TRNG I HC KINH T - LUT

KHOA KINH T I NGOI

----0---LP: K11402A
MN: KINH T LNG
BI TP NHM LN 2: CHNG 2
Ging vin hng dn: TS. Phm Vn Chng

Nhm 1
Trn Th Ngc Huyn

K114020124

Thiu tch cc

Nguyn Th Lan

K114020139

Tch cc

Nguyn Hong Nh Mai

K114020148

Tch cc

Hunh Th Nh Mai

K114020149

Thiu tch cc

L Hunh Xun Thanh

K114020188

Tch cc

Bi Nh Tho

K114020189

Tch cc

Nguyn Minh Tr

K114020211

Tch cc

V Anh Tun

K114020216

Khng tham gia

Bi tp 1, Cho s liu v doanh thu Y , chi ph qung co . QC ,Lng nhn vin tip th
trong mt thng (n v tnh triu ng) ca 12 cng ti cng kinh doanh mt loi hang
ha.
QC
Lng
Y
17
11
126
23

14

148

18

105

22

16

162

14

101

24

17

175

23

15

160

15

11

127

16

12

138

21

14

143

22

15

158

13

13

137

1. c lng m hnh doanh thu ph thuc vo QC v lng c h s chn.

2,Cc h s ca m hnh c ngha thng k khng ? Mc ngha 0,05.
2. Tim ma trn covarian ca cc h s c lng,
3. Tc ng ln doanh thu ca QC v lng c bng nhau hay khng khi c 2
bin u tng 1 n v.
Tm khong tin cy cho cc h s gc.

Tr li:

1.c lng m hnh doanh thu(Y) ph thuc vo qung co(X2) v lng(X3-lng

nhn vin tip th trong mt thng),n v tnh triu ng c h s chn l:
Dependent Variable: Y
Method: Least Squares
Date: 04/06/13 Time: 20:45
Sample: 1 12
Included observations: 12
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X2
X3

29.66190
0.002318
8.484158

6.629492
0.504466
0.754483

4.474234
0.004596
11.24499

0.0015
0.9964
0.0000

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

0.972294
0.966137
4.163152
155.9865
-32.41644
1.737481

Mean dependent var

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

140.0000
22.62340
5.902740
6.023966
157.9179
0.000000

T bng trn ta c:

c lng m hnh doanh thu ph thuc vo qung co v lng c h s chn:

2.Kim nh gi thuyt h s hi quy ca

trong hm hi quy tng th vi mc ngha

0,05:

V p-value (
Bin

) = 0,9964 > 0,05 nn ta chp nhn gi thuyt

khng c nh hng n s thay i ca Y.

Kim nh gi thuyt h s hi quy ca

trong hm hi quy tng th vi mc ngha

0,05:

V p-value (
Bin

) = 0,000 < 0,05 nn ta bc b gi thuyt

thc s c nh hng n s thay i ca Y.

3.Ma trn Covarian ca cc h s c lng:

C
43.9501651546
-1.00454969116
-1.80149244615

C
X2
X3

X2
-1.00454969116
0.25448592176
-0.294667909407

X3
-1.80149244615
-0.294667909407
0.56924482499

4.
Kim nh gi thuyt

Ta c :

[ ()]

()

()

[ ( )]

( )

Ta c :
| |

: Bc b H0. Vy tc ng ln doanh thu ca qung co v lng khng

bng nhau khi c hai bin u tng 1 n v.

5. c lng

()

0,002 - 0,504 . 2,262

- 1,14

()

0,002 + 0,504 . 2,262

1,14

Vy h s gc ca

nm trong khong (- 1,14; 1,14)

c lng 3

()

8,48 - 0,754 . 2,262

6,77

()

8,48 + 0,754 . 2,262

10,19

Vy h s gc ca

nm trong khong (6,77; 10,19)

Bi tp 2:
Cho s liu v nng nghip ca mt quc gia SL sn lng nng nghip (triu la) LD
lao ng (triu cng),K vn (Triu la )
Nm

LD

1958

17803.7

275.5

16607.7

1959

18096.8

274.4

17511.3

1960

18271.8

269.7

20171.2

1961

19167.3

267

20932.9

1962

19647.6

267.8

20406

1963

20803.5

275

20831.6

1964

22076.6

283

24806.3

1965

23445.2

300.7

26465.8

1966

24939

307.5

27403

1967

26713.7

303.7

28628.7

1968

29957.8

304.7

29904.5

SL

1969

31585.9

298.6

27508.2

1970

33474.5

295.5

29305.5

1971

34821.8

299

29821.5

1972

41794.3

288.1

31535.8

1, c lng m hnh hi quy biu din s ph thuc gia Ln(SL) theo Ln(K) v Ln(LD)
c h s chn
2, Cc h s ca m hnh c ngha thng k khng?Nu ngha kinh t ca cc h s.
3.Hy cho bit tng quy m hiu qu c tng khng.
4, Nu c c lng m hnh SK theo K v LD c h s chn , c th cn c vo h s
xc nh ca 2 m hnh so snh 2 m hnh vi nhau khng.
Tr li
1.Vi SL Y l sn lng nng nghip(triu la),X2 l vn K(triu la ) v X3 l lao
ng (triu cng)
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 04/07/13 Time: 00:17
Sample: 1958 1972
Included observations: 15
Variable

Coefficient Std. Error

t-Statistic

Prob.

-3.381935 2.420608

-1.397142

0.1877

LOG(X2)

0.499968

0.100840

4.958051

0.0003

LOG(X3)

1.488713

0.533434

2.790812

0.0163

R-squared

0.893494

Mean dependent var

10.09837

Adjusted R-squared

0.875743

S.D. dependent var

0.209723

S.E. of regression

0.073927

Akaike info criterion

-2.194612

Sum squared resid

0.065583

Schwarz criterion

-2.053002

Log likelihood

19.45959

F-statistic

50.33498

Durbin-Watson stat

0.898720

Prob(F-statistic)

0.000001

T bng trn ta c:

()

c lng m hnh hi quy biu din s ph thuc gia Ln(SL) theo Ln(K) v Ln(LD)
c h s chn:
2.Kim nh gi thuyt h s hi quy ca

trong hm hi quy tng th vi mc ngha

0,05:

V p-value (
Bin

) = 0,003 < 0,05 nn ta bc b gi thuyt

thc s c nh hng n s thay i ca Y hay vn nh hng n s thay i

ca sn lng nng nghip.

Kim nh gi thuyt h s hi quy ca

trong hm hi quy tng th vi mc

ngha 0,05:

V p-value (
Bin

) = 0,0163 < 0,05 nn ta bc b gi thuyt

thc s c nh hng n s thay i ca Y.Hay lao ng c nh hng n sn

lng nng nghip.

ngha kinh t:
T kt qu trn,ta thy giai on 1958-1972,Trong khu vc nng nghip,khi tng 1%
lng vn s lm tng trung bnh 1,5% sn lng,nu gi lng lao ng khng i. Cn
nu gi lng vn khng i,khi lng lao ng tng 1% th sn lng tng trung bnh
khong 0,5%.
3. Tng (

) l 1,998 cho thy,trong giai on ny vic tng quy m l c hiu qu.

4.
Dependent Variable: Y
Method: Least Squares
Date: 04/07/13 Time: 09:04
Sample: 1958 1972
Included observations: 15
Variable

Coefficient Std. Error

t-Statistic

Prob.

-28188.56 9301.753

-3.030457

0.0105

X2

147.6709

35.93993

4.108825

0.0014

X3

0.413428

0.072544

5.698980

0.0001

R-squared

0.913994

Mean dependent var

24789.33

Adjusted R-squared

0.899659

S.D. dependent var

4929.203

S.E. of regression

1561.405

Akaike info criterion

17.72142

Sum squared resid

29255823

Schwarz criterion

17.86303

Log likelihood

-129.9106

F-statistic

63.76225

Durbin-Watson stat

1.049278

Prob(F-statistic)

0.000000

Nu c lng m hnh SL theo K v LD c h s chn,khng th cn c vo h s xc

nh ca 2 m hnh so snh 2 m hnh vi nhau c.
Bi v theo nh ngha,
thch.Nh vy mt m hnh
hnh th

l s o t l bin thin ph thuc do cc bin c lp gii

o t l bin thin ca ln Y do

o t l bin thin ca Yv hai s ny khng ging nhau.

gii thch,mt m

Bi tp 3. S dng s liu ca 190 doanh nghip thng mi nm 2006 c kt qu c

lng sau:
NS = 8.47 +0.02K 12.40L + e
Se (7.32) (0.001)
(1.96)
= 0.817, F stastistic = 425.5,n = 190
Trong NS l nng sut lao ng trung bnh, K l ti sn vn, L l s lao ng ca
doanh nghip.
1. S lao ng c tc ng n nng sut trung bnh ca doanh nghip khng?
2. Khi s lao ng tng 1 n v m vn khng i th nng sut trung bnh ca doanh
nghip thay i trong khong no?
3. Khi vn v lao ng cng tng mt n v th nng sut lao ng gim? Bit rng hip
phng sai gia cc h s ca K v L bng 0.003?
4. Hm hi quy c ph hp khng?
Tr li
1. bit nng sut c ph thuc vo s lao ng hay khng ta tin hnh kim nh:
H0 :
H1 :
Var(
T=

=0
=

()

=-6.33

| |
s lao ng.

=> bc b H0, vy nng sut lao ng khng ph thuc vo

2. Gi tr nng sut lao ng trung bnh khi lao ng tng 1 n v m vn khng i

chnh l gi tr c lng ca
()

< <

-12.4-1.96*2.042<

()

-12.4+1.96*2.042

-16.4; -8.398)
Vy khi s lao ng tng 1 n v m vn khng i th nng sut trung bnh ca doanh
nghip gim trong khong (-16.4; -8.398).

3.

Var 2 3 Var 2 Var 3 2Cov 2 , 3

7.322 1.962 2 0.003 57.418

Se 0.02 2 12.43 7.58

c lng

187
187
2 3 Se 2 3 t0.025
2 3 2 3 Se 2 3 t0.025

0.02 12.4 7.58 2.042 2 3 0.02 12.4 7.58 2.042 27.86 2 3 3.1

Nh vy khi vn v lao ng cng tng 1 n v th khng th kt lun c nng sut

lao ng c tng hay khng v khong c lng nm trong khong t -27.86 n 3.1
4. Kim nh s ph hp
t gi thit:
R2 = 0
R2 0
Xt F =

=
=

= 417,429
= 3,4

Ta c v F >
Bc b H0. Vy m hnh ph hp.

Bi 4: Cho rng nng sut lao ng cn ph thuc vo trnh cng ngh ca doanh
nghip ( c o bng s my tnh , k hiu l PC) v hot ng ca doanh nghip (
Age), ngi ta c lng m hnh sau:
NS =

K+

C+

Age + U

Vi cng s liu trong bi tp 3 V thu c

= 0.82. C th cho rng c hai bin PC
v Age u cng khng tc ng nng sut lao ng ca doanh nghip hay khng?
Tr li
t gi thuyt
:

= =

=0

: ngc li

Ta c:
f=

= 1,558

Vi m l s bin b i, trong trng hp ny ta c m = 2.

Xt kim nh F, ta c

= 3,4 > f = 1,558 Suy ra chp nhn

Hay c th cho rng c hai bin PC v Age u cng khng tc ng nng sut lao ng
ca doanh nghip

Bi 6: S dng s liu v CT chi tiu, TN lng , TNP thu nhp ph t ti sn , TS ti

sn ca 33 h
CT
976.4
998.1
1025.3
1090.9
1107.1
1142.4
1197.2
1221.9
1310.4
1348.8
1381.8
1393
1470.7
1510.8
1541.2
1617.3
1684
1784.8
1897.6
2006.1
2066.2
2184.2
2264.8
2317.5
2405.2
2550.5
2675.9
2653.7
2710.9
1100.1
1140.4
1190.2
1225.9

TN
1035.2
1090
1095.6
1192.7
1227
1266.8
1327.5
1344
1433.8
1502.3
1539.5
1553.7
1623.8
1664.8
1720
1803.5
1871.5
2006.9
2131
2244.6
2340.5
2448.2
2524.3
2630
2745.3
2874.3
3072.3
3051.9
3108.5
1225
1265.8
1325.5
1340

TNP
538.91081
550.94144
584.42521
600.47356
633.22761
649.29084
660.841
706.33424
746.15401
769.06176
765.45964
824.09476
859.69484
880.29376
947.815
966.31881
1007.41676
1072.43225
1138.19044
1142.2
1234.63656
1333.15136
1294.679
1300.93969
1377.36684
1507.51961
1475.79025
1361.52041
1445.68361
650.29084
662.841
705.33424
740.15401

TS
5166.8
5280.8
5607.4
5759.5
6086.1
6243.9
6355.6
6797
7172.2
7375.2
7315.3
7870
8188.1
8351.8
8971.9
9091.5
9436.1
10003.4
10562.8
10522
11312.1
12145.4
11672.3
11650
12312.9
13499.9
13081
11868.8
12634.4
6086.1
6243.9
6355.6
6797

nh gi hnh vi chi tiu ca ngi tiu dng, khi hi quy bin ch tiu (CT)
theo lng (TN), ti sn (TS) v thu nhp ph thu t ti sn (TNP) ta thu c kt
qu sau:

CT = 55.37 + 0.78TN + 0.008TS + 0.09TNP + e

Se

(13.4)

(0.03)

(0.02)

(0.19),

= 0.9995 n=33

1. Bin TS c ngha thng k khng?

2. Bin TNP c ngha thng k khng?
3. kim nh c hai bin TS v TNP cng khng tc ng n CT = 74.48 +
0.85TN + e, = 0.9993
Vy c th kt lun rng c hai bin TS v TNP khng cng tc ng n CT hay
khng?
Tr li
Dependent Variable: CT
Method: Least Squares
Date: 04/07/13 Time: 08:21
Sample: 1 33
Included observations: 33
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
TN
TNP
TS

55.37481
0.780209
0.007636
0.092031

4.126241
27.64979
0.433194
0.476788

0.0003
0.0000
0.6681
0.6371

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic

0.999549
0.999502
12.43618
4485.099
-127.8731
21410.05

Prob(F-statistic)

0.000000

13.42016
0.028218
0.017628
0.193024

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Vi s liu cho, ta c gi thit:

H0 : 3 0
H1: 3 0
Vi mc ngha 5%

1642.161
557.2878
7.992310
8.173704
8.053343
1.925566

3 0
0,476788
Ta c: T3= se 3

Vi mc ngha 5% ta c t0,025(30)=2,042>t3nn ta chp nhn gi thit H0

Vy bin TS khng c ngha thngk.
2..
Tng tcu 1 ta cgi thit
H0 : 4 0
H1: 4 0
T4=0,433194
Vi mc ngha 5% ta chpnhn H0 v p=0,6681>0,5 v vy bin TNP khng c ngha
thng k.
3.
Ta cn kim nh gi thit:
H0 : 3 4 0
H1: 3 4 0
Ta c F=

R2 n 3
=21410
2(1 R2 )

P(F>21410)=0
Nn vi mc ngha 5% ta chp nhn H0v vy ta kt lun c hai bin TS v TNP cng
khng tc ng n CT.