S tay

Y t Cng cng

cho thnh vin Ytecongcong.COM

phin bn 1: Thng k vi Stata

Nguyn Vn Knh
B MN DCH T HC I HC Y DC TP.HCM
Trung tm pht trin Y t Cng cng PHD
Bin son t ti liu cng khai ca i hc California, LA. USA
Khng s dng cho mc ch thng mi
Thng 07 nm 2010

Trung tm pht trin Y t Cng cng PHD

Li ni u
Ti liu ny c bin son vi s may mn c tip xc v lm vic vi rt nhiu cc nghin cu ti
B mn Dch t hc HYD TP.HCM ca tc gi. Thm vo l nhu cu v ngh t mt ln hp
mt cng cc bn sinh vin YTCC Hu, YTCC Cn Th. y cng l nhu cu ca cc bn YTCC HCM
sau khi ra trng cho bit mnh c nguy cqun ht v dch t hc v thng k y hc.

Ti liu ny s c vit thnh nhiu giai on, mi giai on s c b sung thm ni dung lin
quan n dch t hc v thng k y hc. Tc gi hi vng trong phin bn 2 s c nhiu tc gi khc
gi bi vit ca mnh v cc ch ny gom gp thnh mt cun sch cp nht nh k.
Phin bn u tin ny cung cp mt s kim nh thng k s dng Stata. Mi kim nh s c mt
m t ngn v php kim, sau s l lnh Stata v kt qu cng vi din gii ngn v kt qu.
c mt php kim ng cho mnh bn cn xc nh bn cht bin s ca bn l nh lng, nh
tnh, th t, nh gi v c phn phi bnh thng hay khng. Phin bn 1 ny ch bao gm mt s
php kim thng gp nht.
Tuy nhin cn ch rng vi s a dng ca d kin trong nhiu chuyn ngnh cng nh s cp
nht lin tc cc l thuyt v thng k, bn c khuyn l nn tham kho kin ca mt chuyn gia
trc khi quyt nh s dng mt php kim trong nghin cu ca mnh.
V phin bn ny c xut bn online nn v hon ton khng c mc ch thng mi nn ngi
c s t chu trch nhim cho vic s dng ti liu ca mnh.
Nguyn Vn Knh

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Trung tm pht trin Y t Cng cng PHD

Hng dn s dng: .................................................................................................................................. 3

V b d kin ytcc ...................................................................................................................................... 5
Kim nh t mt mu ................................................................................................................................. 6
Kim nh trung v mt mu ......................................................................................................................... 6

Kim nh Binomial ....................................................................................................................................... 7

Chi-square goodness of fit ............................................................................................................................ 7
Kim nh t 2 mu c lp ............................................................................................................................ 8
Kim nh Wilcoxon-Mann-Whitney ............................................................................................................ 8
Kim nh Chi bnh phng .......................................................................................................................... 9
Kim nh chnh xc Fisher's ......................................................................................................................... 9
Phn tch phng sai mt chiu ................................................................................................................. 10
Kim nh Kruskal Wallis ............................................................................................................................. 12
Kim nh t bt cp ..................................................................................................................................... 12
Kim nh tng sp hng c du ................................................................................................................. 13
Kim nh McNemar ................................................................................................................................... 14
Kim nh Friedman .................................................................................................................................... 14
Tng quan ................................................................................................................................................. 15
Hi qui tuyn tnh n bin ........................................................................................................................ 15
Kim nh tng quan phi tham s Spearman ........................................................................................... 16
Hi qui logistic n bin ............................................................................................................................. 16
Hi qui a bin ............................................................................................................................................ 17
Hi qui logistic a bin ................................................................................................................................ 17

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Trung tm pht trin Y t Cng cng PHD

Hng dn s dng:
Font: lnh g vo nhp lnh (command) ca Stata
Font:

Kt qu tnh ton ca Stata

Cc thut ng s dng trong i liu

Ytcc: B d kin mu tn ytcc lu ti trang Ytecongcong.COM
Mu: Dn s nghin cu

Bin s nh lng (Interval variables) l nhng bin s xc nh s lng, bao gm

-

Bin s nh lng lin tc: nh chiu cao, cn nng

Bin s nh lng khng lin tc nh s con, s bn tnh

Bin s nh tnh (Categorical variables) l nhng bin s xc nh tnh cht ca i tng nghin
cu, bao gm
-

Bin s nh gi (Dichotomous variables) c hai gi tr nh sng-cht, bnhkhng bnh,

phi nhim-khng phi nhim,
Bin s th t (Ordinal variables) c nhiu hn 2 gi tr v c th xp hng c nh trnh
hc vn, mc thu thp,,
Bin s danh nh (Categorical variables) c nhiu hn 2 gi tr nhng khng th xp
hng theo th t c nh dn tc, tn gio,

Bin s tin on (Predictor) l bin s gp phn d on trong mt m hnh tin on (bin s c

lp).
Gi thuyt bt d (Ho) (Null Hypothesis) l gi thuyt t ra kim nh, gi thuyt ny l bt d
(khng khc bit) v gi thuyt ny l mt phng trnh, theo 2 v bng nhau. V d so snh xem
nam v n ai c ch s IQ cao hn th Ho s l IQnam=IQn.
Gi tr p (p-value) l xc sut bc b Ho khi Ho ng (cn gi l xc sut sai lm loi 1). Ngha l vi
c mu v tnh ton nh vy th c bao nhiu phn trm ta s mc sai lm l s bc b gi thuyt Ho
khi Ho l ng. V d trong trng hp so snh nam v n v ch s IQ nu kt qu p-value=0.1 th
c ngha l nu thc t IQnam=IQn th c n 10% ta s bc b v ni rng IQnam v IQn khc
nhau. Do ta thy nu xc sut ny cng nh th kh nng ta bc b l ng cng cao.
Ty trng hp m ngi ta s chn mc p-value bc b gi thuyt Ho, tuy nhin trong y khoa,
nht l y t cng cng th thng thng chn mc nh hn 5% tc l p-value<0,05, c nhng xt
nghim hoc th nghim i hi cao hn th cn p-value<0,0001. Lc ny ta s s dng cm t l s
khc bit c ngha thng k.
Gi nh: iu kin gi nh trong kim nh l iu kin cn tin hnh kim nh.
T s s chnh (OR: Odd Ratios) l mt s o trong dch t hc cho thy ln s khc bit. Tm c
cc sch v Dch t hc c bn ca PGS.TS. Nguyn Nguyn Trng BM. Dch t hc HYD
TP.HCM.
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Trung tm pht trin Y t Cng cng PHD

Cc lu thm
Cc mi lin quan c ly lm v d c th khng c ngha v mt sinh hc, nhng y chng ta
ch ch trng n mt thng k v lm th no tnh ton v din gii n.
Ngi bin son sch ny gi nh rng bn c c v hc v sinh thng k c bn v dch t
hc c bn.

Mong i g bn bin tp th 2: b sung cc khi nim v dch t hc, cc khi nim c bn, cc
phn tch su hn (One-way repeated measures ANOVA, Repeated measures logistic regression,
Factorial ANOVA, Factorial logistic regression, Analysis of covariance, Discriminant analysis,
Multivariate multiple regression, Canonical correlation, Factor analysis, bootstrap analysis), bn c c
th hiuphi tham s khi khng cn gi nh pha trn (bn c th hiu khi nim vui hiu phi tham
s khi c ht ti liu ny).
Gp xin gi v nguyenkinh@ytecongcong.com
Hoc Trung tm pht trin Y t Cng cng PHD
Phng D n, Khoa Y t Cng cng, 159 Hng Ph, P.8, Q.8, tP.HCM

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Trung tm pht trin Y t Cng cng PHD

V b d kin ytcc

Hu ht cc v d trong sch ny s s dng mt b d kin tn ytcc c lu tr trn trang ch

Ytecongcong.COM thuc Trung tm Pht trin Y t Cng cng PHD. B d kin ny c sao chp
v chnh sa gm c 200 quan st t mt mu cc hc sinh trung hc vi cc c im dn s nh
gii tnh (bin s gioitinh), c im kinh t x hi (bin s ktxh) dn tc (bin s chungtoc). D kin
cng c im ca cc bi kim tra chun ca hc sinh gm im bi c (bin s doc), im bi vit
(bin s viet) v im ton hc (bin s toan), im khoa hc (khoahoc) v im nghin cu x hi
(bin s khxh). Trc khi c tip, bn hy m Stata v ly b d kin v my s dng bng cch g
lnh sau:
use http://www.ytecongcong.com/ytcc

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Trung tm pht trin Y t Cng cng PHD

Kim nh t mt mu
Kim nh ny cho php ta kim xem liu trung bnh ca mu (ca mt bin s nh lng phn phi
bnh thng) khc bit c ngha thng k so vi mt gi tr gi thuyt hay khng. V d, gi s ta
mun kim nh c s khc bit c ngha thng k gia im trung bnh mn vit (bin s viet) v
50 hay khng. Ta c th lm (g lnh) nh sau
ttest viet=50

One-sample t test
-----------------------------------------------------------------------------Variable |
Obs
Mean
Std. Err.
Std. Dev.
[95% Conf. Interval]
---------+-------------------------------------------------------------------viet |
200
52.775
.6702372
9.478586
51.45332
54.09668
-----------------------------------------------------------------------------mean = mean(viet)
t =
4.1403
Ho: mean = 50
degrees of freedom =
199
Ha: mean < 50
Pr(T < t) = 1.0000

Ha: mean != 50
Pr(|T| > |t|) = 0.0001

Ha: mean > 50

Pr(T > t) = 0.0000

im trung bnh bi vit ca hc sinh trong mu nghin cu ny l 52.775, c s khc bit c ngha
thng k vi gi tr kim nh l 50 (c th l im trung bnh ca trng khc,..v.v.). Ta s kt lun
rng nhm hc sinh ny c im trung bnh phn vit cao hn c ngha thng k so vi gi tr 50.

Kim nh trung v mt mu
Php kim ny cho ta bit liu trung v ca mu c khc bit c c ngha thng k so vi mt gi tr
gi thit hay khng. Ta s vn s dng bin s viet nh trn, nhng trong trng hp ny ta khng
cn gi nh l bin s im c phn phi bnh thng (ta ch cn gi nh im vit l c th t). Ta
s kim nh xem liu trung v ca im vit (viet) khc bit c ngha thng k vi 50 hay khng.
signrank viet=50
Wilcoxon signed-rank test
sign |
obs
sum ranks
expected
-------------+--------------------------------positive |
126
13429
10048.5
negative |
72
6668
10048.5
zero |
2
3
3
-------------+--------------------------------all |
200
20100
20100
unadjusted variance
adjustment for ties
adjustment for zeros
adjusted variance
Ho: viet = 50
z =
Prob > |z| =

671675.00
-1760.25
-1.25
---------669913.50

4.130
0.0000

Kt qu cho thy trung v ca im vit trong nhm hc sinh ny c s khc bit c ngha thng k
so vi 50.

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Trung tm pht trin Y t Cng cng PHD

Kim nh nh thc
Kim nh nh thc mt mu kim nh xem t l mt gi tr ca mt bin s nh tnh (c m ha
l 1) c khc bit c ngha thng k so vi mt gi tr gi thit hay khng. Chng hn ta mun xem
t l nam trong mu nghin cu (bin s gii tnh) c khc bit c ngha thng k vi gi tr gi
thit l 50% hay khng. Ta c th lm nh sau.
bitest gioitinh=.5

Variable |
N
Observed k
Expected k
Assumed p
Observed p
-------------+-----------------------------------------------------------gioitinh |
200
109
100
0.50000
0.54500
Pr(k >= 109)
= 0.114623
Pr(k <= 109)
= 0.910518
Pr(k <= 91 or k >= 109) = 0.229247

(one-sided test)
(one-sided test)
(two-sided test)

Kt qu cho thy khng c s khc bit c ngha thng k (p = .2292). Ni cch khc, t l nam
trong mu khng c s khc bit c ngha thng k vi gi tr gi thit l 50%.

Kim nh Chi bnh phng mc ph hp

Kim nh Chi bnh phng mc ph hp (chi-square goodness of fit) cho php ta kim nh xem
t l quan st c ca mt bin s nh tnh c khc bit c ngha thng k so vi vi mt t l gi
thit hay khng. Gi s, trong cc iu tra chung v chng tc ta tin rng t l dn s chung s bao
gm 10% ngi Nng, 10% ngi Ty, 10% ngi Hoa v 70% l ngi Kinh. Ta mun kim nh
xem t l quan st c trong mu nghin cu c khc bit c ngha thng k so vi nhng t l gi
thuyt hay khng. tin hnh kim nh ny ta cn ti lnh csgof bng cch g findit csgof v chn
ci t gi lnh ny.
Khi ci xong gi lnh csgof, ta c th g:
csgof chungtoc, expperc(10 10 10 70)
+----------------------------------------+
| chungtoc
expperc
expfreq
obsfreq |
|----------------------------------------|
|
Nung
10
20
24 |
|
Tay
10
20
11 |
|
Hoa
10
20
20 |
|
Kinh
70
140
145 |
+----------------------------------------+
chisq(3) is 5.03, p = .1697

Kt qu cho thy kt cu dn s trong mu nghin cu khng khc bit c ngha thng k so vi

gi tr gi thuyt m chng cung cp ( t do = 3, Chi bnh phng = 5.03, p = .1697).

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Trung tm pht trin Y t Cng cng PHD

Kim nh t 2 mu c lp
c s dng khi ta mun so snh trung bnh ca mt bin s ph thuc c phn phi bnh thng
ca 2 nhm c lp. Gi s ta mun xem c s khc bit gia im bi vit nam v n hay khng.
ttest viet, by(gioitinh)

Two-sample t test with equal variances

-----------------------------------------------------------------------------Group |
Obs
Mean
Std. Err.
Std. Dev.
[95% Conf. Interval]
---------+-------------------------------------------------------------------nu |
91
50.12088
1.080274
10.30516
47.97473
52.26703
nam |
109
54.99083
.7790686
8.133715
53.44658
56.53507
---------+-------------------------------------------------------------------combined |
200
52.775
.6702372
9.478586
51.45332
54.09668
---------+-------------------------------------------------------------------diff |
-4.869947
1.304191
-7.441835
-2.298059
-----------------------------------------------------------------------------diff = mean(nu) - mean(nam)
t = -3.7341
Ho: diff = 0
degrees of freedom =
198
Ha: diff < 0
Pr(T < t) = 0.0001

Ha: diff != 0
Pr(|T| > |t|) = 0.0002

Ha: diff > 0

Pr(T > t) = 0.9999

Kt qu cho thy c s khc bit c ngha thng k v trung bnh im vit nam v n (t = 3.7341, p = .0002). Ni cch khc, n c im vit trung bnh cao hn c ngha thng k so vi
nam (54.99 so vi 50.12).

Kim nh Wilcoxon-Mann-Whitney
Kim nh Wilcoxon-Mann-Whitney l kim nh tng t vi kim nh t 2 mu c lp nhng c
s dng khi ta khng gi nh rng bin s ph thuc l bin s nh lng c phn phi bnh
thng (ta ch gi nh rng bin s ny t nht l c th t). Cu trc lnh ca Stata cho kim nh
Wilcoxon-Mann-Whitney ging ht kim nh t 2 mu c lp. Ta s kim nh li kt qu lm
trn nhng ln ny ta khng gi nh l bin s ph thuc viet c phn phi bnh thng.
ranksum viet, by(gioitinh)
Two-sample Wilcoxon rank-sum (Mann-Whitney) test
gioitinh |
obs
rank sum
expected
-------------+--------------------------------nu |
91
7792
9145.5
nam |
109
12308
10954.5
-------------+--------------------------------combined |
200
20100
20100
unadjusted variance
adjustment for ties
adjusted variance

166143.25
-852.96
---------165290.29

Ho: viet(gioitinh==nu) = viet(gioitinh==nam)

z = -3.329
Prob > |z| =
0.0009

Kt qu cho thy c s khc bit c ngha thng k gia nam v n v s phn phi im bi vit
(z = -3.329, p = 0.0009). Ta c th xc nh nhm no c hng cao hn bng cch so gi tr tht ca
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Trung tm pht trin Y t Cng cng PHD

tng hng (ct ranksum) vi vng tr ca tng hng (gi tr mong i ca tng hng khi
gi thuyt bt d xy ra). Tng hng ca n cao hn trong khi tng hng ca nam li thp
hn do n c hng cao hn nam.

Kim nh Chi bnh phng

Kim nh ny dng khi ta mun xem c mi lin quan gia hai bin s nh tnh hay khng. Gi s
ta mun bit c mi lin quan gia loi hnh trng theo hc (loaitruong) v gii tnh hc sinh
(gioitinh). Nn nh rng kim nh Chi bnh phng gi nh rng vng tr ca mi l 5. Gi nh
ny c p ng trong v d sau. Tuy nhin, c th khng xy ra vi cc b d liu khc, xem thm
trong phn kim nh chnh xc Fisher's.
tabulate loaitruong gioitinh, chi2
Loai hinh |
Gioi tinh
truong |
nu
nam |
Total
------------+----------------------+---------Truong cong |
77
91 |
168
Truong tu |
14
18 |
32
------------+----------------------+---------Total |
91
109 |
200
Pearson chi2(1) =

0.0470

Pr = 0.828

Kt qu cho thy khng c s khc bit c ngha thng k gia cc loi hnh trng theo hc v
gii tnh ( t do = 1, Chi bnh phng = 0.0470, p = 0.828).
Hy xem mt v d khc v xt mi lin quan gia gii tnh (gioitinh) v tnh trng kinh t x hi
(ktxh). Trong v d ny, mt (hoc c hai) bin s c th c hn 2 nhm, v cc bin s khng nht
thit phi c cng s nhm. Bin s gioitinh c 2 nhm (nam v n) v bin s ktxh c 3 nhm
(thp, trung v cao).
tabulate gioitinh ktxh, chi2
|
Kinh te xa hoi
Gioi tinh |
Thap
Trung
Cao |
Total
-----------+---------------------------------+---------nu |
15
47
29 |
91
nam |
32
48
29 |
109
-----------+---------------------------------+---------Total |
47
95
58 |
200
Pearson chi2(2) =

4.5765

Pr = 0.101

Mt ln na ta thy khng c mi lin quan c ngha thng k gia cc bin s ( t do = 2, Chi

bnh phng = 4.5765, p = 0.101).

Kim nh chnh xc Fisher's

Kim nh chnh xc Fisher's s dng khi mun tin hnh mt kim nh Chi bnh phng nhng c
trn 1 c vng tr nh hn 5. Nn nh rng kim nh Chi bnh phng gi nh mi c vng tr
ln 5 nhng kim nh chnh xc Fisher's khng c gi nh ny v c th s dng bt k vi vng
tr nh n mc no. Trong v d di y ta c cc vi tn s quan st c ch l trn 2 hoc 1
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Trung tm pht trin Y t Cng cng PHD

i tng, cc ny c th c vng tr nh hn 5 do vy ta s dng kim nh chnh xc

Fisher's vi ty chn exact trong lnh tabulate.
tabulate loaitruong chungtoc, exact
Loai hinh |
Chung toc
truong |
Nung
Tay
Hoa
Kinh |
Total
------------+--------------------------------------------+---------Truong cong |
22
10
18
118 |
168
Truong tu |
2
1
2
27 |
32
------------+--------------------------------------------+---------Total |
24
11
20
145 |
200
Fisher's exact =

10

0.597

Kt qu cho thy khng c mi lin quan c ngha thng k gia chng tc v loi hnh trng (p
= 0.597). Lu rng kim nh chnh xc Fisher's khng thc hin mt kim nh thng k" no m
tnh ton trc tip p-value.

Phn tch phng sai mt chiu

S dng kim nh ny khi ta c mt bin s c lp nh tnh (t 2 nhm tr ln) v mt bin s
ph thuc nh lng phn phi bnh thng. Ta ang mun xem c s khc bit ca trung bnh ca
bin s ph thuc theo tng phn nhm ca bin s c lp. Chng hn ta mun xem c s khc
bit gia im trung bnh bi vit (viet) gia 3 chng trnh hc (chuongtrinh) hay khng. Ta s lm
nh sau.
anova viet chuongtrinh
Number of obs =
200
Root MSE
= 8.63918

R-squared
=
Adj R-squared =

0.1776
0.1693

Source | Partial SS
df
MS
F
Prob > F
------------+---------------------------------------------------Model | 3175.69786
2 1587.84893
21.27
0.0000
chuongtrinh | 3175.69786
2 1587.84893
21.27
0.0000
Residual | 14703.1771
197
74.635417
------------+---------------------------------------------------Total |
17878.875
199
89.843593

Trung bnh ca im s bi vit khc bit c ngha thng k gia cc chng trnh hc. Tuy nhin
ta khng bit s khc bit l ch gia 2 chng trnh hay l c 3 chng trnh. xem im trung
bnh bi vit (viet) theo mi loi chng trnh hc, ta c th s dng lnh tabulate vi ty chn
summarize nh sau.
tabulate chuongtrinh, summarize(viet)
Chuong |
Summary of Diem bai viet
trinh hoc |
Mean
Std. Dev.
Freq.
------------+-----------------------------------Tong quat |
51.333333
9.3977754
45
Hoc thuat |
56.257143
7.9433433
105
Chuyen ng |
46.76
9.3187544
50
------------+-----------------------------------Total |
52.775
9.478586
200

T kt qu trn ta c th thy rng hc sinh trong chng trnh hc thut c im trung bnh cao
nht trong khi hc sinh trong chng trnh chuyn ngnh l thp nht.
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11

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Trung tm pht trin Y t Cng cng PHD

Kim nh Kruskal Wallis

Kim nh Kruskal Wallis s dng khi c mt bin s c lp c t 2 nhm tr ln v mt bin s ph
thuc l bin s th t. Ni cch khc, y l dng kim nh phn tch phng sai phi tham s v l
dng khi qut ca kim nh Mann-Whitney v n cho php so snh 2 hoc nhiu nhm. Trong v
d ny ta s dng cng mc tiu nh phn phn tch phng sai mt chiu trn nhng ln ny ta
s khng gi nh l bin s viet l bin s nh lng phn phi bnh thng.
kwallis viet, by(chuongtrinh)

12

Kruskal-Wallis equality-of-populations rank test

+-------------------------------+
| chuongtrinh | Obs | Rank Sum |
|--------------+-----+----------|
|
Tong quat | 45 | 4079.00 |
|
Hoc thuat | 105 | 12764.00 |
| Chuyen nganh | 50 | 3257.00 |
+-------------------------------+
chi-squared =
probability =

33.870 with 2 d.f.

0.0001

chi-squared with ties =

probability =
0.0001

34.045 with 2 d.f.

Nu c mt s bi vit b xp hng rng buc (tied rank: theo nhng i tng c s im bng
nhau s c tnh hng bng tng s hng ca cc i tng c cng im chia cho s i tng
c cng im, v d c 3 i tng c cng im c s hng c sp l 5, 6 v 7 th s hng rng
buc s bng (5+6+7)/3 = 6.0) th mt nhn t hiu chnh s c s dng v cho ra mt gi tr Chi
bnh phng hi khc. V d trn cho thy l d c hay khng c rng buc trong xp hng, kt qu
cho thy im trung bnh bi vit c s khc bit c ngha thng k gia 3 chng trnh hc.

Kim nh t bt cp
Kim nh t bt cp (mu) c s dng khi ta c 2 quan st c lin quan vi nhau (nh quan st
mt c im 2 ln trn cng i tng) v ta mun xem cc trung bnh ca nhng bin s nh
lng phn phi bnh thng ny c khc nhau hay khng. V d ta mun xem trung bnh bi vit c
bng trung bnh bi c hay khng, ta lm nh sau.
ttest doc = viet
Paired t test
-----------------------------------------------------------------------------Variable |
Obs
Mean
Std. Err.
Std. Dev.
[95% Conf. Interval]
---------+-------------------------------------------------------------------doc |
200
52.23
.7249921
10.25294
50.80035
53.65965
viet |
200
52.775
.6702372
9.478586
51.45332
54.09668
---------+-------------------------------------------------------------------diff |
200
-.545
.6283822
8.886666
-1.784142
.6941424
-----------------------------------------------------------------------------mean(diff) = mean(doc - viet)
t = -0.8673
Ho: mean(diff) = 0
degrees of freedom =
199
Ha: mean(diff) < 0
Pr(T < t) = 0.1934

Ha: mean(diff) != 0
Pr(|T| > |t|) = 0.3868

Ha: mean(diff) > 0

Pr(T > t) = 0.8066

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Trung tm pht trin Y t Cng cng PHD

Kt qu cho thy khng c s khc bit c ngha thng k gia im bi vit (viet) v
im bi c (doc) (t = -0.8673, p = 0.3868).

Kim nh tng sp hng c du

y l dng php kim phi tham s ca kim nh t mu bt cp. Kim nh ny s dng khi ta
khng gi nh rng s khc bit gia 2 bin s l nh lng v phn phi bnh thng (nhng ta c
gi nh l s khc bit l c th t). Ta s dng cng v d nh trn nhng ta khng gi nh s
khc bit gia im bi c (doc) v bi vit (viet) c phn phi bnh thng.

13

signrank doc = viet

Wilcoxon signed-rank test
sign |
obs
sum ranks
expected
-------------+--------------------------------positive |
88
9264
9990
negative |
97
10716
9990
zero |
15
120
120
-------------+--------------------------------all |
200
20100
20100
unadjusted variance
671675.00
adjustment for ties
-715.25
adjustment for zeros
-310.00
---------adjusted variance
670649.75
Ho: doc = viet
z = -0.887
Prob > |z| =
0.3753

Kt qu cho thy khng c s khc bit c ngha thng k gia im bi c (doc) v im bi vit
(viet).
Nu da vo kinh nghim bn tin rng s khc bit gia im bi c (doc) v im bi vit (viet) l
khng c th t m ch c th phn loi n gin l dng tnh hoc m tnh m thi th lc ny bn
c th xem xt kim nh c du (sign test) thay v kim nh c du xp hng (sign rank test). Ta vn
s dng cng bin s trong v d trn nhng khng gi nh l s khc bit ny l c th t.
signtest doc = viet
Sign test
sign |
observed
expected
-------------+-----------------------positive |
88
92.5
negative |
97
92.5
zero |
15
15
-------------+-----------------------all |
200
200
One-sided tests:
Ho: median of doc - viet = 0 vs.
Ha: median of doc - viet > 0
Pr(#positive >= 88) =
Binomial(n = 185, x >= 88, p = 0.5)
Ho: median of doc - viet = 0 vs.
Ha: median of doc - viet < 0
Pr(#negative >= 97) =
Binomial(n = 185, x >= 97, p = 0.5)
Two-sided test:
Ho: median of doc - viet = 0 vs.
Ha: median of doc - viet ~= 0
Pr(#positive >= 97 or #negative >= 97)
min(1, 2*Binomial(n = 185, x >= 97,

0.7688

0.2783

=
p = 0.5)) =

0.5565

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Trung tm pht trin Y t Cng cng PHD

Kt qu cho thy kt qu ca kim nh mt bn cng nh kim nh 2 bn. Gi s ta ang

tm kim xem c bt c s khc bit no hay khng th ta s dng kt qu kim nh 2 bn
v kt lun khng c s khc bit c ngha thng k no c tm thy (p=.5565).

Kim nh McNemar

14

Kim nh McNemar's c s dng trong trng hp bn quan tm tn s bin ca 2 bin s kt

cuc nh gi. Nhng kt cuc ny c th l cng mt kt cuc trn cc cp bt cp (nh trong
nghin cu bnh-chng) hoc 2 bin s kt cuc ca mt nhm. V d, gi s ta c 2 cu hi, cu 1
v cu 2, c dng kim tra 200 hc sinh. Cho rng c 172 hc sinh tr li ng c hai cu, 15
hc sinh tr li sai c hai cu, 7 hc sinh tr li ng cu 1 v sai cu 2, 6 hc sinh tr li ng cu 2
v sai cu 1. Ta lp mt bng 2x2 vi d kin trn v xem xt gi thuyt bt d l t l tr li ng v
sai 2 cu hi l nh nhau (hay bng phn phi ngu nhin ta c l c tnh i xng). Ta c th tnh
ton trc tip trong Stata s dng lnh mcci. Cc bin s kt cuc c dn nhn theo qui tc ca
mt nghin cu bnh-chng.
mcci 172 6 7 15
| Controls
|
Cases
|
Exposed
Unexposed |
Total
-----------------+------------------------+-----------Exposed |
172
6 |
178
Unexposed |
7
15 |
22
-----------------+------------------------+-----------Total |
179
21 |
200
McNemar's chi2(1) =
0.08
Prob > chi2 = 0.7815
Exact McNemar significance probability
= 1.0000
Proportion with factor
Cases
.89
Controls
.895
--------difference
-.005
ratio
.9944134
rel. diff. -.047619
odds ratio

[95% Conf. Interval]

--------------------.045327
.035327
.9558139
1.034572
-.39205
.2968119

.8571429

.2379799

2.978588

(exact)

Thng k Chi bnh phng McNemar's cho thy khng c s khc bit c ngha thng k v t l
tr li ng/sai vi 2 cu hi ny.

Kim nh Friedman
Kim nh ny c s dng khi c mt bin s c lp c t 2 nhm tr ln thu thp trn cng mt
i tng v mt bin s ph thuc khng c phn phi bnh thng (nhng t nht c th t). Ta s
s dng kim nh Friedman xc nh xem c s khc bit gia im bi vit (viet), bi c (doc)
v im ton (toan) hay khng. Gi thuyt bt d trong kim nh ny l phn phi th hng ca mi
loi im l nh nhau. tin hnh kim nh ta cn ti thm kim nh ny bng cch g findit
friedman v chn ci t. Thm vo , ta cn hon v xp cc i tng quan st xung thnh
cc ct v cc bin s thnh cc hng bng lnh xpose.
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Trung tm pht trin Y t Cng cng PHD

use http://www.ytecongcong.com/ytcc
keep doc viet toan
xpose, clear
friedman v1-v200
Friedman = 0.6175
Kendall = 0.0015
P-value = 0.7344

Gi tr Chi bnh phng Friedman's l 0.6175 v p-value l 0.7344 cho thy khng c s khc bit c
ngha thng k. Do vy, khng c chng c rng phn phi ca ba loi im l khc nhau.

15

Tng quan
S dng khi bn mun xem c mi lin quan tuyn tnh gia 2 (hoc nhiu hn) cc bin s nh
lng phn phi bnh thng hay khng. V d, ta c th xem mi lin quan gia hai bin s nh
lng lin tc l im bi vit (viet) v im bi c (doc).
corr doc viet
(obs=200)
|
doc
viet
-------------+-----------------doc |
1.0000
viet |
0.5968
1.0000

Trong v d tip theo ta s xem mi tng quan gia mt bin s nh gi l gii tnh (gioitinh) v mt
bin s nh lng lin tc l im bi vit (viet). Mc d cn phi c gi nh l bin s phi l bin
s nh lng v phn phi bnh thng, ta c th dng mt bin s thay th khi kim nh mi
tng quan.
corr gioitinh viet
(obs=200)
| gioitinh
viet
-------------+-----------------gioitinh |
1.0000
viet |
0.2565
1.0000

Trong v d u tin ta thy mi tng quan gia doc v viet l 0.5968. Bng cch ly bnh phng
ch s ny ri nhn vi 100, ta c th xc nh phn trm ng gp ca bin s vo s bin thin. V
d trn, ta lm trn 0.5968 thnh 0.6, ri bnh phng s l 0.36, nhn vi 100 l 36%. Do , im
bi c ng gp 36% trong s bin thin ca im bi c vi im bi vit. Trong v d th hai kt
qu bnh phng l 0.06579225, c ngha l gii tnh (gioitinh) gp gn 6.5% trong s bin thin ca
n vi im bi vit (viet).

Hi qui tuyn tnh n bin

Phn tch ny cho ta xt mi lin quan tuyn tnh gia mt bin s tin on nh lng c phn
phi bnh thng v mt bin s kt cuc nh lng c phn phi bnh thng. V d ta mun xt
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Trung tm pht trin Y t Cng cng PHD

mi lin quan gia im bi vit (viet) v im bi c (doc); ni cch khc ta mun tin
on im bi vit t im bi c.
regress viet doc
-----------------------------------------------------------------------------viet |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------doc |
.5517051
.0527178
10.47
0.000
.4477446
.6556656
_cons |
23.95944
2.805744
8.54
0.000
18.42647
29.49242
------------------------------------------------------------------------------

16

Ta thy mi lin quan gia viet v doc l dng tnh (.5517051) v vi t=10.47 v p=0.000, ta s kt
lun mi lin quan ny l c ngha thng k. V vy, ta s ni rng c mi lin quan tuyn tnh
dng c ngha thng k gia im bi c v im bi vit.

Kim nh tng quan phi tham s Spearman

Kim nh ny s dng khi mt bin s hoc c hai bin s khng c gi nh l bin s nh
lng v phn phi bnh thng (nhng c gi nh l c th t). Cc gi tr ca bin s s c
chuyn thnh hng v sau xt tng quan. V d ta tm mi lin quan gia doc v viet. Ta s
khng gi nh c 2 bin s nh lng ny u c phn phi bnh thng trong v d sau.
spearman doc viet
Number of obs =
200
Spearman's rho =
0.6167
Test of Ho: doc and viet are independent
Prob > |t| =
0.0000

Kt qu cho thy c mi lin quan c ngha thng k gia doc v viet (rho = 0.6167, p = 0.000).

Hi qui logistic n bin

Hi qui logistic gi nh bin s kt cuc l nh gi (c m ha l 0 v 1). Bin s u tin sau lnh
logistic (hay logit) s l bin s kt cuc (hay bin s ph thuc), v tt c cc bin s c lit k sau
s l bin s tin on (bin s c lp). Ta c th s dng lnh logit nu mun xem h s hi
qui hoc lnh logistic nu mun xem t s s chnh. Trong v d sau, gii tnh (gioitinh) s c s
dng l bin s kt cuc, v im bi vit (doc) s l bin s tin on. Trong lnh ny th cc bin s
tin on phi l bin s nh gi hoc l bin s nh lng lin tc; bin s nh danh, th t khng
s dng c.
logistic gioitinh doc
Logit estimates
Log likelihood = -137.53641

Number of obs
LR chi2(1)
Prob > chi2
Pseudo R2

=
=
=
=

200
0.56
0.4527
0.0020

-----------------------------------------------------------------------------gioitinh | Odds Ratio

Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------doc |
.9896176
.0137732
-0.75
0.453
.9629875
1.016984
------------------------------------------------------------------------------

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Trung tm pht trin Y t Cng cng PHD

logit gioitinh doc
Logit estimates
Log likelihood = -137.53641

Number of obs
LR chi2(1)
Prob > chi2
Pseudo R2

=
=
=
=

200
0.56
0.4527
0.0020

-----------------------------------------------------------------------------gioitinh |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------doc | -.0104367
.0139177
-0.75
0.453
-.0377148
.0168415
_cons |
.7260875
.7419612
0.98
0.328
-.7281297
2.180305
------------------------------------------------------------------------------

17

Kt qu cho thy im bi c (doc) khng phi l mt bin s tin on c ngha thng k ca

gii tnh (c th l ta khng tin on c ngi l nam hay n da vo im bi c), z = 0.75, p = 0.453. Tng t, kim nh m hnh tng qut cng khng c ngha thng k vi Chi
bnh phng LR = 0.56, p = 0.4527.

Hi qui a bin
Hi qui a bin rt ging vi hi qui n bin, ch khc bit l trong hi qui a bin bn s c t 2
bin s tin on tr ln trong cng thc. V d ta s tin on im bi vit bng cc bin s gii
tnh (gioitinh), im bi c (doc), im ton (toan), im khoa hc (khoahoc) v im nghin cu x
hi (khxh).
regress viet gioitinh doc toan khoahoc khxh
Source |
SS
df
MS
Number of obs =
200
-------------+-----------------------------F( 5,
194) =
58.60
Model | 10756.9244
5 2151.38488
Prob > F
= 0.0000
Residual |
7121.9506
194 36.7110855
R-squared
= 0.6017
-------------+-----------------------------Adj R-squared = 0.5914
Total |
17878.875
199
89.843593
Root MSE
=
6.059
-----------------------------------------------------------------------------viet |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------gioitinh |
5.492502
.8754227
6.27
0.000
3.765935
7.21907
doc |
.1254123
.0649598
1.93
0.055
-.0027059
.2535304
toan |
.2380748
.0671266
3.55
0.000
.1056832
.3704665
khoahoc |
.2419382
.0606997
3.99
0.000
.1222221
.3616542
khxh |
.2292644
.0528361
4.34
0.000
.1250575
.3334713
_cons |
6.138759
2.808423
2.19
0.030
.599798
11.67772
------------------------------------------------------------------------------

Kt qu cho thy m hnh tng qut l c ngha thng k (F = 58.60, p = 0.0000). Hn na, tt c
cc bin s tin on u c ngha thng k ngoi tr im bi c (doc).

Hi qui logistic a bin

Tng t nh hi qui logistic n bin, khc bit l c t 2 bin s tin on tr ln. Bin s tin
on c th l bin s nh lng hoc bin s cm, nhng khng th l bin s danh nh. Nu c
mt bin s tin on l danh nh th cn c m ha thnh 1 hoc nhiu bin s cm. Trong b
d kin ytcc ta ch c mt bin s m ha l 0 v 1 l bin s gii tnh (gioitinh). Ta u thy l gii
tnh l mt bin s kt cuc hing ngn nhng ta c th dng gii tnh nh mt bin s kt cuc
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Trung tm pht trin Y t Cng cng PHD

minh ha cc vic m ha c cu trc v din gii nh th no. Bin s lit k u

tin sau lnh logistic (hay logit) l bin s kt cuc (hay bin s ph thuc), tt c cc bin
s cn li l bin s tin on (hay bin s c lp). Ta c th s dng lnh logit nu mun xem h
s hi qui hoc lnh logistic nu mun xem t s s chnh. Trong v d sau gii tnh (gioitinh) s l
bin s kt cuc v im bi vit (doc) v im bi c (viet) s l cc bin s tin on.
logistic gioitinh doc viet
Logit estimates

18

Number of obs
=
200
LR chi2(2)
=
27.82
Prob > chi2
=
0.0000
Log likelihood = -123.90902
Pseudo R2
=
0.1009
-----------------------------------------------------------------------------gioitinh | Odds Ratio
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------doc |
.9314488
.0182578
-3.62
0.000
.8963428
.9679298
viet |
1.112231
.0246282
4.80
0.000
1.064993
1.161564
------------------------------------------------------------------------------

Kt qu cho thy c im bi vit v im bi c u l cc bin s tin on c ngha thng k

cho gii tnh (gioitinh).
End of 1st edition. 25 June 2010.

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