L Quang Hin

A6QTK49

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TNG KT CNG THC KINH T LNG

Bi ton
Hai bin
Xc nh E(Y/Xi) = f(Xi) = 1 + 2Xi
PRF
Yi = 1 + 2Xi + ui
Xc
SRF

nh

a bin

E (Y | X 2 ,... X k ) = 1 + 2 X 2i + ... + k X ki

Yi = 1 + 2 X i
n

2 =

Y X
i

i =1
n

2
i

n. X .Y

n.( X )

; 1 = Y 2 X

Yi = 1 + 2 X 2i + ... + k X ki + U i
Yi = 1 + 2 X 2i + ... + k X ki + ei
Cc gi tr s ly phn Coefficient trong
bng kt qu Eview

i =1

ngha
cc h s
hi quy

> 0: X tng 1 n v th Y tng n v

<0: X tng 1 n v th Y gim n v

Ni ngha bin no th c nh cc bin cn

li.
VD: ni ngha ca 1 th c nh cc bin
X2, X3.
1 > 0: X2 khng i, nu X1 tng 1 v th Y
tng 1 v.

Tng cc TSS =   = (  )2

bnh
n
ESS= 22
xi2
phng

Gii ma trn, nhng khng cn tnh n.

Tra trong bng kq Eview
Sum squared resid: RSS

i =1

RSS =

2
i

=TSS RSS

i =1

Tnh h s
xc nh
H
tng
ring
v
cthc
quan

R2 =

ESS
RSS
= 1
TSS
TSS

R2 =

ESS
RSS
= 1
TSS
TSS

s M hnh hi quy 3 bin:

quan Yi = 1+2.X2i + 3.X3i + Ui
phn
  . 
  . 
  . 
, , =
, , =
cc , =




 )(1

(1  )(1  )
(1 )(1  )
(1 
)

lin













 ). 

 ). 
 =
,   = 
+ (1 
, = 
+ (1 
,



Var( 2 ) =

2

 )
(


Trong , , l h s tng quan gia bin Y v X2 trong khi X3 khng i. Tng t ta s c
vi , , ,

H s xc  2=R2 + (1 R2).

nh hiu
2

c
th
m,
trong
TH ny, quy c 2=0
chnh
n
c lng
ei2
ca , se(
2 i =1 = 
), Var( =
 

2=R2 + (1 R2). ( k l s tham s ca m

hnh)

Tra trong bng Eview:

n2
n

( )

var 1 =

X
i =1
n

2
i

n xi2
i =1

( )

2 ; var 2 =

2
i

i =1

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2 =

2
i

e
i =1

nk

=  

: dng S.E of regression

SE ( 1 ) : ct Std. Error dng 1
SE ( 2 ): ct Std. Error dng 2

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L Quang Hin

A6QTK49

SE ( 1 ) =

X
i =1
n

2
i

; SE ( 2 ) =

n x i2

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2
i

i =1

Kim nh PP gi tr ti hn:
PP gi tr ti hn:
s ph hp B1: Lp gi thit Ho: =0 ; H1: 0
B1: Lp gi thit Ho: =0 ; H1: 0


SRF, mc Tnh Fqs =  . 
Tnh Fqs =  . 



ngha
B2: tra bng F, gi tr ti hn: F (1, n -2 )
B2: tra bng F, gi tr ti hn: F (k-1, n -k )
B3: So snh Fqs vi F (1, n -2 )
B3: So snh Fqs vi F (k-1, n -k )
+ Fqs > F(1, n-2): bc b H0 hm SRF ph + Fqs > F(k-1, n-k): bc b H0 hm SRF
hp vi mu
ph hp vi mu
+ Fqs < F(1, n-2): chp nhn H0
+ Fqs < F(k-1,n-k): chp nhn H0

Kim nh
gi
thit
bin c
lp c nh
hng ln
bin ph
thuc
khng?

PP gi tr P-value ( khi cho sn trong bng kt

qu)
Ly gi tr p-value ng vi F0 ( cui cng gc
phi ch Prod(F-statistic))
Tin hnh so snh p-value v :
+ p-value < : bc b H0 hm SRF ph hp
vi mu
+ p-value > : chp nhn H0

PP gi tr P-value ( khi cho sn trong bng

kt qu)
Ly gi tr p-value ng vi F0 ( cui cng
gc phi ch Prod(F-statistic))
Tin hnh so snh p-value v :
+ p-value < : bc b H0 hm SRF ph
hp vi mu
+ p-value > : chp nhn H0

Gi thit: H0: = 0
PP gi tr ti hn:

Gi thit: H0: = 0
PP gi tr ti hn:

B1: Tnh Tqs=

H1: 0

B1: Tnh Tqs=

!( )

H1: 0

!( )

B2: Tra bng t-student gi tr "

B2: Tra bng t-student gi tr "

B3: so snh $%&' $ v "

B3: so snh $%&' $ v "

+ $%&' $> " : bc b Ho => bin c lp nh + $%&' $> " : bc b Ho => bin c lp nh


hng ln bin ph thuc Y

+ $%&' $< " : chp nhn Ho


hng ln bin ph thuc Y

+ $%&' $< " : chp nhn Ho


PP P-value:
PP P-value:
Ly gi tr p-value tng ng vi bin c lp Ly gi tr p-value tng ng vi bin c lp
mnh ang xt
mnh ang xt
Tin hnh so snh p-value v :
Tin hnh so snh p-value v :
+ p-value < : bc b H0 bin c lp (X) + p-value < : bc b H0 bin c lp (X)
nh hng ln bin ph thuc (Y)
nh hng ln bin ph thuc (Y)
+ p-value > : chp nhn H0
+ p-value > : chp nhn H0
c lng Dng cng thc cho a bin vi ( j =1,2)
khong

Vi tin cy ( 1 ), khong tin cy i

xng, ti a, ti thiu ca j l:

Khong tin cy cho phng sai sai s ngu

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L Quang Hin

A6QTK49

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nhin:

D bo, d Cho X=Xo mc ngha ( dng c a bin)

on
c lng im:

Y0 = 1 + 2 X 0
Gi tr trung bnh:

C bit:

So snh R2

Ch so snh c khi tha 3 iu kin sau:

Ch so snh c khi tha 3 iu kin sau:
1. Cng c mu n.
1. Cng c mu n.
2. Cng s bin c lp.(nu ko cng s bin 2. Cng s bin c lp (nu ko cng s
)* )
bin c lp th dng
)
c lp th dng (
3. Cng dng hm bin ph thuc
3. Cng dng hm bin ph thuc
Kim nh M hnh:
thu hp hi E (Y | X 2 ,...X k ) = 1 + 2 X 2i + ... + k X ki
quy
Nghi ng m bin Xk-m+1, , Xk khng gii thch cho Y
B1: Lp cp gi thit:
Ho: k-m+1 == k = 0;
j 0 (j =k-m+1 k)
H1:
B2:
M hnh nhiu h s l m hnh ln (L)
M hnh t h s gi l m hnh nh (N)
Tnh Fqs =

(+) 

(+)

(,)


-



(+)
(,)

x
(+)

B3: so snh
Fqs > F(m, n-k) => bc b Ho => tn ti 1 trong cc bin nghi ng c ngha
Kim nh Cp gi thit:
s
ng Ho: 2 hm hi quy ng nht
nht
ca H1: 2 hm hi quy khng ng nht
hm
hi B1: C
quy
Hm 1: kch thc mu n1, RSS1; Hm 2: kch thc mu n2, RSS2
Hm tng th: kch thc mu n1+n2, RSS
t .. = .. + ..
B2: Tnh




  

Fqs =
/  


B3: so snh
Fqs > F (k, n1+n2 2k) => bc b Ho

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L Quang Hin

A6QTK49

Email: lequanghien.k49.ftu@gmail.com

Pht hin B1: Hi quy ph: hi quy 1 bin c lp theo cc bin c lp khc:
a
cng Xsi = 03' 0 10 + 2
tuyn
B2: Dng kim nh T ( kim nh ngha thng k ca h s ) hoc kim nh F ( s ph hp ca
hm hi quy).
B3: Nu thc s Xs ph thuc t nht mt bin c lp khc th m hnh gc c a cng tuyn
Kim nh Da trn bin c lp: t gi thit cho, ta lp ra Da trn bin ph thuc:
PSSS thay hm hi quy ph. Sau tin hnh kim nh
i
hm hi quy ph :

Kim nh
hin tng
t tng
quan

Kim nh Durbin-Watson
Dng hi quy ph:
Tnh d = 2(1- ) . ( d chnh l s cho trong bng
dng Durbin- Watson)
-1 1
0d4
= -1 => d = 4: t tng quan hon ho m
= 0 => d = 2: khng c t tng quan
= 1 => d = 0: t tng quan hon ho dng
Vi n, k =k-1, , tra bng => dL v dU

Kim nh B-G:
Note: Ch dng cho t tng quan bc 1, khng dng khi m hnh khng c
h s chn, khng dng vi m hnh c bin tr

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L Quang Hin

A6QTK49

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ngha h s gc, nh hng bin, h s co gin:

Tn gi

Dng hm

nh hng bin

H s co gin

Tuyn tnh

Y = + .X

.(X/Y)

Tuyn tnh Log

lnY = + .lnX

.(Y/X)

Log lin

lnY = + .X

.Y

.X

Lin-log

Y = + .lnX

.(1/X)

.(1/Y)

Nghch o

Y = + .4

- .(1/X2)

- .(1/XY)

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ngha h s
gc
Khi X tng 1 v
th Y thay i
v
Khi X tng 1%
th Y thay i
%
Khi X tng 1 v
th Y thay i
100. (%)
Khi X tng 1%
th Y thay i
(/100) v

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