Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

PHAN TCH D LIEU BANG PHAN MEM SPSS 12.0*

PHAN 4
Noi dung chnh trong phan nay:

1.

Khai bao cac thong so cua bien

2.

Tao bien gia

3.

Hoi quy OLS ket hp vi phng phap Stepwise

* SPSS 12.0 la san pham a ang ky cua SPSS Inc.

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

1.

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

Khai bao cac thong so cua cac bien trong bo d lieu

Khi s dung SPSS 12.0, chung ta thng thay hai Sheet: Data View va Variable
View. Data View cha d lieu con Variable View cha cac thong tin cua cac bien
trong d lieu. Cac thong tin nay bao gom:
a.

Name: ten cua bien.

b.

Type: loai d lieu cua bien.

c.

Width: so lng ky t hay so lng ch so c hien th.

d.

Decimals: so lng ch so thap phan.

e.

Label: nhan cua bien.

f.

Values: nhan hoac gia tr cua cac quan sat trong bien (phat huy tac dung tot trong
thong ke mo ta).

g.

Missing: so lng quan sat b khuyet.

h.

Columns: chieu rong cua cot.

i.

Align: v tr (neu la so th se la ben phai, con la ky t se nam ben trai)

j.

Measure: thang o

Chi tiet cho mot so thong tin quan trong cua bien:
a.

Name: ten cua bien. Ten bien phai bat au bang mot ch va co o dai toi a la
64 ky t (khong s dung cac ky t ac biet, khong ket thuc ten bien bang dau
cham .)

b.

Type: loai d lieu cua bien.

HNH 1

Nhap vao goc phai cua o Type

se hien ra cac la chon khac
nhau e quy nh loai d lieu

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

c.

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

Measure: thang o

Trong SPSS 12.0 co 3 loai thang o: Scale, Nominal va Ordinal.

Scale: cho biet d lieu la nhng con so nh lng (v du: thu nhap, tuoi, chieu cao
).

Nominal: d lieu la ch hoac con so nh tnh (v du: nam, n, hay 0, 1).

Ordinal: d lieu la ch hoac con so nh tnh nhng chu y en th bac, mc o

cao thap, nang nhe (v du: thap, trung bnh, cao; kch liet phan oi, phan oi,
nhat tr, nhat tr cao).

2.

Tao bien gia

Gia s chung ta co bo d lieu sau c import t Excel:

HNH 2

D lieu nay la cac quan sat ngau nhien cua mot ca hang ban oto va xe tai trong nam.
Trong o:
hieu: ten cua nha san xuat.
doanh_thu: doanh thu trong ngay quan sat (USD).
loai_xe: loai xe oto hay xe tai.
don_gia: n gia (USD).
quy: quy ma quan sat o ri vao.

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Phan tch d lieu bang phan mem SPSS 12.0*

Cac Phng phap Phan tch

2.1. Tao 3 bien gia the hien Quy 1, Quy 2 va Quy 3

Vao Menu Transform, chon Compute
HNH 3
at ten quy1 vao o
Target Variable

Go so 0 vao ay roi
bam OK

Lan lt thc hien nh the cho quy2 va quy3. Luc nay trong d lieu a xuat hien bien
quy1, quy2 va quy3 vi tat ca cac gia tr eu bang 0.
Tiep theo, lai tr vao Compute.
HNH 4

Chon 1 bien gia cho quy nao o e a

vao Target Variable (quy3 chang han).
Tiep theo go so 1 vao o nay roi nhan nut
If.

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

HNH 5

Trc tien, chon Include if case

satisfies condition

Sau o, a bien quy vao

o nay bang nut roi =
3 Continue

Tr lai hop thoai pha trc, tiep tuc chon OK e hoan tat tao bien gia quy3, va tiep tuc
lam tng t cho quy1 va quy2.
2.2. Tao bien gia cho loai xe
Vao Transform, Recode, Into Different Variables. Tc la chung ta se ma hoa lai
bien loai_xe, va se cho ra mot bien mi (neu chon Into Same Variables th SPSS se
bien oi roi thay the luon thong tin cua bien cu).

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

HNH 6
(1) Chon bien
loai_xe a vao o
nay

(2) at ten bien

mi (v du: id_xe)

HNH 7

(3) Change

(4) Old and New Values

(1) Go vao
ch oto

(2) Go vao
so 1 hoac 0

Khi 2 gia tr a
(3) Add
c xac nh th
Sau
oi OK.
lap laBie
i 3n gia id_xe se xuat hien vi gia tr
Tr ra hop thoai tr
c ro
0 Continue
va 1.
bc cho xe tai.
3.

Hoi quy OLS ket hp vi phng phap Stepwise

Lay d lieu t file DATA4-6 cua Ramanathan.

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

HNH 8

Bay gi chung ta se hoi quy OLS ket hp vi phng phap Stepwise vi bien phu
thuoc la POVRATE, bien oc lap la tat ca cac bien con lai trong d lieu.

Tac dung cua phng phap Stepwise c hieu nom na la giup chung ta tm ra c
nhng ket hp cua cac bien oc lap sao cho ket qua hoi quy se tot theo hng cac
gia tr thong ke t , F co y ngha, va viec la chon cac ket hp nay se c can c vao
kha nang lam gia tang gia tr cua R2.
e bat au, vao Menu Analyze, Regression, Linear roi a bien POVRATE va o
Dependent va cac bien con lai vao Independent(s).

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

HNH 9

Vao Method, chon

Stepwise

Ket qua hoi quy c trnh bay nh sau:

Bang 1: Trnh bay thong tin cho biet SPSS a tm ra c bao nhieu ket hp tot theo
thong ke t va F. ong thi, cac mo hnh xuat hien sau se co gia tr R2 va R2 hieu chnh
ln hn mo hnh xuat hien trc (xem bang 2).
Variables Entered/Removed(a)

Model

Variables
Entered

Variables
Removed

Method

MEDINC

Stepwise (Criteria: Probability-of-F-to-enter <= .050, Probability-of-F-toremove >= .100).

HIGHSCHL

Stepwise (Criteria: Probability-of-F-to-enter <= .050, Probability-of-F-toremove >= .100).

FAMSIZE

Stepwise (Criteria: Probability-of-F-to-enter <= .050, Probability-of-F-toremove >= .100).

COLLEGE

Stepwise (Criteria: Probability-of-F-to-enter <= .050, Probability-of-F-toremove >= .100).

a Dependent Variable: POVRATE

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

Bang 2:
Model Summary

Model
1

R
.782(a)

R Square
.612

Adjusted R
Square
.605

Std. Error of
the Estimate
2.4870

.895(b)

.800

.793

1.7999

.903(c)

.816

.805

1.7445

.912(d)

.831

.818

1.6870

a
b
c
d

Predictors: (Constant), MEDINC

Predictors: (Constant), MEDINC, HIGHSCHL
Predictors: (Constant), MEDINC, HIGHSCHL, FAMSIZE
Predictors: (Constant), MEDINC, HIGHSCHL, FAMSIZE, COLLEGE

Bang 3:
ANOVA(e)

Model
1

a
b
c
d
e

Sum of
Squares
545.424

Mean Square
545.424

Residual

346.376

56

6.185

Total

891.799

57

Regression

713.626

356.813

Residual

178.173

55

3.240

Total

891.799

57

Regression

727.461

242.487

Residual

164.338

54

3.043

Total

891.799

57

Regression

740.961

185.240

Residual

150.838

53

2.846

Total

891.799

57

Regression

df

F
88.181

Sig.
.000(a)

110.144

.000(b)

79.679

.000(c)

65.088

.000(d)

Predictors: (Constant), MEDINC

Predictors: (Constant), MEDINC, HIGHSCHL
Predictors: (Constant), MEDINC, HIGHSCHL, FAMSIZE
Predictors: (Constant), MEDINC, HIGHSCHL, FAMSIZE, COLLEGE
Dependent Variable: POVRATE

Quoc Duy

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Phan tch d lieu bang phan mem SPSS 12.0*

Cac Phng phap Phan tch

Bang 4: Cac he so hoi quy va thong ke t

Coefficients(a)
Unstandardized
Coefficients

Model

Standardized
Coefficients

B
23.131

Std. Error
1.446

-.374
41.849
-.435
-.288
31.775

.040
2.801
.030
.040
5.449

-.782

-.421

.030

-.235
2.434
19.172
-.552

.046
1.141
7.826
.067

HIGHSCHL

-.139

.063

FAMSIZE

5.414

.195
a Dependent Variable: POVRATE

(Constant)
MEDINC

(Constant)
MEDINC
HIGHSCHL
(Constant)
MEDINC
HIGHSCHL

FAMSIZE
(Constant)
MEDINC

Sig.

Beta
15.997

.000

-9.390
14.943
-14.475
-7.206
5.831

.000
.000
.000
.000
.000

-.880

-14.131

.000

-.369
.148
-1.154

-5.111
2.132
2.450
-8.284

.000
.038
.018
.000

-.218

-2.214

.031

1.758

.329

3.079

.003

.090

.380

2.178

.034

COLLEGE

-.909
-.452

Bang 5: Cac bien b bo ra trong qua trnh chay hoi quy

Excluded Variables(e)

Model

Beta In

Partial
Correlation

Collinearity
Statistics

.157(a)

.998

.323

.133

Tolerance
.281

FAMSIZE

.339(a)

4.809

.000

.544

.999

-.452(a)

-7.206

.000

-.697

.921

.342(a)

3.082

.003

.384

.490

URB

-.094(a)

-1.133

.262

-.151

.993

COLLEGE

-.038(b)

-.324

.747

-.044

.266

FAMSIZE

.148(b)
.071(b)
-.010(b)

2.132
.733
-.155

.038
.467
.878

.279
.099
-.021

.708
.386
.955

.380(c)

2.178

.034

.287

.105

UNEMP

UNEMP
URB
3

Sig.

COLLEGE
HIGHSCHL

COLLEGE
UNEMP

-.055(c)
-.485
.630
-.066
URB
-.114(c)
-1.620
.111
-.217
4
UNEMP
.025(d)
.212
.833
.029
URB
-.091(d)
-1.296
.201
-.177
a Predictors in the Model: (Constant), MEDINC
b Predictors in the Model: (Constant), MEDINC, HIGHSCHL
c Predictors in the Model: (Constant), MEDINC, HIGHSCHL, FAMSIZE
d Predictors in the Model: (Constant), MEDINC, HIGHSCHL, FAMSIZE, COLLEGE
e Dependent Variable: POVRATE

Quoc Duy

.270
.666
.242
.645

10

Chng trnh giang day kinh te Fulbright

Nien khoa 2004-2005

Cac Phng phap Phan tch

Phan tch d lieu bang phan mem SPSS 12.0*

Tuy nhien, viec la chon mo hnh thch hp cho nghien cu con phu thuoc vao nhieu
yeu to khac na, phng phap Stepwise ch la mot cach giup co the chung ta tiet kiem
thi gian hay gi ra mot y tng ve viec ket hp cac bien oc lap trong qua trnh hoi
quy. Neu nh chung ta cha nam vng ve hoi quy boi th se khong phat huy c tien
ch cua phng phap nay.

Quoc Duy

11