt cing géc phat chit Prod(F -statistic)) Tién hanh so sdnh p-value va a: + prvalue < a: béc bé Hy him SRF phi hgp voi mau + p-value > a: chép nbn Hy 10, Kigm djah gis thidt bién dc lap 6 nb hug bién pin thube khong? Game p-0 The BFO + Phuong php gif tri t6i han: BB: So sin [| vat 7 + Male e£'": bic bo Hy —> bién age Hip (X) dinh hurdng len bién phy thuge (¥) Game p-0 Teh FO ‘© Phuong phép gif tr] téi han: BI: Tink: t = aa ie (BR: Tra bing tstudent git ef BB: So si [tv ef" = [tol t$'-: bac bo Ho biém doc lap (X) anh hnuing Ken bién phy thuge (Y) # Ital < ef" chip nh Hychia i liga min phi 2010 © Phuong phap p-value: Lay gid ti p-value tuong img véi bign dc lp minh dang xét Tién hah so sdnh p-value va a: + pevalue < a: bac bé Ho -> bién de lap (X) anh hnwéng lén bién phy thuge (Y) + p-value > a: chdp nhin He ‘+ Phuong php p-value: Lay gid tr p-value tuong ting véi bién dc lap minh dang xét Tién hanh so smh p-value va a: + p-value < a: bac b& Hp > Jen bién phy thuge (¥) p-value > a: chap nin Hy oH BER. Vai mite ¥ nghia a BL: Tinh: ty 2; Tra bing estudent gi ie? BS: So san [to] va ¢ 7 * Ital": be bo Hy BL; Tinh: to 182; Tra bing estudent pi ie” B3: So sénh [fol va ef" Itabt@"P: bie bo Hy Jip minh dang xét Tin hin so sinh p-value vi + pevaluc < at bie bd Hy + pevalue> «: chip nh Hy -> 66 thé xem = B value Bac bo p-value Chip whan [tal < °°: chép nh Hy —> 6 thé xem B= | + [tol a: chip nbn Ho > e6 thé xem B= value Bac bo p-value Chip nha 12 je dinh Khoang tin efy eta a Véi mite ¥ nghia a (48 ko cho thi léy =0,05) 7 Tra bang t-sudent gid wi Tinh s0(@) = ERE Khodng tin e@y cia « Tra bing rstudent gigi ef Tinh 5€(@) tra bing két qua Khoding tin ey ea at ar”. se(@) TS, Xe dinh Rhoing tin cay eva B Tra bing totem ga wi > Tra bing conden gia >Hp etubaachins ia sé ni liu mién phi 2010 Véi mae Fnghiaa | > (a8 ko cho thi ly Tinh s@(B) = JF 0.05) . Khoang tin cy cia 8: Khong tn céy caf a1 g?.2@) Tink $8(B) tra bang Ket quit Be sep) 14. Xée dinh Khoing | D9 tin cay: 1 ‘DO tin cay: a= a% tin edy cia phuemg sai > a= 100% - 2% > a= 100% - 2% varU) =a? . se wk fe wid ‘Tra bing Chi-square ede gif tr: ‘Tra bing Chi-square cdc gid tr: Voi dd tincéy(1-a) | 2 2 2 Ham-2 x m-2) Kam-O 2H-¥ Khoang tin edy eta 0” Khoang tin ely eta 0” (-2)@ 2967 (mwa (n-We? 4-2)" Hg (H—2) EK)" a (HK) Kitmdinh gia | 6 Phuong phap gid trj (i han ‘Phuong phap gia tr] ti han tit BI: Tinh BL Tinh 2 _ m-2@ 2_ n-Wa? B2; So sinh B2: So sinh Vei mite ¥ nga a +e (n— 2) < 38 <28 (m2) (n- 8) <28 <28 —K) +» chip nhan H,, 0-2, 2» chip nhin H,, 0=9, tab < we (n—2) bic bo H, 2B < tle (n—k) bic BO, + x8 (n— 2) < x2 = bac bo F d (n—k) < x5 bie bo Hy ao| 2 le Bie bo | Chap | Bas bo ahi * Phuong phap gid trj p-value BL: LAy gid tr p-value trong bang két qua > Phaspe phi gid pale 2; So sinh BL: Lay gi tr p-value trong bing két qua +2 chip nhin Ho BESosinh + pevalue <> bie bo Hy, + < p-value < 1-4 chip nhin Hy, o=0,, 2 $< pevalue value bie bo Hh, + pvalue <> bie bo H, +1 R? (2 bil mbitn bién thém vio o6 ¥ nghia ko, sau a6 méi chive chin c6 thém bién vito ko? CONG VIEC KIM DINH THY HIEN GIONG CONG THOT 86 10 é thém bién vio mé hinh, cin lim thém céng vige sau: kiém djnh # Y NGHIA HE SO HOT QUY VA HE SO CO GIAN CUA CAC MO HINH 1. M@ hinh tuyén tinh: Yuas px Y¥ nghia hé sé hdi quy: Néu X ting 1 dom vj thi ¥ tang # dom vj (Véi didu kign cde yéu tb khde khéng déi) Eyx = BF X,Y ta da tinh hic dau ¥ nghta hg sé co gid: Néu X ting en 1% thi ¥ dng en Eyy% (M6 hinh lin-log: NHAN XET: 1, Lam sao nhé hét cong thie xong phn cing thire *_*) 2. Luyén t§p nhue thé nio???? —> dn t61 dang nio thi xem dng thite 46 cho chic (thia ft oki rit “_) 2 He cing thie him da bin thu, nh efi cit cng tite ~ efi my chinh ti sb tham s6 cia phurong rink. —> Vay Hi him 2 ign thay k=2, him 3bign thay ke=3, (tha Y nghia hg sé hdi quy: Néu X ting Hén I dom vj thi ¥ ting lén (B + 100)% (Vi Eva BE = BX ¥ nghia hi sé co gidn: Néu X ting Ién 1% thi ¥ tang lin Eyx% 4.-M6 hinh tuyén tinh log: logy = @ + B*logX. 'Y nghia hé s6 hoi quy: Néu X tang 1% thi Y ting #% (Véi digu kign cdc yéu t6 khie khong déi) b= #t ‘neha so gins Na X tng ln 1% EY ting en Ey 5. MO hin nghich dio yea+pet kign céc yéu t6 khac khéng adi)Hp tubnchinh net ~ cha tif mig phi 2010 ¥ nghta hg sé hdi quy: X ting én ti Y etng ting ln theo, nhung Y déi dala @ dom vj (Vi ditu kigncée yéu tb Khe khng aii En“ Bgy Y nghia hés8 co gin: Néu X ting ln 1% th ¥ tng én Eyx% a. Cfch néiy nghia hg s6 hBi quy: 4.1 Tham s6 nao e log thi dan vi la %, c6n Iai thi ding dom vj dé bai cho a2 Tham sé X c6 log, Y ko log thi néi § nghia cia Y nhé hé sé la (@/100) 2.3 Tham s6 X ko log, ¥ 6 log thi néi nghia cla Y nhé hé s6 li (B = 100) b. Hg sé co gidin Eyx: tir cdng thite géc E » tham s6 no 6 log -1 # TRINH BAY KET HOI QUY B wep t 12) sESS= 727; RSS = 77? = DOC BANG KET QUA HOLQUY Const & £ £ Varabie Cletfisient Ste. Error CSratatie fob Che T432168 1.116283 12.8979 0.0007 XI >A 2258741 0.320460 7.048438 0.0009 x2 fy 1.257762__ 0.342586 __ 3.612997 0.0155 R-squared > R™ 0.909573 ‘Mean dependent var > ¥ 9.000000 ‘Adjusted R-squared > R? ——-0.873402.-—-S.D.dependent var -» Sy 2.878492 SE. of regression > 3 1.024183 Sum squared resid > RSS 5.244755 F-statistie > F, 25.14667 Prob(F-staistic)> pevalue(F 0.002459 © THAY BOI S6 HANG DQ DOC VA SO HANG TUNG DQ GOC KHI NAO??? (ciu nay o6 the chim 1d) 1. Thay déi sé hang hg sb g6c (+6 hang d6 pbc) khi thm D vio B 2. Thay dai so hang tung d6 goc khi thém D vio a Ta c6 3 truémg hop nhy sau: Ta cd Steno ng Oa gd ahi E12 TH Dyenchands og 65 E211 THs Dik chan hn a Ditbe fr. Ms nhs us BF dong Dit a= weg,D- Kids Ram guy PRES daa: Poevpiite ender DNeCoortse PDN A) T= 0+BX+U = oot DeBXeC ws ‘Vib a go te ang igus du SRF ang vi n.D-0) Y= a, +A Hin bi ge SRF fag Sin Pa AX SAF tog sth nae Deb: Fn 4 6 SRE og sina =e BX vx weld.) y fa ayea-+i ¥ Yoaalaeale faa 4a eapro re ° °oHip cubachinh net ~ ciao 2010 $21.3 THS: Dich etnrén ct sf hing di) de vhf hang tung ie. Dar ee. feeb Wig PE dave TeasBhUueoDiphDNel= gee DopUBDINL (5S) iF gto =, +X sar eg inns: T= 8, 46,1A.N+AN =e, +8)+(a sA)t Fotis ala sit