BI TP MN KINH T LNG

S DNG EVIEWS
LI NI U :

Ti liu tham kho

Bi tp kinh t lng (problem sets) ca khoa Kinh t HQG TPHCM
Bi tp Kinh t lng ca trng HDL Hng Vng
Bi tp Kinh t lng ca trng i hc Kinh t TPHCM
Bi tp Kinh t lng ca trng HKTQD- H Ni
5. B d liu ca Ramanathan (http://dss.ucsd.edu)

1.
2.
3.
4.

Bi 1.
Cho s liu v Doanh thu bn l hng ha v dch v tiu dng (Doanh thu-DT) v mc thu nhp bnh qun
u ngi trong cc doanh nghip NN(TNBQ) trong 12 nm t 1995-2006 nh sau :

Mc
nm

TNBQ(nghn ng)

(DT)Doanh thu (t ng)

1995

478.2

121160

1996

543.2

145874

1997

642.1

161899.7

1998

697.1

185598.1

1999

728.7

200923.7

2000

849.6

220410.6

2001

954.3

245315

2002

1068.8

280884

2003

1246.7

333809.3

2004

1421.4

398524.5

2005

1639.5

480293.5

1829.9

580710.1

2006

Ngun s liu: http://www.gso.gov.vn/default.aspx?tabid=393&idmid=3&ItemID=6525

http://www.gso.gov.vn/default.aspx?tabid=395&idmid=3&ItemID=6580

a)

c lng hm hi quy

SRF: DT= 1 + 2 TNBQi +Ui v nu ngha ca

cc h s hi quy.
b)

kim nh gi thit: H0 : 1 =0

H1 : 1 0 vi tin cy 95%
Nhn xt mc ph hp ca m hnh v kim nh xem m hnh c thc s ph
hp.
d) Kim tra xem m hnh c b a cng tuyn, t tng quan hay phng sai thay i
hay khng.

c)

Bi 2.
Bi 1

Bng s liu sau cho bit t l b vic trn 100 ngi lm vic (Yt) v t l tht nghip (Xt) trong lnh vc
ch to cng nghip M trong giai on 1960-1972.
Nam
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972

a.
b.

c.
d.
e.

T le bo viec
1.3
1.2
1.4
1.4
1.5
1.9
2.6
2.3
2.5
2.7
2.1
1.8
2.2

T le that nghiep
(%)
6.2
7.8
5.8
5.7
5
4
3.2
3.6
3.3
3.3
5.6
6.8
5.6

Hy v th phn b ri (scatter diagram) ca hai t l trn

Gi s t l b vic c quan h tuyn tnh vi t l tht nghip nh sau:
Yt = 1 + 2Xt + et.
Hy c lng 1, 2, v cho bit lch chun ca chng.
Hy gii thch (din gii) cc kt qu ca bn.
Hy tnh R2 v gii thch ngha ca h s ny. Kim nh s ph hp ca m hnh
Hy v th ca i lng sai s e (vi e trn trc tung v thi gian (nm) trn trc honh).

Bi 3.
Bng s liu sau cho bit d liu v gi vng (GP), Ch s gi tiu dng (CPI), v Ch s chng khon trn
th trng chng khon New York (NYSE) trong thi k 1977-1991 M.
Bang 2: Ch so chng khoan, ch so ga tieu dung, va gia vang
Nam

1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991

Ga vang tai NewYork

Ch so ga

Ch so chng khoan

GP($/troy ounce)

tieu dung (CPI)

(NYSE)

(1982-84 = 100)
60.60
65.20
72.60
82.40
90.90
96.50
99.60
103.90
107.60
109.60
113.60
118.30
124.00
130.70
136.20

(Dec. 31, 1965=100)

53.69
53.7
58.32
68.1
74.02
68.93
92.63
92.46
108.9
136
161.7
149.91
180.02
183.46
206.33

147.98
193.44
307.62
612.51
459.61
376.01
423.83
360.29
317.30
367.87
446.50
436.93
381.28
384.08
362.04

a.
b.

c.

Hy v th phn b ri (Scatter) ca GP vi CPI v ca NYSE vi CPI trn cng mt th.

Mt quyt nh u t (mua vng hay mua chng khon) c tnh ti vic phng nga lm pht l
nu gi ca n (hng ha m bn u t vo) v/hay sut sinh li ca n t nht l bt kp vi t l
lm pht. kim tra gi thit ny, gi s bn quyt nh xy dng hai m hnh sau y, gi s
rng th trong cu (a) gi cho bn thy sau y l thch hp:
GPt = 1 + 1CPIt + et
NYSEt = 2 + 2 CPIt + et
Gi thit ca bn c ng khng, nu ng th gi tr m bn mong i ca 2 l bao nhiu.
Cng c ti chnh no phng chng lm pht tt hn, vng hay chng khon.

Bi 4.
Trong kinh t hc v m, c hai l thuyt khc nhau lin quan n hnh vi tiu dng ca dn
chng. Theo Keynes, tng tiu dng (CONS) s ph thuc vo tng thu nhp (kh dng) (YD).
Trong khi , cc nh kinh t hc c in tin rng tiu dng c quan h nghch bin vi li sut
(RR) trong nn kinh t.
Bang 3: Tieu dung, Thu nhap Kha dung, va Lai suat
Year

1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983

Consumption

Disposable

Real

Expenditure

Income

Interest

(bill. 1982$)
873.8
899.8
919.7
932.9
979.4
1005.1
1025.2
1069
1108.4
1170.6
1236.4
1298.9
1337.7
1405.9
1456.7
1492
1538.8
1621.9
1689.6
1674
1711.9
1803
1883.8
1961
2004.4
2000.4
2024.2
2050.7
2146

(bill.1982$)
944.5
989.4
1012.1
1028.8
1067.2
1091.1
1123.2
1170.2
1207.3
1291
1365.7
1431.3
1493.2
1551.3
1599.8
1668.1
1728.4
1797.4
1916.3
1896.6
1931.7
2001
2066.6
2167.4
2112.6
2214.3
2248.6
2261.5
2331.9

Rate (%)
3.43
1.86
0.33
1.06
3.57
2.81
3.34
3.21
3.05
3.09
2.77
2.27
2.63
1.98
1.66
2.12
3.09
3.91
1.21
-2.4
0.31
2.66
1.57
1.07
-1.63
-1.58
3.8
7.66
8.82

1984
1985
1986

2246.3
2324.5
2418.6

2470.6
2528
2603.7

8.45
7.8
7.1

S dng s liu trn (d liu t nm 1955-1986), bn hy:

a. Xy dng cc m hnh kinh t cho mi gi thit trn.
b. c lng cc thng s cho mi m hnh.
c. Da trn cc kt qu kinh t lng ca bn, bn c nhn xt g v gi tr ca hai gi thit trn.
Bi 5.
Mt cng ty bo him mun kim tra mi quan h gia bo him nhn th (INSUR) vi thu nhp gia nh
(INC). S liu nh sau
obs

INSUR

INC

11

230

57

90

25

12

262

72

165

40

13

570

140

220

60

14

100

23

145

30

15

210

55

114

29

16

243

58

175

41

17

335

87

145

37

18

299

72

192

46

19

305

80

395

105

20

205

48

10

339

81

c Lng mi quan h gia bo him nhn th (INSUR) v thu nhp gia nh (INC).
Nu thu nhp tng thm 1000 USD th bo him nhn th s tng ln bao nhiu?
Nu mt thnh vin ban qun l tuyn b rng, c mi 1000 USD tng ln v thu nhp s lm tng
bo him nhn th ln 5000 USD. Liu kt qu c lng ca bn c h tr cho li tuyn b ny
vi mc ngha 5%?
D on mc bo him nhn th cho h gia nh c thu nhp l 100 nghn USD.

a.
b.
c.

d.

Bi 6.
Chng ta c lng mt m hnh hi qui tuyn tnh n Y = + X + , da trn mt mu gm
34 quan st v thu c kt qu sau y:

= 0,800
a.
b.

se( ) = 0,060

Hy xy dng khong tin cy 95% cho h s dc .

H s dc trn c ngha thng k mc ngha 5% hay khng?

Bi 7.
Gi s phng trnh ca mt ng ng dng gia hai hng ha l
XiYi = 1 + 2Xi
a.
b.

M hnh ny c phi l m hnh hi quy tuyn tnh khng ? Bn c th c lng cc thng s ca

m hnh ny bng phm mm EVIEWS c khng ?
Nu c, bn hy nu c th cc bc thc hin v chy m hnh trn vi cc s liu sau:

Tiu dng hng ha X

Tiu dng hng ha Y

1
43

2
52

3
81

4
90

5
8

Nu khng c, bn hy gii thch l do

Bi 8.
Nghin cu cc yu t nh hng tin lng (theo d liu trong file Data7-2 thuc b d liu
Ramanathan).
Trong :
WAGE = Thu nhp hng thng (triu ng/ thng)
EXPER = S nm kinh nghim
EDUC = S nm i hc
AGE
= tui (nm)
GENDER = Gii tnh (mang gi tr 1 nu l nam)
CLERICAL = Lm vic trong vn phng (mang gi tr 1 nu lm vic trong vn phng)
WAGE
1345
2435
1715
1461
1639
1345
1602
1144
1566
1496
1234
1345
1345
3389
1839
981
1345
1566
1187
1345
1345
2167
1402
2115
2218
3575
1972
1234
1926
2165
2365
1345
1839
2613
2533

EDUC

EXPER
6
4
6
6
9
5
7
4
6
4
4
6
5
9
4
4
9
5
6
7
9
4
11
4
8
11
4
4
5
6
6
9
4
5
11

2
18
4
4
3
8
6
3
23
15
9
3
14
16
20
5
10
4
1
10
2
17
2
15
11
1
1
2
9
15
12
5
14
14
3

AGE
38
52
45
58
30
43
30
33
51
37
45
55
57
36
60
35
34
28
25
43
42
47
46
52
64
39
39
40
53
59
35
45
37
37
43

GENDER

CLERICAL

0
1
1
1
1
0
0
0
1
1
0
0
0
1
1
1
0
0
0
0
0
1
1
1
1
1
1
0
1
0
0
0
0
1
1

1
0
0
1
0
1
1
0
0
0
1
1
1
0
0
0
1
1
1
1
1
0
1
0
0
0
0
1
0
0
0
1
0
0
0

1602
1839
2218
1529
1461
3307
3833
1839
1461
1433
2115
1839
1288
1288

a.
b.

c.
d.

8
9
7
4
1
9
11
4
6
9
6
4
4
6

5
18
1
10
10
22
3
14
5
3
15
13
9
4

32
40
49
43
31
45
31
55
30
28
60
32
58
29

0
0
1
0
1
1
1
1
0
1
0
1
1
0

1
0
0
1
0
0
0
0
1
0
0
0
0
0

Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc bin EXPER, EDUC v

AGE, GENDER, CLERICAL vi bin WAGE. L gii s la chn ca mnh
Hy m t d liu :
- i vi d liu nh lng tnh cc tham s thng k (trung bnh, phng sai,), h s
tng quan, th
- i vi d liu nh lng lp bng thng k tn s
Hy xy dng m hnh tuyn tnh v c lng cc h s trong m hnh.
Thc hin tip cc hi qui sau:
EXPER = A1 + A2AGE + ui
EDUC = B1 + B2AGE + ui

e.

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
Gi s trong m hnh ban u c hin tng a cng tuyn nhng cc tham s 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?
Thc hin tip vic xy dng m hnh t tng qut n n gin. Gii thch ngha ca m
hnh ti u.
Mt sinh vin cho rng nn b sung thm bin cho vo. Dng m hnh ngh nh sau:
WAGE = 1 + 2EXPER+ 3EDUC + 4AGE + 5GENDER + 6CLERICAL +
7GENDER*EXPER + 8GENDER*EDUC + 12GENDER*AGE
+ 9CLERICAL*EDUC + 10CLERICAL*EXPER + 11CLERICAL*AGE + ui
Cha chy m hnh, theo anh ch cc bin cho nh vy c ph hp khng? Ti sao?
(gii thch ngha tng m hnh)
- Hy tm cc tham s ca m hnh theo phng php xy dng m hnh t phc tp n
n gin
Trong tt c cc m hnh ti u tnh c trn, theo anh/ch m hnh no ph hp nht
gii thch cc yu t nh hng n WAGE
Nu anh, ch l ngi phi quyt nh lm sao tng thu nhp bnh qun hng thng ca
ngi dn. Da vo m hnh Anh/Ch s gii quyt vn trn nh th no (xp th t u
tin tng phng n v gii thch l do)
-

f.
g.

Bi 9.
D liu trong Data 4-8 trong b d liu ca Ramanathan vi cc nh ngha bin nh sau:

Sub = s ng k thu bao c yu cu lp t cho mi h thng cp truyn hnh (1000 khch hng)
home = s h gia nh m mi h thng cp truyn hnh i ngang qua (ngn h)
inst = ph lp t ( la/ ln)
svc = ph dch v cho mi h thng ( la/thng)
tv
= s knh truyn hnh m mi h thng cp cung cp (knh/h thng cp)
age = thi gian h thng hot ng (nm)
air
= s knh truyn hnh m h gia nh nhn c t h thng cp
y
= thu nhp bnh qun u ngi ( la/ngi)
sub
105
90
14
11.7
46
11.217
12
6.428
20.1
8.5
1.6
1.1
4.355
78.91
19.6
1
1.65
13.4
18.708
1.352
170
15.388
6.555
40
19.9
2.45
3.762
24.882
21.187
3.487
3
42.1
20.35
23.15
9.866
42.608
10.371
5.164
31.15

home
350
255.631
31
34.84
153.434
26.621
18
9.324
32
28
8
5
15.204
97.889
93
3
2.6
18.284
55
1.7
270
46.54
20.417
120
46.39
14.5
9.5
81.98
39.7
4.113
8
99.75
33.379
35.5
34.775
64.84
30.556
16.5
70.515

inst
14.95
15
15
10
25
15
15
15
10
15
17.5
15
10
24.95
20
9.95
25
15.5
15
20
15
15
5.95
25
15
9.95
20
18
20
10
10
9.95
15
17.5
15
10
20
14.95
9.95

svc
10
7.5
7
7
10
7.66
7.5
7
5.6
6.5
7.5
8.95
7
9.49
7.5
10
7.55
6.3
7
5.6
8.75
8.73
5.95
6.5
7.5
6.25
6.5
7.5
6
6.85
7.95
5.73
7.5
6.5
8.25
6
7.5
6.95
7

tv
16
15
11
22
20
18
12
17
10
6
8
9
7
12
9
13
6
11
16
6
15
9
10
10
9
6
6
8
9
11
9
8
8
8
11
11
8
8
10

age
11.83
11.42
7.33
6.92
26
8.83
13.08
5.58
12.42
4.92
4.08
4.25
10.67
17.58
8.08
0.17
13.25
12.67
5.25
15
17
6.83
5.67
7
11.25
2.92
2.17
7.08
12.17
13.08
0.17
7.67
10.33
12.25
2
13.08
1
4
4.67

air
13
11
9
10
12
8
8
7
8
6
6
9
7
7
7
6
5
5
6
6
5
6
6
5
7
4
5
4
4
4
6
5
4
5
4
6
6
5
4

y
9839
10606
10455
8958
11741
9378
10433
10167
9218
10519
10025
9714
9294
9784
8173
8967
10133
9361
9085
10067
8908
9632
8995
7787
8890
8041
8605
8639
8781
8551
9306
8346
8803
8942
8591
9163
7683
7924
8454

18.35

42.04

20

8429

Vi mc ngha 10%, cc anh/ch hy:

Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca s ng k thu bao
(sub) vi cc bin khc trong d liu.
b) c lng m hnh hi qui a bin bng Eview.
c) Vi m hnh c lng cu 2, cc anh/ch hy thc hin kim nh tng tham s v cho bit nhng
bin no khng nh hng n bin ph thuc sub.
d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng thi
khng nh hng bin ph thuc khng?
e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti
u. V sao? (c cc kim nh cn thit)
f) Gii thch ngha ca m hnh ti u.
g) Anh/ch hy c lng cc tham s vi m hnh tuyn tnh. Theo anh/ch
M hnh trn c b a cng tuyn khng ?
M hnh trn c b HET khng?
M hnh trn c b AR khng ?
Nu c anh/ch hy thc hin vic iu tr.
a)

h) Mt bn khc ni rng nn thay m hnh trn bng m hnh khc nh a thc, log kep, bn log, hoc kt
hp c 3 m hnh trn. Nu phi la chn anh/ch s chn m hnh no? Ti sao?
i) Theo anh/ch c bin php no tng lng ng k thu bao c yu cu lp t cho mi h thng cp
truyn hnh.
Bi 10.
D liu trong Data 4-9 trong b d liu ca Ramanathan vi cc nh ngha bin nh sau:
DEP

su (m)

HLTH

Chiu cao (m)

MPUBAS

Vn tc nc vo (m3/giy)

MSSEC

Vn tc nc ra (m3/giy)

RACE

Gi thnh n v (/m3)

RETRD

Chiu rng (m)

UNEMP

Kch thc vi nc (mm)

retrd
14.9
15.6
13.8
16.7
11.3
5.7
9.6
12.3
13
15

hlth
6.2
1.6
4.5
7.6
4.3
2.8
3
3.8
5.1
5.2

mssec
3678
3465
4399
3684
4187
3943
4392
4210
3715
4395

mpubas
1875
2541
2313
1854
3003
2322
3045
2402
2988
2390

unemp
7.7
9.5
5.8
6.8
6.6
4.9
4.9
6.6
6.5
4.9

dep
32.6
38.9
29.9
31.7
27.6
30.9
29.9
30.8
12.6
23.9

race
26.6
21.6
17.1
16.7
23.2
10.8
9.5
17.5
72.8
15.9

11.3
9.7
7.9
7
7.1
18.2
15.8
13.8
13.4
9.8
8.5
17.3
10.8
10.5
5.4
9
7.5
14.8
11.9
6.6
12.1
11.4
12.3
6.3
12.5
7
14.2
6
10.6
16.1
6.7
18.7
8.3
7.7

2.6
3.5
3.7
3.2
3.3
7.1
5.4
5.1
3.9
3.6
2.6
6.9
4.4
3.1
2.5
2.9
3.3
4.4
5.4
2.3
5.5
4.1
4.8
4.6
5.4
2.5
6.2
2.7
4.2
4.6
3.7
7.5
2.9
2.1

3964
4082
4225
4059
4109
3809
3618
3905
4052
4118
4006
3449
4013
4007
3933
4050
4025
3854
3628
3815
3867
4225
4350
4203
3636
3811
3750
4219
4061
3818
4180
4185
4322
3931

3079
2194
2058
2504
2316
2212
2176
2083
2462
2680
2493
1984
2002
2219
2400
2330
2190
2225
2054
2139
2336
2474
2630
2629
1934
2181
1874
2541
2541
2198
2672
2337
2834
2196

4.5
7.9
7.5
5.2
4
8.9
5.8
7.8
5.8
4.8
5.5
7.2
6.8
8.7
3.6
6.2
4.7
7.1
5.6
5.6
4.4
8.5
7.8
7.3
6.2
5.4
7.4
5.4
6.3
4.7
7.6
8.8
6.7
4.3

35.2
36.2
33.3
32.7
31.2
34.5
33.3
33
30.6
28.4
33.5
32.8
30.2
33.7
32.6
27.1
32.7
34.7
31.8
35.6
31.4
28.9
29.9
28.4
34
33.6
31.8
42.6
32.5
31.5
29.6
33.8
33.1
36.5

64
4.4
8.5
2.7
8.4
7.6
29.8
1
24.3
6.1
3.3
34.9
11.3
5.8
4.8
11.9
1.1
24.9
23.7
4.2
13.8
5.3
9.7
5.1
30.2
7.3
15.8
5.3
0.8
20.3
8.2
3.6
5.5
4.7

Vi mc ngha 5%, cc anh/ch hy:

a)

Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca Vn tc nc ra vi
cc bin khc trong d liu.
b) c lng m hnh hi qui a bin bng Eview.
c) Vi m hnh c lng cu 2, cc anh/ch hy thc hin kim nh tng tham s v cho bit
nhng bin no khng nh hng n bin ph thuc MSSEC.
d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng
thi khng nh hng bin ph thuc khng?
e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m
hnh ti u. V sao? (c cc kim nh cn thit)
f) Gii thch ngha ca m hnh ti u.
Bi 11.

Xem xt d liu v cc yu t nh hng n gi nh trong file 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 li
Firepl
= nhn gi tr 1 nu nh c phng 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
price
199.9
228
235
285
239
293
285
365
295
290
385
505
425
415

sqft
1065
1254
1300
1577
1600
1750
1800
1870
1935
1948
2254
2600
2800
3000

bedrms
3
3
3
4
3
4
4
4
4
4
4
3
4
4

baths
1.75
2
2
2.5
2
2
2.75
2
2.5
2
3
2.5
3
3

pool
1
0
1
0
0
0
0
1
0
0
1
1
0
0

famroom
0
0
1
1
1
0
1
1
1
1
1
1
1
1

firepl
0
0
1
1
1
1
1
1
1
1
1
1
1
1

Cc anh/ch hy:
Phn tch mi quan h gia k vng ca lng tht g tiu th bnh qun u ngi vi cc bin
khc trong cc m hnh sau:

Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft

Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft + 8Pool*Sqft

Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft + 8Famroom*
Bedrms + 9 Firepl* Sqft + 10Pool*Sqft + 11Firepl*Bedrms+ 10Pool*Baths
b) c lng m hnh hi qui a bin bng Eview. Anh/ ch hy phn tch nhng du hiu no cho
thy m hnh tng qut b a cng tuyn/ a cng tuyn hon ho
c) Mt bn sinh vin cho rng m hnh trn b a cng tuyn l do cc quan h sau:
 Sqft = 1 + 2Baths + 3Bedrms + 2Pool
 Baths = 1 + 2Bedrms + 2Pool
Theo anh/ ch suy ngh trn ca bn sinh vin c ng khng? Ti sao? Nu ng anh/ch hy
chy cc m hnh hi quy lin quan v cho bit kt lun.
d) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m
hnh ti u. V sao? (c cc kim nh cn thit)
Gii thch ngha ca m hnh ti u. Vi m hnh theo cc anh ch, cn hin tng a cng
tuyn hay khng?
a)

Bi 12.
Cho m hnh mi quan h gia thu ph thuc nh th no i vi thu nhp (theo d liu trong file
DATA3-4 thuc b d liu ca Ramanathan).
Trong :
Tax
= S thu m cng ty phi np
Income
= thu nhp ca doanh nghip
tax
1.835

income
14.947

2.525
0.947

17.825
7.417

14.551
1.88

99.257
14.139

10.846
43.144
22.328
23.306
19.741
10.066
26.72
17.823
9.137
9.149
4.496
9.037
0.963
1.129
2.691
4.57
a.
b.
c.
d.
e.

67.088
291.69
148.626
168.778
148.23
75.257
181.322
131.884
69.841
67.253
34.818
66.759
7.228
8.071
20.431
33.449

1.504
11.401
1.559
13.334
2.263
11.137
5.014
11.878
27.732
5.297
8.729
6.126
2.865
3.092
5.992
4.556

11.114
84.009
10.226
96.314
18.243
88.167
41.733
89.568
187.754
41.645
62.725
47.859
24.286
24.763
45.044
35.342

32.855
1.165
1.58
0.895
7.366
2.119
6.107
2.524
3.456
11.94
5.145
62.48
1.504
2.472

224.455
9.168
12.478
6.198
52.167
17.171
47.305
21.057
22.041
81.105
39.711
453.941
9.747
18.399

Trc khi chy hi qui anh/ch hy d bo mi quan h ca thu v thu nhp. L gii s la chn ca
mnh.
c lng cc h s trong m hnh tuyn tnh.
Hy v cc th cn thit v kim tra xem m hnh c b HET khng ?
Thc hin kim nh white kim tra li kt lun cu c.
Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra phng
php m anh ch cho l ph hp v gii thch kt qu ca m hnh.

Bi 13.
Xem xt d liu v din tch nh hng nh th no n gi nh c trnh by trong file DATA3-1 thuc
b d liu ca Ramanathan. Trong :
PRICE = Gi nh (lng vng)
SQRT = Din tch nh (m2)
price
sqft
199.9
1065
228
1254
235
1300
285
1577
239
1600
293
1750
285
1800
365
1870
295
1935
290
1948
385
2254
505
2600
425
2800
415
3000
Vi mc ngha 5%, anh/ch hy:
a.
b.
c.

Hy thc hin thng k m t cho b d liu trn

Hy c lng cc tham s trong m hnh tuyn tnh. Anh/ ch hy dng cc th cho bit m hnh
trn c b bnh HET khng ?
Thc hin kim nh white kim tra li kt lun cu b.

d.

Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra phng
php m anh ch cho l ph hp v gii thch kt qu ca m hnh.

Bi 14.
Cho m hnh cc yu t tc ng n lng (theo d liu trong file DATA6-4 thuc b d liu ca
Ramanathan).
Trong :
Wage = Lng (triu ng/thng)
Exper = Thm nin (nm)
Educ = Thi gian i hc (nm)
Age = tui
WAGE
1345
2435
1715
1461
1639
1345
1602
1144
1566
1496
1234
1345
1345
3389
1839
981
1345
1566
1187
1345
1345
2167
1402
2115

a.
b.
c.
d.

EDUC

EXPER
6
4
6
6
9
5
7
4
6
4
4
6
5
9
4
4
9
5
6
7
9
4
11
4

2
18
4
4
3
8
6
3
23
15
9
3
14
16
20
5
10
4
1
10
2
17
2
15

AGE
38
52
45
58
30
43
30
33
51
37
45
55
57
36
60
35
34
28
25
43
42
47
46
52

2218
3575
1972
1234
1926
2165
2365
1345
1839
2613
2533
1602
1839
2218
1529
1461
3307
3833
1839
1461
1433
2115
1839
1288
1288

8
11
4
4
5
6
6
9
4
5
11
8
9
7
4
1
9
11
4
6
9
6
4
4
6

11
1
1
2
9
15
12
5
14
14
3
5
18
1
10
10
22
3
14
5
3
15
13
9
4

64
39
39
40
53
59
35
45
37
37
43
32
40
49
43
31
45
31
55
30
28
60
32
58
29

Hy thc hin thng k m t cho b d liu trn

Hy c lng cc tham s trong m hnh tuyn tnh. Anh/ ch hy dng cc th cho bit m hnh
trn c b bnh HET khng ?
Thc hin kim nh white kim tra li kt lun cu b.
Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra phng
php m anh ch cho l ph hp v gii thch kt qu ca m hnh.

Bi 15.
Cho m hnh mi quan h gia lng theo thm nin (theo d liu trong file DATA8-1 thuc b d liu
ca Ramanathan).
Trong :
Salary
= Lng hin ti
Year
= S nm lm vic

SALARY
52
50
50
53
53
52.5
48.7
50.25
50.25
51
55
53

YEARS
1
1
1
2
2
2
2
2
2
2
3
3

52
52.4
50
50.5
50
50
51
48.2
50.5
50.5
45.8
47.2
50

3
3
3
3
3
3
3
4
4
4
4
4
4

51
47.9
51
55
47.9
46
54.445
51.85
55
55
63.3
50.7
60

4
5
5
5
5
5
5
5
6
6
6
6
6

54
51.3
70
65
62.4
74
52.65
51.75
54
53.9
56.5

Gi s m hnh hi quy tng th c dng

(PRF) : Salary = 1 + 2 Year + ut
a.
b.
c.
d.
e.

Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc h s 2, 3 . L gii s la chn ca

mnh.
c lng cc h s trong m hnh.
Hy v cc th cn thit v kim tra xem m hnh c b HET khng ?
Thc hin kim nh white kim tra li kt lun cu c.
Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra phng
php m anh ch cho l ph hp v gii thch kt qu ca m hnh.

Bi 16.
Cho m hnh mi quan h gia s pht minh sng kin theo chi ph dnh cho vic pht minh (theo d liu
trong file DATA3-3 thuc b d liu ca Ramanathan).
Trong :
Patents
= S pht minh sng kin
R&D
= Chi ph dnh cho vic nghin cu v pht trin
YEAR
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976

PATENTS
84.5
88.2
90.4
91.1
93.2
100.4
93.5
93
98.7
104.4
109.4
111.1
105.3
109.6
107.4
108
110

R&D
57.94
60.59
64.44
70.66
76.83
80
84.82
86.84
88.81
88.28
85.29
83.18
85.07
86.72
85.45
83.41
87.44

1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993

109
109.3
108.9
113
114.5
118.4
112.4
120.6
127.1
133
139.8
151.9
166.3
176.7
178.4
187.2
189.4

90.11
94.5
99.28
103.64
108.77
113.96
121.72
133.33
144.78
148.39
150.9
154.36
157.19
161.86
164.54
166.7
165.2

6
7
7
7
7
7
7
7
7
8
8

a.
b.
c.

d.

Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc h s gia cc bin c lp nh hng

nh th no n bin ph thuc. L gii s la chn ca mnh.
Thc hin cc thng k m t, ma trn tng quan gia cc bin v v cc th th hin mi quan h
gia bin c lp v bin ph thuc. Anh/ch c nhn xt g v cc kt qu trn?
Anh/ch hy c lng cc tham s vi m hnh tuyn tnh. Theo anh/ch
a. M hnh trn c b a cng tuyn khng ?
b. M hnh trn c b HET khng?
c. M hnh trn c b AR khng ?
d. Nu c anh/ch hy thc hin cc kim nh cn thit v iu tr bnh cho m hnh
Bn An ni rng nn thay m hnh trn bng m hnh khc nh log kp; Bn Thy ni rng m hnh
tr s ph hp hn v s pht minh sng kin nm nay c khi ph thuc vo s tin dnh cho nghin
cu pht trin ca khon 3 nm v trc; bn Nam ng vi bn Thy v vic s dng m hnh
tr nhng ngh m hnh nn thm bin s pht minh sng kin ca nm ngoi v nu s pht minh
sng kin nm ngoi cng c nh hng n s pht minh sng kin nm nay. Nu phi la chn
anh/ch s chn m hnh ca bn no? Ti sao?
Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph hp nht ? ti sao?
Theo anh/ch lm cch no tng s pht minh sng kin.

e.
f.
Bi 17.
Bng d liu 4-6 trong b d liu ca Ramanathan cho d liu v cc t l ngho kh v cc yu t tc
ng n nhng t l ny 58 a ht ca California. Bin ph thuc l POVRATE c xc nh bng
phn trm cc gia nh c thu nhp di mc ngho kh. Cc bin c lp bao gm:
UNEMP
URB
MEDINC
HIGHSCHL
FAMSIZE
COLLEGE

= T l phn trm tht nghip

= Phn trm ca tng dn s thnh th
= Gi tr trung v ca thu nhp gia nh tnh theo n v ngn USD
= Phn trm dn s t 25 tui tr ln c trnh hc vn bc trung hc
= S ngi trong mt h gia nh
= Phn trm dn s t 25 tui tr ln hon tt chng trnh cao ng

povrate
8.1
16.7
6.3
12.2
7.5
10.4
5.5
12.7
5.8
16.8
14.1
12.8
20.8
9.2
13.7
15
12.3
10.4
11.6
13.1
3
10.7

urb
18.3
4.2
65
31
70.8
31.6
28.1
58.5
61
37.1
19.5
12.4
40
2.7
45.8
45.6
47.9
29.7
21.1
56.9
5
38.1

famsize
2.59
2.47
2.41
2.48
2.5
2.84
2.64
2.63
2.66
2.96
2.77
2.49
3.26
2.35
2.92
3.08
2.38
2.66
2.91
3.05
2.33
2.42

unemp
5.3
8.2
7.2
9.4
10.5
15.7
5.6
12.5
6.1
12.6
15.5
8.8
21.3
8.8
11.8
12.8
11.1
10
8
14
4
6.3

highschl
52.6
63.6
68.5
58.1
67.2
51.8
54.9
60.9
65.1
49.3
57.5
60.5
43.5
68.2
54.3
56.6
60.2
61.1
46.7
51.7
47.9
61

college
28.8
24
14
19.5
14.4
11.1
31.6
10
20.8
16.9
9.4
20
9.7
13.5
13.3
9
10.7
11.7
23.3
11.7
44
16.8

medinc
45.037
29.276
35.062
28.314
32.211
28.23
51.651
26.992
39.823
29.97
27.216
30.357
25.147
30.46
31.714
27.614
26.563
31.803
39.035
30.035
59.147
29.468

11
15.4
11.6
6.7
8.5
4.6
5.8
5.2
5.3
9.8
8.4
9.8
7.3
10.3
8.1
9.7
12
6.8
4.3
7.4
5
6.2
11
5.7
11.6
6
5.2
11.4
12.2
12.6
15.1
18
6.9
5
9.8
16

22.4
40.5
14
16.1
26.8
14.1
61.1
28.6
59.6
19.4
94.3
39.6
53.5
71.4
39.7
7.4
45.1
41.9
13
25.7
18
22.8
36.3
6.2
11.5
53.9
33.8
48.6
33
33.5
11.7
34.7
49.6
29.7
27.7
22.4

2.57
3.17
2.49
2.48
2.96
2.54
2.51
2.87
2.66
2.41
2.85
2.58
3.15
2.97
2.69
2.29
2.94
2.53
2.64
2.73
2.81
2.66
2.58
2.45
2.48
2.88
2.55
2.91
2.75
2.6
2.49
3.12
2.46
3.02
2.63
2.85

10.9
14.6
12.4
12.5
10.9
5.9
7
4.8
6.8
12
10.7
6.3
17.2
8
6.1
5.6
12
5.8
4.2
6
5.5
8
10.3
10.5
12.5
7
5.7
14.3
17.6
12.4
14.5
17.1
8.3
7
7.2
14.1

60.9
51.1
61
65.9
51.4
58.4
64.2
53.4
62.4
67.6
59.5
59.2
54
60.5
56.6
43
55.4
60.4
52.8
53.4
49.4
52.2
64.7
59.6
63.2
64
59.9
55.4
56.9
62
61.3
48.4
65.3
56.4
48.8
59

17.8
12
11.2
21.9
21.5
22.3
22.1
27.8
22.7
15.1
14.6
23
14.4
14.9
25.3
35
13.2
22.9
31.3
26.6
32.6
29.7
13.7
15.9
14.2
18.7
24.5
13
15.4
10.2
12.9
11.8
14.7
23
30.3
9.5

31.276
28.269
27.407
35.932
36.223
42.789
36.942
51.167
42.805
29.967
37.694
37.841
39.637
36.977
39.798
40.561
34.701
37.086
53.43
41.289
53.67
43.13
30.332
29.911
26.073
42.392
41.961
32.923
31.842
25.946
25.009
26.697
31.464
50.091
36.866
24.364

Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc h s gia cc bin c lp nh hng

nh th no n bin ph thuc, v gia cc bin c lp c mi quan h no vi nhau khng. L gii
s la chn ca mnh.
b) Thc hin cc thng k m t, ma trn tng quan gia cc bin v v cc th th hin mi quan h
gia bin c lp v bin ph thuc. Anh/ch c nhn xt g v cc kt qu trn?
c) Anh/ch hy c lng cc tham s vi m hnh tuyn tnh. Theo anh/ch
M hnh trn c b a cng tuyn khng ?
M hnh trn c b HET khng?
M hnh trn c b AR khng ?
Nu c anh/ch hy thc hin vic iu tr.
d) Mt bn khc ni rng nn thay m hnh trn bng m hnh khc nh a thc, log kep, bn log, hoc
kt hp c 3 m hnh trn. Nu phi la chn anh/ch s chn m hnh no ? Ti sao ?
e) Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph hp nht ? ti sao?
a)

Thng c bang California mun gim t l ngho kh bang mnh. Nu anh ch l tr l ca thng
c anh ch s khuyn thng c nn ch trng vo nhng cng vic g gim t l ngho xung.
Bi 18.
xc nh cc yu t nh hng nh th no n ch tiu tiu dng c nhn vo mua xe mi (PCECARS),
dng d liu trong Data 9-12 trong b d liu ca Ramanathan vi cc nh ngha bin nh sau:
PCECARS
PCDPY
POP
CPINEW
a.

b.
c.

d.
e.
f.

= Ch tiu tiu dng c nhn vo mua xe mi (t USD)

= Thu nhp c nhn bnh qun (ngn USD)
= Dn s M (triu ngi)
= Ch s gi tiu dng cho xe hi mi

Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc h s gia cc bin c lp nh hng

nh th no n bin ph thuc, v gia cc bin c lp c mi quan h no vi nhau khng. L gii
s la chn ca mnh.
Thc hin cc thng k m t, ma trn tng quan gia cc bin v v cc th th hin mi quan h
gia bin c lp v bin ph thuc. Anh/ch c nhn xt g v cc kt qu trn?
Anh/ch hy c lng cc tham s vi m hnh tuyn tnh. Theo anh/ch
a. M hnh trn c b a cng tuyn khng ?
b. M hnh trn c b HET khng?
c. M hnh trn c b AR khng ?
d. Nu c anh/ch hy thc hin cc kim nh v iu tr cn thit
Mt bn khc ni rng nn thay m hnh trn bng m hnh khc nh a thc, log kep, bn log, hoc
kt hp c 3 m hnh trn. Nu phi la chn anh/ch s chn m hnh no ? Ti sao ?
Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph hp nht ? ti sao?
Trong cc yu t trn theo anh ch yu t no v cng quan trng nh hng n vic mua xe mi ca
ngi dn. Nu anh ch cn phi ra quyt nh tng s lng xe mi bn ra trong thi gian ti anh/ch
s lm g?

Bi 19.
Mt nhm sinh vin K05 Khoa Kinh t HQG tin hnh iu tra 49 ngi ti cng ty ABC v mi quan h
gia lng thng (WAGE) v cc yu t khc nh tui (AGE), s nm i hc k t sau khi tt nghip
trung hc (EDUC), v s nm thm nin cng tc (EXPER) thu c kt qu sau:
WAGE = 632.244 + 142.510 EDUC
tstat
(1.493)
(4.088)
a.
b.
c.
d.
e.

+ 43.225 EXPER - 1.913 AGE + e

(3.022)
(-0.22)

Cho bit h s xc nh R2 = 0,277 . Da vo cc thng tin c, hy kim nh tnh c ngha

chung ca c m hnh .
Kim nh ngha ca vic a bin EDUC v EXPER vo m hnh mc ngha 1%.
Tng t hy kim nh ngha ca vic a bin AGE vo m hnh vi mc ngha 10%.
Bn hy din gii v gi tr m ca thng s tng ng vi bin AGE.
V gi tr tstat ca AGE thp, c ngi gi bn nn b bin AGE ra khi m hnh. Nu bn nghe
theo li gi ny, bn s mc phi li xc nh m hnh (specification errors) g? V hu qu ca n s
nh hung nh th no n tnh khng chch ca m hnh c lng v d bo?

Bi 20.
Mt nh nghin cu x hi hc c lng mi quan h gia mc lng v trnh hc vn ca cc nhn
vin lm vic trong mt cng ty theo m hnh sau
WAGEt = 1 + 2EDUt + et
a.
b.

(M hnh 1)

Hy nu cc k vng ca bn v du ca cc h s c lng 1 v 2 trong m hnh.

Da vo kt xut c cung cp, hy tng thut kt qu c lng ca m hnh (MH 1). Du ca m
hnh 1 c ph hp vi k vng ca bn trong cu a khng? Nhn xt v cht lng ca m hnh 1.
(Bng kt xut m hnh 1)

c.

Nghi ng c s phn bit i x khng bnh ng gia Nam v N trong cng ty, nh nghin cu ny
s dng k thut bin dummy c lng m hnh sau:
WAGEt = 1 + 2EDUt + 3GENDER + et

(M hnh 2)

Trong GENDER = 1 nu l Nam, v GENDER = 0 nu l N

Hy s dng kt xut m hnh 2 bn di v cho bit liu c s phn bit i x trong cng ty hay
khng. Nu r cc c s cho cu tr li ca bn.
(Bng kt xut m hnh 2 )

Bi 21.
Bng s liu sau trnh by 1 b data iu tra v chng trnh MBA ca 25 trng dy kinh doanh
hng u M. Cc bin c nh ngha nh sau:
TUITION
SLRYGAIN
Z1

: Tin hc ph nm (nghn dollars)

: Mc tng lng trung bnh (nghn dollars) cho MBAs
: Kh nng phn tch ca MBA, c nh gi bi ngi tuyn dng theo thang
im t 1 (tt nht) n 4 (km nht)

: Kh nng lm vic nhm ca cc MBA, c nh gi bi ngi tuyn dng theo

thang im t 1 (tt nht) n 4 (km nht)
: Tm nhn (global view) ca MBA, c nh gi bi ngi tuyn dng theo thang
im t 1 (tt nht) n 4 (km nht)
: nh gi v cht lng ging dy (teaching evaluation), c nh gi bi chnh
hc vin MBA theo thang im t 1 (tt nht) n 4 (km nht)
: nh gi v chng trnh ging dy (curriculum evaluation), c nh gi bi
chnh hc vin MBA theo thang im t 1 (tt nht) n 4 (km nht)

Z2
Z3
Z4
Z5

slrygain
55
42.9
50
55.64
45
44.85
54
42
57.75
60
33
48
41
36
32
28.75
44.18
33.25
37.25
33
30
43.05
32.35
29
27

a.
b.
c.
d.
Bi 22.

tuition
23.608
23.18
23.025
23.84
19.627
23.83
23.1
24.655
23.9
23.7
23.69
18.963
18.788
22.5
15.613
20.1
22.2
22.45
14.332
11.854
21.24
23.13
20.524
21.8
18.95

z1

z2
1
1
2
1
1
1
1
1
1
3
2
2
2
1
2
3
1
2
3
3
2
2
2
3
3

z3
2
1
1
3
1
2
2
2
3
1
2
2
3
1
1
3
2
1
2
2
3
2
4
3
3

z4
1
1
1
1
2
1
1
1
1
2
2
3
3
2
2
3
2
2
3
3
2
2
4
2
1

z5
2
1
2
1
1
2
3
3
2
1
3
2
1
3
2
1
1
2
1
3
2
2
1
1
3

1
1
2
1
1
2
2
2
2
1
2
1
1
3
3
1
1
2
2
2
2
2
2
1
2

D kin du cho cc bin Z.

Xy dng dng hm nghin cu cc yu t nh hng n mc tng lng trung bnh
SLRYGAIN.
c lng v nhn xt v cht lng m hnh.
Hy tm m hnh tt nht v nu r lp lun ca bn.

(da theo s liu ca nhm K03403 Li Hu Hng, Lng Cng Tun, Nguyn Bnh Nguyn )

Da trn vic iu tra thc t t 36 bn sinh vin cc trng Bch Khoa, Nng Lm, T Nhin, X Hi
Nhn Vn, Khoa Kinh t HQG nhm sinh vin K03403 Khoa Kinh t HQG lp m hnh nghin cu
mi quan h gia im trung bnh cui cng ca mn Kinh t chnh tr (DTB) v S gi t hc trong tun
ca sinh vin (GTH).

Obs

DTB

GTH

2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

a.
b.
c.
d.

4
5
5
5
5
5
5
5
5
5.5
6
6
6
6
6
6.5
6.5
7

0.5
3
4
3
3
1.5
1
1
5
1.5
1
2
4
1
1
3
2
5

20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

7
7
7
7
7
7
7
7.5
7.5
8
8
8
8
8
8
8.5
9

2.5
4
5
1
1
6
1.5
2.5
5
3.5
4
5
5
3
3
4.5
5

Da vo b s liu trn, c lng hm hi quy tuyn tnh . Nu ngha kinh t ca m hnh

c lng va tm c.
Tnh ton h s xc nh R2 . Nhn xt v cht lng m hnh. Gii thch nguyn nhn v sao
dn n h s xc nh R2 c kt qu nh trn.
Tnh ton gi tr t-statistics tng ng ca tng bin. Cc bin ny c ngha thng k mc
5% khng?
Xy dng khong tin cy ca tng th (vi tin cy 95%) . Nu ngha ca khong tin
cy va xc nh c.

Bi 23.
nghin cu v s tc ng ca FDI v s lao ng n GDP ca Trung Quc, mt nhm sinh vin lp
Nht 5 K45F KTDN tin hnh thu thp s liu thng k theo nm vi 30 mu quan st t 1978 n 2007
v FDI , s lao ng v GDP ca Trung Quc. Kt qu hi quy nh sau:

a.
b.

Vit phng trnh hi quy v phn tch ngha ca kt qu hi quy

Ni ngha ca h s xc nh R2 v kim nh s ph hp ca m hnh

c.
d.
e.

S lao ng v FDI c thc s tc ng ln GDP ca Trung Quc hay khng ?

M hnh c b t tng quan khng ? Nu c, hng khc phc nh th no ?
Hi quy ph s lao ng L v FDI, kt qu nh sau :

M hnh c b a cng tuyn khng ? Nu c, hng khc phc nh th no ?

Bi 24.
Cho bng s liu v quy m vn (K) , lng lao ng (L) , vn FDI v GDP ca 30 nc trn th gii trong
nm 2007 nh sau :
Tn nc

K( t USD)

L(triu ngi)

FDI( t USD)

GDP( t USD)

China

2972.146

803.3

758.9

7043

USA

2162.16

146.1

1818

13860

UK

392.901

30.71

1135

2147

France

427.869

27.76

697.4

2067

Germany

521.272

43.63

763.9

2833

Spain

419.496

22.01

439.4

1362

Japan

1064.497

66.7

88.62

4417

Canada

280.28

17.9

398.4

1274

Italy

370.8

24.86

294.8

1800

Russia

402.744

75.1

271.6

2076

India

942.87

516.4

67.72

2965

Thailand

142.45

37.12

69.06

519.9

Korea

335.268

23.99

133

1206

Vietnam

89

45.73

29.23

222.5

Australia

211.6368

10.9

246.2

766.8

Mexico

290.895

45.38

236.2

1353

Brasil

329.002

99.47

214.3

1838

Singapore

54.3388

2.67

189.7

222.7

Denmark

47.4672

2.9

138.4

204.6

Indonesia

199.5616

108

21.91

845.6

Egypt

94.1542

22.49

37.66

431.9

South Africa

98.196

20.49

90.4

467.6

New Zealand

24.9972

2.23

63.12

112.6

Greece

86.8224

4.94

41.32

326.4

Argentina

115.214

16.1

60.04

523.7

Venezuela

85.09

12.5

45.4

335

Mexico

72.2958

10.91

77.7

357.9

Kenya

12.683

11.85

1.169

57.65

Netherland

127.1411

7.5

450.9

638.9

Nigreria

71.6364

50.13

31.66

294.8

Ngun : http://www.cia.gov v http://www.imf.org

GDP = 1 .K L 3 FDI 4 u i

a.

c lng m hnh hi quy

b.
c.

Nu ngha ca cc h s hi quy.
M hnh trn l ti u cha ? V sao ?

Bi 25.
a phng
H Ni

Din tch
(X1)

Sn lng
(Y)

Nng sut
(X2)

56.1

177.1

31.6

Vnh Phc

72.1

217.2

30.1

Bc Ninh

78.8

250.1

31.7

H Ty

168.2

647.2

38.5

Hi Dng

148.6

665

44.8

Hi Phng

93.7

396

42.3

Hng Yn

89.4

394.8

44.2

Thi Bnh

169.4

939.5

55.5

H Nam

72.9

299.4

41.1

Nam nh

163.5

787.3

48.2

Ninh Bnh

80.3

316.8

39.5

H Giang

29.3

81.9

28

Cao Bng

33.4

92.4

27.7

Bc Kn

18

50.5

28.1

Tuyn Quang

40.3

133.7

33.2

Lo Cai

33.1

82.5

24.9

Yn Bi

38.5

120.7

31.4

Thi Nguyn

52.9

179.4

30.3

Lng Sn

45.4

128.5

28.3

Qung Ninh

45.1

116.7

25.9

Bc Giang

109.8

287.7

26.2

Ph Th

70.2

183.6

26.2

Lai Chu

47.4

100.8

21.3

Sn La

43.6

99.4

22.8

Ho Bnh

43.5

128.7

29.6

Thanh Ho

250.4

848.4

33.9

Ngh An

188.2

572.4

30.4

H Tnh

107.2

308.5

28.8

Qung Tr

42.3

121.1

28.6

Nng

13.4

53.8

40.1

S liu t Tng cc thng k

a.
b.
c.
Bi 26.
Bi 27.
Bi 28.
Bi 29.
Bi 30.
Bi 31.
Bi 32.

c lng hm hi quy Yi = 1+ 2X2 + 3X3 + Ui v phn tch ngha kt qu h quy

Kim nh s ph hp ca m hnh vi mc ngha 1%
M hnh c b a cng tuyn, t tng quan v phng sai thay i hay khng ? Nu c,
khc phc nh th no ?