Bài Tập Ktl 2015_vb2

Bi tp bui 2Gi s c mu thng k ca 10 thng trong mt nm nh sau:

Thng12345678910

Y16151415121414131515

X2110110120105155140135160140125

Trong : Y l lng c thu c tiu th ca mt c nhn (kg/thng). X2 l gi bn l trung bnh ca c thu (ngn ng/kg).a) Hy lp m hnh hi quy tuyn tnh mu m t quan h gia lng c thu c tiu th ca mt c nhn theo gi c thu. Nu ngha kinh t ca cc h s hi quy c c lng.b) Tm khong tin cy ca h s gc tng th vi tin cy 99%. Xt xem gi c thu c nh hng n lng c thu c tiu th hay khng vi mc ngha 1%.c) Vi mc ngha 5% hy cho bit m hnh hi quy trn c ph hp hay khng?

------------------------------------------------------------------------------------------------------------Bi tp bui 3Gi s c mu thng k nh sau:Y2334455667

X10111212141516161718

Gii tnhNamNNamNNamNNamNNamN

Trong : Y l tit kim ca mt c nhn (triu ng/thng). X l thu nhp ca c nhn (triu ng/thng).Hi qui Y theo X ta c kt qu cho bng sau:Dependent Variable: YMethod: Least Squares

Included observations: 10

VariableCoefficientStd. Errort-StatisticProb.

C-3.4035870.753794-4.5152780.0020

X0.5605380.05258310.660040.0000

R-squared0.934230Mean dependent var4.500000

Adjusted R-squared0.926009S.D. dependent var1.581139

S.E. of regression0.430090Akaike info criterion1.327213

Sum squared resid1.479821Schwarz criterion1.387730

F-statistic113.6364Durbin-Watson stat3.229311

Prob(F-statistic)0.000005

a) Vit m hnh hi qui tuyn tnh mu v nu ngha ca h s gc.b) Nu ngha ca R2c) Tm khong tin cy cho h s gc ca tng th vi tin cy 95%.d) Kim nh s ph hp ca m hnh vi mc ngha 1%.e) C kin cho rng khi thu nhp ca 1 c nhn tng 1 triu ng/thng th tit kim ca c nhn s tng 700 ngy ng/thng. Bn c tin vo kin ny hay khng, vi mc ngha 3%.f) Vit hm hi qui khi n v tnh ca Y l ngn ng/nm v n v tnh ca X l triu ng/nm.g) D bo s tin tit kim trung bnh ca mt ngi c thu nhp l 20 triu ng/thng vi tin cy 95%.

Bi tp bui 4Kho st tin lng khi im ca sinh vin mt trng i hc, ngi ta tin hnh thu thp d liu gm cc bin: Yi : tin lng ca sinh vin i (triu ng/thng) Xi: im trung bnh hc tp ca sinh vin i Hm hi quy nghin cu s ph thuc tin lng ca mt sinh vin vo im trung bnh ca sinh vin c dng : Y = + X + U. Kt qu hi quy mu t bng d liu trn nh sauDependent Variable: Y



C4.64593518.724050.0000

X0.1845855.6219120.0000



S.E. of regression0.212760F-statistic31.60589

Sum squared resid0.814802Prob(F-statistic)0.000025

a. Vit hm hi quy mu v nu ngha ca h s hi quy ring b. Tm khong tin cy ca h s hi quy ng trc X, vi tin cy 99%c. Khi so snh kt qu hc tp, sinh vin A c im trung bnh hc tp cao hn sinh vin B 1,0. C kin pht biu rng: Da vo hm hi quy, tin lng trung bnh ca sinh vin A s cao hn sinh vin B 200 ngn ng/thng. Bn c tin vo kin trn khng, tin cy 90%?

d. Tnh h s co gin ca Y theo X ti im .

e. C hm hi quy nh sau : = 1.6608 + 0.01966X. Pht biu ngha ca h s hi quy ring trong hm hi quy trn-------------------------------------------------------------------------------------------------------------------------------Bi tp bui 5Gi s c mu thng k nh sau:

Nm2001200220032004200520062007200820092010

Y430370380400360390360430410380

X262706967716972616570

X3155165160165150170155150160165

Trong : Y l lng tht heo tiu th trung bnh ca mt c nhn (gram/ngy). X2 l gi bn l trung bnh ca tht heo (ngn ng/kg). X3 l gi bn l trung bnh ca tht b (ngn ng/kg).Vi s liu cho cu 1. Hi qui Y theo X2 v X3 ta c kt qu cho bng sau:

Dependent Variable: Y

Method: Least Squares



C768.332030.6435725.073190.0000

X2-7.1136550.330691-21.511480.0000

X30.6492230.1823023.5612490.0092





F-statistic236.9820Durbin-Watson stat2.056910

Prob(F-statistic)0.000000

a) Hy vit kt qu hi quy theo quy c, nu ngha ca cc h s hi quy ring.b) Tm khong tin cy ca h s ng trc X2 vi mc ngha 3%c) Kim nh gi thit h s ca X3 trong hm hi quy tng th l 0,8 vi mc ngha 5%d) Kim nh s ph hp ca m hnh vi mc ngha 1%.----------------------------------------------------------------------------------------------------------------

Bi tp bui 6 Cu 1: Cho bng s liu v s tin ng bo him, thu nhp v gii tnh

Trong : - Y l s tin ng bo him (triu/thng)- X l thu nhp (m2/thng) Z l tnh trng hn nhn (Z = 1 l c gia nh; Z = 0 l cha c gia nh)S dng bng s liu trn hi quy Y theo X v Z thu c bng kt qu sau: Dependent Variable: Y


C-7.8070441.249781-6.2467290.0004

X0.5022970.04960310.126430.0000

Z0.7565080.3623872.0875680.0752





Log likelihood-5.817972F-statistic53.26405

Durbin-Watson stat2.245687Prob(F-statistic)0.000058

1. Vit hm hi quy tng ng vi bng kt qu trn. H s hi quy ca bin Z cho ta bit thng tin kinh t g? 1. C kin cho rng vi cng mc thu nhp, ngi c gia nh ng bo him nhiu hn ngi cha c gia nh. Vi mc ngha 5% bn c ng vi kin khng?Cu 2: Cho bng s liu v thu nhp, kinh nghim lm vic, trnh hc vn ca tt c nhn vin cng ty t nhn A:

Trong : - Y l thu nhp (triu ng/thng) X l kinh nghim lm vic (nm) Z l trnh hc vn (Z = 1 l trn i hc; Z = 0 l i hc)S dng bng s liu cu 1, hi quy Y theo X v X*Z v thu c bng kt qu nh sau:



C19.430950.76745525.318680.0000

X0.7028230.1619134.3407560.0034

X*Z0.2977280.1075422.7684790.0278







a) Vit hm hi quy tng ng vi bng kt qu trn. H s hi quy ca bin X*Z cho ta bit thng tin kinh t g? b) Cho bit hm hi quy cu 2 c ph hp vi tng th hay khng vi mc ngha 1%.c) C kin cho rng khi kinh nghim lm vic tng thm 1 nm th thu nhp trung bnh tng thm ca nhn vin c trnh trn i hc s nhiu hn nhn vin c trnh i hc. Vi mc ngha 1%, bn c ng vi kin khng? ---------------------------------------------------------------------------------------------------------------------

Bi tp bui 10Mt cng ty thu thp d liu trong vng 12 thng, gm cc bin sau: Doanh thu ( Y trm ngn ng/thng)Chi ph qung co trn bo (X1 trm ngn ng /thng) Chi ph qung co trn radio (X2 trm ngn ng/thng)Cu 1: Ban u, cng ty ch mun nh gi xem qung co trn bo nh hng nh th no n doanh thu, do cng ty tin hnh hi quy Y theo X1 : Y = + X1 + U. Da vo d liu thu thp c, kt qu hi quy nh sau : Dependent Variable: Y



C107.42968.6088670.0000

X116.939814.9394030.0006







a. Vit hm hi quy mu tng ng. Nu ngha ca h s hi quy ring. b. C kin cho rng: Khi cng ty chi thm 1 trm ngn ng/thng cho qung co trn bo th doanh thu ca cng ty tng 1,5 triu/thng. Bn c ng vi kin trn khng, mc ngha 2%?c. M hnh hi quy c ph hp khng, vi mc ngha 1% ? d. D on doanh thu trung bnh khi cng ty chi 3 triu ng/thng qung co trn bo, vi tin cy 95% ? e. Vit li hm hi quy mu khi doanh thu c n v triu ng/thng ? Cu 2: Hi quy lnY theo X1 (MH2), kt qu hi quy nh sau :

= 6,8547 + 0,0131.X1 t (87,4728) (5,2308)a. Nu ngha ca h s hi quy ng trc bin X1. b. C th so snh R2 gia (MH1) v (MH2) khng? Ti sao? Cu 3: Cho rng qung co trn radio cng nh hng n doanh thu, cng ty tin hnh hi quy Y theo X1 v X2 (MH3). Kt qu hi quy nh sau : Dependent Variable: YIncluded observations: 12


C204.4511197.17251.0369150.3268

X115.054532.2563116.6721880.0001

X214.055033.6033493.9005470.0036







a. Vit hm hi quy mu tng ng. Nu ngha ca cc h s hi quy ring.b. Tm khong tin cy ca h s hi quy ng trc bin X2, vi tin cy 99%? c. C cc kt qu kim nh sau. Mc ch ca tng kim nh l g? Vit gi thit v nu kt lun, vi mc ngha 5% ? White Heteroskedasticity Test:

F-statistic1.391192Probability0.329125

Obs*R-squared5.314639Probability0.256510

Ramsey RESET Test:


Log likelihood ratio6.070410Probability0.048065

d. Vi mc ngha 5%, d on doanh thu ca cng ty, bn s chn (MH1) hay (MH3)?---------------------------------------------------------------------------------------------------------------------Bi tp bui 11Cho bng s liu v thu nhp, kinh nghim lm vic, trnh hc vn ca tt c nhn vin cng ty t nhn A:

Trong : - Y l thu nhp (triu ng/thng) X l kinh nghim lm vic (nm) Z l trnh hc vn (Z = 1 l trn i hc; Z = 0 l i hc)

Hi qui Y theo X ta c kt qu cho bng sau:



C18.458350.92380219.980850.0000

X1.0353780.1469877.0439880.0001







a) Vit hm hi quy mu v cho bit ngha kinh t ca h s gc.b) Cho bit kinh nghim lm vic gii thch c bao nhiu % s bin thin ca thu nhp.c) Vit hm hi quy mi vi n v o ca Y l ngn ng/thng v X l thng?Cu 2: S dng bng s liu cu 1, hi quy Y theo X v X*Z v thu c bng kt qu nh sau:



C19.430950.76745525.318680.0000

X0.7028230.1619134.3407560.0034

X*Z0.2977280.1075422.7684790.0278







b) Vit hm hi quy tng ng vi bng kt qu trn. H s hi quy ca bin X*Z cho ta bit thng tin kinh t g? c) Cho bit hm hi quy cu 2 c ph hp vi tng th hay khng vi mc ngha 1%.d) C kin cho rng khi kinh nghim lm vic tng thm 1 nm th thu nhp trung bnh tng thm ca nhn vin c trnh trn i hc s nhiu hn nhn vin c trnh i hc. Vi mc ngha 1%, bn c ng vi kin khng? Cu 3:

a) T bng kt qu di y, bn hy cho bit m hnh hi quy cu 2 c xy ra hin tng phng sai thay i hay khng, vi mc ngha 5%?

White Heteroskedasticity Test:


Obs*R-squared2.975526Probability0.561929

b) Da vo kt qu bng di y, vi mc ngha 5%, theo bn c th kt lun rng m hnh hi quy cu 2 b st bin thch hp khng?

Ramsey RESET Test:


Log likelihood ratio3.040554Probability0.218651

c) e d bao thu nhap ta nen dung mo hnh cau 1 hay mo hnh cau 2? V sao? (vi mc y ngha 5%).

Sheet1Y2323456667X18202121232525262830Z1100011000

Sheet1Y19,52421252226,523,1252829,5X24254768910Z0001010011

Sheet1Y19,52421252226,523,1252829,5X24254768910Z0001010011

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Bài Tập Ktl 2015_vb2