L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

CCH NHN DNG MT S BI TP MN KINH T LNG

Trc ht, t xin lu vi cc bn mt s im nh sau: y t s ch nu cc du hiu nhn bit ca cc dng bi hay gp nht, m cc bn khng hnh dung c phi lm ci g. Cn cch lm c th hay cc dng bi ch vic p cng thc, thay s cc bn c th dng sch hoc tra trong t tng kt cng thc t upload ln cho mi ngi. Mn ny phn l thuyt th ch c cch l c sch v hiu ch khng cn cch no khc, cn ring phn bi tp, th cng ch 1 vi dng bi thi ch khng nhiu nh l thuyt nn t hi vng cc bn s c gng lm ht c phn ny 1. Tnh R2 1.1. Du hiu: bi c dng: _ Tnh h s xc nh ca m hnh, tnh R2. _ Bin c lp gii thch c bao nhiu phn trm s bin ng ca bin ph thuc 1.2. Cch lm: Ngay lp tc chng ta phi ngh ra ngay l bi hi tnh R2, v nhim v ca chng ta l da vo bi cho nhng d kin g c th tnh ra R2. Mt s cng thc tiu biu:
R2 = 1 RSS TSS

2=1- (1 R2). Trong :

( k l s tham s ca m hnh)

RSS ly dng Sum square resid trong bng Eview

TSS c tnh bng Sy= /( 1) ( Sy l gi tr cho dng SD dependent var.

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Yh: jackychan_boy_9x

L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

Ngoi ra, cc bn c th tnh R2 thng qua gi tr Fqs ca kim nh s ph hp ca m hnh: Fqs = , ( n l s quan st, k l s h s ca m hnh, gi tr Fqs bi s cho dng F-statistic) 2. c lng khong tin cy i xng, ti a, ti thiu 2.1. Du hiu: ring phn ny, bi s ghi r ra l khong tin cy ti a, ti thiu, i xng l (*) Tuy nhin, phn ti a, ti thiu c 1 lu l: _ Khi bi hi c lng ti a, hay ti thiu th vic u tin l cc bn xem h s n yu cu mnh c lng l s m (< 0) hay dng ( > 0). _ Nu h s c lng l dng ( > 0) => hi g tr li y: c lng ti a => dng cng thc c lng ti a. _ Nu h s c lng l m ( < 0 ) => hi g th ta lm ngc li: c lng ti a => dng cng thc c lng ti thiu 3. Kim nh h s 3.1. Du hiu: bi s c nhng cu hi dng: _ Bin Y c thc s ph thuc vo bin c lp X hay khng? ( Y, X s thay bng tn khc ty bi. VD nh: sn lng c thc s ph thuc vo lng lao ng hay khng? ) _ H s X1, X2.. c ngha thng k hay khng? 3.2. Cch lm: Khi bi hi th kia, lp tc chng ta ngh ngay n vic kim nh cp gi thit: H0: = 0 H1: 0 4. Thu hp hi quy: 4.1. Du hiu: bi s c cu hi dng: _ Nghi ng tc ng ca .nh nhau.:

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L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

Hay n gin, c khi bi tin hnh hi quy Y theo 1 m hnh no m cc bn m thy s bin c lp (X) ca m hnh mi t bin hn so vi m hnh ca bi cho th ta ngh ngay n vic s dng cng thc kim nh thu hp 4.2. Cch lm: ty bi, nu bi cho RSS hay R2 th ta s dng cng thc tnh Fqs trong kim nh thu hp cho ph hp: Fqs =
() () ()

() () ()

Trong : L: m hnh ln ( m hnh c nhiu bin), N: m hnh nh ( c t bin hn), n: s quan st bi cho, k: s h s ca m hnh ln, m: s bin b ra khi m hnh 5. Cc dng bi v kim nh gi thit ca m hnh. Trong cc dng bi kim nh xem m hnh mc phi khuyt tt g ( a cng tuyn, phng sai sai s thay i, t tng quan) th ta s lun phi tin hnh kim nh, v d nh, cc bn ch cn nh 1 cp gi thit duy nht: H0: m hnh ng ( tc khng c khuyt tt) H1: m hnh sai ( tc c khuyt tt ) => nu bc b H0 => m hnh c hin tng ( a cng tuyn, PSSS thay i, t tng quan ). V ngc li. 5.1. a cng tuyn 5.1.1. Du hiu: khi cc bn thy bi tin hnh hi quy 1 m hnh no , m c bin ph thuc cng nh bin c lp ca m hnh u l bin c lp ca m hnh gc bi cho => chc chn n s dng kim nh xem m hnh gc ( ban u) c hin tng a cng tuyn hay khng?

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L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

VD: m hnh bi cho: Y = B1 +B2.X2 +B3.X3 + B4.X4 bi: tin hnh hi quy m hnh X2 theo X3, X4 c h s chn. Kt qu thu c rt ra kt lun g? 5.1.2. Cch lm: ty xem bi cho d kin g th ta s dng n lm. Nu bi cho h s c lng beta, lch chun ca h s th ta dng kim nh T ( kim nh h s bng 0 hay khc 0 ) Nu bi cho R2 th ta dng cng thc kim nh s ph hp ca m hnh 5.2. Phng sai sai s thay i 5.2.1. Du hiu: bi s c cu: Tin hnh hi quy e2 ( hay |e|) theo 5.2.2. Cch lm: Khi c n cm t hi quy e2 ( hay |e|) th cc bn phi ngh ngay n l bi s hi v phn phng sai sai s thay i v ch trong kim nh PSSS thay i, ngi ta mi tin hnh hi quy e2 ( hay |e| ) Vic tip theo l c nt v cn li nhn dng xem, n s ri vo dng kim nh no trong cc dng m ta hc trong phn PSSS thay i. Nu hi quy e2 theo Ln(X) ( tc theo logarit ca cc bin c lp) th chc chn l dng kim nh Park gii quyt bi ny. Nu hi quy e2 theo X1, X2, X12, X22, X1. X2 ( tc theo 1 ci hm m va c X, va c X2 hay tch cc X ) th chc chn l dng kim nh White gii quyt. Cc TH cn li m cng tin hnh hi quy e2 th n s l phn kim nh da vo bin c lp. Ty d liu bi cho, ta s dng kim nh T ( xem h s bng 0 hay khc 0 ) hay kim nh F ( xem hm c ph hp hay khng) lm bi. Vn phi nh cp gi thit t ghi trn kia nh. 5.3. T tng quan. 5.3.1. Nu bi yu cu kim nh t tng quan bc 1:

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L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

Th ly gi tr d dng Durbin-watson trong bng Eview ri xem n nm trong khong no trong cc khong ca dL v du. 5.3.2. Nu bi c dng: hi quy e theo Tc l ta phi ngh ngay n n hi v t tng quan ( v ch c t tng quan mi tin hnh hi quy e) C 2 TH: Nu ni hi quy e theo X1, X2 c h s chn => dng phng php hi quy ph Nu ni hi quy e theo [B1+B2X] . ( tc l trong hm hi quy n lm c c hm hi quy bi cho ban u) => dng phng php kim nh B G 6. H s co gin, nh hng bin 6.1. Du hiu: bi s hi lun, h s co gin, nh hng bin l ?? Cc bn cn nh cng thc: nh hng bin: H s co gin:e= 6.2. Cch lm: VD: cho hm hi quy LnY = 1 + 2 .

Tm nh hng cn bin v h s co gin? Ta s c : 2 =

() ( )

T suy ra: nh hng cn bin l: H s co gin l: e =

= 2

= 2

x = 2

y t tng kt cc dng hm thng gp, cc bn c th xem, nhng tt nht cc bn nn bit cch tnh ra n nh th no, mt cng hc thuc.

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L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

Tn gi Tuyn tnh Tuyn Log Log lin Lin-log Nghch o

Dng hm Y = + .X

nh bin

hng H s co gin .(X/Y) .X .(1/Y)

tnh lnY = + .(Y/X) .lnX lnY = + .X .Y Y = + .lnX .(1/X)

- .(1/X2) - .(1/XY) Y = + . (*)Note: cc bn xem k phn ngha h s gc nh, v i thi n rt hay hi phn ny y, my cu hi v phn ny cc bn s bt gp KTL bn cng trng phn ng, Sai.

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

7. Dng bi hay sai Dng bi ny cc bn rt hay gp, t khng bit ghi ra kiu g nn s cha v d , khi gp bi no tng t, cc bn c lm ln lt theo cc bc s ra p n ng: VD: Cu 3 1 ( nh 76) trong b KTL nm ngoi t upload ln: C kin cho rng co gin ring ca cu hng ha nhp khu yu hn co gin ca n i vi thu nhp. Kim tra kin trn, cn kim nh cp gi thit no? Bc1: Xc nh xem thc cht bi hi g: v y l dng hm ton loga nn cc h s beta chnh l cc h s co gin ( xem bng trn). Chnh v vy ta c: Co gin ring ca cu hng ha nhp khu ( theo gi nhp khu): 3 Co gin ca cu hng ha vi thu nhp: 2

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L Quang Hin

A6QTKDK49

Email: lequanghien.k49.ftu@gmail.com

kin bi: | 3| < | 2| ( cc bn phi nh, bao gi chng ta cng phi a n vo gi tr tuyt i trc, ch ng bao gi ly nguyn h s m so snh l sai lun) Bc 2: B du gi tr tuyt i C 2 > 0 => | 2| = 2 3 < 0 => | 3| = - 3 kin lc ny s l: - 3 < 2 <=> 2 + 3 > 0 Bc 3: xc nh xem kin y cho vo gi thit H0 hay H1 y, ta nhn thy kin ch c du ln hn > nn s cho vo H1 bi v Ho phi lun lun c du = trong gi thit. Vy cp gi thit chnh xc s l Ho: 2 + 3 0; H1: 2 + 3 > 0

Trn y l du hiu ca cc dng bi m cc bn hay vng mc, kh khn nht, cc bn hy xem k v ly cc bi tp ra lm th ng dng lun, m bo s thy d dng hn rt nhiu.

CHC CC BN N THI TT ^ ^

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