CHNG 3 PHN TCH HI QUY
CHNG 2: C S THC T2.1/ Gii thiu hm hi quy s nghin cu trong tiu
lunHi quy l phng php chnh trong kinh t lng. Ln u tin phng php ny c
thc hin do nh khoa hc FranicisGalton vo nm 1886, khi ng s dng nghin
cu mi quan h gia chiu cao ca ngi cha v ngi con. Thut ng Regression
to Mediocrity (quy v gi tr trung bnh) do Galton dng cho n nay c cc
nh nghin cu kinh t gi l phn tch hi quy.
* M HNH:
1 bin ph thuc dependent variable
10 bin c lp independent variable (X2 , X3,,,X10 )
Bin ph thuc
2.1.1/ Hm hi qui tng th (Population Regression Function-PRF) M
hnh :
= + * + * ++ * + -: h s t do (h s tung gc). Khi bin c lp X bng 0
th gi tr trung bnh ca bin ph thuc Y l
- QUOTE
: (h s gc) khi gi tr X thay i mt n v (cc yu t khc khng i) th gi
tr trung bnh ca bin ph thuc ( Y) s thay i -Ui : sai s ngu nhin, c
th c gi tr m hoc dng
( L do tn ti ca Ui : Ui i din cho tt c cc bin khng a vo m
hnh
Ngoi cc bin gii thch cn c mt s bin khc nh hng n m hnh, nhng rt
nh.
Cn mt m hnh n gin nht c th c dng Ui thay th cho cc bin c th loi
b khi m hnh
2.1.2/ Hm hi qui mu:
Do khng bit tng th, nn chng ta khng bit gi tr trung bnh tng th
ca bin phthuc l ng mc no. Do vy chng ta phi da vo d liu mu c
lng.
Trn thc t khi tng th ln, tn ti F nhng khng tm c chnh xc do:
(Khng quan st c (do thi gian hay ti chnh khng cho php..)( Tng th
bin ng
( c im thng tin : khng cn quan st
Do vy ngi ta phi tin hnh chn mu, mu l mt nhm hay mt b phn ca tng
th.
Hm hi quy mu c xy dng trn c s chng ta thng k s liu ngu nhin, s
liu mu. Hm hi quy mu s gii thch hm hi quy tng. Chng ta c:
= + * + * ++ * Y = + * + * ++ * + ei
Trong :
+ l c lng mu cak
+ l c lng ca E(Y|Xi)
+ ei l c lng ca Ui
c lng SRF: Chn 1 phng php no c lng cc tham s ca F qua vic tm cc
tham s vly gi tr quan st ca cc tham s ny lm gi tr xpx cho tham s ca
F
2.2/ Gii thiu cc bin trong nghin cu2.2.1/ Bin nh lng v thang
o
Tn binLoiDin giin v tnhGi tr
YBin ph thucMc hi lng chungThang im1-5
X2Bin c lpDin tch v s lng bi xeThang im1-5
X3Bin c lpThi phc v ca nhn vinThang im1-5
X4Bin c lpCh phi gi xeThang im1-5
X5Bin c lpMc an tonThang im1-5
X6Bin c lpPhn lung khu vc xeThang im1-5
X7Bin c lpS lng cc cht kim xeThang im1-5
X8Bin c lpThi gian gi xeThang im1-5
X9Bin c lpV tr bi gi xeThang im1-5
X10Bin c lpDch v km theoThang im1-5
2.3/ K vng vo cc h s hi quy
2.4/ Quy trnh thc hin bo co
Quy trnh thc hin bo co .
Cc bc thc hin .
c c thng tin cn thit v ti nhm nghin cu . Nhm phi b ra nhiu ngy,
i quanh trng ,gp cc bn sinh vin, pht nhng phiu kho st , kho st cc
bn v vn dch v gi xe trng . V em li cho nhm nhng thng tin kh l y
,chnh xc v vn ca nhm chn .
C c thng tin ,nhm tp hp li v x l cc s liu bng phn mm SPSS . a ra
c phng trnh hi quy tt nht . c c nhng kt lun v gii php hp l
2.5/ Phng php thu thp thng tin2.5.1/ Phng php thu thp thng tin s
cp2.5.1.1/ Cch thc tin hnhThu thp d liu:
S liu trong kinh t lng l d liu thc t d liu tng th v d liu mu. S
liu tng th l s liu ca ton cc i tng ta nghin cu, cn l s liu tp hp
con ca s liu tng th.
c lng m hnh ha kinh t m mt nh nghin cu a ra, cn c mu d kiu v cc
bin ph thuc v bin c lp. Nh nghin cu thng cn c vo d liu mu hn l da
vo d liu iu tra tng th. V vy, trong nhng cuc iu tra chun ny s yu t
bt nh:
Cc mi quan h c lng khng chnh xc
Cc kt lun t kim nh gi thuyt hoc l phm vo sai lm do chp nhn mt gi
thit sai, hoc sai lm do bc b mt gi thit ng.
Cc d bo da vo cc mi quan h c lng thng khng chnh xc.
gim mc bt nh, mt nh kinh t lng s lun lun c lng nhiu mi quan h
khc nhau gia cc bin nghien cu. Sau h s thc hin mt loat cc kim tra
xc nh mi quan h no m t hoc d on gn ng nht hnh vi ca bin s quan trng
trong kinh t lng.
Th ba, nh nghin cu kinh t lng phi a ra m hnh ton hc v gii bi ton
cho cc quan h, sau phi kim nh m hnh c ph hp hay khng bng nhiu phng
php kim nh ton hc.
Th t, sau khi c kt qu m hnh ton nh nghin cu phi s dng chng d bo
v a ra cho k k tip:
2.5.1.2/ i tng c iu tra kho stTheo quan im ca tc gi,c th chia x
hi thnh ba i tng chnh trong hot ng kinh t gm: chnh ph doanh nghip c
nhn v h gia nh. Trn c s ny, cc i tng thng hay nghin cu kinh t lng
ng dng nh sau.
i vi chnh ph: chnh ph cc quc gia mun nh gi tc ng ca cc chnh sch
tin t, ti chnh, t gi n cc bin quan trng nh tht nghip, thu thp, xut
nhp khu, li sut, t l lm pht, v thm ht ngn sch..nh:
Thu nhp quc giaL GDP= C+I+G+X-M
Ch tiu: C=C0+MPC.Y0 Hm u t: I= I0+IM.YD Hm nhp khu: M=M0+M0.YDT
kt qu ny, chnh ph d on nhng con s nh thu nhp, ch tiu, lm pht, tht
nghip, thm ht ngn sch v cn cn thng mi. Chnh ph d on nhu cu v nng
lng t ben ngoi cn c k kt.
Cc a phng d bo nh k mc tng trng ca a phng qua cc ch tiu kinh t v
m nh: dn s, vic lm, s nh , trung tm ta nh thng mi v cc xng cng
nghip, nhu cu v trng hc, ng x, trm cnh st, trm cu ha, dch v cng
cng
i vi doanh nghip: cc nh phn tch thng quan tm xem nhu cu c c gin
theo gi v thu nhp hay khng? Cc cng tycung mun xc nh xem chin dch
qun co ca mnh c thc s tc ng n vic tng doanh thu hay khng? i vi cc
doanh nghip c lng cc mi quan h kinh t nh cc v d di y:
Hm cu: QD=(-1/2)P +120
Hm cung QS= 20P +10
Doanh thu: TR=120 100Q -2Q2 Chi ph: TC= 100+12Q+3Q2T cc cng ty d
bo doanh thu, li nhun, chi ph sn xut, d bo cc ch s th trng chng
khon v gi c phiu
2.5.1.3/ PHT PHIU DIU TRA KHO ST
Mu 300 bn kho st pht cho cc bn sinh vin trng i hc cng nghip
TP.HCM v ang s dng dch v gi xe ti trng.
2.5.1.4/ Nhp v x l s liu2.6/ Phn tch hi quy *Cc gi nh ca m hnh
hi qui tuyn tnh n
2.6.1/ Phn tch hi quy bng phn mm SPSS
2.6.1.1/ c lng hm hi quy
Vit hm hi quy mu
Ta c hm hi quy mu nh sau :
S dng phn mm SPSS ta c :
Coefficientsa
ModelUnstandardized CoefficientsStandardized
CoefficientstSig.95% Confidence Interval for B
BStd. ErrorBetaLower BoundUpper Bound
1(Constant).243.1761.374.170-.105.590
Dien tich va so luong bai xe..118.021.2315.548.000.076.160
Thai do phuc vu cua nhan vien..120.021.2395.816.000.079.160
Chi phi gui xe re, hop ly..117.020.2405.761.000.077.158
Muc do an toan..110.019.2425.732.000.072.148
Phan luong khu vuc de xe khoa hoc, hop
ly..072.019.1593.809.000.035.110
So luong cac chot kiem xe..097.020.2044.971.000.059.135
Thoi gian giu xe hop ly (6h00-
21h30)..060.019.1293.105.002.022.099
Xe de ngoai troi, tan dung khong gian san truong lam bai
xe..128.022.2475.798.000.085.171
Dich vu kem theo: khong co dichvu giu mu bao
hiem..098.020.2054.927.000.059.137
a. Dependent Variable: muc hai long chung
Vi :
Y: mc hi lng chung
X2 : din tch v s lng bi xe
X3: thi phc v ca nhn vin
X4: chi ph gi xe r, hp l
X5: mc an ton
X6: phn lung khu vc xe khoa hc, hp l
X7: s lng cc cht kim xe
X8: thi gian gi xe hp l (6h 21h30)
X9: xe ngoi tri, tn dng khng gian sn trng lm bi xe
X10: dch v km theo : khng c dch v gi m bo him ngha cc h s hi
quy
- Khi mc hi lng i vi tt c yu t trn u l hon ton khng hi lng th mc
hi lng chung i vi cht lng bi gi xe ca trng l 1,163.
- Khi mc hi lng ca yu t din tch v s lng bi xe gim 1 n v th mc hi
lng chung v cht lng bi gi xe s gim tng ng 0,118 n v.
Khi mc hi lng ca yu t thi phc v ca nhn vin gim 1 n v th mc hi
lng chung v cht lng bi gi xe s gim tng ng 0,12 n v .
Khi mc hi lng ca yu t chi ph gi xe r, hp l gim 1 n v th mc hi
lng chung v cht lng bi gi xe s gim tng ng 0,117 n v.
Khi mc hi lng ca yu t mc an ton gim 1 n v th mc hi lng chung v
cht lng bi gi xe s gim tng ng 0,11 n v .
Khi mc hi lng ca yu t phn lung khu vc xe khoa hc, hp l gim 1 n v
th mc hi lng chung v cht lng bi gi xe s gim tng ng 0,072 n v.
Khi mc hi lng ca yu t s lng cc cht kim xe gim 1 n v th mc hi lng
chung v cht lng bi gi xe s gim tng ng 0,097 n v.
Khi mc hi lng ca yu t thi gian gi xe hp l (6h 21h30) gim 1 n v
th mc hi lng chung v cht lng bi gi xe s gim tng ng 0,06 n v.
Khi mc hi lng ca yu t xe ngoi tri, tn dng khng gian sn trng lm
bi xe gim 1 n v th mc hi lng chung v cht lng bi gi xe s gim 0,128 n
v.
Khi mc hi lng ca yu t dch v km theo : khng c dch v gi m bo him
gim 1 n v th mc hi lng chung v cht lng bi gi xe s gim tng ng 0,098
n v.
2.6.1.2/ Kim nh gi thit
Kim nh h s hm hi quy muANOVAb
ModelSum of SquaresdfMean SquareFSig.
1Regression39,48794,38735,432,000a
Residual35,910290,124
Total75,397299
a. Predictors: (Constant), dich vu kem theo: khong co dich vu
giu mu bao hiem, so luong cac chot kiem xe, thai do phuc vu cua
nhan vien, phan luong khu vuc de xe khoa hoc, hop li, thoi gian giu
xe hop li (6h-21h30), chi phi gui xe re, hop li, dien tich va so
luong bai xe, muc do an toan, xe de ngoai troi,tan dung khong gian
san truong lam bai xe
b. Dependent Variable: muc do hai long chung
Phng sai hng s ca Ui :=0,124
Phng sai v lch chun
H sPhng sai lch chun
0,0310,176
0,000440,021
0,000440,021
0,00040,02
0,000360,019
0,000360,019
0,00040,02
0,000360,019
0,000480,022
0,00040,02
ngha:
chnh xc ca h s ,,,, l c lng ca m ng nghin cu nn chng l i din cho
m ng. Trong thng k, h s i din cho m ng c ngha v chng c lch chun
min. Trong kinh t, h s hi quy mu c ngha v lch chun ca chng tin gn n
0. Kim nh hm hi quy muModel Summary
ModelRR SquareAdjusted R SquareStd. Error of the Estimate
1,724a,524,509,3518894
a. Predictors: (Constant), dich vu kem theo: khong co dich vu
giu mu bao hiem, so luong cac chot kiem xe, thai do phuc vu cua
nhan vien, phan luong khu vuc de xe khoa hoc, hop li, thoi gian giu
xe hop li (6h-21h30), chi phi gui xe re, hop li, dien tich va so
luong bai xe, muc do an toan, xe de ngoai troi,tan dung khong gian
san truong lam bai xe
H s xc nh hi quy R2R2 = 0,524
Ta c : sig = 0,000a
