I HC DN LP HNG VNGBi tp s 2 1 GV: Nguyn Th Mai Bnh Mn hc: KINH T LNG Lp: 04QK, 04QB, 04QB (Nm hc 2006 2007) Gi p n Bi tp s 2: M HNH HI QUI BI Cu 1: (40im) Xem xt d liu v tiu dng tht g M giai an 1960 n 1982 c trnh by trong file Table 7.9 thuc b d liu ca Gujarati (hocc file chicken demand). Trong : Y= lng tht g tiu th bnh qun u ngi (pound) X2= thu nhp kh dng bnh qun u ngi (USD) X3= Gi bn l ca tht g (cent/pound) X4= Gi bn l ca tht b (cent/pound) X5= Gi bn l ca tht heo (cent/pound) X6= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) Cc anh/ch hy: a)Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. Gii thch qu trnh thc hin v cc kim nh cn thit. (=5%) M hnh hi qui tng th ca lng tht g tiu th bnh qun u ngi (Y) theo thu nhp kh dng bnh qun u ngi (X2), gi bn l ca tht g (X3), gi bn l ca tht b (X4), gi bn l ca tht heo (X5), Gi bn l bnh qun c trng s ca tht b v tht heo (X6) (PRF): Y = 1 + 2X2 + 3X3 + 4X4 + 5X5 + 6X6 +ui Chy Eview vi m hnh trn ta c: Dependent Variable: Y Method: Least Squares Date: 04/30/07 Time: 14:23 Sample: 1960 1982 Included observations: 23 VariableCoefficient Std. Error t-Statistic Prob. C38.59691 4.214488 9.158150 0.0000 X20.004889 0.004962 0.985370 0.3383 X3-0.651888 0.174400 -3.737889 0.0016 X40.243242 0.089544 2.716443 0.0147 X50.104318 0.070644 1.476674 0.1580 X6-0.071110 0.098381 -0.722805 0.4796 R-squared0.944292 Mean dependent var39.66957 Adjusted R-squared0.927908 S.D. dependent var7.372950 S.E. of regression1.979635 Akaike info criterion4.423160 Sum squared resid66.62224 Schwarz criterion4.719376 Log likelihood-44.86635 F-statistic57.63303 Durbin-Watson stat1.100559 Prob(F-statistic)0.000000 Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin X2, X5, X6 u ln hn = 5% v vyta thc hin kim nh Wald vi:H0:2 = 5 = 6 = 0 H1:c t nht mt gi tr i 0 vi (i = 2, 5, 6) Chy Eview ta c kt qu: Wald Test: Equation: EQ01 Test StatisticValuedfProbability F-statistic7.852143 (3, 17)0.0017 Chi-square23.55643 30.0000 Null Hypothesis Summary: I HC DN LP HNG VNGBi tp s 2 2Normalized Restriction (= 0)ValueStd. Err. GV: Nguyn Th Mai Bnh C(2)0.004889 0.004962 C(5)0.104318 0.070644 C(6)-0.071110 0.098381 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value =0.0017 < = 5% V vy ta bc b gi thuyt H0, vy c t nht mt gi tr i 0 vi (i = 2, 5, 6) thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin c lp. Bin c loi ra khi m hnh l bin c h s P_value ln. -u tin ta b bin X6 ra khi m hnh v bin ny c P_value = 0.4796 (P_value ln nht). Lc ny kt qu Eview nh sau: Dependent Variable: Y Method: Least Squares Date: 04/30/07 Time: 14:42 Sample: 1960 1982 Included observations: 23 VariableCoefficient Std. Error t-Statistic Prob. C37.23236 3.717695 10.01490 0.0000 X20.005011 0.004893 1.024083 0.3194 X3-0.611174 0.162849 -3.753010 0.0015 X40.198409 0.063721 3.113734 0.0060 X50.069503 0.050987 1.363144 0.1896 R-squared0.942580 Mean dependent var39.66957 Adjusted R-squared0.929821 S.D. dependent var7.372950 S.E. of regression1.953198 Akaike info criterion4.366473 Sum squared resid68.66969 Schwarz criterion4.613320 Log likelihood-45.21444 F-statistic73.87052 Durbin-Watson stat1.065034 Prob(F-statistic)0.000000 -CncvoktquchyEviewsaukhibbinX6,tanhnthyvncncccbinX2,X5c P_value ln hn = 5%. Ta tip tc b bin X2 do P_value = 0.3194 (P_value ln nht) v c kt qu nh sau: Dependent Variable: Y Method: Least Squares Date: 04/30/07 Time: 14:46 Sample: 1960 1982 Included observations: 23 VariableCoefficient Std. Error t-Statistic Prob. C35.68084 3.399337 10.49641 0.0000 X3-0.654097 0.157564 -4.151300 0.0005 X40.232528 0.054387 4.275460 0.0004 X50.115422 0.024303 4.749224 0.0001 R-squared0.939235 Mean dependent var39.66957 Adjusted R-squared0.929641 S.D. dependent var7.372950 S.E. of regression1.955702 Akaike info criterion4.336146 Sum squared resid72.67063 Schwarz criterion4.533624 Log likelihood-45.86568 F-statistic97.89329 Durbin-Watson stat1.251523 Prob(F-statistic)0.000000 Lc ny cc bin X3, X4, X6 u c P_value nh hn = 5%. Vy m hnh trn c th l m hnh ph hp nht. Tuy nhin, kim tra li c phi vic loi b bin X6, v X2 ra khi m hnh l ph hp. Ta thc hin li vic kim nh Wald vi:H0:2 = 6 = 0 H1:c t nht mt gi tr i 0 vi (i = 2, 6) Chy Eview ta c kt qu: I HC DN LP HNG VNGBi tp s 2 3 GV: Nguyn Th Mai Bnh Wald Test: Equation: HOIQUI_U Test StatisticValuedfProbability F-statistic0.771684 (2, 17)0.4778 Chi-square1.543368 20.4622 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)0.004889 0.004962 C(6)-0.071110 0.098381 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value =0.4778 > = 5% V vy ta chp nhn gi thuyt H0, iu ny c ngha vic loi b 2 bin thu nhp kh dng bnh qun u ngi (X2 v gi bn l bnh qun c trng s ca tht b v tht heo (X6) ra khi m hnh l ph hp M hnh hi qui ph hp nht l: Y = 35.68083973 - 0.6540969702*X3 + 0.2325281315*X4 + 0.1154218668*X5 b)Gii thch ngha cc tham s ca m hnh ph hp nht: Ta c: 1 = 35.68083973 khng gi thch c v c n cha nhng bin b st ngoi m hnh hoc chn hm sai. 3 = - 0.6540969702: tc ng bin ca X3 ln Y. Trong iu kin cc bin khc khng i, theo thng tin t d liu mu ta c nu gi bn l ca tht g tng ln 1 cent/pound th lng tht g tiu th bnh qun u ngi s gim i 0.6540969702pound 4 = 0.2325281315 tc ng bin ca X4 ln Y. Trong iu kin cc bin khc khng i, theo thng tin t d liu mu ta c nu gi bn l ca tht b tng ln 1 cent/pound th lng tht g tiu th bnh qun u ngi s tng ln 0.2325281315 pound 5 = 0.1154218668 tc ng bin ca X5 ln Y. Trong iu kin cc bin khc khng i, theo thng tin t d liu mu ta c nu gi bn l ca tht heo tng ln 1 cent/pound th lng tht g tiu th bnh qun u ngi s tng ln 0.1154218668 pound (Vi h s 4 v 5 cho thy tht g c th l sn phm thay th cho tht b v tht heo) Cu 2:(40 im) Xem xt d liu v cc yu t nh hng n gi nh trong fike Data7-3 thuc b d liu Ramanathan. Trong : Price = gi nh Baths= s phng tm Bedrms= s phng ng Famroom= nhn gi tr 1 nu nh c phng gia nh v gi tr 0 cho trng hp ngc liFirepl= nhn gi tr 1 nu nh c thit b bo chy v gi tr 0 cho trng hp ngc li Pool= nhn gi tr 1 nu nh c h bi v gi tr 0 cho trng hp ngc li Sqft= din tch nh Cc anh/ch hy: a)Xy dng cc m hnh sau theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u (xem xt cc m hnh tng qut di y). Gii thch qu trnh thc hin v cc kim nh cn thit. (=5%) a.Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft Chy m hnh trn vi Eview, ta c kt qu: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 15:19 I HC DN LP HNG VNGBi tp s 2 4Sample: 1 14 GV: Nguyn Th Mai Bnh Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C39.05715 89.53975 0.436199 0.6758 BATHS-0.263691 41.45465 -0.006361 0.9951 BEDRMS-7.045531 28.73627 -0.245179 0.8134 FAMROOM-21.34471 42.87340 -0.497854 0.6338 FIREPL26.18799 53.84537 0.486355 0.6416 POOL53.19581 22.06352 2.411030 0.0467 SQFT0.146551 0.030101 4.868577 0.0018 R-squared0.911504 Mean dependent var317.4929 Adjusted R-squared0.835650 S.D. dependent var88.49816 S.E. of regression35.87726 Akaike info criterion10.30494 Sum squared resid9010.244 Schwarz criterion10.62447 Log likelihood-65.13456 F-statistic12.01657 Durbin-Watson stat2.602259 Prob(F-statistic)0.002213 Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Famroom, Firepl u ln hn = 5% v vy ta thc hin kim nh Wald vi:H0:2 = 3 = 4 = 5 = 0 H1:c t nht mt gi tr i 0 vi (i = 2, 3, 4, 5) Chy Eview ta c kt qu: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic0.086452 (4, 7)0.9839 Chi-square0.345807 40.9867 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-0.263691 41.45465 C(3)-7.045531 28.73627 C(4)-21.34471 42.87340 C(5)26.18799 53.84537 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.9839 > = 5% VvytachpnhngithuytH0,vycchstrcccbinBaths,Bedrms,Famroom,Fireplu bng0;hayccbinsphngtm,sphngng,cphnggianh,cthitbbochykhngnh hng n gi nh. V vy ta c th b cc bin trn ra khi m hnh. Lc ny ta c m hnh: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 15:29 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C22.67277 29.50580 0.768417 0.4584 POOL52.78980 16.48172 3.202931 0.0084 SQFT0.144415 0.014185 10.18086 0.0000 R-squared0.907132 Mean dependent var317.4929 Adjusted R-squared0.890247 S.D. dependent var88.49816 S.E. of regression29.31856 Akaike info criterion9.781728 Sum squared resid9455.359 Schwarz criterion9.918669 Log likelihood-65.47210 F-statistic53.72383 Durbin-Watson stat2.526380 Prob(F-statistic)0.000002 I HC DN LP HNG VNGBi tp s 2 5 GV: Nguyn Th Mai Bnh Vi cc gi tr P_value trc bin Pool v bin sqft u nh hn 5%. V vy chp nhn h hnh ny Vy phng trnh hi qui lc ny: PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT +iu b.Price = 1 + 2 Baths + Bedrms + Famroom + 3 4 5 Firepl + Pool + 6 7Sqft + 8 Firepl* Sqft Chy m hnh trn vi Eview, ta c kt qu: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:33 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C-391.6926 362.2206 -1.081365 0.3211 BATHS-5.049608 40.23999 -0.125487 0.9042 BEDRMS0.068210 28.36362 0.002405 0.9982 FAMROOM-21.67260 41.42130 -0.523223 0.6196 FIREPL437.6739 340.0121 1.287230 0.2454 POOL65.52753 23.57464 2.779578 0.0320 SQFT0.502063 0.291755 1.720837 0.1361 FIREPL*SQFT-0.355295 0.290125 -1.224627 0.2666 R-squared0.929200 Mean dependent var317.4929 Adjusted R-squared0.846601 S.D. dependent var88.49816 S.E. of regression34.66139 Akaike info criterion10.22469 Sum squared resid7208.472 Schwarz criterion10.58986 Log likelihood-63.57282 F-statistic11.24945 Durbin-Watson stat2.524457 Prob(F-statistic)0.004472 ViktqucabngtrntathycchsP_valuecaccbinBaths,Bedrms,Famroom,Firepl,Sqft, Firepl* Sqft u ln hn = 5% v vy ta thc hin kim nh Wald vi:H :0 2 = = = = = = 0 3 4 5 7 8H :c t nht mt gi tr 0 vi (i = 2, 3, 4, 5, 7, 8) 1 iChy Eview ta c kt qu: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic12.67148 (6, 6)0.0035 Chi-square76.02890 60.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-5.049608 40.23999 C(3)0.068210 28.36362 C(4)-21.67260 41.42130 C(5)437.6739 340.0121 C(7)0.502063 0.291755 C(8)-0.355295 0.290125 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.0035> = 5% V vy ta bc b gi thuyt H , vy c t nht mt gi tr 0 vi (i = 2, 3, 4, 5, 7, 8) 0 i thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin c lp. Bin c loi ra khi m hnh l bin c h s P_value ln. I HC DN LP HNG VNGBi tp s 2 6 GV: Nguyn Th Mai Bnh -u tin ta b bin Bedrms ra khi m hnh v bin ny c P_value = 0.9982 (P_value ln nht). Lc ny kt qu Eview nh sau: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:42 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C-391.3735 312.0440 -1.254225 0.2500 BATHS-5.013808 34.61187 -0.144858 0.8889 FAMROOM-21.69964 36.90877 -0.587926 0.5751 FIREPL437.5656 312.0188 1.402370 0.2036 POOL65.50844 20.55132 3.187553 0.0153 SQFT0.501915 0.264005 1.901154 0.0990 FIREPL*SQFT-0.355152 0.262910 -1.350849 0.2188 R-squared0.929200 Mean dependent var317.4929 Adjusted R-squared0.868515 S.D. dependent var88.49816 S.E. of regression32.09023 Akaike info criterion10.08183 Sum squared resid7208.479 Schwarz criterion10.40136 Log likelihood-63.57283 F-statistic15.31173 Durbin-Watson stat2.525083 Prob(F-statistic)0.001044 -Cn c vo kt qu chy Eview sau khi b bin Bedrms, ta nhn thy cc h s P_value ca cc bin Baths,Famroom,Firepl,Sqft,Firepl*Sqftulnhn=5%.TatiptcbbinBaths,do P_value = 0.8889 (P_value ln nht) v c kt qu nh sau Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:45 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C-396.8103 290.2054 -1.367343 0.2087 FAMROOM-23.43309 32.70893 -0.716412 0.4941 FIREPL437.8164 292.2995 1.497835 0.1726 POOL66.06998 18.90720 3.494435 0.0081 SQFT0.498254 0.246188 2.023872 0.0776 FIREPL*SQFT-0.354257 0.246230 -1.438725 0.1882 R-squared0.928988 Mean dependent var317.4929 Adjusted R-squared0.884606 S.D. dependent var88.49816 S.E. of regression30.06262 Akaike info criterion9.941969 Sum squared resid7230.087 Schwarz criterion10.21585 Log likelihood-63.59378 F-statistic20.93140 Durbin-Watson stat2.543786 Prob(F-statistic)0.000210 -Cn c vo kt qu chy Eview sau khi b bin Bedrms, Baths; ta nhn thy cc h s P_value ca cc bin Famroom, Firepl, Sqft, Firepl* Sqft u ln hn = 5%. Ta tip tc b bin Famroom, do P_value = 0.4941 (P_value ln nht) v c kt qu nh sau: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:47 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C-376.6690 280.9210 -1.340836 0.2128 FIREPL402.0001 280.0962 1.435221 0.1850 POOL63.03432 17.92106 3.517331 0.0065 SQFT0.482192 0.238444 2.022249 0.0739 I HC DN LP HNG VNGBi tp s 2 7 GV: Nguyn Th Mai Bnh FIREPL*SQFT-0.340550 0.238755 -1.426357 0.1875 R-squared0.924432 Mean dependent var317.4929 Adjusted R-squared0.890846 S.D. dependent var88.49816 S.E. of regression29.23837 Akaike info criterion9.861294 Sum squared resid7693.940 Schwarz criterion10.08953 Log likelihood-64.02906 F-statistic27.52457 Durbin-Watson stat2.550994 Prob(F-statistic)0.000046 -CncvoktquchyEviewsaukhibbinBedrms,Baths,Famroom;tanhnthycchs P_value ca cc bin Firepl, Sqft, Firepl* Sqft u ln hn = 5%. Ta tip tc b bin Firepl* Sqft, do P_value = 0.1875 (P_value ln nht) v c kt qu nh sau: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:49 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C21.73385 31.51070 0.689729 0.5061 FIREPL4.317827 28.16788 0.153289 0.8812 POOL52.95961 17.30140 3.061001 0.0120 SQFT0.142938 0.017711 8.070628 0.0000 R-squared0.907350 Mean dependent var317.4929 Adjusted R-squared0.879555 S.D. dependent var88.49816 S.E. of regression30.71350 Akaike info criterion9.922238 Sum squared resid9433.193 Schwarz criterion10.10483 Log likelihood-65.45567 F-statistic32.64424 Durbin-Watson stat2.595128 Prob(F-statistic)0.000018 -Tip tc b bin Firepl do P_value = 0.8812 > 0.05 ta c: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 16:50 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C22.67277 29.50580 0.768417 0.4584 POOL52.78980 16.48172 3.202931 0.0084 SQFT0.144415 0.014185 10.18086 0.0000 R-squared0.907132 Mean dependent var317.4929 Adjusted R-squared0.890247 S.D. dependent var88.49816 S.E. of regression29.31856 Akaike info criterion9.781728 Sum squared resid9455.359 Schwarz criterion9.918669 Log likelihood-65.47210 F-statistic53.72383 Durbin-Watson stat2.526380 Prob(F-statistic)0.000002 Vi cc gi tr P_value trc bin Pool v bin sqft u nh hn 5%. V vy chp nhn h hnh ny Vy phng trnh hi qui lc ny: PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT +iu c.Price = 1 + 2 Baths + Bedrms + Famroom + 3 4 5 Firepl + Pool + 6 7Sqft + 8Famroom* Bedrms Chy m hnh trn vi Eview, ta c kt qu: I HC DN LP HNG VNGBi tp s 2 8 GV: Nguyn Th Mai Bnh iu ny c ngha m hnh c hin tng a cng tuyn hon ho.Lc ny ta to bin mi Famroom_Bedrms v lp bng ma trn tng quan xc nh c bin b a cng tuyn. Ta c: PRICEBATHSBEDRMS FAMROOM FIREPLPOOLSQFTFAMROOM_BEDRMS PRICE 1.000000 0.669612 0.3156340.472715 0.4956810.179062 0.9058270.477140 BATHS 0.669612 1.000000 0.5323270.534885 0.457693 -0.185695 0.7873180.615893 BEDRMS 0.315634 0.532327 1.0000000.337350 0.547723 -0.377778 0.4647300.532557 0.968264FAMROOM 0.472715 0.534885 0.3373501.000000 0.7817360.025950 0.520220FIREPL 0.495681 0.457693 0.5477230.781736 1.000000 -0.121716 0.5510100.756927 POOL 0.179062-0.185695-0.3777780.025950-0.1217161.000000-0.124679 -0.060671 SQFT 0.905827 0.787318 0.4647300.520220 0.551010 -0.124679 1.0000000.559476 0.968264FAMROOM_BEDRMS 0.477140 0.615893 0.5325570.756927 -0.060671 0.5594761.000000 Lc ny ta c h s tng quan gia hai bin FAMROOM v FAMROOM_BEDRMS bng 0.968264 (gn bng 1). Vy c hin tng a cng tuyn l do 2 bin trn c mi quan h cht ch vi nhau v vy ta b 1 trong 2 bin; gi s b bin FAMROOM ta c kt qu chy Eview nh sau: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 17:01 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C23.04862 96.48374 0.238886 0.8180 BATHS-0.263691 41.45465 -0.006361 0.9951 BEDRMS-1.709353 27.73050 -0.061642 0.9526 FIREPL20.85181 46.43392 0.449064 0.6670 POOL53.19581 22.06352 2.411030 0.0467 SQFT0.146551 0.030101 4.868577 0.0018 FAMROOM_BEDRMS -5.336177 10.71835 -0.497854 0.6338 R-squared0.911504 Mean dependent var317.4929 Adjusted R-squared0.835650 S.D. dependent var88.49816 S.E. of regression35.87726 Akaike info criterion10.30494 Sum squared resid9010.244 Schwarz criterion10.62447 Log likelihood-65.13456 F-statistic12.01657 Durbin-Watson stat2.602259 Prob(F-statistic)0.002213 Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Firepl, Famroom* Bedrms u ln hn = 5% v vy ta thc hin kim nh Wald vi:H :0 2 = = == 0 3 5 8H :c t nht mt gi tr 0 vi (i = 2, 3, 5, 8) 1 iChy Eview ta c kt qu: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic0.086452 (4, 7)0.9839 I HC DN LP HNG VNGBi tp s 2 9 GV: Nguyn Th Mai Bnh Chi-square0.345807 40.9867 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-0.263691 41.45465 C(3)-1.709353 27.73050 C(4)20.85181 46.43392 C(7)-5.336177 10.71835 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.9839 > = 5% VvytachpnhngithuytH0,vycchstrcccbinBaths,Bedrms,Firepl,Famroom* Bedrms u bng 0; hay cc bin s phng tm, s phng ng, c thit b bo chy v bin nh hng cacphnggianhlnslngphngngkhngnhhngnginh.Vvytacthbcc bin trn ra khi m hnh. Lc ny ta c m hnh: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 15:29 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C22.67277 29.50580 0.768417 0.4584 POOL52.78980 16.48172 3.202931 0.0084 SQFT0.144415 0.014185 10.18086 0.0000 R-squared0.907132 Mean dependent var317.4929 Adjusted R-squared0.890247 S.D. dependent var88.49816 S.E. of regression29.31856 Akaike info criterion9.781728 Sum squared resid9455.359 Schwarz criterion9.918669 Log likelihood-65.47210 F-statistic53.72383 Durbin-Watson stat2.526380 Prob(F-statistic)0.000002 Vi cc gi tr P_value trc bin Pool v bin sqft u nh hn 5%. V vy chp nhn h hnh ny Vy phng trnh hi qui lc ny: PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT +iu d.Price = 1 + 2 Baths + Bedrms + Famroom + 3 4 5 Firepl + Pool + 6 7Sqft + 8Pool*Sqft Chy m hnh trn vi Eview, ta c kt qu: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 17:10 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C76.93417 64.38956 1.194824 0.2772 BATHS-10.24209 29.37901 -0.348619 0.7393 BEDRMS4.867122 20.64732 0.235727 0.8215 FAMROOM-10.51463 30.40630 -0.345804 0.7413 FIREPL-1.107752 39.07848 -0.028347 0.9783 POOL-85.25082 50.95585 -1.673033 0.1453 SQFT0.124680 0.022526 5.534876 0.0015 POOL*SQFT0.074512 0.026121 2.852620 0.0291 R-squared0.962442 Mean dependent var317.4929 Adjusted R-squared0.918624 S.D. dependent var88.49816 S.E. of regression25.24543 Akaike info criterion9.590727 Sum squared resid3823.992 Schwarz criterion9.955903 I HC DN LP HNG VNGBi tp s 2 10Log likelihood-59.13509 F-statistic21.96456 GV: Nguyn Th Mai Bnh Durbin-Watson stat2.150252 Prob(F-statistic)0.000712 Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Famroom, Firepl, Pool u ln hn = 5% v vy ta thc hin kim nh Wald vi:H :0 2 = = = = = 0 3 4 5 6H :c t nht mt gi tr 0 vi (i = 2, 3, 4, 5, 6) 1 iChy Eview ta c kt qu: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic0.675681 (5, 6)0.6581 Chi-square3.378405 50.6419 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-10.24209 29.37901 C(3)4.867122 20.64732 C(4)-10.51463 30.40630 C(5)-1.107752 39.07848 C(6)-85.25082 50.95585 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.6581 > = 5% V vy ta chp nhn gi thuyt H0, vy cc h s trc cc bin Baths, Bedrms, Famroom, Firepl, Poolu bng 0; hay cc bin s phng tm, s phng ng, c phng gia nh, c thit b bo chy, c h bi khng nh hng n gi nh. V vy ta c th b cc bin trn ra khi m hnh. Lc ny ta c m hnh: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 17:17 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C42.79643 22.36292 1.913723 0.0820 SQFT0.132927 0.011257 11.80854 0.0000 POOL*SQFT0.031857 0.006697 4.757055 0.0006 R-squared0.941294 Mean dependent var317.4929 Adjusted R-squared0.930620 S.D. dependent var88.49816 S.E. of regression23.31047 Akaike info criterion9.323092 Sum squared resid5977.157 Schwarz criterion9.460032 Log likelihood-62.26164 F-statistic88.18710 Durbin-Watson stat2.756228 Prob(F-statistic)0.000000 Vi cc gi tr P_value trc bin Pool*Sqft v bin Sqft u nh hn 5%. V vy chp nhn h hnh ny Vy phng trnh hi qui lc ny: PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*(POOL*SQFT) +iu e.Price = 1 + 2 Baths + Bedrms + Famroom + 3 4 5 Firepl + Pool + 6 7Sqft + 8Famroom* Bedrms + 9 Firepl* Sqft + 10Pool*Sqft+ 11Firepl*Bedrms+ Pool*Baths 10Chy m hnh trn vi Eview, ta c kt qu: I HC DN LP HNG VNGBi tp s 2 11 GV: Nguyn Th Mai Bnh iu ny c ngha m hnh c hin tng a cng tuyn hon ho.Lc ny ta to bin mi Famroom_Bedrms, Firepl_Sqft, Pool_Sqft, Firepl_Bedrms, Pool_Baths v lp bng ma trn tng quan xc nh cc bin b a cng tuyn. Ta c: PRICEBATHSBEDRMS FAMROOM FIREPLPOOLSQFT FAMROOM_BEDRMS FIREPL_SQFT POOL_SQFT FIREPL_BEDRMSPOOL_BATHS 1.000000 0.669612 0.315634 0.472715 0.4956810.1790620.9058270.4771400.827444 0.443966 0.4894660.298262 PRICE 0.669612 1.000000 0.532327 0.534885 0.457693 -0.1856950.7873180.6158930.729672 0.007397 0.536074 -0.030708 BATHS 0.315634 0.532327 1.000000 0.337350 0.547723 -0.3777780.4647300.5325570.565943-0.273813 0.768273 -0.299574 BEDRMS 0.472715 0.534885 0.337350 1.000000 0.7817360.0259500.5202200.9682640.714019 0.164184 0.7159080.103549 FAMROOM 0.495681 0.457693 0.547723 0.781736 1.000000 -0.1217160.5510100.7569270.838394 0.050916 0.956365 -0.026253 FIREPL 0.179062 -0.185695-0.377778 0.025950-0.1217161.000000 -0.124679 -0.060671 -0.123212 0.930736-0.2250500.970620 POOL 0.905827 0.787318 0.464730 0.520220 0.551010 -0.1246791.0000000.5594760.915473 0.108745 0.583864 -0.003719 SQFT 0.477140 FAMROOM_BEDRMS 0.615893 0.532557 0.756927 -0.0606710.5594761.0000000.727890 0.076263 0.7650960.022538 0.968264 0.827444 FIREPL_SQFT 0.729672 0.565943 0.714019-0.1232120.7278901.000000 0.104587 0.839084 -0.002457 0.8383940.915473 0.443966 0.007397-0.273813 0.164184 0.0509160.1087450.0762630.104587 1.000000-0.0566640.973173 POOL_SQFT 0.930736 0.489466 FIREPL_BEDRMS 0.536074 0.768273 0.715908-0.2250500.5838640.765096 -0.056664 1.000000 -0.124702 0.9563650.839084 0.298262 POOL_BATHS -0.030708-0.299574 0.103549-0.026253 -0.0037190.022538 -0.002457-0.1247021.000000 0.9706200.973173 Lc ny ta c h s tng quan gia cc bin sau gn bng 1: -Hai bin POOL_BATHSv POOL_SQFT bng0.973173. -Hai bin POOL_BATHSv POOL bng0.970620 -Hai bin FAMROOM v FAMROOM_BEDRMS bng 0.968264. -Hai bin FIREPL_BEDRMS v FIREPL bng0.956365 -Hai bin POOL_SQFT v POOL bng0.930736 -Hai bin FIREPL_SQRT v SQRT bng0.956365 Vy c hin tng a cng tuyn l do cc cp bin trn c mi quan h cht ch vi nhau v vy tab ln lt cc bin sau cho n khi m hnh khng cn bo li Near singular matrix 1.POOL_BATHS2.FAMROOM 3.FIREPL Ta c kt qu chy Eview nh sau: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 18:04 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C64.41180 83.90901 0.767639 0.4774 BATHS-10.28888 32.19667 -0.319564 0.7622 BEDRMS4.190055 111.7813 0.037484 0.9715 POOL-83.26236 73.16128 -1.138066 0.3067 I HC DN LP HNG VNGBi tp s 2 12SQFT0.136839 0.290322 0.471334 0.6573 GV: Nguyn Th Mai Bnh FAMROOM_BEDRMS-2.662211 8.363818 -0.318301 0.7631 FIREPL_SQFT-0.011903 0.283178 -0.042034 0.9681 POOL_SQFT0.073664 0.035004 2.104437 0.0892 FIREPL_BEDRMS3.442053 112.1985 0.030678 0.9767 R-squared0.962455 Mean dependent var317.4929 Adjusted R-squared0.902383 S.D. dependent var88.49816 S.E. of regression27.65010 Akaike info criterion9.733231 Sum squared resid3822.641 Schwarz criterion10.14405 Log likelihood-59.13262 F-statistic16.02171 Durbin-Watson stat2.159633 Prob(F-statistic)0.003635 Vi kt qu ca bng trn ta thy tt c cc h s P_value ca cc bin u ln hn = 5% v vy ta thc hin kim nh Wald vi:H :0 2 = = = = = = 3 6 7 8 9 10 = 11= 0 H :c t nht mt gi tr 0 vi (i = 2, 3, 6, 7, 8, 9, 10, 11) 1 iChy Eview ta c kt qu: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic16.02171 (8, 5)0.0036 Chi-square128.1737 80.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-10.28888 32.19667 C(3)4.190055 111.7813 C(4)-83.26236 73.16128 C(5)0.136839 0.290322 C(6)-2.662211 8.363818 C(7)-0.011903 0.283178 C(8)0.073664 0.035004 C(9)3.442053 112.1985 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.0036> = 5% V vy ta bc b gi thuyt H , vy c t nht mt gi tr 0 vi (i = 2, 3, 6, 7, 8, 9, 10, 11) 0 i thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin c lp. Bin c loi ra khi m hnh l bin c h s P_value ln. Tng t nh cc cu trn, cc bin c b theo th t: 1.BEDRMS 2.FIREPL_SQFT 3.BATHS 4.FAMROOM_BEDRMS 5.FIREPL_BEDRMS 6.POOL Lc ny m hnh hi qui s l: Dependent Variable: PRICE Method: Least Squares Date: 04/30/07 Time: 18:18 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C42.79643 22.36292 1.913723 0.0820 I HC DN LP HNG VNGBi tp s 2 13SQFT0.132927 0.011257 11.80854 0.0000 POOL_SQFT0.031857 0.006697 4.757055 0.0006 GV: Nguyn Th Mai Bnh R-squared0.941294 Mean dependent var317.4929 Adjusted R-squared0.930620 S.D. dependent var88.49816 S.E. of regression23.31047 Akaike info criterion9.323092 Sum squared resid5977.157 Schwarz criterion9.460032 Log likelihood-62.26164 F-statistic88.18710 Durbin-Watson stat2.756228 Prob(F-statistic)0.000000 Vi cc gi tr P_value trc bin POOL v bin SQFT u nh hn 5%. V vy chp nhn h hnh ny Kim nh Wald li v vic b cc bin: bedrms, firepl_sqft, baths, famroom_bedrms, firepl_bedrms, pool, ta c: Wald Test: Equation: Untitled Test StatisticValuedfProbability F-statistic0.469683 (6, 5)0.8078 Chi-square2.818100 60.8313 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err. C(2)-10.28888 32.19667 C(3)4.190055 111.7813 C(4)-83.26236 73.16128 C(6)-2.662211 8.363818 C(7)-0.011903 0.283178 C(9)3.442053 112.1985 Restrictions are linear in coefficients. P_value sau khi chy Wald test trong kim nh trn ta c:P_value = 0.8078 < = 5% Vvyvicbccbintrnlphhp.ccbin:bedrms,firepl_sqft,baths,famroom_bedrms, firepl_bedrms, pool khng nh hng ti gi nh: Vy phng trnh hi qui lc ny: PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT +iu b)Gii thch ngha cc tham s ca m hnh ph hp nhtVi 5 m hnh trn, sau khi chy Eview ta thy kt qu nhn chung ch c 2 m hnh l: M hnh 1: PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT +iuM hnh 2: PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT +iuL ny chn m hnh ti u ta so snh cc ..s R2, AIC, Schwarz R2AICSCHWARZ 2RM hnh 10.9071320.890249.7817289.918669 M hnh 20.9412940.9306209.3230929.460032 Vy m hnh hi qui ph hp nht l m hnh 2: PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT +iuTa c: 1 = 42.7964305 khng gi thch c v c n cha nhng bin b st ngoi m hnh hoc chn hm sai. 2 = 0.132927069 Tc ng bin ca SQFT ln PRICE l: 0.132927069 iu ny c ngha Trong iu kin cc bin khc khng i, theo thng tin t d liu mu ta c nu din tch nh tng ln 1 n v th gi nh trung bnh s tng ln mt lng l 0.1329270692 = 0.03185742065: c s khc bit gia nh c h bi v nh khng c h bi. S khc bit ny do din tch nh gy ra. I HC DN LP HNG VNGBi tp s 3 1 Mn hc: KINH T LNG Lp: 04QK, 04QB, 04QB (Nm hc 2006 2007) Gi p n Bi tp s 3: A CNG TUYN V DNG HM Cu 1: (40im) Cho m hnh nhp khu ca Hoa K giai on 1970-1998 nh sau: Ln Importst = 1 + 2 ln GDPt + 3 ln CPIt + ut (theo d liu trong file T10-12.txt thuc b d liu ca Gujarati).Trong : Imporst= Gi tr nhp khu ca Hoa K GDP= Tng sn phm quc ni ca Hoa K CPI= Ch s gi tiu dng ti Hoa K a)Trc khi chy hi qui anh/ch hy d bo du k vng ca 2 v3. L gii s la chn ca mnh 2: theo m hnh trn th hin tc tng ca gi tr nhp khu ca Hoa k khi tng sn phm quc ni tng 1%. D bo du k vng ca 2 s l s m v khi Tng sn phm quc ni tng ln nhu cu v hng nhp s gim v vy Gi tr nhp khu ca Hoa k s gim. 3: theo m hnh trn th hin tc tng ca gi tr nhp khu ca Hoa k khi ch s gi tiu dng tng 1%. D bo du k vng ca 3 s l s m v khi ch s gi tiu dng tng, kh nng mua ca ngi dn s thp v iu ny s nh hng ln kh nng tiu th hng nhp khu v v vy gi tr nhp khu ca Hoa k s gim. b)Hy c lng cc h s trong m hnh.Dependent Variable: LOG(IMPORTS) Method: Least Squares Date: 05/08/07 Time: 23:24 Sample: 1970 1998 Included observations: 29 VariableCoefficient Std. Error t-Statistic Prob. C1.975260 0.782070 2.525683 0.0180 LOG(GDP)1.043167 0.405783 2.570749 0.0162 LOG(CPI)0.446142 0.569840 0.782925 0.4407 R-squared0.982318 Mean dependent var12.49048 Adjusted R-squared0.980958 S.D. dependent var0.904848 S.E. of regression0.124862 Akaike info criterion-1.225512 Sum squared resid0.405356 Schwarz criterion-1.084068 Log likelihood20.76993 F-statistic722.2174 Durbin-Watson stat0.461405 Prob(F-statistic)0.000000 Sau khi chy m hnh log kp ta c : Ln Importst = 1.975 + 1.043 ln GDPt + 0.446 ln CPIt + tu c)T kt qu trn anh/ch c nghi ng c s a cng tuyn trong m hnh khng? Ti sao? Da vo m hnh trn, ta nghi ng c d a cng tuyn v: Du ca cc bin trong m hnh ngc vi du k vng. R2 = 0.98 l mt s ln trong khi tstat(CPI) = 0.782925 l mt s nh (hay ProbCPI = 0.4407) d)Thc hin tip cc hi qui sau: Ln Importst= A1 + A2 ln GDPt (1) Dependent Variable: LOG(IMPORTS) Method: Least Squares Date: 05/08/07 Time: 23:26 Sample: 1970 1998 Included observations: 29 VariableCoefficient Std. Error t-Statistic Prob. C1.407426 0.290493 4.844960 0.0000 LOG(GDP)1.359628 0.035525 38.27295 0.0000 R-squared0.981901 Mean dependent var12.49048 Adjusted R-squared0.981231 S.D. dependent var0.904848 I HC DN LP HNG VNGBi tp s 3 2S.E. of regression0.123964 Akaike info criterion-1.271175 Sum squared resid0.414912 Schwarz criterion-1.176879 Log likelihood20.43204 F-statistic1464.819 Durbin-Watson stat0.437805 Prob(F-statistic)0.000000 Ln Importst= B1 + B2 ln CPIt(2) Dependent Variable: LOG(IMPORTS) Method: Least Squares Date: 05/08/07 Time: 23:28 Sample: 1970 1998 Included observations: 29 VariableCoefficient Std. Error t-Statistic Prob. C3.898610 0.250312 15.57499 0.0000 LOG(CPI)1.905351 0.055221 34.50388 0.0000 R-squared0.977824 Mean dependent var12.49048 Adjusted R-squared0.977002 S.D. dependent var0.904848 S.E. of regression0.137220 Akaike info criterion-1.067993 Sum squared resid0.508390 Schwarz criterion-0.973697 Log likelihood17.48590 F-statistic1190.518 Durbin-Watson stat0.495763 Prob(F-statistic)0.000000 Ln GDPt = C1 + C2 ln CPIt(3) Dependent Variable: LOG(GDP) Method: Least Squares Date: 05/08/07 Time: 23:29 Sample: 1970 1998 Included observations: 29 VariableCoefficient Std. Error t-Statistic Prob. C1.843760 0.108024 17.06804 0.0000 LOG(CPI)1.398826 0.023831 58.69726 0.0000 R-squared0.992224 Mean dependent var8.151539 Adjusted R-squared0.991936 S.D. dependent var0.659461 S.E. of regression0.059218 Akaike info criterion-2.748702 Sum squared resid0.094684 Schwarz criterion-2.654406 Log likelihood41.85618 F-statistic3445.368 Durbin-Watson stat0.348619 Prob(F-statistic)0.000000 Da trn cc kt qu hi quy c c, anh/ ch nhn xt g v mc a cng tuyn trong b d liu? Gii thch s nhn xt ca mnh. Cn c vo m hnh (1) v m hnh (2) ta thy mi quan h gia GDP v CPI vi Imports l mi quan h thun iu ny c ngha GDP v CPI tng s lm cho Import tng. V vy, du k vng ti cu a l cha chnh xc. Mc khccncvom hnh(1)v m hnh(2), phng trnhhi qui giaImports vitng bin GDP v CPIc ngha v mt thng k (R2 ln v tstat ln). M hnh (3) th hin mi quan h gia 2 bin c lp GDP v CPI, ta thy m hnh ny c ngha v mt thng k iu ny c ngha c hin tng a cng tuyn trong m hnh gc. Mt khc, R2 trong m hnh 3 (R2hqp=0.992224) ln hn m hnh ban u (R2 = 0.982318) v ln nht trong cc m hnh v vy mc a cng tuyn gia hai bin GDP v CPI rt mnh. e)Gii s trong m hnh ban u (m hnh Ln Importst = 1 + 2 ln GDPt + 3 ln CPIt + ut c hin tng a cng tuyn nhng 2 v 3 u c ngha v mt thng k mc ngha 5% v thng k F cng c ngha. Trong trng hp ny, chng ta c nn lo lng v hin tng a cng tuyn khng? Trong trng hp trn chng ta khng cn phi lo lng v tstat >2 (do cu 2 v 3 u c ngha v mt thng k mc ngha 5%) v R2 ca m hnh cao hn R2 ca m hnh hi qui ph (do cu thng k F cng c ngha) I HC DN LP HNG VNGBi tp s 3 3Cu 2:(40 im) Xem xt d liu trong file Table7.3 thuc b d liu Gujarati. Trong : Y= GDP thc hng nm ca khu vc nng nghip i Loan (triu USD) X2= S ngy lao ng hng nm ca khu vc nng nghip i Loan (triu ngy cng lao ng) X3= Vn thc hng nm ca khu vc nng nghip i Loan (triu USD)

Cc anh/ch hy: a)c lng hm Cobb-Douglas c dng Y=AX22X33eui. Chuyn m hnh v hm log kep v c lng ta c : Dependent Variable: LOG(Y) Method: Least Squares Date: 05/09/07 Time: 20:40 Sample: 1958 1972 Included observations: 15 VariableCoefficient Std. Error t-Statistic Prob. C-3.338455 2.449508 -1.362908 0.1979 LOG(X2)1.498767 0.539803 2.776509 0.0168 LOG(X3)0.489858 0.102043 4.800487 0.0004 R-squared0.889030 Mean dependent var10.09653 Adjusted R-squared0.870535 S.D. dependent var0.207914 S.E. of regression0.074810 Akaike info criterion-2.170875 Sum squared resid0.067158 Schwarz criterion-2.029265 Log likelihood19.28156 F-statistic48.06885 Durbin-Watson stat0.891083 Prob(F-statistic)0.000002 LOG(Y) = -3.338455 + 1.498767 LOG(X2) + 0.489858 LOG(X3) + tu b)Hy gii thch cc h s c lng 1, 2, 3 theo ngha kinh t 1 = -3.338455 khng c cch gii thch v cn n cha bin b st ngoi m hnh. 2 = 1.498767 co gin ring phn ca GDP thc hng nm (triu USD) theo s ngy lao ng hng nm (triu ngycnglaong)ca khuvc nng nghipiLoan.iunycngha:ginhplngvnthchng nmkhngi,cnctheodliumutacnugiatngsngylaonghngnmcakhuvcnng nghip i Loan ln 1% th GDP thc hng nm ca khu vc nng nghip i Loan s tng 1.498767% 3 = 0.489858 co gin ring phn ca GDP thc hng nm (triu USD) theo vn thc hng nm (triu USD) ca khu vcnng nghipi Loan. iu nyc nghagi nhp lngsngy lao ng hng nmca khu vc nng nghip i Loan khng i, cn c theo d liu mu ta c nu gia tng vn thc hng nm ca khu vc nng nghip i Loan ln 1% th GDP thc hng nm ca khu vc nng nghip i Loan s tng 0.489858% c)Khu vc nng nghip i Loan c pht trin hiu qu khng? Gii thch v sao anh/ch li c nhn nh nh vy. Ngoi nhng l do pht trin do vn v lao ng cc anh ch cn c gi thit no v cc nguyn nhn khc tc ng n s pht trin ca khu vc nng nghip khng ? kim nh Khu vc nng nghip i Loan pht trin c hiu qu khng? Ta thc hin vc kim nh Wald vi: H0 : 1 + 3 = 1 H1 : 1 + 3 1 Wald Test: Equation: Untitled Test StatisticValuedfProbabilityF-statistic4.344966 (1, 12)0.0592Chi-square4.344966 10.0371 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.-1 + C(2) + C(3)0.988625 0.474284Restrictions are linear in coefficients. CnctheobngtrntacP=0.0592 1. V vy, ta c m hnh tng theo qui m vi mc ngha = 10% Ngoi nhng l do pht trin do vn v lao ng cc nguyn nhn khc tc ng n s pht trin ca khu vc nng nghipbaogm:sphttrincalnhvccngnghip,khoahckthutlinquannnngnghip,thitit_kh hu, I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh1 Mn hc: KINH T LNG Lp: 04QK (Nm hc 2006 2007) Gi p n Bi tp s 1: M HNH HI QUI N BIN Ngy pht: Th By, ngy 31 thng 03 nm 2007 Ngy np: Th By, ngy 07 thng 04 nm 2007 Cu 1: (10im) Chng minh cng thc xc nh h s tng quan n bin sau: SSTSSRS SSry xxy= =GII : Ta c =2i2ii iy xxy) Y Y ( ) X X () Y Y )( X X (S SS(1) Ngoi ra:SSR = 2i) Y Y(SST = 2i) Y Y (m i 2 1 iX Y + =X Y2 1 = = = 2ii i2xxy2) X X () Y Y )( X X (SS ) X X ( Y X X Y X Yi 2 i 2 2 i 2 1 i + = + = + = SSR = = = +2i22ii i 2i222i 2) X X () X X () Y Y )( X X () X X ( ) Y ) X X ( Y (Do : ( ) = =2i2i2i i2i2i22ii i) Y Y ( ) X X () Y Y )( X X () Y Y () X X () X X () Y Y )( X X (SSTSSR ( ) = =2i2ii i2i2i2i i) Y Y ( ) X X () Y Y )( X X () Y Y ( ) X X () Y Y )( X X (SSTSSR(2) T (1) v (2) ta c: SSTSSRS SSry xxy= = I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh2Cu 2: (70 im) Mt sinh vin tin hnh nghin cu mi quan h gia thu nhp trung bnh hng nm ca Cha M v im trung bnh hc tp ca sinh vin. D liu thu thp t mu gm 8 sinh vin v c kt qu nh sau: STTBin Y IM TRUNG BNH TB Bin X THU NHP TRUNG BNH HNG NM TN - Triu ng 110.00105 27.5075 38.7545 45.0045 57.5060 68.7590 76.2530 86.2560 a)Tnh cc tr thng k tng hp cho bin thu nhp trung bnh hng nm v bin im trung bnh. (10 im) Cch 1: Dng cc hm ca Excel: Cch 2: Dng Data analysis trong excel: -Chn Descriptive Statistics cho phn thng k m t -Chn Correlation cho phn tnh gi tr tng quan -H s bin thin p dng cng thc binh trung tri a Gichuan lechDov =I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh3 Cch 3: Dng Eveiw: Vo view /Decriptive Stats/ common sampleVo view /correlations Cc gi tr thng k cn li phi t tnh bng tay KT QU: TR THNG K TNG HPBIN TBBIN TN S ln quan st (n)88 Trung bnh7.563.75 Trung v7.560 Yu v7.545 Gi tr ln nht10105 Gi tr nh nht530 Khong575 Phng sai2.678571429626.7857 lch chun1.63663417725.03569 H s bin thin 0.2182180.392717 H s tng quan0.719092 I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh4 b)V th phn tn im cho tp d liu t xc nh ng hi qui. (5im) Bng Excel TH PHN TNy = 0.047x + 4.50320246810120 20 40 60 80 100 120Bin TNBin TB Bng Eveiws I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh5c)Da vo cng thc l thuyt, hy lp bng xc nh cc tham s 1 , 2(10im) Cch 1: Theo cng thc ta c: = = 2ii ixxy2) X X () Y Y )( X X (SSX Y2 1 = p dng theo cng thc: 5 . 438725 . 206) X X () Y Y )( X X (SS2ii ixxy2= = = =0.047009 X Y2 1 = = 7.5 0.047*63.75 = 4.503205 Cch 2: Theo cng thc ta c: = 2 2ii i2X n XY X n Y XX Y2 1 = p dng theo cng thc: == 2 2 2ii i275 . 63 * 8 3690075 . 63 * 5 . 7 * 8 25 . 4031X n XY X n Y X=0.047009 X Y2 1 = = 7.5 0.047*63.75 = 4.503205 Vy phng trnh hi qui: iY = 4.503205 + 0.047009Xi

STTBin YBin X (Yi- Y) (Xi- X) (Yi- Y)(Xi- X)(Xi- X)2 1101052.5 41.25 103.125 1701.56327.5750 11.25 0 126.562538.75451.25 -18.75 -23.4375 351.56254545-2.5 -18.75 46.875 351.562557.5600 -3.75 0 14.062568.75901.25 26.25 32.8125 689.062576.2530-1.25 -33.75 42.1875 1139.06386.2560-1.25 -3.75 4.6875 14.0625TNG605100 0 206.25 4387.5Mean7.563.75 STTBin YBin XXiYiXi21101051050 11025 27.575562.5 5625 38.7545393.75 2025 4545225 2025 57.560450 3600 68.7590787.5 8100 76.2530187.5 900 86.2560375 3600 TNG60 510 4031.25 36900 Mean7.5 63.75I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh6d)Da vo cc hm trong Excel hy cc nh cc tham s 1 , 2(5im) Dng hm INTERCEPT ta xc nh c: 1 = 4.503205Dng hm SLOPE ta xc nh c:2 = 0.047009 Vy phng trnh hi qui:Yi = 4.503205 + 0.047009Xi + iu e)S dng data analysis trong Excel xc nh li phng trnh hi qui (5im) Kt qu sau khi s dng data analysis: SUMMARY OUTPUT Regression Statistics Multiple R0.719092 R Square0.517094 Adjusted R Square0.43661 Standard Error1.228447 Observations8 ANOVA dfSSMSFSignificance F Regression19.695513 9.695513 6.424779 0.044396Residual69.054487 1.509081Total718.75 Coefficients Standard Errort StatP-valueLower 95%Upper 95% Intercept4.5032051.259551 3.575245 0.01171 1.421191 7.585219X0.0470090.018546 2.534715 0.044396 0.001628 0.092389 Vy phng trnh hi qui: iY = 4.503205 + 0.047009Xi

I HC DN LP HNG VNGBi tp s 1 Khoa Qun Tr Kinh Doanh GV: Nguyn Th Mai Bnh7f)Tnh li cc tham s 1 , 2bng Eview (10im) Dependent Variable: Y Method: Least Squares Date: 04/05/07 Time: 00:02 Sample: 1 8 Included observations: 8 VariableCoefficient Std. Error t-StatisticProb. C4.503205 1.259551 3.5752450.0117 X0.047009 0.018546 2.5347150.0444 R-squared0.517094 Mean dependent var7.500000 Adjusted R-squared0.436610 S.D. dependent var1.636634 S.E. of regression1.228447 Akaike info criterion3.461696 Sum squared resid9.054487 Schwarz criterion3.481556 Log likelihood-11.84678 F-statistic6.424779 Durbin-Watson stat3.055480 Prob(F-statistic)0.044396 Vy phng trnh hi qui: iY = 4.503205128 + 0.04700854701*Xi g)Gii thch ngha ca cc tham s 1 , 2trong phng trnh hi qui (10im) 2 = 0.047 : nh hng cn bin ca bin thu nhp trung bnh hng nm ca cha m ln bin im trung bnh ca sinh vin; ngha l: khi thu nhp trung bnh hng nm ca cha m tng ln 1 triungththeothngtincamuimtrungbnhcasinhvinstnglntrungbnhl 0.047 im. 1 = 4.5 : tung gc ca ng hi qui tng th, khng c cch gii thch cho 1v cn n cha bin b st (ngoi m hnh) h)HykimnhgithuytchorngtrungbnhhngnmcaChaMcnhhng n thu nhp im trung bnh ca sinh vin (10im) H0 : 2 = 0 X khng nh hng i vi Y H1 : 2 0 X c nh hng i vi Y Ta c:-Pvalue = 0.044396 < 0.05-Tstat = 2.534715 > T6,0.025 = 2.447 -Lower 95% =0.001628; Upper 95% = 0.092389 cng du bc b H0 : vy thu nhp c nh hng ln im trung bnh ca sinh vin. i)Phng trnh s thay i nh th no nu bin thu nhp uc thay i theo n v tnh l ngn ng (5 im) Gi X* l bin thu nhp c tnh theo n v ngn ng, ta c: Xi* = 1000Xi Xi =1000 Xi* Vy phng trnh hi qui lc ny s l: iY = 4.503205128 + 47Xi*

1 TRNG I HC DN LP HNG VNG KHOA QUN TR KINH DOANH MN HC: KINH T LNG _ 1 K THI: CHNHLP: 04QK NGY THI: 02/07/2007Thi gian lm bi: 90 pht (Sinh vin c s dng ti liu) CB ra : Nguyn Th Mai Bnh Ngy ra : 25/06/2007 K tn: Trng Khoa: Ngy duyt : K tn: Cu 1:(25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau: Y= lng tht g tiu th bnh qun u ngi (pound) X2= thu nhp kh dng bnh qun u ngi (USD) X3= Gi bn l ca tht g (cent/pound) X4= Gi bn l ca tht b (cent/pound) X5= Gi bn l ca tht heo (cent/pound) X6= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) 1. Hygiithchmiquanhkvnggialngthtgtiuthbnhqunungi vi cc bin cn li. 2. Nhn xt cc kh nng xy ra hin tng a cng tuyn trong m hnh 1.1 3. Trong m hnh 1.1, cc bin no khng c ngha v mt thng k (khng nh hng nlngthtgtiuthbnhqunungi)vimcngha10%.Hychobit nn thc hin kim nh no bit c c nn b cc bin trn ra khi m hnh 1.1 4. Vic xy dng m hnh t m hnh 1.1 n m hnh 1.2 c tn gi l g? Hy gii thch ngha cc tham s ca m hnh ph hp nht. 5. Theoktqutrongmhnh1.3vmhnh1.4,mhnhnycbbnh phngsai thayihaytngquanchuikhng?Hyvitcckimnhcnthitvchokt lun vi mc ngha 10%M hnh 1.1 Dependent Variable: Y Method: Least Squares Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C38.596914.214488 9.158150 0.0000X20.0048890.004962 0.985370 0.3383X3-0.6518880.174400 -3.737889 0.0016X40.2432420.089544 2.716443 0.0147X50.1043180.070644 1.476674 0.1580X6-0.0711100.098381 -0.722805 0.4796R-squared0.944292 Mean dependent var39.66957Adjusted R-squared0.927908 S.D. dependent var7.372950S.E. of regression1.979635 Akaike info criterion 4.423160Sum squared resid66.62224 Schwarz criterion4.719376Log likelihood-44.86635 F-statistic57.63303Durbin-Watson stat1.100559 Prob(F-statistic)0.0000002 M hnh 1.2 Dependent Variable: Y Method: Least Squares Date: 06/18/07 Time: 16:17 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C35.680843.399337 10.49641 0.0000X3-0.6540970.157564 -4.151300 0.0005X40.2325280.054387 4.275460 0.0004X50.1154220.024303 4.749224 0.0001R-squared0.939235 Mean dependent var39.66957Adjusted R-squared0.929641 S.D. dependent var7.372950S.E. of regression1.955702 Akaike info criterion 4.336146Sum squared resid72.67063 Schwarz criterion4.533624Log likelihood-45.86568 F-statistic97.89329Durbin-Watson stat1.251523 Prob(F-statistic)0.000000M hnh 1.3 White Heteroskedasticity Test: F-statistic2.057006 Probability0.116679 Obs*R-squared10.01575 Probability0.123990 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/18/07 Time: 16:20 Sample: 1960 1982 Included observations: 23 VariableCoefficient Std. Error t-Statistic Prob. C9.104201 22.91467 0.397309 0.6964 X3-0.615702 1.217573 -0.505680 0.6200 X3^20.008291 0.013154 0.630327 0.5374 X4-0.330705 0.251955 -1.312556 0.2078 X4^20.001315 0.001247 1.055248 0.3070 X50.318804 0.192811 1.653455 0.1177 X5^2-0.001030 0.000552 -1.865428 0.0806 R-squared0.435468 Mean dependent var3.159593 Adjusted R-squared0.223768 S.D. dependent var2.772478 S.E. of regression2.442665 Akaike info criterion4.869847 Sum squared resid95.46582 Schwarz criterion5.215432 Log likelihood-49.00324 F-statistic2.057006 Durbin-Watson stat3.388400 Prob(F-statistic)0.116679 3 M hnh 1.4 ARCH Test: F-statistic2.755840 Probability0.090344Obs*R-squared4.922885 Probability0.085312Test Equation: Dependent Variable: RESID^2 Method: Least Squares Sample(adjusted): 1962 1982 Included observations: 21 after adjusting endpoints VariableCoefficient Std. Error t-Statistic Prob. C2.419992 1.227792 1.971012 0.0643RESID^2(-1)-0.179824 0.223909 -0.803112 0.4324RESID^2(-2)0.432665 0.224016 1.931405 0.0693R-squared0.234423 Mean dependent var3.193872Adjusted R-squared0.149359 S.D. dependent var2.862108S.E. of regression2.639728 Akaike info criterion 4.910792Sum squared resid125.4269 Schwarz criterion5.060010Log likelihood-48.56332 F-statistic2.755840Durbin-Watson stat2.039475 Prob(F-statistic)0.090344 Cu 2: (25 im) M hnh sau th hin s lng pht minh (patents) c ph thuc vo chi ph nghin cu (r_d) khng ca M t nm 1960 n nm 1993? PATENTS = 1 + 2*r_d + ui 1. M hnh 2.1 th hin kt qu ca phng trnh trn. Anh ch c nhn xt g v m hnh ny. Gii thch ngha cc tham s hi qui vi mc ngha 10% 2. Mt sinh vin cho rng m hnh ny c th b bnh nn thc hin cc php kim nh trongccmhnh2.2,mhnh2.4.Theoccanhchccmhnhtrndngxc nh bnh g? y l cc php kim nh g, nu r cc gii thuyt v cn c theo m hnh trn cc anh ch hy cho bit m hnh trn c b bnh g khng?3. Nu m hnh trn c bnh cc anh ch hy xut cc phng n tr bnh.4. Mt sinh vin khc cho rng m hnh 2.5 mi ph hp, mi c th gii thch c s phtminhtrongnm,vthngthngchiphnghincuphibratrcmtthi gian lu mi c pht minh. Hy vit phng trnh hi qui ca m hnh 2.5 v gii thch ngha ca cc tham s trong m hnh ny M hnh 2.1 Dependent Variable: PATENTS Method: Least Squares Sample: 1960 1993 Included observations: 34 VariableCoefficientStd. Error t-Statistic Prob. C34.571066.357873 5.437521 0.0000R_D0.7919350.056704 13.96621 0.0000R-squared0.859065 Mean dependent var119.2382Adjusted R-squared0.854661 S.D. dependent var29.30583S.E. of regression11.17237 Akaike info criterion 7.721787Sum squared resid3994.300 Schwarz criterion7.811573Log likelihood-129.2704 F-statistic195.0551Durbin-Watson stat0.233951 Prob(F-statistic)0.000000 4 M hnh 2.2 White Heteroskedasticity Test: F-statistic15.20805 Probability0.000025Obs*R-squared16.83838 Probability0.000221 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 14:20 Sample: 1960 1993 Included observations: 34 VariableCoefficientStd. Error t-Statistic Prob. C-48.61731291.2415 -0.166931 0.8685R_D-0.1842975.391059 -0.034186 0.9729R_D^20.0147790.023015 0.642148 0.5255R-squared0.495246 Mean dependent var117.4794Adjusted R-squared0.462682 S.D. dependent var159.7993S.E. of regression117.1361 Akaike info criterion 12.44865Sum squared resid425346.5 Schwarz criterion12.58333Log likelihood-208.6270 F-statistic15.20805Durbin-Watson stat0.701249 Prob(F-statistic)0.000025 M hnh 2.3 ARCH Test: F-statistic19.44519 Probability0.000001Obs*R-squared21.19166 Probability0.000096 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 14:22 Sample(adjusted): 1963 1993 Included observations: 31 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C40.4437623.19014 1.744007 0.0925RESID^2(-1)1.1267190.194408 5.795642 0.0000RESID^2(-2)-0.1649660.295114 -0.558989 0.5808RESID^2(-3)-0.2265310.222582 -1.017742 0.3178R-squared0.683602 Mean dependent var126.5505Adjusted R-squared0.648447 S.D. dependent var164.6867S.E. of regression97.64593 Akaike info criterion 12.12049Sum squared resid257437.6 Schwarz criterion12.30552Log likelihood-183.8676 F-statistic19.44519Durbin-Watson stat1.874774 Prob(F-statistic)0.000001 5 M hnh 2.4 M hnh 2.5 Dependent Variable: PATENTS Method: Least Squares Date: 06/24/07 Time: 14:46 Sample(adjusted): 1965 1993 Included observations: 29 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C23.058773.797622 6.071896 0.0000R_D-0.6388860.329181 -1.940834 0.0636R_D(-1)0.8676020.392614 2.209809 0.0365R_D(-5)0.8011550.120858 6.628897 0.0000R-squared0.970180 Mean dependent var124.3690Adjusted R-squared0.966602 S.D. dependent var28.72687S.E. of regression5.249859 Akaike info criterion 6.281722Sum squared resid689.0256 Schwarz criterion6.470314Log likelihood-87.08496 F-statistic271.1256Durbin-Watson stat0.771080 Prob(F-statistic)0.000000 Cu 3:(25 im) Xem xt d liu v cc yu t nh hng n gi nh, trong : Price = gi nh Baths= s phng tm Bedrms= s phng ng Pool= nhn gi tr 1 nu nh c h bi v gi tr 0 cho trng hp ngc li Sqft= din tch nh 1. Hy cho bit du k vng ca cc bin c lp theo gi nh v gii thch ti sao? 2. Sau khi chy m hnh hi qui ta c m hnh 3.1. Theo cc anh ch m hnh trn ti u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun trn. Nu m hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%) 3. Mt bn sinh vin cho rng gi ca nh c h bi s ln hn nhiu so vi nh khng chbi.Bnchymhnhhiqui3.2.Anh/chhyvitphngtrnhhiquica m hnh trn. Gii thch ngha ca cc tham s hi qui ca m hnh trn, cho bit bn sinh vin trn nghi ng ng khng? (vi = 5%) 4. Mtsinhvinkhckhngngnnchymhnh3.3,anh/chhyvitphng trnh hi qui cho m hnh trn v gii thch ngha ca cc tham s ca m hnh trn. 6 M hnh 3.1 Dependent Variable: PRICE Method: Least Squares Date: 06/24/07 Time: 18:31 Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C37.13639 77.84472 0.477057 0.6447SQFT0.150165 0.025277 5.940775 0.0002POOL51.71619 19.48606 2.654009 0.0263BEDRMS-1.115661 22.69072 -0.049168 0.9619BATHS-8.911095 34.16784 -0.260804 0.8001R-squared0.907988 Mean dependent var317.4929Adjusted R-squared0.867094 S.D. dependent var88.49816S.E. of regression32.26309 Akaike info criterion 10.05818Sum squared resid9368.164 Schwarz criterion10.28641Log likelihood-65.40725 F-statistic22.20343Durbin-Watson stat2.472615 Prob(F-statistic)0.000111M hnh 3.2 Dependent Variable: PRICE Method: Least Squares Sample: 1 14 Included observations: 14 VariableCoefficient Std. Error t-Statistic Prob. C22.67277 29.50580 0.768417 0.4584POOL52.78980 16.48172 3.202931 0.0084SQFT0.144415 0.014185 10.18086 0.0000R-squared0.907132 Mean dependent var317.4929Adjusted R-squared0.890247 S.D. dependent var88.49816S.E. of regression29.31856 Akaike info criterion 9.781728Sum squared resid9455.359 Schwarz criterion9.918669Log likelihood-65.47210 F-statistic53.72383Durbin-Watson stat2.526380 Prob(F-statistic)0.000002M hnh 3.3 Dependent Variable: PRICE Method: Least Squares Date: 06/24/07 Time: 18:40 Sample: 1 14 Included observations: 14 VariableCoefficientStd. Error t-Statistic Prob. C42.7964322.36292 1.913723 0.0820SQFT0.1329270.011257 11.80854 0.0000POOL*SQFT0.0318570.006697 4.757055 0.0006R-squared0.941294 Mean dependent var317.4929Adjusted R-squared0.930620 S.D. dependent var88.49816S.E. of regression23.31047 Akaike info criterion 9.323092Sum squared resid5977.157 Schwarz criterion9.460032Log likelihood-62.26164 F-statistic88.18710Durbin-Watson stat2.756228 Prob(F-statistic)0.000000 7 Cu 4:(25im)CdliunhpkhucaMgiaion1970-1998baogmccbin: gitrnhpkhu(Impost),tngsnphmqucni(GDP),chsgitiudngti(CPI) (vi = 5%)1. Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn c lng. 2. Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v gii thch ngha ca cc tham s t m hnh trn. 3. Theo cc anh ch m hnh trn c b nhng bnh no khng? Ti sao (anh ch hy cho bit r anh ch da trn m hnh no).4.Mt bn sinh vin chy th m hnh 4.6 v nhn thy rng m hnh ny cng rt c nghakinht.Ccanh/chhyvitphngtrnhhiquichotrnghpnyvgii thch ngha ca m hnh M hnh 4.1 Dependent Variable: LOG(IMPORTS) Included observations: 29 VariableCoefficientStd. Error t-Statistic Prob. C1.9752600.782070 2.525683 0.0180LOG(GDP)1.0431670.405783 2.570749 0.0162LOG(CPI)0.4461420.569840 0.782925 0.4407R-squared0.982318 Mean dependent var12.49048Adjusted R-squared0.980958 S.D. dependent var0.904848S.E. of regression0.124862 Akaike info criterion-1.225512Sum squared resid0.405356 Schwarz criterion-1.084068Log likelihood20.76993 F-statistic722.2174Durbin-Watson stat0.461405 Prob(F-statistic)0.000000M hnh 4.2 Dependent Variable: LOG(IMPORTS) Included observations: 29 VariableCoefficientStd. Error t-Statistic Prob. C1.4074260.290493 4.844960 0.0000LOG(GDP)1.3596280.035525 38.27295 0.0000R-squared0.981901 Mean dependent var12.49048Adjusted R-squared0.981231 S.D. dependent var0.904848S.E. of regression0.123964 Akaike info criterion-1.271175Sum squared resid0.414912 Schwarz criterion-1.176879Log likelihood20.43204 F-statistic1464.819Durbin-Watson stat0.437805 Prob(F-statistic)0.000000M hnh 4.3 Dependent Variable: LOG(GDP) Included observations: 29 VariableCoefficientStd. Error t-Statistic Prob. C1.8437600.108024 17.06804 0.0000LOG(CPI)1.3988260.023831 58.69726 0.0000R-squared0.992224 Mean dependent var8.151539Adjusted R-squared0.991936 S.D. dependent var0.659461S.E. of regression0.059218 Akaike info criterion-2.748702Sum squared resid0.094684 Schwarz criterion-2.654406Log likelihood41.85618 F-statistic3445.368Durbin-Watson stat0.348619 Prob(F-statistic)0.000000 8 M hnh 4.4 ARCH Test: F-statistic13.91597 Probability0.000941Obs*R-squared9.761685 Probability0.001782Test Equation: Dependent Variable: RESID^2 Included observations: 28 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C0.0048560.003140 1.546636 0.1340RESID^2(-1)0.4970530.133243 3.730411 0.0009R-squared0.348632 Mean dependent var0.012049Adjusted R-squared0.323579 S.D. dependent var0.015941S.E. of regression0.013111 Akaike info criterion-5.761993Sum squared resid0.004469 Schwarz criterion-5.666835Log likelihood82.66790 F-statistic13.91597Durbin-Watson stat2.281743 Prob(F-statistic)0.000941M hnh 4.5 White Heteroskedasticity Test: F-statistic6.900450 Probability0.000760Obs*R-squared15.51210 Probability0.003749Test Equation: Dependent Variable: RESID^2 Included observations: 29 VariableCoefficientStd. Error t-Statistic Prob. C2.9652531.415342 2.095079 0.0469LOG(GDP)-1.4969920.880977 -1.699240 0.1022(LOG(GDP))^20.0885700.054122 1.636488 0.1148LOG(CPI)1.4466931.006745 1.437000 0.1636(LOG(CPI))^2-0.1554740.113389 -1.371162 0.1830R-squared0.534900 Mean dependent var0.013978Adjusted R-squared0.457383 S.D. dependent var0.018785S.E. of regression0.013838 Akaike info criterion-5.567255Sum squared resid0.004596 Schwarz criterion-5.331514Log likelihood85.72520 F-statistic6.900450Durbin-Watson stat1.283364 Prob(F-statistic)0.000760M hnh 4.6 Dependent Variable: IMPORTS Method: Least Squares Sample: 1970 1998 Included observations: 29 VariableCoefficientStd. Error t-Statistic Prob. C7889.07923830.52 0.331049 0.7433GDP161.772912.87470 12.56517 0.0000CPI-3187.405747.0033 -4.266922 0.0002R-squared0.990295 Mean dependent var365956.7Adjusted R-squared0.989548 S.D. dependent var258667.0S.E. of regression26444.81 Akaike info criterion23.30120Sum squared resid1.82E+10 Schwarz criterion23.44265Log likelihood-334.8675 F-statistic1326.458Durbin-Watson stat0.430900 Prob(F-statistic)0.000000 1TRNG I HC DN LP HNG VNG KHOA QUN TR KINH DOANH MN HC: KINH T LNG K THI: CHNHLP: 04QK NGY THI: 02/07/2007Thi gian lm bi: 90 pht (Sinh vin c s dng ti liu) CB ra : Nguyn Th Mai Bnh Ngy ra : 25/06/2007 K tn: Trng Khoa: Ngy duyt : K tn: Cu 1:(25 im) Ngi ta cho rng s lng nng dn l mt hm theo thi gian nh sau: FARMPOP = 1 + 2t + ui ViFarmpoplslngnngdnhngnm(triungi),tlthigiantnhbngnm (nm gc l 1948) 1. M hnh 1.1 th hin mi quan h ca 2 bin ny. Anh ch c nhn xt g v m hnh ny. 2. Mt sinh vin cho rng m hnh ny c th b bnh nn thc hin cc php kim nh trongccmhnh1.2,mhnh1.3.Theoccanhchylccphpkimnhg, nu r cc giithuyt v cn c theo m hnhtrncc anhch hy cho bitmhnh trn c b bnh g khng ?3. Nu m hnh trn c bnh cc anh ch hy xut cc phng n trbnh, nu c th cch lm trn Eview. 4. Mt sinh vin sut mt m hnh 1.5, cc anh ch hy vit phng trnh hi qui ca m hnh ny. Gii thch ngha ca cc tham s. 5. Nu m hnh 1.1 v m hnh 1.5 u l m hnh tt, anh/ch s chn m hnh no ti sao ? M hnh 1.1 Dependent Variable: FARMPOP Method: Least Squares Date: 06/24/07 Time: 22:28 Sample: 1948 1991 Included observations: 44 VariableCoefficientStd. Error t-Statistic Prob. C13.777270.436669 31.55083 0.0000TIME-0.3248480.016902 -19.22003 0.0000R-squared0.897912 Mean dependent var6.468182Adjusted R-squared0.895481 S.D. dependent var4.403581S.E. of regression1.423649 Akaike info criterion 3.588713Sum squared resid85.12467 Schwarz criterion3.669813Log likelihood-76.95169 F-statistic369.4094Durbin-Watson stat0.055649 Prob(F-statistic)0.000000 2M hnh 1.2 White Heteroskedasticity Test: F-statistic11.44909 Probability0.000112Obs*R-squared15.76759 Probability0.000377 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 22:33 Sample: 1948 1991 Included observations: 44 VariableCoefficientStd. Error t-Statistic Prob. C5.8313470.882837 6.605233 0.0000TIME-0.4276810.090491 -4.726203 0.0000TIME^20.0085780.001950 4.399515 0.0001R-squared0.358354 Mean dependent var1.934652Adjusted R-squared0.327054 S.D. dependent var2.272213S.E. of regression1.863970 Akaike info criterion 4.149041Sum squared resid142.4498 Schwarz criterion4.270690Log likelihood-88.27890 F-statistic11.44909Durbin-Watson stat0.228543 Prob(F-statistic)0.000112 M hnh 1.3 ARCH Test: F-statistic65.37809 Probability0.000000Obs*R-squared32.35087 Probability0.000000 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 22:38 Sample(adjusted): 1950 1991 Included observations: 42 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C0.4013110.156859 2.558421 0.0145RESID^2(-1)1.1041400.150129 7.354617 0.0000RESID^2(-2)-0.3695260.125582 -2.942499 0.0055R-squared0.770259 Mean dependent var1.566134Adjusted R-squared0.758477 S.D. dependent var1.533479S.E. of regression0.753628 Akaike info criterion 2.340914Sum squared resid22.15026 Schwarz criterion2.465033Log likelihood-46.15919 F-statistic65.37809Durbin-Watson stat1.731535 Prob(F-statistic)0.000000 3M hnh 1.4 M hnh 1.5 Dependent Variable: FARMPOP Method: Least Squares Date: 06/24/07 Time: 22:45 Sample(adjusted): 1949 1991 Included observations: 43 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C0.0158450.065766 0.240926 0.8108FARMPOP(-1)0.9455910.008344 113.3206 0.0000R-squared0.996817 Mean dependent var6.232558Adjusted R-squared0.996740 S.D. dependent var4.165603S.E. of regression0.237849 Akaike info criterion 0.011034Sum squared resid2.319460 Schwarz criterion0.092951Log likelihood1.762760 F-statistic12841.56Durbin-Watson stat2.259070 Prob(F-statistic)0.000000 Cu 2:(25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau: Y= lng tht g tiu th bnh qun u ngi (pound) X2= thu nhp kh dng bnh qun u ngi (USD) X3= Gi bn l ca tht g (cent/pound) X4= Gi bn l ca tht b (cent/pound) X5= Gi bn l ca tht heo (cent/pound) X6= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) 1. Csinhvinchorngnnsdngmhnhnhmhnh2.1trongtrnghpny miphhp.Ccanhchhychobitmhnhtrnctngilgvvitphng trnh tng qut cho m hnh trn (m hnh cn cha , cha c lng). 2. Nhn vo tt c cc m hnh bn di, cc anh ch hy gii thch kh nng xy ra hin tng a cng tuyn trong m hnh.3. Trong m hnh 2.1, cc bin no khng c ngha v mt thng k (khng nh hng nlngthtgtiuthbnhqunungi)vimcngha10%.Hychobit nn thc hin kim nh no bit c c nn b cc bin trn ra khi m hnh 2.1 4. Vic xy dng m hnh t m hnh 2.1 n m hnh 2.2 c tn gi l g? Hy gii thch ngha cc tham s ca m hnh ph hp nht. 5. Tht b v tht heo l sn phm thay th hay sn phm b sung cho tht g ti sao? 4M hnh 2.1 Dependent Variable: LOG(Y) Method: Least Squares Date: 06/24/07 Time: 17:42 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C3.6911200.130009 28.39131 0.0000X28.93E-050.000153 0.583111 0.5675X3-0.0200550.005380 -3.727807 0.0017X40.0075870.002762 2.746759 0.0138X50.0021590.002179 0.990578 0.3358X6-0.0010340.003035 -0.340789 0.7374R-squared0.918170 Mean dependent var3.663887Adjusted R-squared0.894102 S.D. dependent var0.187659S.E. of regression0.061068 Akaike info criterion-2.534202Sum squared resid0.063398 Schwarz criterion-2.237986Log likelihood35.14332 F-statistic38.14961Durbin-Watson stat1.085059 Prob(F-statistic)0.000000M hnh 2.2 Dependent Variable: LOG(Y) Method: Least Squares Date: 06/24/07 Time: 17:45 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C3.6430900.101783 35.79265 0.0000X3-0.0202430.004718 -4.290722 0.0004X40.0075550.001628 4.639375 0.0002X50.0024860.000728 3.416905 0.0029R-squared0.915907 Mean dependent var3.663887Adjusted R-squared0.902629 S.D. dependent var0.187659S.E. of regression0.058558 Akaike info criterion-2.680835Sum squared resid0.065151 Schwarz criterion-2.483358Log likelihood34.82960 F-statistic68.98016Durbin-Watson stat1.192238 Prob(F-statistic)0.000000M hnh 2.4 Dependent Variable: X6 Method: Least Squares Date: 06/24/07 Time: 17:51 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C8.3843092.787759 3.007544 0.0070X40.4710120.084852 5.550997 0.0000X50.4572250.058035 7.878419 0.0000R-squared0.987001 Mean dependent var107.8565Adjusted R-squared0.985702 S.D. dependent var39.81467S.E. of regression4.760880 Akaike info criterion6.079850Sum squared resid453.3196 Schwarz criterion6.227958Log likelihood-66.91827 F-statistic759.3155Durbin-Watson stat1.438027 Prob(F-statistic)0.000000 5M hnh 2.3 X2X3X4X5X6Y X2 1.000000 0.931681 0.957131 0.985878 0.982757 0.947171 X3 0.931681 1.000000 0.970112 0.928469 0.944529 0.839958 X4 0.957131 0.970112 1.000000 0.940567 0.972965 0.912392 X5 0.985878 0.928469 0.940567 1.000000 0.983349 0.935355 X6 0.982757 0.944529 0.972965 0.983349 1.000000 0.937413 Y 0.947171 0.839958 0.912392 0.935355 0.937413 1.000000 M hnh 2.5 Dependent Variable: X6 Method: Least Squares Date: 06/24/07 Time: 17:53 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C42.306013.116342 13.57553 0.0000X20.0633300.002600 24.35654 0.0000R-squared0.965811 Mean dependent var107.8565Adjusted R-squared0.964183 S.D. dependent var39.81467S.E. of regression7.535030 Akaike info criterion 6.959944Sum squared resid1192.310 Schwarz criterion7.058683Log likelihood-78.03936 F-statistic593.2412Durbin-Watson stat0.926017 Prob(F-statistic)0.000000 Cu 3:(25im)CdliuvnnkinhtSingaporegiaion19611987baogm cc bin GDP, vn (capital) v lao ng (Employment). C quan im cho rng nn kinh t Singapore pht trin khng hiu qu trong giai on ny tng trng n thun ch do tng cc yu t u vo l vn v lao ng hoc hiu sut khng thay i theo qui m. (vi = 5%) 1. Theo cc anh ch du k vng ca cc bin c lp ny nh th no. 2. Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn c lng. 3. Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v gii thch ngha ca cc tham s t m hnh trn. 4. Cc anh ch hy vit cc kim nh gi thuyt cho quan im ni trn. Gi s cc anh ch ang ngi trn my tnh hy vit cc bc ca vic kim nh v cn c vo mt trong s cc m hnh pha di cho bit pht biu trn ng hay sai (anh ch hy cho bit r anh ch da trn m hnh no).5.Mt bn sinh vin chy th m hnh 3.6 v nhn thy rng m hnh ny cng rt c nghakinht.Ccanh/chhyvitphngtrnhhiquichotrnghpnyvgii thch ngha ca m hnh M hnh 3.1 Dependent Variable: GDP Method: Least Squares Date: 06/24/07 Time: 20:23 Sample: 1 27 Included observations: 27 VariableCoefficientStd. Error t-Statistic Prob. C114.3376173.4314 0.659267 0.5160 6CAPITAL0.4710430.112439 4.189327 0.0003EMPLOYMENT2.3381361.038966 2.250445 0.0339R-squared0.959805 Mean dependent var2340.201Adjusted R-squared0.956455 S.D. dependent var2251.659S.E. of regression469.8642 Akaike info criterion 15.24720Sum squared resid5298536. Schwarz criterion15.39119Log likelihood-202.8372 F-statistic286.5410Durbin-Watson stat2.060297 Prob(F-statistic)0.000000M hnh 3.2 Dependent Variable: LOG(GDP) Method: Least Squares Date: 06/24/07 Time: 20:01 Sample: 1 27 Included observations: 27 VariableCoefficient Std. Error t-Statistic Prob. C1.170644 0.326782 3.582339 0.0015LOG(CAPITAL)0.375710 0.085346 4.402204 0.0002LOG(EMPLOYMENT)0.602999 0.125954 4.787457 0.0001R-squared0.943463 Mean dependent var7.443631Adjusted R-squared0.938751 S.D. dependent var0.761153S.E. of regression0.188374 Akaike info criterion -0.396336Sum squared resid0.851634 Schwarz criterion-0.252355Log likelihood8.350541 F-statistic200.2489Durbin-Watson stat1.885989 Prob(F-statistic)0.000000M hnh 3.3 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic262.0356(2, 24)0.0000Chi-square524.071220.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.-1 + C(2)-0.624290 0.085346-1 + C(3)-0.397001 0.125954Restrictions are linear in coefficients. M hnh 3.4 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic200.2489(2, 24)0.0000Chi-square400.497920.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.C(2)0.375710 0.085346C(3)0.602999 0.125954Restrictions are linear in coefficients. 7 M hnh 3.5 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic0.115754 (1, 24)0.7366Chi-square0.115754 10.7337 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.-1 + C(2) + C(3)-0.021290 0.062577Restrictions are linear in coefficients. M hnh 3.6 Dependent Variable: LOG(GDP/EMPLOYMENT) Method: Least Squares Date: 06/24/07 Time: 20:29 Sample: 1 27 Included observations: 27 VariableCoefficient Std. Error t-Statistic Prob. C1.069265 0.131759 8.115322 0.0000 LOG(CAPITAL/EMPLOYMENT)0.363030 0.075408 4.814211 0.0001 R-squared0.481076 Mean dependent var1.679979 Adjusted R-squared0.460319 S.D. dependent var0.251845 S.E. of regression0.185013 Akaike info criterion -0.465599 Sum squared resid0.855741 Schwarz criterion-0.369611 Log likelihood8.285586 F-statistic23.17663 Durbin-Watson stat1.903585 Prob(F-statistic)0.000060 Cu 4:(25 im) kimsotlng nh hng biccyu t no. Mt sinh vin thc hin chy m hnh hi qui sau ca bin lng (wage) theo cc bin gender (gii tnh mang gi tr 1 nu l nam), Exper (kinh nghim i lm tnh bng nm, edu (thi gian i hc sau khi tt nghip tiu hc tnh bng nm) v tui (tnh bng nm) WAGE = 1 + 2GENDER + 3EXPER + 4EDUC +5AGE + ui 1. Hy cho bit du k vng ca cc tham s v gii thch ti sao. 2. Sau khi chy m hnh hi qui ta c m hnh 4.1. Theo cc anh ch m hnh trn ti u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun trn. Nu m hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%) 3. Mt bn sinh vin cho rng c lng ca nhn vin nam ln hn rt nhiu so vi nhn vin n. Bn chy m hnh hi qui 4.2. Anh/ch hy vit phng trnh hi qui ca m hnhtrn.Giithchnghacaccthamshiquicamhnh4.2,chobitbn sinh vin trn nghi ng ng khng? (vi = 5%) 4. Mtsinh vinkhckhng ngnnchymhnh4.3.Anh/ chhyvitphng trnh hi qui cho m hnh trn v gii thch ngha ca cc tham s ca m hnh trn. 8M hnh 4.1 Dependent Variable: WAGE Method: Least Squares Date: 06/24/07 Time: 20:57 Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. C648.2713383.1342 1.692022 0.0977GENDER487.6751147.3153 3.310417 0.0019EXPER37.9694713.03989 2.911793 0.0056EDUC132.499531.68798 4.181380 0.0001AGE-5.8323557.686782 -0.758751 0.4520R-squared0.457363 Mean dependent var1820.204Adjusted R-squared0.408032 S.D. dependent var648.2687S.E. of regression498.7743 Akaike info criterion 15.35864Sum squared resid10946134 Schwarz criterion15.55168Log likelihood-371.2866 F-statistic9.271379Durbin-Watson stat1.723637 Prob(F-statistic)0.000016M hnh 4.2 Dependent Variable: WAGE Method: Least Squares Date: 06/24/07 Time: 18:04 Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. C434.8209258.8708 1.679683 0.0999GENDER470.4604144.8698 3.247469 0.0022EXPER34.4543412.13158 2.840054 0.0067EDUC133.551131.50806 4.238632 0.0001R-squared0.450263 Mean dependent var1820.204Adjusted R-squared0.413614 S.D. dependent var648.2687S.E. of regression496.4173 Akaike info criterion 15.33082Sum squared resid11089355 Schwarz criterion15.48525Log likelihood-371.6050 F-statistic12.28578Durbin-Watson stat1.788520 Prob(F-statistic)0.000005M hnh 4.3 Dependent Variable: WAGE Method: Least Squares Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. C1206.172138.7752 8.691554 0.0000EXPER29.4152611.32057 2.598391 0.0125GENDER*EDUC105.797318.66488 5.668257 0.0000R-squared0.451651 Mean dependent var1820.204Adjusted R-squared0.427809 S.D. dependent var648.2687S.E. of regression490.3717 Akaike info criterion 15.28747Sum squared resid11061364 Schwarz criterion15.40330Log likelihood-371.5431 F-statistic18.94407Durbin-Watson stat1.706419 Prob(F-statistic)0.000001 9 1TRNG I HC DN LP HNG VNG KHOA QUN TR KINH DOANH MN HC: KINH T LNG K THI: PHLP: 04QK NGY THI: //2007Thi gian lm bi: 90 pht (Sinh vin c s dng ti liu) CB ra : Nguyn Th Mai Bnh Ngy ra : 07/09/2007 K tn: Trng Khoa: Ngy duyt : K tn: Cu 1: (25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau: Y= lng tht g tiu th bnh qun u ngi (pound) X2= thu nhp kh dng bnh qun u ngi (USD) X3= Gi bn l ca tht g (cent/pound) X4= Gi bn l ca tht b (cent/pound) X5= Gi bn l ca tht heo (cent/pound) X6= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) 1.Hy gii thch mi quan h k vng gia lng tht g tiu th bnh qun u ngi vi cc bin cn li. 2.Nhn xt cc kh nng xy ra hin tng a cng tuyn trong m hnh 1.1 3.Trong m hnh 1.1, cc bin no khng c ngha v mt thng k (khng nh hng n lng tht g tiu th bnh qun u ngi) vi mc ngha 10%. Hy cho bit nn thc hin kim nh no bit c c nn b cc bin trn ra khi m hnh 1.1 4.Vic xy dngm hnh t mhnh 1.1 nmhnh1.2 c tn gi lg? Hy gii thch ngha cc tham s ca m hnh ph hp nht. 5.Theoktqutrongmhnh1.3vmhnh1.4,mhnhnycbbnhphngsaithayihay tng quan chui khng? Hy vit cc kim nh cn thit v cho kt lun vi mc ngha 10%M hnh 1.1 Dependent Variable: Y Method: Least Squares Date: 06/18/07 Time: 16:11 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C38.596914.214488 9.158150 0.0000X20.0048890.004962 0.985370 0.3383X3-0.6518880.174400 -3.737889 0.0016X40.2432420.089544 2.716443 0.0147X50.1043180.070644 1.476674 0.1580X6-0.0711100.098381 -0.722805 0.4796R-squared0.944292 Mean dependent var39.66957Adjusted R-squared0.927908 S.D. dependent var7.372950S.E. of regression1.979635 Akaike info criterion4.423160Sum squared resid66.62224 Schwarz criterion4.719376Log likelihood-44.86635 F-statistic57.63303Durbin-Watson stat1.100559 Prob(F-statistic)0.000000 2M hnh 1.2 Dependent Variable: Y Method: Least Squares Date: 06/18/07 Time: 16:17 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C35.680843.399337 10.49641 0.0000X3-0.6540970.157564 -4.151300 0.0005X40.2325280.054387 4.275460 0.0004X50.1154220.024303 4.749224 0.0001R-squared0.939235 Mean dependent var39.66957Adjusted R-squared0.929641 S.D. dependent var7.372950S.E. of regression1.955702 Akaike info criterion4.336146Sum squared resid72.67063 Schwarz criterion4.533624Log likelihood-45.86568 F-statistic97.89329Durbin-Watson stat1.251523 Prob(F-statistic)0.000000 M hnh 1.3 White Heteroskedasticity Test: F-statistic2.057006 Probability0.116679Obs*R-squared10.01575 Probability0.123990 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/18/07 Time: 16:20 Sample: 1960 1982 Included observations: 23 VariableCoefficientStd. Error t-Statistic Prob. C9.10420122.91467 0.397309 0.6964X3-0.6157021.217573 -0.505680 0.6200X3^20.0082910.013154 0.630327 0.5374X4-0.3307050.251955 -1.312556 0.2078X4^20.0013150.001247 1.055248 0.3070X50.3188040.192811 1.653455 0.1177X5^2-0.0010300.000552 -1.865428 0.0806R-squared0.435468 Mean dependent var3.159593Adjusted R-squared0.223768 S.D. dependent var2.772478S.E. of regression2.442665 Akaike info criterion4.869847Sum squared resid95.46582 Schwarz criterion5.215432Log likelihood-49.00324 F-statistic2.057006Durbin-Watson stat3.388400 Prob(F-statistic)0.116679 3M hnh 1.4 ARCH Test: F-statistic2.755840 Probability0.090344Obs*R-squared4.922885 Probability0.085312 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/18/07 Time: 16:25 Sample(adjusted): 1962 1982 Included observations: 21 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C2.4199921.227792 1.971012 0.0643RESID^2(-1)-0.1798240.223909 -0.803112 0.4324RESID^2(-2)0.4326650.224016 1.931405 0.0693R-squared0.234423 Mean dependent var3.193872Adjusted R-squared0.149359 S.D. dependent var2.862108S.E. of regression2.639728 Akaike info criterion4.910792Sum squared resid125.4269 Schwarz criterion5.060010Log likelihood-48.56332 F-statistic2.755840Durbin-Watson stat2.039475 Prob(F-statistic)0.090344 Cu 2:(25 im) C d liu v nn kinh t Singapore giai on 1961 1987 bao gm cc bin GDP, vn (capital) v lao ng (Employment). C quan im cho rng nn kinh t Singapore pht trin khng hiu qu tronggiai onny tngtrng n thun chdo tng cc yu t u vo l vn v lao ng hoc hiu sut khng thay i theo qui m. (vi = 5%) 1.Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn c lng. 2.Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v gii thch ngha ca cc tham s t m hnh trn. 3.Ccanhch hy vit cc kim nh gi thuyt cho quan im ni trn. Gi s cc anh chang ngi trn my tnh hy vit cc bc ca vic kim nh v cn c vo cc m hnh pha di cho bit pht biu trn ng hay sai (anh ch hy cho bit r anh ch da trn m hnh no).4. Mt bn sinh vin chy th m hnh 2.6 v nhn thy rng m hnh ny cng rt c ngha kinh t. Cc anh/ch hy vit phng trnh hi qui cho trng hp ny v gii thch ngha ca m hnh M hnh 2.1 Dependent Variable: GDP Method: Least Squares Date: 06/24/07 Time: 20:23 Sample: 1 27 Included observations: 27 VariableCoefficientStd. Error t-Statistic Prob. C114.3376173.4314 0.659267 0.5160CAPITAL0.4710430.112439 4.189327 0.0003EMPLOYMENT2.3381361.038966 2.250445 0.0339R-squared0.959805 Mean dependent var2340.201Adjusted R-squared0.956455 S.D. dependent var2251.659S.E. of regression469.8642 Akaike info criterion15.24720Sum squared resid5298536. Schwarz criterion15.39119Log likelihood-202.8372 F-statistic286.5410Durbin-Watson stat2.060297 Prob(F-statistic)0.000000 4M hnh 2.2 Dependent Variable: LOG(GDP) Method: Least Squares Date: 06/24/07 Time: 20:01 Sample: 1 27 Included observations: 27 VariableCoefficientStd. Error t-Statistic Prob. C1.1706440.326782 3.582339 0.0015LOG(CAPITAL)0.3757100.085346 4.402204 0.0002LOG(EMPLOYMENT) 0.6029990.125954 4.787457 0.0001R-squared0.943463 Mean dependent var7.443631Adjusted R-squared0.938751 S.D. dependent var0.761153S.E. of regression0.188374 Akaike info criterion-0.396336Sum squared resid0.851634 Schwarz criterion-0.252355Log likelihood8.350541 F-statistic200.2489Durbin-Watson stat1.885989 Prob(F-statistic)0.000000M hnh 2.3 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic262.0356(2, 24)0.0000Chi-square524.071220.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.-1 + C(2)-0.624290 0.085346-1 + C(3)-0.397001 0.125954Restrictions are linear in coefficients. M hnh 2.4 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic200.2489(2, 24)0.0000Chi-square400.497920.0000 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.C(2)0.375710 0.085346C(3)0.602999 0.125954Restrictions are linear in coefficients. M hnh 2.5 Wald Test: Equation: EQ01 Test StatisticValuedfProbabilityF-statistic0.115754(1, 24)0.7366Chi-square0.11575410.7337 Null Hypothesis Summary: Normalized Restriction (= 0)ValueStd. Err.-1 + C(2) + C(3)-0.021290 0.062577Restrictions are linear in coefficients. 5M hnh 2.6 Dependent Variable: LOG(GDP/EMPLOYMENT) Method: Least Squares Date: 06/24/07 Time: 20:29 Sample: 1 27 Included observations: 27 VariableCoefficient Std. Error t-Statistic Prob. C1.069265 0.131759 8.115322 0.0000 LOG(CAPITAL/EMPLOYMENT)0.363030 0.075408 4.814211 0.0001 R-squared0.481076 Mean dependent var1.679979 Adjusted R-squared0.460319 S.D. dependent var0.251845 S.E. of regression0.185013 Akaike info criterion-0.465599 Sum squared resid0.855741 Schwarz criterion-0.369611 Log likelihood8.285586 F-statistic23.17663 Durbin-Watson stat1.903585 Prob(F-statistic)0.000060 Cu 3:(25 im) kim sot lng nh hng bi cc yu t no. Mt sinh vin thc hin chy m hnh hiquisaucabinlng(wage)theoccbingender(giitnhmanggitr1nulnam),Exper(kinh nghim i lm tnh bng nm, edu (thi gian i hc sau khi tt nghip tiu hc tnh bng nm) v tui (tnh bng nm) WAGE = 1 + 2GENDER + 3EXPER + 4EDUC +5AGE + ui 1.Hy cho bit du k vng ca cc tham s v gii thch ti sao. 2.Sau khi chy m hnh hi qui ta c m hnh sau. M hnh 3.1 Dependent Variable: WAGE Method: Least Squares Date: 06/24/07 Time: 20:57 Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. C648.2713383.1342 1.692022 0.0977GENDER487.6751147.3153 3.310417 0.0019EXPER37.9694713.03989 2.911793 0.0056EDUC132.499531.68798 4.181380 0.0001AGE-5.8323557.686782 -0.758751 0.4520R-squared0.457363 Mean dependent var1820.204Adjusted R-squared0.408032 S.D. dependent var648.2687S.E. of regression498.7743 Akaike info criterion15.35864Sum squared resid10946134 Schwarz criterion15.55168Log likelihood-371.2866 F-statistic9.271379Durbin-Watson stat1.723637 Prob(F-statistic)0.000016Theo cc anh ch m hnh trn ti u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun trn. Nu m hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%) 3.Mt bn sinh vin cho rng c lng ca nhn vin nam ln hn rt nhiu so vi nhn vin n. Bn chy m hnh hi qui sau: 6M hnh 3.2 Dependent Variable: WAGE Method: Least Squares Date: 06/24/07 Time: 21:02 Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. GENDER568.2274168.2208 3.377868 0.0015C1518.696122.5373 12.39374 0.0000R-squared0.195343 Mean dependent var1820.204Adjusted R-squared0.178223 S.D. dependent var648.2687S.E. of regression587.6681 Akaike info criterion15.63016Sum squared resid16231629 Schwarz criterion15.70738Log likelihood-380.9390 F-statistic11.40999Durbin-Watson stat1.664603 Prob(F-statistic)0.001476Anh/ch hy vit phng trnh hi qui ca m hnh trn. Gii thch ngha ca cc tham s hi qui ca m hnh trn, cho bit bn sinh vin trn nghi ng ng khng? (vi = 5%) 4.Mt sinh vin khc khng ng nn chy m hnh sau: M hnh 3.3 Dependent Variable: WAGE Method: Least Squares Date: 06/24/07 Time: 21:14 Sample: 1 49 Included observations: 49 VariableCoefficientStd. Error t-Statistic Prob. C1206.172138.7752 8.691554 0.0000EXPER29.4152611.32057 2.598391 0.0125GENDER*EDUC105.797318.66488 5.668257 0.0000R-squared0.451651 Mean dependent var1820.204Adjusted R-squared0.427809 S.D. dependent var648.2687S.E. of regression490.3717 Akaike info criterion15.28747Sum squared resid11061364 Schwarz criterion15.40330Log likelihood-371.5431 F-statistic18.94407Durbin-Watson stat1.706419 Prob(F-statistic)0.000001Anh/chhyvitphngtrnhhiquichomhnhtrnvgiithchnghacaccthamscam hnh trn. Cu 4:(25 im) Ngi ta cho rng s lng nng dn l mt hm theo thi gian nh sau: FARMPOP = 1 + 2t + ui Vi Farmpop l s lng nng dn hng nm (triu ngi), t l thi gian tnh bng nm (nm gc l 1948) 1.M hnh 4.1 th hin mi quan h ca 2 bin ny. Anh ch c nhn xt g v m hnh ny. 2.Mtsinhvinchorngmhnhnycthbbnhnnthchinccphpkimnhtrongccm hnh 4.2, m hnh 4.3. Theo cc anh ch y l cc php kim nh g, nu r cc gii thuyt v cn c theo m hnh trn cc anh ch hy cho bit m hnh trn c b bnh g khng ?3.Nu m hnh trn c bnh cc anh ch hy xut cc phng n trbnh, nu c th cch lm trn Eview. 4.Mtsinhvinsutmtmhnh4.5,ccanhchhyvitphngtrnhhiquicamhnhny. Gii thch ngha ca cc tham s. 5.Nu m hnh 4.1 v m hnh 4.5 u l m hnh tt, anh/ch s chn m hnh no ti sao ?7M hnh 4.1 Dependent Variable: FARMPOP Method: Least Squares Date: 06/24/07 Time: 22:28 Sample: 1948 1991 Included observations: 44 VariableCoefficientStd. Error t-Statistic Prob. C13.777270.436669 31.55083 0.0000TIME-0.3248480.016902 -19.22003 0.0000R-squared0.897912 Mean dependent var6.468182Adjusted R-squared0.895481 S.D. dependent var4.403581S.E. of regression1.423649 Akaike info criterion3.588713Sum squared resid85.12467 Schwarz criterion3.669813Log likelihood-76.95169 F-statistic369.4094Durbin-Watson stat0.055649 Prob(F-statistic)0.000000M hnh 4.2 White Heteroskedasticity Test: F-statistic11.44909 Probability0.000112Obs*R-squared15.76759 Probability0.000377 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 22:33 Sample: 1948 1991 Included observations: 44 VariableCoefficientStd. Error t-Statistic Prob. C5.8313470.882837 6.605233 0.0000TIME-0.4276810.090491 -4.726203 0.0000TIME^20.0085780.001950 4.399515 0.0001R-squared0.358354 Mean dependent var1.934652Adjusted R-squared0.327054 S.D. dependent var2.272213S.E. of regression1.863970 Akaike info criterion4.149041Sum squared resid142.4498 Schwarz criterion4.270690Log likelihood-88.27890 F-statistic11.44909Durbin-Watson stat0.228543 Prob(F-statistic)0.000112 M hnh 4.5 Dependent Variable: FARMPOP Method: Least Squares Date: 06/24/07 Time: 22:45 Sample(adjusted): 1949 1991 Included observations: 43 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C0.0158450.065766 0.240926 0.8108FARMPOP(-1)0.9455910.008344 113.3206 0.0000R-squared0.996817 Mean dependent var6.232558Adjusted R-squared0.996740 S.D. dependent var4.165603S.E. of regression0.237849 Akaike info criterion0.011034Sum squared resid2.319460 Schwarz criterion0.092951Log likelihood1.762760 F-statistic12841.56Durbin-Watson stat2.259070 Prob(F-statistic)0.000000 8M hnh 4.3 ARCH Test: F-statistic65.37809 Probability0.000000Obs*R-squared32.35087 Probability0.000000 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/24/07 Time: 22:38 Sample(adjusted): 1950 1991 Included observations: 42 after adjusting endpoints VariableCoefficientStd. Error t-Statistic Prob. C0.4013110.156859 2.558421 0.0145RESID^2(-1)1.1041400.150129 7.354617 0.0000RESID^2(-2)-0.3695260.125582 -2.942499 0.0055R-squared0.770259 Mean dependent var1.566134Adjusted R-squared0.758477 S.D. dependent var1.533479S.E. of regression0.753628 Akaike info criterion2.340914Sum squared resid22.15026 Schwarz criterion2.465033Log likelihood-46.15919 F-statistic65.37809Durbin-Watson stat1.731535 Prob(F-statistic)0.000000 M hnh 4.4 K thi chnh lp 04QK1/6! H v tn: ...........................................................................................................MSSV: ..................................................Lp: ......................................................I HC DN LP HNG VNG KHOA QUN TR KINH DOANH K THI CHNH MN: NGUYN L THNG K LP 04QK Thi gian lm bi: 90 pht (Sinh vin c s dng ti liu v lm bi trn thi) S cu ng: im: Phn 1: TRC NGHIM (20 im): Hng dn chn cu tr li Chn cu a B cu a Chn li cu a Sinh vin chn cu tr li ng nht vo bng sau: Cu 1(a)(b)(c)(d)(e)Cu 6(a)(b)(c)(d)(e) Cu 2(a)(b)(c)(d)(e)Cu 7(a)(b)(c)(d)(e) Cu 3(a)(b)(c)(d)(e)Cu 8(a)(b)(c)(d)(e) Cu 4(a)(b)(c)(d)(e)Cu 9(a)(b)(c)(d)(e) Cu 5(a)(b)(c)(d)(e)Cu 10(a)(b)(c)(d)(e) CHN CU TR LI NO BN CHO L PH HP NHT:Cu 1. xc nh kim nh l mt pha hoc hai pha ngi ta cn c vo (a)Gi thuyt ca H0 xc nh (b)Tnh cht ca gi thuyt ban u (c)c im ca gi thuyt ngc li (d)Cn c vo gi tr ti hn(e)Tt c cc cu trn u sai Cu 2. kim nh gi liu c tun theo phn phi chun khng, ngi ta cn lm g?(a)Thnh lp gi thuyt H0 (b)Xc nh gi tr c lng (c)Tra bng phn phi chun tnh gi tr Z (d)Tt c cc cu trn u ng (e)Tt c cc cu trn u sai Cu 3.Xc nh s thay i ca bin ph thuc khi bin c lp thay i mt n v ngi ta dng: (a)Hip tng quan (b)H s gc (c)H s tng quan (d)Phng trnh hi qui (e)Tt c cc cu trn u sai Cu 4. c lng c mu chng ta cn cc thng tin g? (a)1- , Sx (b)1-, , W (c)1- , W, Sx (d), Sx, (e)Tt c cc cu trn u sai Cu 5. th hin mi quan h gia hai bin nh tnh ta cn phi (a)Lp bng d kin ngu nhin hai chiu (b)Xc nh H0: cc tiu chun phn loi theo hng v ct c lp nhau (c)Tnh gi tr (d)Tnh gi tr Oij (e)Tt c cc cu trn u sai Cu 6.Nu h s r = 0.78 th ta c kt lun g? (a)Nu X tng ln 1 n v th Y s tng ln 0.78 n v (b)X v Y tng quan vi nhau mc mnh (a)(a)(a) K thi chnh lp 04QK2/6! (c)Y v X tng quan tuyn tnh thun, mc trung bnh (d)Y v X khng tng quan nhau (e)Tt c cc cu trn u sai Cu 7.Chn cu ng: (a)Tng quan l mt gi tr th hin mi quan h gia hai bin ngu nhin (b)Tng quan l mt gi tr th hin mi quan h gia t nht hai bin ngu nhin (c)Tng quan l mt phng trnh th hin mi quan h gia hai bin ngu nhin (d)Tng quan l mt phng trnh th hin mi quan h gia t nht hai bin ngu nhin (e)Tt c cc cu trn u sai Cu 8. Trong cc tnh cht ca h s tng quan a bin sau tnh cht no sai? (a)R2 = SSR/SST (b) |R| 1 (c)R = SSTSSE1 (d) R2 = 2i2i) y y () y y ( (e)Tt c cc cu trn u ng Cu 9.Trong vic c lng mt tham s thng k: (a)Khong tin cy l 1 - (b)Xc sut sai lm l 1 - (c) chnh xc l 1 - (d) tin cy l 1 - (e)Tt c cc cu trn u sai Cu 10. Trong kim nh gi thuyt thng k. Mt quyt nh c gi l quyt nh ng khi: (a)Bc b H0 khi H0 ng (b)Chp nhn H1 khi H0 ng (c)Bc b H0 khi H0 sai (d)Chp nhn H0 khi H1 sai (e)Tt c cc cu trn u sai Phn 2: BI TP Chn 4 trong 5 bi sau(80 im): Bi 1: (20 im) Theo qui nh tc xe t chy qua cu Si gn khng c qu 45km/h. Chn 10 xe vo 10 thi im khc nhau quan st rada th thy tc xe l 39km/h; 41km/h; 58km/h; 47km/h; 66km/h; 50km/h;49km/h; 42km/h; 57km/h, 51km/h. Gi s tc tun theo phn phi chun.Hy kim nh tc trung bnh ca xe t ng qui nh vi mc ngha 10% ................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................K thi chnh lp 04QK3/6! Bi2:(20im)Mtcssnxutkoloanborngskotrongbaotrungbnhl20vin. Ngi ta ly ra 500 bao v o c s vin ko trong mi bao thay i theo bng sau: S vin ko/bao18 19202122S bao70 120 160 105 45Tm khong tin cy 95% cho trung bnh tng th. ..............................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................