Bài tập Kinh tế lượng phần mềm eview

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Bi tp Kinh t lng
phn mm EVIEWS
----- o0o ----Chng II
Bi tp 2.12
a/
Vit hm hi qui tng th:

PRF:
E(QA/PAi) = 1 + 2 * PAi
Vit hm hi qui mu:
SRF:
QAi = 1814,139 - 51,7514 * PAi
Gii thch kt qu c lng nhn c:
= 1814,139 cho bit lng bn trung bnh v nc gii kht ca hng A khi
gi bn = 0. Gi tr y c hiu nh lng cu tim nng trung bnh ca th trng i

=
vi nc gii kht ca hng A. Theo kt qu c lng ca phn mm EVIEWS,
1
1814,139 > 0 , gi tr ny ph hp vi l thuyt kinh t.

= -51,7514 cho bit khi gi bn ca nc gii kht hng A thay i 1 n v
(nghn ng/lt) th lng bn hng A s thay i nh th no. Du m ca gi tr c

lng nhn c tm thi th hin quan h nh hng ca gi ti lng bn l ngc
= -51,7514 cho bit khi gi bn tng 1 nghn ng/lt nc gii kht th
chiu. Gi tr
2
lng bn s gim xung 51,7514 nghn lt v ngc li (trong iu kin cc yu t khc

khng thay i).
Theo l thuyt kinh t, vi mt hng ha thng thng th gi tng s lm lng
cu v hng ha gim v ngc li (trong iu kin cc yu t khc khng i). Vi
= -51,7514 < 0 cho thy kt qu ny ph hp vi l thuyt kinh t.
b/ Vi PA0 = 20, c lng im lng bn trung bnh:

QA0 = 1814,139 - 51,7514 * 20 = 779,111
c/ Kim nh cp gi thuyt:
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H0 : 2 = 0
H1 : 2 0
Gi thuyt H0 th hin thng tin gi bn khng nh hng n lng bn
Tiu chun kim nh:
T =
2 0
SD ( 2 )
Vi kt qu c lng ca EVIEWS:
Tqs =
2 0
51,7514
=
= 5,258806 = T statistic ( PA)
9,840903
SE ( 2 )
Min bc b H0 vi = 5%:
W = T : T > t( n 2) = T : T > t0( 24,025 2) = { T : T > 2,074}

2
Tqs W bc b
gi thuyt H0
Lng bn ca hng nc gii kht A c chu nh hng ca gi bn

* C th s dng gi tr P-value ( Probability value) ca h s 2 trong bo co kt
lun:
P-value (PA) = 0,0000 < = 0,05 bc b H0
Lu (gi tr P-value ny ch p dng c vi cp gi thuyt ny, cc cp gi thuyt
khc v h s hi quy khng p dng c)
d/ Kim nh cp gi thuyt:
H0 : 2 = 0
H1 : 2 < 0
Gi thuyt H0 th hin thng tin gi bn gim khng lm tng lng bn
Gi thuyt H1 th hin thng tin gi bn gim c lm tng lng bn
Tqs =
2 0
51,7514
=
= 5,258806 = T statistic ( PA)
9,840903
SE ( 2 )
2)
W = {T : T < t( n2) } = {T : T < t 0( 24
, 05 } = { T : T < 1,717}
Tqs W bc b
gi thuyt H0
Nh vy gim gi c lm tng lng bn
e/ Cn xc nh khong tin cy i xng ca h s 2
( 2 t( n 2) SE ( 2 ); 2 + t( n 2) SE ( 2 ))
2
(-51,7514 2,074*9,840903 ; -51,7514 + 2,074*9,840903)

(-72,1614 ; -31,3414)
Gi bn gim 1 nghn/lt th lng bn s tng ln trung bnh trong khong
(31,3414 ; 72,1614) nghn lt
f/ Da trn ngha ca h s 2: khi bin PA tng 1 n v th QA tng 2 n v v
ngc li
khi bin PA tng 1 n v th QA gim (- 2) n v
Yu cu xc nh gi tr ti a ca (- 2), do cn tm gi tr ti thiu ca 2 vi mc =
5%.
Khong tin cy bn phi ca 2:
( 2 t( n 2 ) SE ( 2 );+)
(-51,7514 1,717 * 9,840903 ; + )

(-68,6482; + )
Kt lun: gi tng 1 nghn/lt th lng bn gim ti a trung bnh l 68,6482 nghn lt.
g/ Cu hi cn iu chnh:
C th cho rng gi tng 1 nghn/lt th lng bn gim nhiu hn 50 nghn lt hay
khng?
(Nu gi nguyn cu hi c GI TNG 1 NGHN TH LNG BN TNG NHIU
HN 50 NGHN LT, vn c th tin hnh kim nh bnh thng vi cp gi thuyt:
H 0 : 2 = 50
H1 : 2 > 50
nhng khng ph hp vi l thuyt kinh t v kt qu c lng)
Kim nh cp gi thuyt:
H 0 : 2 = 50
H1 : 2 < 50
Da trn ngha ca h s 2 : khi bin PA tng 1 n v th QA tng 2 n v v ngc
li
khi bin PA tng 1 n v th QA gim (- 2) n v
[?] PA tng 1 n v th QA gim > 50 n v cn kim nh - 2 > 50 hay 2 < -50
Gi thuyt H0 th hin thng tin kin u bi a ra l SAI
Gi thuyt H1 th hin thng tin kin u bi a ra l NG
Tqs =
2 (50) 51,7514 + 50
=
= 0,1779
9,840903
SE ( 2 )
2)
W = {T : T < t( n2) } = {T : T < t 0( 24
, 05 } = { T : T < 1,717}
Tqs W cha c c s bc b gi thuyt H0
Nh vy gi tng 1 nghn/lt th lng bn khng gim nhiu hn 50 nghn lt.

h/ Tnh TSS t thng tin trong bo co OLS ca EVIEWS:
Cch 1: TSS = (n-1) * (SD Dependent variable)2 = 23 * 292,76732 = 1971391,9148
Cch 2: TSS =
RSS
873438,5
=
= 1971390,8143
2
1 R
1 0,556943
Hai kt qu c 1 cht sai lch do s liu ca cc thnh phn trong cng thc b lm trn
khc nhau.
Tnh ESS = TSS RSS = 1971390,8143 873438,5 = 1097952,3143
i/ H s xc nh ca m hnh R 2 = 0,556943. Gi tr ny cho bit hm hi quy mu
(hoc bin PA - gi bn) gii thch c 55,69% s bin ng ca lng bn hng nc
gii kht A.
k/ c lng im cho 2 (phng sai sai s ngu nhin) l 2
2 =
RSS
873438,5
=
= 39701,75
n2
24 2
Hoc
2 = ( ) 2 = (SE of Regression)2 = (199,253)2 = 39701,75
(+) c lng khong cho 2
2
2
(n 2) ; (n 2) = RSS ; RSS = RSS ; RSS = 873438,5 ; 873438,5
)
( 22 )
( n 2)
1(n 2) ( n 2) 1(n 2) 0( 22
36,7807 10,9823
, 05 0 , 975
2
2
2
2
= (23747,1962 ; 79531,4734)
l/ D bo gi tr trung bnh ca lng bn khi gi bn bng 18 nghn/lt
PA0 = 18
2 =
QA0
= 1814,139 - 51,7514 * PA0 = 882,6138
RSS
873438,5
=
= 39701,75
n2
24 2
n = 24
PA =
QA 1 923,5833 1814,139
=
= 17,2083
51,7514
) = 9,8409032 = 96,8434
Var(
2
Thay s vo cng thc:
SE (QA0 ) =
2
+ ( PA0 PA) 2 var(2 ) = 41,4118
n
Khong tin cy cho lng bn trung bnh khi gi bn bng 18 nghn/lt:

(882,6138 2,074 * 41,4118 ; 882,6138 + 2,074 * 41,4118)
(796,7257 ; 968,5019) nghn lt
(+) D bo lng bn c bit khi gi bn bng 18 nghn/lt:
SE (QA0 ) =
2
+ ( PA0 PA) 2 var(2 ) + 2 = 203,5109
n
Khong tin cy cho lng bn c bit khi gi bn bng 18 nghn/lt:

(882,6138 2,074 * 203,5109 ; 882,6138 + 2,074 * 203,5109)
(460,5322 ; 1304,6954) nghn lt
Bi tp 2.13
a/ Vit hm hi quy tng th
PRF:
E(Y/Li) = 1 + 2 * Li
Vit hm hi qui mu:
Yi = 255,538 + 6,068681 Li
SRF:
Du ca cc c lng c ph hp vi l thuyt kinh t:

1 = 255,538 < 0 gi tr ny cho bit cn c 1 lng lao ng nht nh (L 0) th qu
trnh sn xut mi din ra v c sn phm c sn xut. C th ni du ca c lng

ny l ph hp vi thc t.
Y
Cng c th gii thch cch khc, l..
SRF
1 < 0
L0
2 = 6,068681 > 0 gi tr ny ph hp vi l thuyt v khi tng lao ng cho qu trnh
sn xut th sn lng s tng ln v ngc li (trong iu kin cc yu t khc khng

i).
b/ Kim nh cp gi thuyt:
H0 : 1 = 0
H1 : 1 0
H0 cho bit h s chn khng c ngha thng k
H1 cho bit thng tin ngc li.
Cch 1:
Tqs =
1 0
255,538
=
= 2,562533 = T statistic (C )
99,72089
SE ( 1 )
W = T : T > t( n 2) = T : T > t0( 20,025 2) = { T : T > 2,101}

2
Tqs W bc b
Cch 2:
gi thuyt H0
Prob(C) = 0,0196< = 0,05 bc b H0
Nu mc ngha = 0,01 th kt lun trn thay i cha c c s bc b H0 do
prob(C) = 0,0196 > = 0,01 hoc s dng min bc b:
W = T : T > t( n 2) = T : T > t0( 20,005 2) = { T : T > 2,878} T

2
qs
H0 : 2 = 0
H1 : 2 0
H0 cho bit Sn lng khng ph thuc vo Lao ng, H1 cho bit thng tin ngc
li.
Tqs =
2 0
6,068682
=
= 8,138894 = T statistic ( L)
0,74564
SE ( 2 )
W = T : T > t( n 2) = T : T > t0( 20,025 2) = { T : T > 2,101}

2
Tqs W bc b
gi thuyt H0
Hoc s dng Prob(L) = 0,0000< = 0,05 bc b H0

Kt lun: Sn lng c ph thuc vo Lao ng
(+) Vi R2 = 0,786329 bin Lao ng gii thch c 78,6329% s bin ng ca bin
Sn lng.
d/ Khong tin cy bn tri ca 2 :
(; 2 + t( n 2 ) SE ( 2 ))
(;6,068681 +1,734 0,74564)
(;7,36162076)
Thm 1 n v Lao ng th sn lng tng ti a 7,36162076 n v.

e/ Kim nh cp gi thuyt:
H0 : 2 = 7
H1 : 2 < 7
Tqs =
2 7
6,068682 7
=
= 1,249
0,74564
SE ( 2 )
2)
W = {T : T < t( n2 ) } = {T : T < t 0( 20
, 05 } = {T : T < 1,734}
Tqs W cha c c s bc b gi thuyt H0
kin u bi l SAI.
f/ D bo gi tr trung bnh ca Sn lng khi lng lao ng l 150 n v.
L0 = 150
2 =
Y
0
= -255,538 + 6,068681* L0 = 654,76415
RSS
36777,46
=
= 113,5107
n2
20 2
n = 20
L=
Y 1 551,9 + 255,538
=
= 133,0499
6,068681
) = 0,745642 = 0,556
Var(
2
Thay s vo cng thc:

2
SE (Y0 ) =
+ ( L0 L) 2 var(2 ) = 12,8615
n
Khong tin cy cho sn lng trung bnh khi lng lao ng l 150 n v:
(654,76415 2,101 *12,8615 ; 654,76415 + 2,101 *12,8615)
Chng III
Bi tp 3.5
(+) PRM:
QAi = 1 + 2 * PAi + 3* PBi + Ui
(+) SRM:
QAi = 1003,407 59,05641* PAi + 55,63005* PBi + ei
a/ Gii thch c lng cc h s gc:
= -59,05641 cho bit khi gi bn ca nc gii kht hng A thay i 1 n v (nghn
2
= -59,05641 cho bit
ng/lt) th lng bn hng A s thay i nh th no. Gi tr
2
khi gi bn tng 1 nghn ng/lt nc gii kht th lng bn s gim xung trung bnh
59,05641 nghn lt v ngc li (trong iu kin cc yu t khc khng thay i).
= 55,63005 cho bit khi gi bn hang B tng 1 nghn ng/lt nc gii kht th lng
3
bn s tng ln trung bnh 55,63005 nghn lt v ngc li (trong iu kin cc yu t
khc khng thay i).
b/ Cn tm khong tin cy i xng ca 2
( 2 t( n 3) SE ( 2 ); 2 + t( n 3) SE ( 2 ))
2
(-59,05641 2,08 * 9,269155; -59,05641 + 2,08 * 9,269155)

(-78,3363; -39,7766)
Gi hng A tng 1 nghn, gi hng B khng i th lng bn s gim trung bnh trong
khong (39,7766;78,3363) nghn lt.
c/ Cn tm khong tin cy i xng ca 3
( 3 t( n 3) SE ( 3 ); 3 + t( n 3) SE ( 3 ))
2
(55,63005 2,08 * 21,9159; 55,63005 + 2,08 * 21,9159)

(10,0449;101,2151)
Gi hng B tng 1 nghn, gi hng A khng i th lng bn s tng ln trung bnh trong
khong (10,0449;101,2151) nghn lt.
H0 : 2 + 3 = 0
H1 : 2 + 3 0
Ta c:
+
)=
s.e(
2
3
) + var(
) + 2 cov(
,
) = 9,269155 2 + 21,9159 2 + 2 (63,071)
var(
2
3
2
3
= 20,9781
Tqs =
2 + 3
59,05641 + 55,63005
=
= 0,1633
20,9781
SE ( 2 + 3 )
= T : T > t( n 3) = T : T > t0( 24,025 3) = {T : T > 2,08}

2
Tqs W Cha c c s bc b H0
Khi gi hng A v B cng tng 1 nghn th lng bn hng A khng thay i.
e/ Gi hng B tng 1 nghn lng bn hng A tng 3
Gi hng A gim 1 nghn lng bn hng A tng 2
Tng lng tng ca hng A l 3 2
Cn tm khong tin cy bn tri ca 3 2
( ; 3 2 + t( n 3) s.e( 3 2 ))
(- ; 59,05641+55,63005+1,721*26,31228)
(- ;159,9699)
Kt lun: gi hng A gim 1 nghn cn gi hng B tng 1 nghn th lng bn hng A
tng ti a trung bnh l 159,9699 nghn lt.
f/ Tnh R2:
(+) T cng thc:
R 2 =1
RSS
RSS
668370,4
=1
=1
2
TSS
(n 1) ( S .D.DependentVariable)
( 24 1) ( 292,7673) 2
(+) T cng thc:

R 2 = 1 (1 R 2 ) = 1 (1 0,628676)
(+) T cng thc F-statistic:
R2
F statistic =
(3 1)
= 20,47028
(1 R )
(n 3)
2
3 1
2
n 3
R =
3 1
1 ( F statistic )
n 3
( F statistic )
g/ Cc cch kim nh b bin PB ra khi m hnh:

(+) Kim nh cp gi thuyt:
H0 : 3 = 0
H1 : 3 0
Tqs =
3 0
55,63005
=
= 2,538342 = T statistic ( PB)
21,9159
SE ( 3 )
W = T : T > t( n 3) = T : T > t 0( 24,025 3) = { T : T > 2,08}

2
Tqs W bc b gi thuyt H0
Hoc s dng Prob(L) = 0,0191< = 0,05 bc b H0

(+) Kim nh thu hp hi quy:
H0 : 3 = 0
H1 : 3 0
( RL2 R N2 )
( RSS N RSS L )
(
0
,
660965
0
,
557
)
1 =
1 = (873438,5 668370,4) = 6,4396
Fqs =
=
2
(1 0,660965)
( RSS L )
(668370,4)
(1 RL )
(24 3)
(24 3)
(n 3)
(n 3)
W = { F : F > F(1,n 3) } = { F : F > F0(,105, 21) } = { F : F > 4,325}
Fqs W bc b H0
(+) So snh R 2 ca 2 m hnh:

Vi RL2 = 0,628676
Vi R N2 = 1 (1 R N2 )
n 1
23
= 1 (1 0,557)
= 0,5369
n 2
22
Do R 2 tng ln vic a b bin PB l khng thch hp.
Lu : vic ch b bt hay thm vo 1 bin c th dung R 2 nhng nu b bt hay
thm vo nhiu bin s th bt buc phi dng kim nh thu hp.
Bi tp 3.6
(+) PRF:
E (ln Y ln Li , ln K i ) = 1 + 2 ln K i + 3 ln Li
(+) PRF vi cc bin gc Y, K, L:

(+) SRF:
E (Y Li , K i ) = e 1 K i 2 Li
ln Yi = 0,764682 + 0,510023 ln K i + 0,599932 ln Li
(+) SRF vi cc bin gc Y, K, L:
0 , 510023
0 , 599932
Yi = e 0,764682 K i
Li
= 0,764682 cho bit sn lng trung bnh ca doanh nghip (do cha c y
thong tin nn tm gi nh cc quan st dng hi quy l cc quan st v doanh nghip,

trn thc t, cc quan st c th v ngnh sn xut hoc quc gia) c 1 n v vn v 1
=
n v lao ng = e 0, 764682 . Theo kt qu c lng ca phn mm EVIEWS,
1
0,764682 > 0 , gi tr ny chp nhn c trn thc t.

= 0,510023 cho bit khi vn tng 1% th sn lng doanh nghip tng
0,510023% v ngc li (trong iu kin cc yu t khc khng thay i). Gi tr ny >0

th hin vn tng th sn lng tng theo v ngc li ph hp vi l thuyt kinh t.
= 0,599932 cho bit khi lao ng tng 1% th sn lng doanh nghip tng
0,599932% v ngc li (trong iu kin cc yu t khc khng thay i). Gi tr ny >0

th hin lao ng tng th sn lng tng theo v ngc li ph hp vi l thuyt kinh
t.
b/ [?] Phi chng c 2 bin c lp u gii thch cho s bin ng ca bin ph thuc.
Lu : Cch dng t y l chnh xc (nu hi l c th ni c vn v lao ng u
gii thch cho bin sn lng th khng thch hp v dng hm hi quy khng phi p
dng vi cc bin gc Y, K, L).
Bn cnh , hc vin ch cu hi c ni dung gn ging vi cu hi trn: Phi
chng c hai bin c lp u KHNG gii thch cho bin ph thuc. Trng hp ny
H0 :R = 0 H0 : 2 = 3 = 0
2 2 2
H1 :R 0 H1 : 2 + 3 0
2
kim nh s ph hp ca hm hi quy
Cn kim nh 2 cp gi thuyt:
H0 : 2 = 0 H0 : 3 = 0
v (2)
(1)
H1 : 2 0 H1 : 3 0
Cch 1: dng Prob so snh vi .
Vi (1): Prob(lnK) = 0,0009< =0,05 bc b H0
Vi (2): Prob(lnL) = 0,0273< =0,05 bc b H0
Kt lun: c hai bin c lp u nh hng n bin ph thuc
Lu : Kt lun trn cha thc s dng c trong phn tch (v cn lin quan n cc
khuyt tt ca m hnh cha c kim tra ni dung ny hc trong cc chng sau)
Cch 2: S dng kim nh T
Vi (1):
Tqs =
2 0
0,510023
=
= 4,01722 = T statistic (ln K )
SE ( 2 ) 0,126959
W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

2
Tqs W bc b
Vi (2):
gi thuyt H0
Tqs =
3 0
0,599932
=
= 2,415183 = T statistic (ln L)
0,2484
SE ( 3 )
W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

2
Kt lun: nh trn
c/ Cn tm khong tin cy bn tri ca 2 :
( ; 2 + t( n 3) SE ( 2 ))
( ; 0,5100233 + 1,74 * 0,126959)

( ;0,7309)
Kt lun: vn tng 1% th sn lng tng ti a l 0,7309% (iu kin cc yu t khc
khng i).
d/ Cn tm khong tin cy bn phi ca 3 :
( 3 t( n 3) SE ( 3 );+)
(0,599932- 1,74 * 0,2484; + )

(0,1677; + )
Kt lun: lao ng tng 1% th sn lng tng ti thiu l 0,1677% (iu kin cc yu t
khc khng i).
e/ Khong tin cy i xng ca 2 + 3
+
) = var(
) + var(
) + 2 cov(
,
) = 0,126959 2 + 0,2484 2 + 2 ( 0,027736)
s.e(
2
3
2
3
2
3
= 0,1493
(0,510023+0,599932-2,11*0,1493; 0,510023+0,599932+2,11*0,1493)
(0,7949;1,4249)
f/ Kim nh cp gi thuyt:
H0 : 2 3 = 0
H1 : 2 3 0

)=
s.e(
2
3
) + var(
) 2 cov(
,
) =
var(
2
3
2
3
= 0,3651
0,126959 2 + 0,2484 2 2 ( 0,027736)
Tqs =
0,510023 0,599932
= 0,2463
0,3651
W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

2
Tqs W chp
nhn gi thuyt H0 khi vn tng 1 % v lao ng gim 1% th sn
lng khng thay i.

g/ Kim nh cp gi thuyt:
H0 : 2 + 3 = 1
H1 : 2 + 3 > 1
H0 th hin thng tin qu trnh sn xut c hiu qu khng i theo quy m.
H1 th hin thng tin qu trnh sn xut c hiu qu tng theo quy m.
+
) = var(
) + var(
) + 2 cov(
,
) = 0,126959 2 + 0,2484 2 + 2 ( 0,027736)
s.e(
2
3
2
3
2
3
= 0,1493
Tqs =
0,510023 + 0,599932 1
= 0.7365
0,1493
3)
W = {T : T > t( n 3) } = {T : T > t0( 20
, 05 } = { T : T > 1,74}
Tqs W chp
nhn gi thuyt H0 qu trnh sn xut c hiu qu khng i theo
quy m.
h/ Kim nh thu hp hi quy:
H0 : 3 = 0
H1 : 3 0
H0 th hin thng tin c th b bin ln L
H1 th hin thng tin khng th b bin ln L
Fqs =
W =
( RL2 RN2 ) / 1
(0,910215 0,8794)
=
= 5.8345
2
(1 RN ) /(20 3)
(1 0,910215) / 17
{F : F > F0(,105,17 ) } =
Fqs W
{F : F > 4,48}
bc b H0 khng th b bin ln L ra khi m hnh
Chng IV
Bi tp 4.4
a/
Vit hm hi qui tng th:
E (QA PAi , H i , H PAi ) = 1 + 2 PAi + 3 H i + 4 ( H PA)i
Vi nhng thng ma lnh (H = 1):

E (QA PAi , H i = 1, H PAi ) = ( 1 + 3 ) + ( 2 + 4 ) PAi
Vi nhng thng ma nng (H = 0):

E (QA PAi , H i = 0, H PAi ) = 1 + 2 PAi
(+) Hm hi qui mu:

A =1972,7741 57,151 PA 885,5565 H + 27,11565 ( H PA)
Q
i
i
i
i
Vi nhng thng ma lnh (H = 1):

A = 1087,2176 - 30,03535 PA
Q
i
i
Vi nhng thng ma nng (H = 0):

A =1972,7741 57,151 PA
Q
i
i
b/ Vi PA0 = 20
(+) c lng im lng bn ca hng (ma lnh):
QA0 = 1087,2176-30,03535 * 20 = 486,5106
(+) c lng im lng bn ca hng (ma nng):
QA0 = 1972,7741 57,151 *20 = 829,7541
H0 : 3 = 0
H1 : 3 0
Prob[H] = 0,0001< = 0,05 bc b H0 h s chn ca m hnh c khc nhau gia 2
ma.
(C th dng tiu chun kim nh T kim nh trong trng hp khng c Prob
Xem li cc bi mu trn, ch bc t do trong cc kim nh v khong tin cy ca bi
tp ny u l (n-4))
H0 : 4 = 0
H1 : 4 0
Prob[H] = 0,0227< = 0,05 bc b H0 h s gc ca m hnh c khc nhau gia 2
ma.
(+) H s gc chnh lch nhau trong khong tin cy i xng ca 4 :
( 24 4 )
(27,11565 - t
( 24 4 )
* 10,98241; 27,11565 + t
* 10,98241)
Sinh vin t tnh kt qu

e/ Cu hi yu cu kim nh du ca 4 . Do 2 < 0 (gi c tc ng ngc chiu n
lng bn) nn nu 4 > 0 th vo ma nng vic gim gi c nh hng lng bn
mnh hn, nu 4 < 0 th vo ma lnh vic gim gi c nh hng mnh hn n lng
bn. Gi : ta c du ca 4 > 0 nn vic kim nh thng tin 4 < 0 l khng c
ngha. Cn xc nh l 4 > 0 thc s hay c th coi l = 0 (vic gim gi i vi 2 ma
c nh hng n lng nh nhau)
Cp gi thuyt:
H0 : 4 = 0
H1 : 4 > 0
Tqs =
4 0
27,11565
=
= 2,469006 = T statistic ( H * PA)
SE ( 4 ) 10,98241
)
W = {T : T > t( n 4 ) } = {T : T > t 0( 20
, 05 } = { T : T > 1,725}
Vo ma nng th vic gim gi nh hng n lng bn mnh hn.

f/ Cn tm khong tin cy i xng ca 2 + 4
s.e( 2 + 4 ) = var( 2 ) + var( 4 ) + 2 cov( 2 , 4 ) = 9,4661112 +10,982412 + 2 (12,89)
= 13,5809
(-57,151+27,11565-2,086*13,5809; -57,151+27,11565+2,086*13,5809)
Kt qu sinh vin t tnh
g/ Kim nh thu hp hi qui:

H0: Khng nn a thm bin ma vo m hnh
H1: Nn thm bin vo m hnh
( RL2 R N2 )
Fqs =
W =
(1 R )
2
L
(0,676992 0,557)
=
(24 4)
(1 0,676992)
{F : F > F0(,205, 20 ) } =
Fqs W
2 = 3,7148
20
{F : F > 3,493}
bc b H0
Nn a thm yu t ma vo m hnh
h/ y l dng bi tp tnh hung, yu cu hc vin a ra m hnh v cch phn tch cc
gi nh c a ra (cha c s liu c lng c th).
t bin gi (do yu t nh tnh ch c 2 phm tr nn s dng 1 bin gi):
S = 1 vi cc quan st t qu 1 nm 2006 (u nm 2006)
S = 0 vi cc quan st trc qu 1 nm 2006
Lu : Cch t bin ny c th ngc li, khi cn ch v cp gi thuyt (nu
trng hp thun l kim nh > 0 th trng hp nghch s l kim nh < 0
hoc ngc li)
Yu t nh tnh c tc ng n bin gi (t 2006, do cnh tranh mnh nn gi nh
hng n lng bn mnh hn) nn to thm bin tch S*PA
M hnh mi:
QAi = 1 + 2 PAi + 3 ( S PA) i + U i
Vi cc quan st trc 2006 (S=0):

QAi = 1 + 2 PAi + U i
Vi cc quan st t 2006 (S = 1):

QAi = 1 + ( 2 + 3 ) PAi + U i
Do 2 < 0 nn kim tra kin u bi a ra, cn kim nh cp gi thuyt:
H0 : 3 = 0
H1 : 3 < 0
Vi H0 l kin u bi SAI, H1 l kin u bi NG
Tqs =
3
)
S .E (
3
Min bc b H0:
W =
3 )
{T : T < t 0( 24
}
, 05
Do cha c s liu nn ch c th lp lun v cc tnh hung:

Nu Tqs W th bc b H0 kin u bi l NG
Nu Tqs W th chp nhn H0 kin u bi l SAI
Chng V
Bi tp 5.4
a/ Hm hi qui tng th (d u bi khng yu cu, hc vin vn nn vit, thun li cho
vic a ra cc kim nh pha sau):
E (QA PAi , PBi , QBi ) = 1 + 2 PAi + 3 PBi + 4 QBi
(1)
Cc c lng trong bng 3.5
Cc c lng trong bng 5.4
1 = 1003,407 > 0
1 = 13265,76 > 0
H s ny c ngha thng k, cho bit H s ny khng c ngha thng k,

lng cu tim nng v sn phm hng ngha kinh t l lng cu tim nng v sn
nc gii kht A khong 1 triu lt
phm hng nc gii kht A l > 13 triu
lt. ln ca gi tr ny khng ph hp
trn thc t.
2 = 59,05641 < 0
2 = 58,1886 < 0
H s ny c ngha thng k. Cho bit

khi gi bn tng 1 nghn/lt th lng bn
gim trung bnh 59 nghn lt v ngc li.
Du c lng ph hp vi l thuyt.
H s ny c ngha thng k. Cho bit khi

gi bn tng 1 nghn/lt th lng bn gim
trung bnh 58 nghn lt v ngc li. Du
c lng ph hp vi l thuyt.
3 = 55,63005 > 0
3 = 434,7366 < 0
H s ny c ngha thng k. Cho bit gi

bn sn phm B tng 1 nghn/lt th sn
phm A bn thm c 55,6 nghn lt v
ngc li (2 hng ha thay th). Gi tr ny
ph hp vi l thuyt.
H s ny khng c ngha thng k. Cho

bit gi bn sn phm B tng 1 nghn/lt th
sn phm A bn gim i 434,7 nghn lt v
ngc li. Du ca gi tr ny khng ph
hp vi l thuyt.
4 = 6,111723 < 0
H s ny khng c ngha thng k. Cho

bit lng bn sn phm B tng 1 nghn th
sn phm A bn gim i trn 6 nghn lt v
ngc li. Du ca gi tr ny c th coi l
ph hp vi l thuyt.
b/ Kim nh:
H0 : 3 = 0
H1 : 3 0
Prob[PB] = 0,7037> = 0,05 chp nhn H0 h s ng vi bin PB khng c ngha
thng k. Kt qu ny khc vi kt qu trong bng bo co hi quy ca bng 3.5.
c/ Cch kim tra a cng tuyn trong m hnh (1):
Cch 1: S dng hi quy ph
E (QB PAi , PBi ) = m1 + m2 PAi + m3 PBi
( 2)
y, chng ta hi quy QB theo PA v PB v nguyn nhn gy ra a cng tuyn trong

m hnh (1) l quan h cht ch gia lng bn hng B(QB) v gi bn ca hng
ny(PB). Quan h ny tng i d nhn ra theo l thuyt kinh t, trong nhng
trng hp khc, khi mi quan h cng tuyn kh xc nh th c th thc hin nhiu
hi quy ph vi bin ph thuc ln lt l cc bin c lp ca m hnh. Nu tn ti 1
hi quy ph c ngha th hi quy chnh c hin tng a cng tuyn v ngc li.
Cc hc vin cng cn lu cch chn hi quy ph (v d: bi tp 3/I trong Bi Ging
Kinh T Lng, hi quy chnh l Q-lng c nh bt c ph thuc vo P-gi bn
c v R-lng ma. Nu chn hi quy ph l R ph thuc vo P, khng sai v k
thut nhng khng thch hp trn thc t)
T (2) thu c R22 , kim nh cp gi thuyt:
H 0 : R22 = 0
2
H1 : R2 0
H0: m hnh gc khng c a cng tuyn
H1: m hnh gc c a cng tuyn
R22
Fqs =
W =
(1 R )
2
2
2
(24 3)
{F : F > F0(,205, 21) } =
{F : F > 3,467}
Nu Fqs W bc b H0 M hnh gc c hin tng a cng tuyn

Nu Fqs W chp nhn H0 M hnh gc khng c hin tng a cng tuyn
Cch 2: Da trn mu thun ca cc kim nh t v F trong hi quy gc.
(+) Kim nh t v ngha thng k ca cc h s gc
H0 : 3 = 0
H1 : 3 0
Prob[PB] = 0,7037> = 0,05 chp nhn H0 h s ng vi bin PB khng c ngha
thng k.
H0 : 4 = 0
H1 : 4 0
Prob[QB] = 0,7037> = 0,05 chp nhn H0 h s ng vi bin QB khng c
ngha thng k.
(+) Kim nh F v s ph hp ca hi quy:
H 0 : R 2 = 0
2
H1 : R 0
Fqs =
W =
R2
(1 R )
= 13,18329
(24 4)
{F : F > F0(,305, 20 ) } =
{F : F > 3,098}
Nu Fqs W bc b H0 M hnh gc ph hp.

M hnh c mu thun gia cc kim nh t v F c du hiu ca hin tng a cng
tuyn trong m hnh gc.
d/ C 2 m hnh hi quy ph dng kim tra a cng tuyn ca m hnh gc:
(5.5)
(5.6)
E ( PA PBi , QBi ) = m1 + m2 PBi + m3 QBi

E (QB PAi , PBi ) = m1 + m2 PAi + m3 PBi
(+) Vi m hnh (5.5), ta kim nh:
H 0 : R52.5 = 0
2
H 1 : R5.5 0
Prob[F-statistic bng 5.5]=0,218443 > =0,05 chp nhn H0: cha c c s kt
lun m hnh gc c a cng tuyn
(+) Vi m hnh (5.6), ta kim nh:
H 0 : R52.6 = 0
2
H1 : R5.6 0
Prob[F-statistic bng 5.6]=0,000000 < =0,05 chp nhn H0: cha c c s kt
lun m hnh gc c a cng tuyn
Hai hi quy ph c kt lun khc nhau do nguyn nhn gy ra a cng tuyn trong
hi quy gc l mi quan h cht ch gia QB v PB, do hi quy (5.5) chn c 2 bin
QB v PB lm bin c lp nn hi quy (5.5) khng th pht hin c hin tng a
cng tuyn trong m hnh gc.
e/ M hnh (1) c hin tng a cng tuyn. l a cng tuyn khng hon ho v
chng ta vn c lng c cc h s trong hi quy ny.
f/ C nhiu cch khc phc a cng tuyn vi m hnh gc:
Cch 1: b bin QB hoc PB khi m hnh (1). Thng thng nn b bin QB.
Cch 2: s dng hi quy sai phn cp 1 xc nh mi quan h gia cc bin trong ngn
hn:
QAi QAi 1 = 2 ( PAi PAi 1 ) + 3 ( PBi PBi 1 ) + 4 (QBi QBi 1 )
,
,
th gi tr
Sau khi c lng cc gi tr

2
3
4
1
P
P
Q
= QA
2 A
3 B
4
B
Cch 3: i dng m hnh (1):

Nu mun xc nh nh hng ca bin QB ti bin QA, vn c th gi bin s ny, tuy
nhin cn i dng ca bin s ny trong (1) khc phc a cng tuyn:
E (QA PAi , PBi ,
1
1
) = 1 + 2 PAi + 3 PBi + 4
QBi
QBi
(*)
M hnh (*) c th khc phc c hin tng a cng tuyn trong (1) v QB khng c
1
quan h tuyn tnh hon ho vi QB , nh vy gia PB v QB cng khng c quan h

tuyn tnh hon ho. Tuy nhin phng php ny c th khng hon ton khc phc c
a cng tuyn khng hon ho trong (1).
g/ Khi b bin QB ra khi (1), m hnh cn li khng chc chn khc phc c a cng
tuyn trong m hnh. Mun kim tra a cng tuyn cho m hnh mi:
E (QA PAi , PBi ) = 1 + 2 PAi + 3 PBi
(1b)
S dng hi quy ph:

E ( PA PBi ) = m1 + m 2 PBi
(2b)
Kim nh:
H 0 : m2 = 0
H 1 : m2 0
Tqs =
2
m
2)
S .E ( m
Min bc b H0:
W =
2 )
{T : T > t 0( 24
}
, 025
Do cha c s liu nn ch c th lp lun v cc tnh hung:

Nu Tqs W th bc b H0 m hnh (1b) c hin tng a cng tuyn
Nu Tqs W th chp nhn H0 m hnh (1b) khng c hin tng a cng tuyn
Hoc kim nh:
H 0 : R22b = 0
2
H1 : R2b 0
R22b
Fqs =
(1 R22b )
(24 2)
W =
{F : F > F0(,105, 22 ) }
Nu Fqs W bc b H0 m hnh (1b) c hin tng a cng tuyn

Nu Fqs W chp nhn H0 m hnh (1b) khng c hin tng a cng tuyn
h/ Ta c hi quy chnh:
E (QB PAi , PBi ) = 1 + 2 PAi + 3 PBi
(3b)
Hi quy ph:
E ( PB PAi ) = m1 + m2 PAi
( 4b)
Kim nh cp gi thuyt:
H 0 : m2 = 0
H 1 : m2 0
Tqs =
2
m
0,131
=
= 1,5233
2 ) 0,086
S .E ( m
Min bc b H0:
Tqs W
W =
2 )
{T : T > t 0( 24
} = {T : T > 2,074}
, 025
chp nhn H0 m hnh (3b) khng c hin tng a cng tuyn.
Chng VI
Bi tp 6.4
Hm hi qui tng th:
E (Y Li , K i ) = 1 + 2 Li + 3 K i
(1)
a/ Bng (6.6) cung cp cho chng ta kt qu kim nh White c h s cho (RESID =

ei l phn d ca hi quy (1))
(+) M hnh White c h s cho:

ei2 = m1 + m2 Li + m3 K i + m4 ( K L ) i + m5 L2i + m6 K i2 + Vi
( 2)
M hnh ny dng kim tra phng sai sai s thay i trong (1)
H0: (1) c phng sai sai s ng u
H1: (1) c phng sai sai s thay i
Cch 1: Prob(F-statistic) = 0,018776 < = 0,05 bc b H0 m hnh (1) c hin
tng phng sai sai s thay i.
Cch 2: Fqs = 3,972746
( 5,14 )
Min bc b H0: W = {F : F > F0, 05 } = {F : F > 2,958}
Fqs W
bc b H0 m hnh (1) c hin tng phng sai sai s thay i.
b/ M hnh White khng c h s cho:

ei2 = m1 + m2 Li + m3 K i + m4 L2i + m5 K i2 + Vi
(3)
Kim nh cp gi thuyt:
Cch 1: Prob(F-statistic) = 0,009471 < = 0,05 bc b H0 m hnh (1) c hin
tng phng sai sai s thay i.
Cch 2: Fqs = 4,961715
( 4 ,15 )
Min bc b H0: W = {F : F > F0,05 } = {F : F > 3,056}
Fqs W bc b H0 m hnh (1) c hin tng phng sai sai s thay i.
c/ M hnh trong bng (6.8) l m hnh do GLEJSER xut kim tra Phng sai sai
s thay i trong (1):
ei = m1 + m2 Li + Vi
(4)
Kim nh cp gi thuyt:
H :m = 0 H :R = 0
2
H1 :m2 0 H1 :R4 0
2
02 04

Prob[L] = 0,0023 < = 0,05 bc b H0 (1) c phng sai sai s thay i
Hoc Prob[F-statistic] = 0,002283 < = 0,05 bc b H0 (1) c phng sai sai s
thay i
d/ M hnh hi quy ph (kim nh PARK):
ln(ei2 ) = m1 + m2 ln( K i ) + Vi
(5)
Kt qu ny dng kim tra hin tng phng sai sai s thay i trong (1):
H 0 : R52 = 0
2
H1 : R5 0
Fqs =
0,105
= 2,1117
(1 0,105) /( 20 2)
(1,18 )
Min bc b H0: W = {F : F > F0, 05 } = {F : F > 4,414}
Fqs W chp nhn H0 m hnh (1) c hin tng phng sai sai s ng u.
e/ M hnh hi quy ph (kim nh da trn bin ph thuc):

ei2 = m1 + m2 Yi 2 + Vi
(6)
M hnh (6) dng kim tra hin tng phng sai sai s thay i trong (1):
Kim nh:
H 0 : m2 = 0
H 1 : m2 0
2
2
m
0,852
=
Fqs =
= 45,7234
2)
0,126
S .E ( m
(1,18 )
Min bc b H0: W = {F : F > F0,05 } = {F : F > 4,414}
Fqs W
bc b H0 m hnh (1) c hin tng phng sai sai s thay i.
Hi quy (6) da trn gi thit v cu trc ca hin tng phng sai sai s thay i:
i2 = 2 [ E (Y Li , K i )]2
f/ Khc phc (1) da trn thng tin kim nh t cu (e)

T (1)
Y
i
l gi tr c lng ca bin ph thuc

(1)
2
2
g/ ei = m1 + m2 Li + Vi
Yi
L
K U
1
= 1 + 2 i + 3 i + i
Yi
Yi
Yi
Yi
Yi
(7 )
(*)
Kt qu dng kim tra phng sai sai s thay i trong (1)
H 0 : R72 = 0
2
H1 : R7 0
Fqs =
0,722
= 46,7482
(1 0,722) /( 20 2)
(1,18 )
Min bc b H0: W = {F : F > F0, 05 } = {F : F > 4,414}
(+) Khc phc

(1)
Yi
K U
1
= 1 + 2 + 3 i + i
Li
Li
Li Li
(**)
h/ Bng kt qu 6.9 cung cp kt qu c lng cho m hnh (**) trong cu (g). bit
cch khc phc ny cha c khuyt tt phng sai sai s thay i trong (1) hay
khng, ta kim nh:
H0: (**) c phng sai sai s ng u
H1: (**) c phng sai sai s thay i
Prob[F-statistic]=0,417838 > = 0,05 chp nhn H0 m hnh (**) khc phc
c hin tng phng sai sai s thay i trong (1)
i/ c lng cho m hnh (1) da trn kt qu trong (**):
SRM: Yi = 56,81014 + 2,430546 Li +1,696025 K i + ei
(+) Lao ng tng 1 n v th sn lng tng ti a l:
2 < 2,430546 + t( 203) 0,931296 = 4,051

sn lng tng trung bnh ti a l 4,051 n v (iu kin cc yu t khc khng i)
k/ M hnh gc:
ln(Yi ) = 1 + 2 ln( Li ) + 3 ln( K i ) + U i
(8)
(+) M hnh White c h s cho:

ei2 = m1 + m2 ln( Li ) + m3 ln( K i ) + m4 (ln K ln L) i + m5 (ln Li ) 2 + m6 (ln K i ) 2 + Vi
(9)
M hnh ny dng kim tra phng sai sai s thay i trong (8)
Cch 2: Fqs = 1,779605
( 5,14 )
Min bc b H0: W = {F : F > F0,05 } = {F : F > 2,958}
Fqs W chp nhn H0 m hnh (8) c hin tng phng sai sai s ng u.
l/ Kim nh da trn bin ph thuc:

ei2 = m1 + m 2 ln Yi
+Vi
(10)
vi ei l phn d v ln Yi l gi tr c lng bin ph thuc trong (8)

H 0 : m2 = 0
H 1 : m2 0
2
2
m
0,020171
=
Fqs =
= 0,4588
2)
0,02978
S .E ( m
(1,18 )
Min bc b H0: W = {F : F > F0, 05 } = {F : F > 4,414}
Chng VII
Bi tp 7.5
a/ Hm hi quy tng th:
PRF:
E(QA/PAi) = 1 + 2 * PAi
(1)
Vi n= 24, k = k -1 = 2 1 = 1 dL = 1,273 v dU = 1,446

Ta c thng k DURBIN WATSON d = 0,4480522 [0, d L ]
Kt lun: m hnh (1) c t tng quan dng
b/ Kt qu trong bng (7.6) l kim nh BREUSCH GODFREY v hin tng t
tng quan bc 1 trong m hnh (1):
Hi quy ph:
ei = m1 + m2 PAi + m3 ei 1 + Vi
(2)
vi ei l phn d ca m hnh (1) v ei 1 l bin tr ca n.

Do c s xut hin ca ei 1 trong m hnh nn theo l thuyt th m hnh (2) c 23 quan
st. Tuy nhin trong phn mm EVIEWS, gi tr b thiu do bin tr ca bin phn d
c gn bng 0, nn trn thc t m hnh (2) vn s dng 24 quan st hi quy.
H0: (1) khng c t tng quan bc 1
H1: (1) c t tng quan bc 1
Cch 1: Prob[F-statistic] = 0,003724 < = 0,05 bc b H0 (1) c t tng quan bc
1
Cch 2: Ta c
Fqs = 10,64234
Min bc b H0:
W =
{F : F > F0(,105, 243) } =
{F : F > 4,325 } Fqs W
Bc b H0 (1) c t tng quan bc 1

c/ M hnh ph:
ei = m1 + m2 PAi + m3 ei 1 + m4 ei 2 + Vi
Kim nh cp gi thuyt:
H 0 : m4 = 0
H 1 : m4 0
(3)

Prob[RESID(-2)] = 0,4721 > = 0,05 chp nhn H0 (1) khng c t tng quan
bc 2
d/ Vi d = 0,480522 = 1
d
0,480522
=1
= 0,759 0,76
2
2
Thay gi tr ny vo phng trnh sai phn tng qut khc phc hin tng t tng
quan bc 1 trong (1):
QAi 0,76 QAi 1 = 1 (1 0,76) + 2 ( PAi 0,76 PAi 1 ) + i
(4)
M hnh (4) c th khc phc t tng quan bc 1 trong (1)
e/ Thng tin trong bng (7.8) cho bit kt qu c lng ca m hnh (4) (va cp
cu d). Kt qu dng khc phc t tng quan bc 1 trong (1).
Prob[F-statistic] = 0,51113 > = 0,05 chp nhn H0 m hnh (4) khng c t tng
quan bc 1
Kt lun: khc phc c khuyt tt trong (1)
f/ Theo kt qu c lng ca (4):
1 =
1
m
367,428
=
= 1530,95
(1 ) 1 0,76
2 = 48,2352
2 = m
(+) SRF ca (1) theo kt qu c lng ca (4):

=1530,95 48,2352 PA
Q
A
(+) Khong tin cy i xng ca 2

(-48,2352 2,074*11,88927 ; -48,2352 + 2,074*11,88927)
(-72.8935 ; -23,5769)
gi bn tng 1 nghn/lt th lng bn gim trung bnh trong khong (23,5769 ;
72,8935) nghn lt.
g/ Qu trnh c lng COCHRANE ORCUTT hi t sau 4 bc lp (Convergence
achieved after 4 iterations)
= 0,682252
c lng im h s t tng quan bc 1
h/ PRF:
E(QA/PAi) = 1 + 2 * PAi + 3 * QAi-1
Ta c:
(5)
Prob[F-statistic] = 0,2244029 > = 0,05 chp nhn H0 (5) khng c t tng quan
bc 1.
(+) Cc bc tin hnh kim nh BREUSCH GODFREY vi (5):
Bc 1: T (5) phn d ei
Bc 2: T ei to ra ei 1 (bin tr bc 1 ca ei )
Bc 3: Hi quy ph:
ei = m1 + m2 PAi + m3 QAi 1 + Vi
ei = m1 + m2 PAi + m3 QAi 1 + m4 ei 1 + Vi
(6)
(7)
Bc 4: Kim nh cp gi thuyt
Tiu chun kim nh 1:
( R72 R62 )
Fqs =
(1 R )
2
7
(23 4)
V min bc b H0:
W =
{F : F > F0(,105, 234 ) }
Lu : Tuy cc quan st b thiu do tr ca phn d gy ra c gn bng s 0 (ch

trong kim nh BREUSCH GODFREY, phn mm mi thc hin iu ny), nhng
m hnh (5) c s xut hin ca bin QAi 1 nn mt 1 quan st t trc. Do
m hnh (5) ch c 23 quan st.
Tiu chun kim nh 2:
qs2 = (23 1) R72
V min bc b H0:
W =
{ 2 : 2 > 02, 05 (1) }
2
2
Theo l thuyt th trong cng thc kim nh ny ta s dng qs = ( 23 1) R7 , nhng
2
2
trn thc t th kt qu c tnh l qs = 23 R7
Chng VIII
Bi tp 8.1
a/ Hm hi quy tng th:
PRF:
E(QA/PAi) = 1 + 2 * PAi
(1)
(+) Kim nh dng hm hi quy, s thiu bin ca m hnh (1) Kim nh Ramsey
Reset:
Bc 1: T (1) phn d ei v gi tr c lng ca bin ph thuc QAi
Bc 2: T QAi to ra QAi
, QAi
, (p bin)
Bc 3: Hi quy ph:
QAi = m1 + m2 PAi + m3 QAi 2 +m 4 QAi 3 +... + Vi
ei = m1 + m2 PAi + m3 QAi 2 +m4 QAi 3 +... + Vi
(2)
(3)
Bc 4: Kim nh cp gi thuyt
H0: (1) c dng hm ng / khng thiu bin gii thch
H1: (1) c dng hm sai / c thiu bin gii thch
Tiu chun kim nh 1:
( R22 R12 )
Fqs =
(1 R22 )
(24 p 2)
Min bc b H0:
W =
{F : F > F( p , 24 p 2 ) }
Tiu chun kim inh 2:

qs2 = 24 R32
V min bc b H0:
W =
{ 2 : 2 > 2 ( p) }
b/ Hi quy ph:
QAi = m1 + m2 PAi + m3 QAi
+Vi
( 2)
Kim nh:
Prob[F-statistic] = 0,013685 < = 0,05 bc b H0 M hnh (1) c dng sai
c/ Hi quy ph:
ei = m1 + m2 PAi + m3 QAi
+Vi
(3)
(3) dng kim tra dng hm ng/sai cho (1):

Kim nh:
qs2 = 24 R32 = 24 0,256389 = 6,1533
V min bc b H0:
W =
{ 2 : 2 > 02,05 (1) } =
{ 2 : 2 > 3,84146}
qs2 W bc b H0 M hnh (1) c dng sai
d/ M hnh gc:
QAi = m1 + m2 PAi + m3 PBi + Vi
( 4)
(+) M hnh ph vi kim nh RAMSEY th nht:

QAi = m1 + m 2 PAi + m3 PBi + m 4 QAi
+Vi
(5)
Kim nh:
Prob[F-statistic] = 0,097342 > = 0,05 chp nhn H0
(+) M hnh ph vi kim nh RAMSEY th hai:
QAi = m1 + m2 PAi + m3 QAi 2 +m4 QAi 3 +Vi
( 6)
Kim nh:
Prob[F-statistic] = 0,200905 > = 0,05 chp nhn H0 m hnh (4) c dng
ng/khng thiu bin gii thch
e/ Hi quy ph:
ei = m1 + m 2 PAi + m3 PBi + m 4 QAi
+Vi
Kim nh:
(7 )
qs2 = 24 R72 = 24 0,088 = 2,112
V min bc b H0:
W =
{ 2 : 2 > 02,05 (1) } =
{ 2 : 2 > 3,84146}
qs2 W chp nhn H0 M hnh (4) c dng ng/khng thiu bin gii thch
Bi tp 8.2
Hc vin t lm da trn cc ni dung c hc.

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Vit hm hi qui tng th:

gi bn = 0. Gi tr y c hiu nh lng cu tim nng trung bnh ca th trng i

1814,139 > 0 , gi tr ny ph hp vi l thuyt kinh t.

(nghn ng/lt) th lng bn hng A s thay i nh th no. Du m ca gi tr c

lng bn s gim xung 51,7514 nghn lt v ngc li (trong iu kin cc yu t khc

b/ Vi PA0 = 20, c lng im lng bn trung bnh:

W = T : T > t( n 2) = T : T > t0( 24,025 2) = { T : T > 2,074}

Lng bn ca hng nc gii kht A c chu nh hng ca gi bn

Nh vy gim gi c lm tng lng bn

e/ Cn xc nh khong tin cy i xng ca h s 2

(-51,7514 2,074*9,840903 ; -51,7514 + 2,074*9,840903)

(-51,7514 1,717 * 9,840903 ; + )

Tqs W cha c c s bc b gi thuyt H0

Nh vy gi tng 1 nghn/lt th lng bn khng gim nhiu hn 50 nghn lt.

(+) c lng khong cho 2

= 1814,139 - 51,7514 * PA0 = 882,6138

Thay s vo cng thc:

Khong tin cy cho lng bn trung bnh khi gi bn bng 18 nghn/lt:

Khong tin cy cho lng bn c bit khi gi bn bng 18 nghn/lt:

Du ca cc c lng c ph hp vi l thuyt kinh t:

trnh sn xut mi din ra v c sn phm c sn xut. C th ni du ca c lng

2 = 6,068681 > 0 gi tr ny ph hp vi l thuyt v khi tng lao ng cho qu trnh

sn xut th sn lng s tng ln v ngc li (trong iu kin cc yu t khc khng

W = T : T > t( n 2) = T : T > t0( 20,025 2) = { T : T > 2,101}

W = T : T > t( n 2) = T : T > t0( 20,005 2) = { T : T > 2,878} T

W = T : T > t( n 2) = T : T > t0( 20,025 2) = { T : T > 2,101}

Hoc s dng Prob(L) = 0,0000< = 0,05 bc b H0

Thm 1 n v Lao ng th sn lng tng ti a 7,36162076 n v.

Tqs W cha c c s bc b gi thuyt H0

= -255,538 + 6,068681* L0 = 654,76415

Thay s vo cng thc:

(-59,05641 2,08 * 9,269155; -59,05641 + 2,08 * 9,269155)

(55,63005 2,08 * 21,9159; 55,63005 + 2,08 * 21,9159)

= T : T > t( n 3) = T : T > t0( 24,025 3) = {T : T > 2,08}

(+) T cng thc:

(+) T cng thc F-statistic:

g/ Cc cch kim nh b bin PB ra khi m hnh:

W = T : T > t( n 3) = T : T > t 0( 24,025 3) = { T : T > 2,08}

Hoc s dng Prob(L) = 0,0191< = 0,05 bc b H0

(+) So snh R 2 ca 2 m hnh:

(+) PRF vi cc bin gc Y, K, L:

ln Yi = 0,764682 + 0,510023 ln K i + 0,599932 ln Li

(+) SRF vi cc bin gc Y, K, L:

thong tin nn tm gi nh cc quan st dng hi quy l cc quan st v doanh nghip,

0,764682 > 0 , gi tr ny chp nhn c trn thc t.

0,510023% v ngc li (trong iu kin cc yu t khc khng thay i). Gi tr ny >0

0,599932% v ngc li (trong iu kin cc yu t khc khng thay i). Gi tr ny >0

W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

( ; 0,5100233 + 1,74 * 0,126959)

(0,599932- 1,74 * 0,2484; + )

0,126959 2 + 0,2484 2 2 ( 0,027736)

W = T : T > t( n 3) = T : T > t 0( 20,025 3) = { T : T > 2,11}

nhn gi thuyt H0 khi vn tng 1 % v lao ng gim 1% th sn

lng khng thay i.

nhn gi thuyt H0 qu trnh sn xut c hiu qu khng i theo

bc b H0 khng th b bin ln L ra khi m hnh

Vit hm hi qui tng th:

E (QA PAi , H i , H PAi ) = 1 + 2 PAi + 3 H i + 4 ( H PA)i

Vi nhng thng ma lnh (H = 1):

Vi nhng thng ma nng (H = 0):

(+) Hm hi qui mu:

(-51,7514 2,0749,840903 ; -51,7514 + 2,0749,840903)