B GIO DC V O TO

TRNG I HC HOA SEN

KHOA KINH T THNG MI

n:

KINH T LNG
ti:

Chi tiu cho vic i li bng xe my trong mt thng

Nhm 11:
Hunh L Phng Thanh (092097)
Phm L Thu Ngc (092081)
Hunh Tn Ph (091867)
L Th Dim My (092075)
Nguyn Th Dip Lin (092069)

GV:

Nguyn Lu Bo oan

Ngy:

26/06/2011

 n Kinh T Lng _ Nhm11

L8

L DO CHN TI
Vit Nam, trong khi ngi dn cha to c thi quen s dng nhng phng tin
i li cng cng , cc loi xe du lch nhiu ch li l mn hng xa x th xe my c xem l
phng tin giao thng ph bin v c a chung nht.Tuy nhin, trong tnh hnh gi c ngy
cng leo thang th ch vic chi tiu cho vic i li hc hnh, lm vic.. nh th no cho hp l
cng l mt bi ton kh. Mc d chnh ph c nhng bin php nhm n nh gi xng du
so vi th gii nhng vic gi xng du c mi ngy mt tng nh hin nay t nhiu nh
hng n cuc sng ca ngi dn. C h gi xng tng th nhng mt hng khc cng c
dp tng n chng mt nh gi go, gi gi xe. c bit, thnh ph H Ch Minh vic i li
l thng xuyn v xa, cng nh tnh trng kt xe din ra hng ngy , nn vn v gi xng
vn lun c t ln hng u. Cng l ngi chu s tc ng trn, chng ti thu hiu c
mi quan tm ca ngi dn v vn chi tiu nhy cm ny v th nhm chng ti quyt nh
chn ti chi tiu cho vic i li bng xe my trong mt thng. Chng ti hy vng s tm ra
c nhng yu t no c tc ng mnh m n vic chi tiu cho phng tin i li bng xe
my t s gip mi ngi hn ch c nhng chi ph khng cn thit.Cc yu t chng ti
xem xt n l tui ca xe, gi ca xe, tui ca ngi s dng, hng xe v ngh nghip
ca ngi s dng.

ii

 n Kinh T Lng _ Nhm11

L8

LI CM N
Chng ti xin chn thnh gi li cm n n thy Nguyn Lu Bo oan - ging
vin b mn Kinh t lng cung cp nhng kin thc cn bn v tn tnh
hng dn gip nhm thc hin tt n ny.

iii

 n Kinh T Lng _ Nhm11

L8

MC LC
L DO CHN TI ......................................................................................... ii
LI CM N ....................................................................................................... iii
MC LC .............................................................................................................iv
1. Phng php nghin cu v thc hin ti ...............................................iv
2. Gii thch cc bin ...........................................................................................iv
3. Thng k m t kt qu kho st .................................................................... 1
4. V th scatter v linear ca m hnh .......................................................... 3
5. H s tng quan gia cc m hnh................................................................ 4
6. c lng m hnh hi quy mu v kim nh s ph hp ca m hnh... 4
6.1. c lng m hnh hi qui mu .................................................................. 4
6.2. nh gi kt qu ca m hnh hi qui: ........................................................ 5
7. Kim nh khuyt tt........................................................................................ 5
7.1. Hin tng a cng tuyn ............................................................................ 5
7.2. Hin tng phng sai thay i................................................................... 8
7.3. Kim nh gi thuyt sai s ngu nhin c phn phi chun..................... 14
8. Pht hin s c mt ca cc bin khng cn thit ....................................... 15
9. Kim nh khuyt tt cho m hnh mi ........................................................ 17
9.1. Hin tng phng sai thay i................................................................. 17
10. c lng khong tin cy ca cc h s hi quy ....................................... 21
11. D bo ........................................................................................................... 22
KT LUN .......................................................................................................... 24

1. Phng php nghin cu v thc hin ti

- Thu thp s liu: nhm pht phiu kho st thu thp thng tin, kin v
s liu trc tip t cc bn sinh vin trng i hc Hoa Sen, cc cng nhn vin chc cng nh
nhng ngi dn cc khu dn c.
- X l s liu: dng s tr gip ca cc phn mm nh Eview 5.0, MS Excel
- Tng hp kt qu v hon chnh bi vit. Kt qu kho st :
S phiu pht ra

250

S phiu thu li

250

S phiu hp l

250

2. Gii thch cc bin

Bin ph thuc
ngha

Tn bin

n v

Chi tiu cho vic i li bng xe gn my

1000 VND

Bin c lp - nh lng
n

Du

tnh

vng

Tn
bin

ngha

X1

Nm
tui
ca xe

X2

Gi
mua
xe

X3

Tui
ca
ngi
s
dng

Triu
VND

Tui

Din gii

- S hao mn my mc (b ni , bnh xng con) s nh

hng n chi ph tin xng, bo tr. Ngoi ra, xe s dng
lu nm th chi ph sa cha cng xe ln hn.

+/-

- Xe tay ga thng c gi cao hn nhng tn nhin liu hn

- Cht lng ca cc b phn my mc tt hn do d khng
tn nhiu tin sa cha, thay i.Tuy nhin, gi ph
tng ca chnh hng thng cao hn nn dn n chi ph
sa cha, thay th cao.

- Ngi ln tui chm sc xe k hn nn s chi cho khong

sa cha t hn.
- Gii tr thng tn trang xe theo phong cch ring , tn
nhiu cho vic mua ph tng xe.

 n Kinh T Lng _ Nhm11

L8

Bin c lp - nh tnh
La chn

Du

Tn

bin

ngha

D1

Hng xe

Hng xe Honda

D2

Hng xe

Hng xe Yamaha

D3

Hng xe

Hng xe Suzuki

D4

Ngh nghip

Cng nhn vin chc

D5

Ngh nghip

Sinh vin

D6

Ngh nghip

Dch v

vng Din gii

Hng xe
khc

+/-

Hng xe
khc

+/-

Hng xe
khc

+/-

S tiu hao
nhin liu v
bn ca cc hng
xe khc nhau
nh hng n
chi tiu i li
trong thng.

Ngnh
ngh khc

+/-

Ngnh
ngh khc

+/-

Ngnh
ngh khc

+/-

Ty vo c th
ca ngnh ngh
ca ngi s
dng m chi tiu
cho vic i li s
khc nhau

3. Thng k m t kt qu kho st
Bin nh lng
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Y
387.0000
300.0000
1600.000
100.0000
256.9535
2.799893
12.16898

X1
3.586387
2.000000
27.00000
0.000000
3.619464
2.918914
14.81552

X2
28.09600
23.00000
110.0000
5.500000
15.34678
2.546489
11.80239

X3
24.18400
20.50000
53.00000
18.00000
7.767075
1.976975
6.263872

Jarque-Bera
Probability

1202.373
0.000000

1809.238
0.000000

1077.298
0.000000

273.8185
0.000000

Sum
Sum Sq. Dev.

96750.00
16440250

896.5967
3262.029

7024.000
58645.36

6046.000
15021.54
1

 n Kinh T Lng _ Nhm11

L8

Observations
250
250
250
250
Da vo bng s liu trn ta c th rt ra kt lun cho mu quan st c nh sau:
- Trung bnh ngi ta chi cho phng tin i li trong 1 thng l 387000 VND
- tui trung bnh ca ngi s dng xe gn my l 24 tui
- tui ca xe trung bnh l 3.5 nm
- Gi xe trung bnh l 28 triu VND
Bin nh tnh
Hng xe:
140

125

120
100
80

65

60
31

29

suzuki

khc

40
20
0
hon da

yamaha

Ngh nghip ca ngi s dng xe:

180

160

160
140
120
100
80
60

37

40

35
18

20
0
cnvc

dch v

sinh vin

khc

Da vo biu d thy Honda l hng xe c a chung nht v sinh vin l i tng

c kho st nhiu nht (theo s liu mu m chng ti thu thp c).
Ta c hm hi qui tng qut sau y :

Yi =

2X1i

3X2i

4X3i

5D1i

6D2i

7D3i

8D4i

9D5i

10D6i

 n Kinh T Lng _ Nhm11

L8

4. V th scatter v linear ca m hnh

Quan st th ta nhn thy X2, X3 u c quan h tuyn tnh ng bin vi Y trong khi X1
li khng c mi quan h r rng vi Y.

 n Kinh T Lng _ Nhm11

L8

5. H s tng quan gia cc m hnh

Nhn vo ma trn tng quan gia cc bin trong m hnh, ta thy ch c h s tng quan
gia X2 vi Y l 0.312506 cao nht nn c th ni bin X2 c quan h chc ch nht vi Y,
nh hng nhiu nht n Y. Cn h s tng quan cn li vi bin Y rt nh nn c th
ni cc bin khng gii thch nhiu cho bin Y, khng nh hng nhiu n bin Y.

6. c lng m hnh hi quy mu v kim nh s ph hp ca m hnh

6.1. c lng m hnh hi qui mu

Ta c kt qu hi qui sau:
4

 n Kinh T Lng _ Nhm11

L8

Yi 98.70838 1.807152 X1i 4.872876 X 2i 8.838331X 3i 8.240063D1i

43.80584 D2i 119.4921D3i 71.12323D4i 31.25481D5i 52.45613D6i
Khi tui ca xe tng ln 1 nm th chi tiu trung bnh cho vic i li bng xe my
gim l 1.8 nghn ng. iu ny tri vi k vng ban u ca chng ti. C th khi xe
cng c s dng lu nm th ngi ta s hn ch mc s dng (do xe hay cht my
hoc khng thch do xe qu c). Tuy nhin vi mc ngha 5% th X1 khng c
ngha v mt thng k, ngha l khng nh hng nhiu n vn ang xt.
Ga mua xe tng ln 1 triu VND th chi tiu trung bnh s tng 4.87 nghn ng. Ga
mua xe cao thng cc ph tng my mc cng cht lng hn v ch do chnh hng
cung cp nn gi mua cc ph tng s cao hn. Hin nay, xe c gi cao trn th
trng thng l xe tay ga, c nh gi l tiu hao nhin liu nhiu hn, chi ph cho
tin xng do cng nhiu hn.
Khi tui ngi s dng tng 1 tui th chi tiu trung bnh cho vic i li bng xe s
tng 8.24 nghn ng, tri vi k vng ban u. Ngi ln tui s i hi mc an
ton cao do s thng xuyn i kim tra xe hn trnh trng hp b mn thng, mm
bnh, b bnh do qu c

6.2.nh gi kt qu ca m hnh hi qui:

-

Mc ph hp ca m hnh so vi thc t l R2 = 19.7078%, kh thp.

Da vo bng hi quy gc ta thy cc bin X1, D1, D2, D3, D4, D5, D6 khng c
ngha v mt thng k

Khng c nh hng n bin Y.

7. Kim nh khuyt tt
7.1. Hin tng a cng tuyn
Cch 1: Da trn h s R2 v t

 n Kinh T Lng _ Nhm11

L8

Ta bit rng khi c a cng tuyn gn hon ho, hu qu quan st c, th hin s mu

thun gia cc kim nh. Nu c mu thun gia cc kim nh T v cc h s gc v kim
nh F v s ph hp ca hm hi quy, c th ni c a cng tuyn. Trong m hnh trn ta
nhn thy :
o R2 = 0.197078 (<0.8) rt nh, Kim nh F c F-statistic = 6.545352 nh, v P-value
ca kim nh F rt nh ph hp ca m hnh khng cao.
o a s cc T_ratio nh, P_value ca kim nh T ln cc h s gc khng c
ngha v mt thng k
Khng c mu thun gia kim nh T v Kim nh F
Khng c du hiu ca hin tng a cng tuyn.

Cch 2 : Tng quan gia cc cp bin gii thch

 n Kinh T Lng _ Nhm11

L8

T bng s liu trn cho ta thy h s tng quan gia cc bin gii thch khng cao(<0.7)
nn c th kt lun khng khng c du hiu ca hin tng a cng tuyn

Cch 3 : S dng m hnh hi quy ph

Dng eview hi quy bin Ga mua xe theo cc bin cn li ta c hm hi quy sau
Dependent Variable: X2
Method: Least Squares
Date: 06/16/11 Time: 10:43
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

38.53621

5.638603

6.834355

0.0000

X1

-0.691097

0.283802

-2.435139

0.0156

X3

-0.035306

0.168048

-0.210096

0.8338

D1

-5.387436

3.121385

-1.725976

0.0856

D2

-4.684981

3.384786

-1.384129

0.1676

D3

-9.815259

3.957823

-2.479964

0.0138

D4

1.548592

3.284699

0.471456

0.6377

D5

-3.355292

2.682851

-1.250644

0.2123

D6

-1.089428

4.076754

-0.267229

0.7895

R-squared

0.059316

Mean dependent var

28.09600

Adjusted R-squared

0.028090

S.D. dependent var

15.34678

S.E. of regression

15.12969

Akaike info criterion

8.306532

 n Kinh T Lng _ Nhm11

Sum squared resid

55166.74

Schwarz criterion

8.433304

Log likelihood

-1029.316

F-statistic

1.899575

Durbin-Watson stat

1.525897

Prob(F-statistic)

0.060748

L8

M hnh hi qui ph c dng nh sau:

(gi mua xe) = 38.53621 0.691097 ( tui ca xe) - 0.035306 (tui ngi s dng) 5.387436 D1 4.684981D2 - 9.815259 D3 + 1.548592 D4 - 3.355292 D5 - 1.089428 D6
Ta cn kim nh gi thit: H0: R2 = 0 (khng c a cng tuyn)
H1: R2 0 (c a cng tuyn)
Ta c: Prob(F-statistic)=0.060748 > = 0.05 Chp nhn H0 (vi mc ngha 5%)
Kt lun: Bin X2 khng tng quan tuyn tnh vi cc bin khc.

Cch 4: S dng nhn t phng i phng sai (VIF)

V y l m hnh hi quy a bin nn ta s dng: R2
VIF =

= 1.063 < 10

Kt lun: khng c hin tng a cng tuyn

7.2. Hin tng phng sai thay i

Cch 1: Quan st th phn d e theo (Yf)
Trn Eviews, thc hin lnh v th phn tn ca e theo Yf ta c kt qu nh hnh trn

 n Kinh T Lng _ Nhm11

L8

Quan st th ta thy s phn b ca e c khuynh hng tng gim khng ng u khi

tng. Ta kt lun gi thit c hin tng phng sai thay i.

Cch 2: S dng kim nh Park
Ta hi quy lne2 theo ln i c kt qu sau:
Dependent Variable: LOG(RESID^2)
Method: Least Squares
Date: 06/29/11 Time: 19:56
Sample: 1 250
Included observations: 250

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(YF)

-8.603793
2.973502

3.004410
0.506952

-2.863721
5.865454

0.0045
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.121824
0.118283
2.173683
1171.774
-547.8363
1.863584

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

8.999977
2.314896
4.398691
4.426862
34.40355
0.000000

Ta cn kim nh gi thit: H0: 2=0 (khng c phng sai thay i)

H1:

0 (c phng sai thay i)

Ta thy xc sut chp nhn gi thit H0 p_value = 0% <

H0

= 5%

Ta bc b gi thit

C hin tng phng sai thay i

Cch 3: Kim nh Gleijer

Hi quy | | theo Yf ta c kt qu hi quy sau

Dependent Variable: ABS(RESID)
Method: Least Squares
Date: 06/29/11 Time: 20:05
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

-124.4110

34.10317

-3.648077

0.0003

 n Kinh T Lng _ Nhm11

YF

0.715080

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.223899
0.220769
152.1722
5742781.
-1609.984
1.736398

0.084540

8.458479

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

L8

0.0000
152.3249
172.3861
12.89587
12.92404
71.54587
0.000000

Ta cn kim nh gi thit: H0: 2=0 (khng c hin tng phng sai thay i)
H1:

0 (c phng sai thay i)

Xc sut chp nhn gi thit H0 p_value= 0% <

= 5%

Ta bc b gi thit H0

hin tng phng sai thay i

Hi quy | | theo

ta c kt qu hi quy sau

Dependent Variable: ABS(RESID)

Method: Least Squares
Date: 06/24/11 Time: 23:17
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

-113193.2

53427.58

-2.118628

0.0351

SQR(YF)

8209.308

2715.877

3.022710

0.0028

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.035533
0.031644
117337.3
3.41E+12
-3271.933
1.991125

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

46737.44
119239.1
26.19146
26.21963
9.136777
0.002768

Ta cn kim nh gi thit:
H0: 2=0 (khng c hin tng phng sai thay i)
H1: 2 0 (c phng sai thay i)
Xc sut chp nhn gi thit H0 p_value= 0.002768 < = 0.05

Ta bc b gi thit H0

C hin tng phng sai thay i

Hi quy ei theo

ta c kt qu hi quy sau

Dependent Variable: ABS(RESID)

Method: Least Squares
Date: 06/24/11 Time: 23:20
Sample: 1 250

10

 n Kinh T Lng _ Nhm11

L8

Included observations: 250

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YF^-1

97282.52
-20892179

27023.24
9389490.

3.599957
-2.225060

0.0004
0.0270

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.019573
0.015619
109466.3
2.97E+12
-3254.574
2.017434

Ta cn kim nh gi thit:

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

H0: 2=0 (khng c hin tng phng sai thay i)

H1:

0 (c phng sai thay i)

Xc sut chp nhn gi thit H0 p_value= 0.026977<

H0

39160.98
110331.4
26.05259
26.08076
4.950892
0.026977

= 0.05

Ta bc b gi thit

C hin tng phng sai thay i

Hi quy | | theo

ta c kt qu hi quy sau

Dependent Variable: ABS(RESID)

Method: Least Squares
Date: 06/26/11 Time: 11:57
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YF^(-1/2)

254.5152
-3596.935

47.21176
895.1041

5.390928
-4.018455

0.0000
0.0001

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.061132
0.057347
98.43852
2403155.
-1501.089
1.842150

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

66.45365
101.3886
12.02471
12.05288
16.14798
0.000078

Ta cn kim nh gi thit:

P_value = 0% <

H0: 2=0 (khng c hin tng phng sai thay i)

H1: 2 0 (c phng sai thay i)
= 5% Ta bc b gi thit H0 C hin tng phng sai thay i

11

 n Kinh T Lng _ Nhm11

L8

Cch 4: S dng kim nh White

White Heteroskedasticity Test:
F-statistic
Obs*R-squared

3.587506
38.43069

Probability
Probability

0.000062
0.000131

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/24/11 Time: 23:41
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X1
X1^2
X2
X2^2
X3
X3^2
D1
D2
D3
D4
D5
D6

-76025.23
-7965.344
269.9184
-1414.579
42.20679
7832.861
-29.19270
-12758.30
-53222.83
-48288.14
-48883.01
18593.95
-31663.40

162825.7
6938.527
341.0415
1990.719
19.71868
10648.23
157.3486
31060.38
33716.60
39536.38
33493.29
26849.34
42462.11

-0.466912
-1.147988
0.791453
-0.710587
2.140447
0.735602
-0.185529
-0.410758
-1.578535
-1.221360
-1.459487
0.692529
-0.745686

0.6410
0.2521
0.4295
0.4780
0.0333
0.4627
0.8530
0.6816
0.1158
0.2232
0.1458
0.4893
0.4566

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.153723
0.110873
148411.2
5.22E+12
-3324.995
1.886799

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

52800.97
157392.8
26.70396
26.88708
3.587506
0.000062

Ta cn kim nh gi thit:
H0: khng c phng sai thay i
H1: c phng sai thay i
T kt qu bng trn ta thy p_value rt b

Bc b H0

C phng sai thay i

12

 n Kinh T Lng _ Nhm11

L8

Kt lun:
M hnh c hin tng phng sai thay i do nhng nguyn nhn sau:
-

Trong mu chng ti quan st c c nhng gi tr qu ln v qu b so vi gi tr

ca cc quan st khc.V d quan st bin tui ca xe ta thy xe s dng lu nht l 27

nm trong khi c xe ch s dng c na nm.C s bin thin rt ln quanh vi gi tr
trung bnh l 3.5 nm.
-

Do tnh cht cng vic cng nh khong cch t ni n ni lm vic khc nhau

nn chi tiu ca nhng ngi cng nhm cng vic sng cc qun khc nhau s c s
bin thin khng ging nhau.V d anh A v B cng lm dch v qun 1.Nhng do nh
anh A qun 3 nn chi tiu cho vic i li s t hn anh B nh qun 12 trong khi gi c
lun tng cao. Nu cc yu t sai s ngu nhin khc khng i v khng nh hng nhiu
n phng sai ca Ui th chnh s bin thin ca yu t khong cch ny s lm phng sai
ca Ui. V chng ti b xt yu t ny,xem n nh mt yu t sai s ngu nhin khng
ng k trong khi s bin thin ca chng li c tc ng mnh m n bin Y.
-

Do hn ch nhiu mt(thi gian,) nn i tng chng ti kho st nhiu nht l

sinh vin, nn sai s khi tnh ton s rt ln.

13

 n Kinh T Lng _ Nhm11

L8

7.3. Kim nh gi thuyt sai s ngu nhin c phn phi chun

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

RESID
1.69E-14
-40.28532
1239.985
-537.2748
230.2456
2.099238
9.850042

Jarque-Bera
Probability

672.3987
0.000000

Sum
Sum Sq. Dev.

2.35E-12
13200241

Observations

250

Xt gi thit :

H0: Sai s ngu nhin c phn phi chun

H1: Sai s ngu nhin khng c phn phi chun
2
Vi =5% th X = 18.3 v JB = 672.3987 > X 2 nn c th bc b gi thit H0 .Vy sai s
ngu nhin c phn phi chun.

14

 n Kinh T Lng _ Nhm11

L8

8. Pht hin s c mt ca cc bin khng cn thit

Ta dng kim nh Wald pht hin s c mt ca cc bin khng cn thit trong m hnh
hi quy gc.
Ta c gi thit:

H0: C2=C5=C6=.=C10=0

Wald Test:
Equation: Untitled
Test Statistic

Value

df

Probability

F-statistic

1.631517

(7, 240)

0.1272

Chi-square

11.42062

0.1213

Normalized Restriction (= 0)

Value

Std. Err.

C(2)

-1.807152

4.452963

C(5)

8.240063

48.68221

C(6)

-43.80584

52.67516

C(7)

-119.4921

62.12745

C(8)

-71.12323

50.93906

C(9)

-31.25481

41.72117

C(10)

-52.45613

63.20247

Null Hypothesis Summary:

Restrictions are linear in coefficients.

Theo kt qu bng trn, ta c F = 1.631517 c p-value l 0.1272 > 0.05 nn ta
chp nhn gi thit H0. Tc l cc bin X1, D1, D2, D3, D6 u khng cn thit
a vo m hnh.
-Bin hng xe khng c nh hng n s thay i ca Y c l do khng c s khc bit
v cht lng cng nh vic tiu hao nhin liu hoc cc hng b tr tnh nng cho nhau.V
d hng Yamaha c cht lng ph tng, my mc tt hn hng Honda nhng li tiu hao
nhin liu hn Honda.

15

 n Kinh T Lng _ Nhm11

L8

-Bin ngh nghip ngi s dng khng cn thit a vo m hnh tc khng c s chnh
lch cao trong vic chi tiu trong thng cho vic i li gia cc nhm ngnh ngh.Trn thc
t sinh vin khng ch s dng xe cho vic i hc m cn i chi, i lm thm, ngc li
ngi lm trong lnh vc dch v khng hn phi chi tiu cho vic ny nhiu nht nu ngi
lm bn thi gian hoc ni lm vic gn ni ca h
V nhng l do k trn chng ti ngh mt m hnh mi nh sau

c lng m hnh hi quy mi:

Dependent Variable: Y
Method: Least Squares
Date: 06/25/11 Time: 23:42
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X2
X3

42.64099
5.211232
8.184925

56.07442
0.977071
1.930571

0.760436
5.333525
4.239640

0.4477
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.158870
0.152059
236.6123
13828387
-1719.831
1.152774

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

387.0000
256.9535
13.78265
13.82491
23.32630
0.000000

nh gi m hnh

Mc ph hp ca m hnh so vi thc t l R2 = 15.8870%, kh thp.

Da vo bng hi quy gc ta thy cc bin X2 , X3 c p_value =0 < =0.05 c

ngha v mt thng k

16

 n Kinh T Lng _ Nhm11

L8

9. Kim nh khuyt tt cho m hnh mi

9.1. Hin tng phng sai thay i
Ch quan

Da vo th ta thy phn d c xu hng gim dn khi i tng , ta kt lun c hin

tng phng sai thay i.

Kim nh park
Dependent Variable: LOG(RESID^2)
Method: Least Squares
Date: 06/26/11 Time: 12:06
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(YF)

-15.29415
4.088209

3.971749
0.669315

-3.850733
6.108051

0.0001
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.130765
0.127260
2.439965
1476.450
-576.7265
1.667392

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

8.947184
2.611807
4.629812
4.657984
37.30829
0.000000

Ta cn kim nh gi thit: H0: = 0 (khng c phng sai thay i)

H1: 0 (c phng sai thay i)

Xc sut ng h gi thit H0 =0%

Khng chp nhn gi thit H0 vi mc ngha 5%.

Vy c hin tng phng sai thay i.

17

 n Kinh T Lng _ Nhm11

L8

Cch 3: Kim nh Glejser

Hi quyeitheo i ta c kt qu nh sau
Dependent Variable: ABS(RESID)
Method: Least Squares
Date: 06/26/11 Time: 13:56
Sample: 1 250
Included observations: 250

Variable

Coefficient

Std. Error

t-Statistic

Prob.

2.951200

0.422941

6.977806

0.0000

YF

-0.003222

0.001057

-3.049311

0.0025

R-squared

0.036138

Mean dependent var

1.704279

Adjusted R-squared

0.032252

S.D. dependent var

1.735882

S.E. of regression

1.707660

Akaike info criterion

3.916093

Sum squared resid

723.1937

Schwarz criterion

3.944265

Log likelihood

-487.5116

F-statistic

9.298297

Durbin-Watson stat

1.907569

Prob(F-statistic)

0.002542

Ta cn kim nh gi thit: H0: = 0 (khng c phng sai thay i)

H1: 0 (c phng sai thay i)
P_value = 0.0025 <
0.05 Ta bc b gi thit H0.Vy kt lun c phng sai thay i

Hi quyeitheo i ta c kt qu nh sau
Dependent Variable: ABS(RESID)
Method: Least Squares
Date: 06/26/11 Time: 13:59
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SQR(YF)

2.540998
-0.071398

0.647328
0.032906

3.925365
-2.169789

0.0001
0.0310

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid

0.018630
0.014673
1.249166
386.9832

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion

1.146933
1.258433
3.290797
3.318969

18

 n Kinh T Lng _ Nhm11

Log likelihood
Durbin-Watson stat

-409.3497
1.781087

F-statistic
Prob(F-statistic)

L8

4.707985
0.030973

Ta cn kim nh gi thit: H0: = 0 (khng c phng sai thay i)

P_value = 0.03<

0.05

H1: 0 (c phng sai thay i)

Ta bc b gi thit H0.Vy kt lun c phng sai thay i

Hi quyeitheo ta c kt qu nh sau
Dependent Variable: ABS(RESID)
Method: Least Squares
Date: 06/26/11 Time: 14:01
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YF^-1

0.018007
263.6978

0.311076
111.7665

0.057886
2.359364

0.9539
0.0191

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.021953
0.018009
0.995480
245.7631
-352.5980
1.767842

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.736760
1.004567
2.836784
2.864956
5.566598
0.019082

Ta cn kim nh gi thit: H0: = 0 (khng c phng sai thay i)

P_value=0.019 <

Hi quyeitheo

H1: 0 ( c phng sai thay i)

0.05 Ta bc b gi thit H0.Vy kt lun c phng sai thay i

ta c kt qu nh sau

Dependent Variable: ABS(RESID)

Method: Least Squares
Date: 06/26/11 Time: 14:04
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YF^(-1/2)

-0.446935
18.63042

0.491741
9.418898

-0.908882
1.977983

0.3643
0.0490

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.015531
0.011561
0.840968
175.3924
-310.4303
1.756000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.520014
0.845872
2.499442
2.527614
3.912415
0.049038

19

 n Kinh T Lng _ Nhm11

L8

Ta cn kim nh gi thit: H0: = 0 (khng c phng sai thay i)

P_value=0.049 <

H1: 0 (c phng sai thay i)

0.05 Ta bc b gi thit H0.Vy kt lun c phng sai thay i

Cch 4: Kim nh White

White Heteroskedasticity Test:
F-statistic
Obs*R-squared

8.386678
30.10869

Probability
Probability

0.000002
0.000005

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/26/11 Time: 14:06
Sample: 1 250
Included observations: 250
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X2
X2^2
X3
X3^2

105794.1
-1368.264
44.28072
-6801.206
166.0598

141250.3
2071.861
20.65868
9256.421
143.8259

0.748983
-0.660403
2.143444
-0.734756
1.154589

0.4546
0.5096
0.0331
0.4632
0.2494

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.120435
0.106075
158515.0
6.16E+12
-3345.610
1.837847

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

55313.55
167656.2
26.80488
26.87531
8.386678
0.000002

Ta cn kim nh gi thit H0: khng c phng sai thay i

H1: c phng sai thay i
T kt qu bng trn ta thy p-value rt nh

Ta bc b gi thit H0 vi mc ngha 5%.

Ngha l c phng sai thay i

20

 n Kinh T Lng _ Nhm11

L8

10. c lng khong tin cy ca cc h s hi quy

c lng khong tin cy ca cc h s hi quy:
Vi m hnh hi quy sau khc phc khuyt tt, ta c :
Y = 42.64099 + 5.211232

+ 8.184925

c lng khong tin cy ca

Se( ) = 56.07442, tra Excel ta c c

Khong tin cy ca mc ngha 5% ca
-67.804 <

l :

< 153.086

c lng khong tin cy ca

Se( ) = 0.977071, tra Excel ta c c

Khong tin cy ca mc ngha 5% ca
3.286778 <

(247) = 1.969615
l :

< 7.135685

c lng khong tin cy ca

Se( ) = 1.930571, tra Excel ta c c

Khong tin cy ca mc ngha 5% ca
4.382444 <

(247) = 1.969615

( 247) = 1.969615
l :

< 1198741

21

 n Kinh T Lng _ Nhm11

L8

12. D bo
Vi hm hi quy mi ta thc hin d bo chi tiu cho vic i li bng xe my trong mt
thng vi gi mua xe l 30 triu VND v tui ca ngi s dng l 18 tui.
D bo im
Dng phng php d bo im trn Eview ta c kt qu d bo sau

Da vo kt qu d bo c,ta c Y251 =346.3066 nghn ng ,tc ngi ny s phi chi

s tin l 346.3066 nghn ng cho vic i li trong 1 thng
D bo khong
Ta d bo cY251

22

 n Kinh T Lng _ Nhm11

se1=

L8

=237.3932

Se= =19.2393 v TINV(0.05,247)=1.969615

D bo chi tiu cho vic i li bng xe my trong thng s trong khong

(308.4126;384.2006)

23

 n Kinh T Lng _ Nhm11

L8

KT LUN
T nhng kt qu nhn c ta thy hai yu t c tc ng n vic chi tiu cho
phng tin i li bng xe my l gi ca xe v tui ngi s dng.Theo , gi xe
cng cao th vic chi tiu cng cng nhiu.Nu bn t vn tit kim ln trn nhng
nhu cu khc nh kiu dng, mu m, tnh nng, th nn chn loi xe c gi c trung
bnh t s tit kim mt s chi ph nh thay th, sa cha my mc, ph tng chnh
hng, cng nh l s tiu hao nhin liu. Cc hng xe khng c s khc bit nhiu
v cht lng v tiu hao nhin liu.Ngoi ra, ngi s dng cng ln tui th chi tiu
cng nhiu.iu ny c th l do tnh cht ngh nghip, sinh hot thng ngy ( a
con i hc, hp mt bn b.) nn c mc i li thng xuyn hoc do tnh cn
thn nn s thng xuyn chm sc, bo trTuy nhin, do s ph hp ca m hnh l
khng cao nn nhng yu t trn khng phi l nguyn nhn tc ng mnh m n chi
tiu cho vic i li bng xe my trong thng.

24

 n Kinh T Lng _ Nhm11

L8

25