CHNG 4

DNG HM

DNG HM

MC
TIU

1. M rng cc dng hm
2. Hiu ngha cc h s
hi quy

NI DUNG
1

Khi nim bin t, h s co gin

Gii thiu cc m hnh

4.1 BIN T
Gi s c hm Y=f(X)
Gi tr bin t MYX =Y/X
Y= MYX * X
ngha ca bin t: Cho bit lng
thay i tuyt i ca bin ph thuc
Y khi bin c lp X thay i 1 n v
Khi X->0, MYX f(X)
4

4.1 H S CO GIN
H s co gin ca Y theo X l
EYX

Y
X

Lng thay i tng i ca Y

Y
X
100
EYX (100
)
Y
X
5

4.1 H S CO GIN
ngha ca h s co gin: cho bit s
thay i tng i (%) ca Y khi X thay
i 1%
Khi X->0
dY

X
Y
EYX
f '(X )
dX
Y
X

H s co gin khng ph thuc n v

o
6

4.2 M hnh hi quy qua gc ta

M hnh hi quy tng th

E (Y / X ) 2 X i
Yi 2 X i ui
M hnh hi quy mu ngu nhin:
Yi 2 X i ei
2

X iYi
2
X
i

Var ( 2 )

2
i

n 1

i
7

4.3 M hnh tuyn tnh logarit (log-log)

M hnh hi quy m Yi 1 X
Hay

2
i

ui

ln Yi ln 1 2 ln X 1 ui
dY

d ln Y
2
2
Y

dX
X
dX
X

dY

dY X
Y
2
EY
dX
X
dX Y
X
8

4.3 M hnh tuyn tnh logarit (log-log)

V d: ln Yi 0,7774 0,253 ln X i ui
Khi gi tng 1% th lng cu ca loi hng
ho ny s gim 0,25%.

4.4 . M hnh bn logarit

4.4.1. M hnh log-lin

lnYi = 1 + 2. Xi + Ui

10

4.4 . M hnh bn logarit

4.4.1. M hnh log-lin

Cng thc tnh li gp

Yt Y0 (1 r )

Vi r: tc tng trng gp theo thi gian

ca Y
t: thi gian (thng, qu, nm)

t 1, n
11

4.4.1. M hnh log-lin

Ly logarit hai v
lnYt = lnY0 + t*ln(1+r)
Hay lnYt = 1 + 2.t
vi lnY0= 1 v ln(1+r) = 2
M hnh bn logarit c yu t ngu nhin
lnYt = 1 + 2.t + Ut
12

4.4.1. M hnh log-lin

d (ln Y ) (1 Y )dY
dY Y
2

dt
dt
dt
Thay i tng i ca bin ph thuc (Y)
2 =

Thay i tuyt i ca bin c lp (t)

Nhn thay i tng i ca Y ln 100.

Nu 2>0: tc tng trng (%) ca Y i vi
thay i tuyt i ca t
Nu 2 < 0: tc gim st
13

4.4.1. M hnh log-lin

ng dng: Nghin cu kho st tc

tng trng (gim st) ca cc bin kinh
t v m nh GDP, dn s, lao ng,
nng sut.
M hnh tuyn tnh Yt = 1 + 2.t +Ut
thch hp vi c lng thay i tuyt
i ca Y theo thi gian
M hnh log-lin thch hp vi c
lng thay i tng i ca Y theo thi
gian
14

4.4.1. M hnh log-lin

V d: Cho kt qu hi quy tng SP ni a

(RGDP) tnh theo gi nm 1987 ca M
trong khong thi gian 1972-1991
Nu Y = ln(RGDP) Yi 8,0139 0,0247t
GDP thc tng vi tc 2,47%/nm t
1972-1991.
Nu Y = RGDP Yi 2933,054 97,6806t
GDP thc tng vi tc tuyt i 97,68
t USD/nm t 1972-1991.
15

4.4.2. M hnh lin-log

Yi 1 2 ln X i ui
dY
1
2

dX
X

hay

dY
2
dX
X

Nu X thay i 0,01 (hay 1%) thay i tuyt

i ca Y l 0,012.

16

4.4.2. M hnh lin-log

V d
Y: GNP (t USD)
X: lng cung tin (t USD)
Vi s liu trong khong thi gian 1970-83

Yi 16329,21 2584,785 * ln X i
ngha 2=2584,785: trong khong thi gian
1970-83, lng cung tin tng ln 1%, ko
theo s gia tng bnh qun ca GNP 25,84 t
USD.
17

4.5 M hnh nghch o

1
Yi 1 2
ui
X
c im: Khi X tin ti , s hn
2(1/X) tin dn ti 0 v Y tin ti gi tr
ti hn 1.
ng dng: ng chi ph n v,
ng tiu dng theo thu nhp Engel
hoc ng cong Phillips.
18

ng chi ph n v
Y (AFC)
1 >0
2 >0
1

Chi ph sn xut c
nh trung bnh
(AFC) gim lin tc
khi sn lng tng
v cui cng tim
cn vi trc sn
lng 1

0
X (sn lng)
19

ng cong Phillips
Y (T l thay
i tin lng)

1 <0
2 >0

0
1

X (T l tht
nghip)

Khi t l tht nghip tng v hn, t l

gim st ca tin lng s khng vt
qu 1
20

ng cong Engel
Y (Chi tiu
ca mt loi
hng)

1
1 > 0
2 < 0
0
-2 / 1

X (Tng thu
nhp/ Tng chi
tiu)
21

ng cong Engel
Chi tiu hng ha tng khi tng thu nhp (hoc
tng chi tiu) tng nhng i vi mt s loi
hng ha th thu nhp ca ngi tiu dng phi
t mc ti thiu -2 / 1 (hay cn gi l
ngng thu nhp) th ngi tiu dng mi s
dng loi hng ny.
Mt khc, nhu cu ca loi hng ny l hu
hn, ngha l d thu nhp c tng v hn th
ngi tiu dng cng khng tiu th thm mt
hng ny na. Mc tiu dng bo ha ca loi
hng ny l 1
22

4.6 M hnh a thc

Yi 1 2 X 3 X 4 X ui
2

Vi:
Y
Tng chi ph
X
S lng sn phm
ng dng: t hm ny, suy ra c
chi ph trung bnh (AC) v chi ph bin
(MC)
23

4.7 M hnh c tr phn phi

Yt 1 2 X t 3 X t 1 ... 4 X t k ut
Vi:
Yt Tiu dng nm t
Xt Thu nhp nm t
Xt-1 Thu nhp nm t-1
Xt-k Thu nhp nm t-k
k
Chiu di tr
24

Hm m

Y 0 X

1
1

2
2

3
3

... X

m
m

Hm sn xut Cobb-Douglas
1
1

2
2

Y 0 K L
Y: sn lng u ra;
K: vn;
L: lao ng

25

Hm m

Nu tng lao ng v vn ln gp k ln
1

Y 0 .( k .K ) .( k .L2 )
*

1 2

.Y

1 + 2=1 sn lng khng i theo quy

m (khng hiu qu)
1 + 2< 1 sn lng gim theo quy m
(c hiu qu ?)
1 + 2 > 1 sn lng tng theo quy m
(c hiu qu ?)
26

So snh R2 gia cc m hnh

Cng c mu n
Cng s bin c lp. Nu cc hm hi quy khng
cng s bin c lp th dng h s xc nh hiu
2
chnh R
Bin ph thuc xut hin trong hm hi quy c cng
dng. Bin c lp c th cc dng khc nhau.
VD: Cc hm hi quy c th so snh R2 vi nhau
Y=1 + .X +U
Y= 1 + .lnX +U
Cc hm hi quy khng th so snh R2 vi nhau
Y=1 + .X +U
lnY= 1 + .X +U
27

H
Tn
s
h
Bin Dn xut t co ngha h
m Dng hm t
bin t
gin s gc
Khi X tng 1
Tuy
n v th Y
n
2(X thay i 2
tnh Y=1+2*X 2
Y=2(X)
/Y) n v
Khi X tng
1% th Y
Log lnY=1+2* 2(Y/ 100.Y/Y=2(1
thay i 2
kp lnX
X)
00.X/X)
2 (%)
Khi X tng 1
n v th Y
Log- lnY=1+2*
100.Y/Y=(100.
thay i
lin X
2.Y 2).(X)
2X 100.2 (%)
Khi X tng
28
1% th Y

V d 1
Y: Chi tiu tiu dng (triu /thng)
X: Thu nhp (triu ng/thng),
= 4; X 5

Nu ngha h s hi quy 2 , ngha h s co gin

theo tng m hnh
M hnh tuyn tnh
Y = 0.25 + 0.75.X
Nu thu nhp tng ln 1 triu ng/thng th chi tiu
tiu dng trung bnh tng 0.75 triu /thng (vi iu
kin cc yu t khc khng i).

EYX

2 ( X / Y ) 0.75(5 / 4) 0.9375

29

V d 1
Nu thu nhp tng 1% th chi tiu tng 0.9375%
M hnh tuyn tnh log
LOG(Y) =0.0673 +0.8203*LOG(X)
Nu thu nhp tng 1% th chi tiu tiu dng trung bnh
tng 0.8203% (vi iu kin cc yu t khc khng
i).
ngha h s co gin?

30

M hnh lin-log
Y = -0.3126 + 2.8070*LOG(X)
Nu thu nhp tng 1% th chi tiu tiu dng
trung bnh tng 0.028070 triu /thng
(=2.8070/100) (vi iu kin cc yu t khc
khng i).
M hnh log-lin
LOG(Y) = 2.2647+ 0.2126*X
Nu thu nhp tng 1 triu /thng th chi tiu
tiu dng trung bnh tng 21,26 %
(=0.2126*100) (vi iu kin cc yu t khc
khng i).
31

V d 2

Y: Nhu cu mt hng A (ngn ci/thng)

X: Gi mt hng A (triu ng/ci)
Nu ngha 2 theo tng m hnh
M hnh tuyn tnh
Y = 0.25 - 3.5*X
M hnh tuyn tnh log
LOG(Y) =0.0673 - 2.5*LOG(X)
M hnh lin-log
Y = -0.3126 - 120*LOG(X)
M hnh log-lin
LOG(Y) = 2.2647- 0.153*X
32