B GIO DC V O TO

TRNG I HC NGOI THNG C S 2

TI THNH PH H CH MINH

MN KINH T LNG
TI

S NH HNG CA S NM KINH
NGHIM, GII TNH, BNG CP, NGOI
NG THNG DNG N THU NHP CA
C DN THNH PH H CH MINH
Gio vin hng dn: ThS. Trn Th Tun Anh

1.

2.

3.

4.

5.

6.

Nhm thc hin: Ca 1-Nhm 12 K49C

Nguyn Th Chu Ly
1001025089
K49A-A1
Th Thu Sng
1001025147
K49A-N1
Nguyn Hng Nhi
1001036146
K49C-A9
L Th H Tin
1001026215
K49C-A9
on Quang Trng
1001036240
K49C-A9
Nguyn Trng Anh Th
1001036528
K49C-A8

7.

8.

Trn Qunh Tin

K49C-A10
Trn Th Thy Trang
K49C-A10

1001036534
1001036539

TP. H CH MINH 29-11-2011

MC LC
Ni dung

Trang

CHNG I. TNG QUAN V BI NGHIN CU................................................................3

1. L do chn ti..................................................................................................................3
2. Mc tiu, phm vi, hnh thc...............................................................................................3
3. Phng php nghin cu......................................................................................................3
CHNG II. THIT LP M HNH TNG QUT ...............................................................5
1. Xy dng m hnh tng qut................................................................................................5
1.1. M hnh tng qut...................................................................................................5
1.2. Gii thch ngha cc bin......................................................................................5
1.2.1. Bin ph thuc............................................................................................5
1.2.2. Bin c lp................................................................................................5
1.2.2.1.Bin nh lng......................................................................................................5
1.2.2.2.Bin nh tnh.........................................................................................................5

2. Thng k m t kt qu kho st..........................................................................................6

CHNG III. THIT LP M HNH HI QUY BNG PHN MM EVIEWS 6.0............9
1. M hnh hi quy gc - Kt qu x l s liu bng phn mm Eviews 6.0..........................9
CHNG IV. KIM NH V KHC PHC BNH CA M HNH.................................9
1. a cng tuyn.......................................................................................................................9
2. T tng quan....................................................................................................................13
3. Phng sai thay i ...........................................................................................................17
CHNG V. M HNH HI QUY CUI CNG.................................................................21
1. Phng trnh hi quy cui cng.........................................................................................21
1.1. Bng kt qu sau khi x l Eview..............................................................................21
1.2. Hm hi quy mu cui cng.......................................................................................21
2. Nhn xt m hnh hi quy cui cng.................................................................................22
BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 1

CHNG VI. TNG KT........................................................................................................23

1. Nhng thun li ca ti.................................................................................................23
2. Nhng kh khn v hn ch ca ti...............................................................................23

CHNG I. TNG QUAN V BI NGHIN CU

1. L do chn ti
Thu nhp lun l vn c mi ngi quan tm, l yu t nh hng rt nhiu n
cht lng cuc sng ca mi ngi. Thu nhp cao gip ta d dng tha mn cc nhu cu
vt cht cng nh tinh thn, c mt cuc sng tin nghi thoi mi hn. Tri li, thu nhp
thp khin cuc sng tr nn kh khn v khng tin trang tri, lo toan cho cuc sng
hng ngy. Do , c c thu nhp cao v n nh l m c ca nhiu ngi.
TP. H Ch Minh l mt trung tm kinh t pht trin ca t nc thu ht nhiu lao
ng n t khp mi ni trn c nc. Tuy nhin c thu nhp cao y khng phi l
iu d dng, n ph thuc vo nhiu yu t nh: : trnh hc vn, bng cp, chuyn mn,
ngoi ng, sc khe, gii tnh, ni sng v lm vic, s nm kinh nghim,Trong , trnh
, bng cp, ngoi ng, gii tnh, s nm kinh nghim l cc yu t c nhiu ngi quan
tm v cho rng n tc ng rt ln n thu nhp. Th nhng c ng cc yu t ny thc s
nh hng n thu nhp khng? tr li cu hi ny, xin mi n vi ti:
S NH HNG CA S NM KINH NGHIM, GII TNH, BNG CP,
NGOI NG THNG DNG N THU NHP CA C DN THNH PH H
CH MINH

2. Mc tiu, phm vi, hnh thc

2.1. Mc tiu
Kho st cc yu t nh hng n thu nhp ca ngi dn thnh ph H Ch Minh
2.2. Phm vi
Tin hnh kho st trc tip ngi dn cc qun, huyn trong a bn thnh ph H
Ch Minh.
T ngy 10/11/2011-16/11/2011
2.3. Hnh thc
BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 2

Kho st trc tip

3. Phng php nghin cu
- Thu thp s liu: tin hnh kho st trc tip vi i tng l ngi dn sng trn a
bn thnh ph H Ch Minh.
- Kt qu kho st (Phiu)
Thu v
861

Hp l
861

- X l s liu: tin hnh hi quy vi s gip ca Eviewss 6.0, MS Excel, MS

Word.
- Tng hp kt qu v hon chnh bi vit.

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 3

CHNG II. THIT LP M HNH TNG QUT

1.

Xy dng m hnh tng qut

1.1. M hnh tng qut

Yi= C1 + C2X2i + C3D3i + C4D4i + C5D5i + ei

1.2. Gii thch ngha cc bin
1.2.1.

Bin ph thuc

Tn bin Din gii

Gi tr
Thu nhp trung bnh ca ngi
Y
dn thnh ph H Ch Minh
1.2.2.

n v tnh
nghn ng/thng

Bin c lp

1.2.2.1. Bin nh lng

Tn

Du

n v

Din gii

Gi tr

tnh

bin

Ch thch

vng
S

nm

kinh

nghim cng nhiu

X2

S nm kinh nghim

0 40

th tin lng trung

bnh

hng

thng

cng cao.
1.2.2.2. Bin nh tnh

Tn
bin
D3
D4

Din gii

Gi tr
0
N

Du
1
Nam

Gii tnh
Ngoi ng

Ting

Anh,

k vng

Ch thch
Gii tnh c th c hoc khng

+/-

c nh hng n thu nhp

+/-

hng thng
Vic c ngoi ng c th c

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 4

c,

Php,

ngoi

Nht

hoc khng c nh hng n

ng

thu nhp hng thng

khc
T
Bng
D5

2.

cp

cao THPT

nht

Bng cp c th c hoc

trung

tr

cp tr

xung

ln

+/-

khng nh hng n thu

nhp hng thng

Thng k m t kt qu kho st
2.1. Thu nhp trung bnh mt thng ca ngi dn (Y)

Thu nhp trung bnh/thng

Trung bnh

(nghn ng)

Max

Min

90000

600

7743.844367

Biu th hin thu nhp theo kho st 861 ngi ca c dn

thnh ph H Ch Minh

2.2. S nm kinh nghim (X2)

Biu th hin thu nhp theo s nm kinh nghim

2.3. Gii tnh (D3)

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 5

2.4. Ngoi ng (D4)

Di y l biu th hin t l ngi s dng ngoi ng thng dng( Anh,

Php, Nht) so vi ting c v cc th ting khc.

2.5. Bng cp cao nht (D5)

CHNG III: THIT LP M HNH HI QUY BNG PHN MM EVIEWS 6.0

1. M hnh hi quy gc- Kt qu x l s liu bng phn mm Eviews 6.0
Dependent Variable: Y
Method: Least Squares
Date: 11/29/11 Time: 14:42
Sample: 1 861
Included observations: 861
Variable
C
X2
D3
D4
D5
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

Coefficient

Std. Error

t-Statistic

Prob.

1847.227
217.3924
2062.469
1758.521
3142.600

597.8021
34.91945
491.9638
653.3893
633.5054

3.090031
6.225539
4.192319
2.691384
4.960652

0.0021
0.0000
0.0000
0.0073
0.0000

0.125921
0.121837
7097.666
4.31E+10
-8854.135
30.82926
0.000000

Mean dependent var

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

7743.844
7574.047
20.57871
20.60634
20.58929
1.669887

Nhn xt

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 6

Mc ph hp ca m hnh R2=0.1259(12.59%), p_value (F-statistic)=0.0000<

=0.05 nn m hnh tht s c ngha.

Cc bin X2(s nm kinh nghim), D3(gii tnh), D4(trnh ngoi ng), D5(bng
cp cao nht) gii thch c 12.59% bin ng ca bin ph thuc Y(thu
nhp), cn li 87.71% l do sai s v nhng bin c lp cha c a vo m hnh.

Theo kt qu hi quy ta thy cc bin c lp c ngha l X2, D3, D4, D5 thc s

nh hng n m hnh (v p_value< =0.05).

Tuy nhin nh gi s chnh xc s ph hp ca m hnh, nhm s bt u tin

hnh kim nh cc bnh ca m hnh

CHNG IV: PHT HIN V KHC PHC BNH CA M HNH

1. a cng tuyn

Bng cch s dng Eview 6.0, ta c c ma trn tng quan nh sau:

X2

D3

D4

D5

X2

1.000000

0.080501

-0.140827

-0.111260

D3

0.080501

1.000000

-0.026171

-0.045080

D4

-0.140827

-0.026171

1.000000

0.623866

D5

-0.111260

-0.045080

0.623866

1.000000

Da vo bng ma trn a cng tuyn trn, ta thy tr tuyt i ca h s tng

quan gia cc bin trong m hnh u nh hn 0.8, nn m hnh khng b a cng tuyn
nghim trng.
chc chn c th b qua hin tng a cng tuyn, ta tin hnh kim nh bng
hi quy ph:
Dependent Variable: X2
Method: Least Squares
Date: 11/29/11 Time: 14:45
Sample: 1 861
Included observations: 861

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 7

Variable

Coefficient

Std. Error

t-Statistic

8.412296

0.509317

16.51681

0.0000

D3

1.079023

0.479842

2.248707

0.0248

D4

-1.729090

0.636432

-2.716850

0.0067

D5

-0.498735

0.619482

-0.805084

0.4210

R-squared

0.026473

Mean dependent var

7.605807

Adjusted R-squared

0.023065

S.D. dependent var

7.024655

S.E. of regression

6.943169

Akaike info criterion

6.718029

Sum squared resid

41313.91

Schwarz criterion

6.740134

Hannan-Quinn criter.

6.726491

Durbin-Watson stat

1.824924

Log likelihood

-2888.111

F-statistic

7.768180

Prob(F-statistic)

0.000040

Prob.

Dependent Variable: D3
Method: Least Squares
Date: 11/29/11 Time: 14:45
Sample: 1 861
Included observations: 861

Variable

Coefficient

Std. Error

t-Statistic

Prob.

0.556798

0.036894

15.09179

0.0000

X2

0.005436

0.002417

2.248707

0.0248

D4

0.012698

0.045366

0.279905

0.7796

D5

-0.044523

0.043961

-1.012787

0.3114

R-squared

0.007892

Mean dependent var

0.579559

Adjusted R-squared

0.004419

S.D. dependent var

0.493917

S.E. of regression

0.492824

Akaike info criterion

1.427306

Sum squared resid

208.1444

Schwarz criterion

1.449411

Hannan-Quinn criter.

1.435768

Durbin-Watson stat

1.821839

Log likelihood

-610.4553

F-statistic

2.272507

Prob(F-statistic)

0.078744

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 8

Dependent Variable: D4
Method: Least Squares
Date: 12/01/11 Time: 15:13
Sample: 1 861
Included observations: 861

Variable

Coefficient

Std. Error

t-Statistic

Prob.

0.325346

0.029210

11.13799

0.0000

X2

-0.004939

0.001818

-2.716850

0.0067

D3

0.007199

0.025719

0.279905

0.7796

D5

0.599281

0.026036

23.01763

0.0000

R-squared

0.394428

Mean dependent var

0.653891

Adjusted R-squared

0.392308

S.D. dependent var

0.476005

S.E. of regression

0.371068

Akaike info criterion

0.859770

Sum squared resid

118.0014

Schwarz criterion

0.881875

Hannan-Quinn criter.

0.868233

Durbin-Watson stat

1.801485

Log likelihood

-366.1312

F-statistic

186.0638

Prob(F-statistic)

0.000000

Dependent Variable: D5
Method: Least Squares
Date: 12/01/11 Time: 15:14
Sample: 1 861
Included observations: 861

Variable

R-squared

Coefficient

Std. Error

t-Statistic

0.214186

0.031393

6.822773

0.0000

X2

-0.001515

0.001882

-0.805084

0.4210

D3

-0.026850

0.026511

-1.012787

0.3114

D4

0.637490

0.027696

23.01763

0.0000

0.390497

Mean dependent var

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Prob.

0.603949

Page 9

Adjusted R-squared

0.388363

S.D. dependent var

0.489360

S.E. of regression

0.382714

Akaike info criterion

0.921580

Sum squared resid

125.5251

Schwarz criterion

0.943685

Hannan-Quinn criter.

0.930042

Durbin-Watson stat

1.699035

Log likelihood

-392.7400

F-statistic

183.0212

Prob(F-statistic)

0.000000

Da vo cc bng trn, ta thy:

0.026473 < 0.9
R =
2
2

0.007892 < 0.9

R32 =

0.394428 < 0.9

R =
2
4

0.390497 < 0.9

R =
2
5

x2 khng c a cng tuyn

d3 khng c a cng tuyn

d4 khng c a cng tuyn

d5 khng c a cng tuyn

ca hi quy ph < 0.9 ta coi nh khng c a cng tuyn.

R2

Ngoi ra ta dng nhn t phng i phng sai

VIFJ =

< 10
VIF2 =

1
= 1.000701311
1 0.0264732

< 10
VIF3 =

1
= 1.000062288
1 0.0078922

1
1 R J2

x2 khng c a cng tuyn

d3 khng c a cng tuyn

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 10

< 10
VIF4 =

1
= 1.184235617
1 0.3944282

< 10
VIF5 =

1
= 1.179924167
1 0.3904972

d4 khng c a cng tuyn

d5 khng c a cng tuyn

V VIF nh nn c th coi nh khng c a cng tuyn.

Vy ta b qua hin tng a cng tuyn trong m hnh.
2. T tng quan
Ta kim nh Durbin-Watson m hnh bng Eviews 6 v thu c kt qu:
Dependent Variable: Y
Method: Least Squares
Date: 11/29/11 Time: 14:42
Sample: 1 861
Included observations: 861
Variable

Coefficient

Std. Error

t-Statistic

Prob.

1847.227

597.8021

3.090031

0.0021

X2

217.3924

34.91945

6.225539

0.0000

D3

2062.469

491.9638

4.192319

0.0000

D4

1758.521

653.3893

2.691384

0.0073

D5

3142.600

633.5054

4.960652

0.0000

R-squared

0.125921

Mean dependent var

7743.844

Adjusted R-squared

0.121837

S.D. dependent var

7574.047

S.E. of regression

7097.666

Akaike info criterion

20.57871

Sum squared resid

4.31E+10

Schwarz criterion

20.60634

Log likelihood

-8854.135

Hannan-Quinn criter.

20.58929

F-statistic

30.82926

Durbin-Watson stat

1.669887

Prob(F-statistic)

0.000000

Theo kt qu kim nh Durbin-Watson, ta c: ch s Durbin-Watson = 1.669887 nm

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 11

trong khong (1;3) nn da theo kinh nghim m hnh khng c bnh, tc l khng c t
tng quan bc nht.
Ta kim nh li bng phng php Breusch-Godfrey:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic

24.26013

Prob. F(1,855)

0.0000

Obs*R-squared

23.75630

Prob. Chi-Square(1)

0.0000

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/30/11 Time: 09:16
Sample: 1 861
Included observations: 861
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

264.6895

592.2849

0.446896

0.6551

X2

-2.737463

34.45895

-0.079441

0.9367

D3

-132.2121

486.1546

-0.271955

0.7857

D4

-39.83929

644.7396

-0.061791

0.9507

D5

-233.7972

626.8695

-0.372960

0.7093

RESID(-1)

0.167283

0.033963

4.925457

0.0000

R-squared

0.027592

Mean dependent var

6.30E-13

Adjusted R-squared

0.021905

S.D. dependent var

7081.140

S.E. of regression

7003.155

Akaike info criterion

20.55305

Sum squared resid

4.19E+10

Schwarz criterion

20.58621

Log likelihood

-8842.089

Hannan-Quinn criter.

20.56575

F-statistic

4.852026

Durbin-Watson stat

2.047290

Prob(F-statistic)

0.000221

Theo kt qu ca kim nh Breusch-Godfrey, ta c: nR2=23.75630, p_value =

0.0000 <=0.05, tc l m hnh b t tng quan bc nht.
Khc phc: thm bin tr Yt-1
BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 12

Dependent Variable: Y
Method: Least Squares
Date: 11/30/11 Time: 11:35
Sample (adjusted): 2 861
Included observations: 860 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

951.2470

616.9399

1.541879

0.1235

X2

209.5526

34.50238

6.073570

0.0000

D3

1945.973

486.4247

4.000564

0.0001

D4

1727.711

644.9221

2.678946

0.0075

D5

2849.669

628.1981

4.536259

0.0000

Y(-1)

0.157935

0.031862

4.956806

0.0000

R-squared

0.150539

Mean dependent var

7745.291

Adjusted R-squared

0.145566

S.D. dependent var

7578.335

S.E. of regression

7005.081

Akaike info criterion

20.55361

Sum squared resid

4.19E+10

Schwarz criterion

20.58680

Log likelihood

-8832.053

Hannan-Quinn criter.

20.56632

F-statistic

30.26869

Durbin-Watson stat

2.027433

Prob(F-statistic)

0.000000

Sau kim nh BG test ta c:

Breusch-Godfrey Serial Correlation LM Test:
F-statistic

1.148600

Prob. F(1,853)

0.2841

Obs*R-squared

1.156469

Prob. Chi-Square(1)

0.2822

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/30/11 Time: 11:44
Sample: 2 861
Included observations: 860
Presample missing value lagged residuals set to zero.

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 13

Variable

Coefficient

Std. Error

t-Statistic

Prob.

-593.3245

828.8777

-0.715817

0.4743

X2

-3.876195

34.68844

-0.111743

0.9111

D3

8.363387

486.4450

0.017193

0.9863

D4

5.978996

644.8902

0.009271

0.9926

D5

-24.27670

628.5518

-0.038623

0.9692

Y(-1)

0.081136

0.082136

0.987820

0.3235

RESID(-1)

-0.095185

0.088815

-1.071728

0.2841

R-squared

0.001345

Mean dependent var

-3.24E-13

Adjusted R-squared

-0.005680

S.D. dependent var

6984.664

S.E. of regression

7004.472

Akaike info criterion

20.55459

Sum squared resid

4.19E+10

Schwarz criterion

20.59331

Log likelihood

-8831.474

Hannan-Quinn criter.

20.56941

F-statistic

0.191433

Durbin-Watson stat

1.997309

Prob(F-statistic)

0.979258

Theo kt qu ca kim nh Breusch-Godfrey, ta c: nR2=1.156469, p_value =

0.2822>=0.05, tc l m hnh khng b t tng quan bc nht.
3. Phng sai thay i
Tin hnh kim nh phng sai thay i bng Eviews 6.0 ta c
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

2.955112
48.42182
717.7799

Prob. F(17,842)
Prob. Chi-Square(17)
Prob. Chi-Square(17)

0.0001
0.0001
0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/01/11 Time: 11:49
Sample: 2 861
Included observations: 860
Collinear test regressors dropped from specification
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X2
X2^2
X2*D3
X2*D4
X2*D5
X2*Y(-1)

25663110
3053537.
-147096.2
3790536.
1588416.
3229743.
8.353931

45627354
4881237.
133340.2
2770583.
3391690.
3321512.
243.2484

0.562450
0.625566
-1.103165
1.368136
0.468326
0.972371
0.034343

0.5740
0.5318
0.2703
0.1716
0.6397
0.3311
0.9726

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 14

D3
D3*D4
D3*D5
D3*Y(-1)
D4
D4*D5
D4*Y(-1)
D5
D5*Y(-1)
Y(-1)
Y(-1)^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

-73315827
29497580
62874843
3531.414
-57926247
67779884
4140.202
-81003489
766.6460
431.4553
-0.076654
0.056304
0.037251
2.62E+08
5.79E+19
-17882.35
2.955112
0.000056

43531194
51955979
50308835
2710.499
57241018
50205679
3773.025
64327788
3663.381
4590.956
0.049659

-1.684214
0.567742
1.249777
1.302865
-1.011971
1.350044
1.097316
-1.259230
0.209273
0.093979
-1.543606

Mean dependent var

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

0.0925
0.5704
0.2117
0.1930
0.3118
0.1774
0.2728
0.2083
0.8343
0.9251
0.1231
48728803
2.67E+08
41.62871
41.72827
41.66683
2.018677

Nhn xt: ch s p_value=0.0001 < = 0.05 nn m hnh b phng sai thay i

Khc phc
Hi quy vi trng s 1/abs_residf, ta c m hnh hi quy mi:

Dependent Variable: Y
Method: Least Squares
Date: 12/01/11 Time: 12:50
Sample (adjusted): 2 861
Included observations: 860 after adjustments
Weighting series: 1/ABS_RESIDF
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
C
X2
D3
D4
D5
Y(-1)

Coefficient

Std. Error

t-Statistic

1160.886
283.1090
1513.613
1075.444
2493.195
0.164490

343.0318
35.49333
325.6152
314.2561
319.8008
0.041613

3.384194
7.976401
4.648471
3.422188
7.796086
3.952828

Prob.
0.0007
0.0000
0.0000
0.0007
0.0000
0.0001

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.193611
0.188890
5186.477
2.30E+10
-8573.553
41.00848
0.000000

Mean dependent var

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

6834.143
5495.768
19.95245
19.98564
19.96515
1.984545

Unweighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Durbin-Watson stat

0.140942
0.135913
7044.539
2.016405

Mean dependent var

S.D. dependent var
Sum squared resid

BI TP NHM MN KINH T LNG-NHM 12-CA 1

7745.291
7578.335
4.24E+10

Page 15

Sau , ta tin hnh kim nh White mt ln na, ta c

Heteroskedasticity Test: White

F-statistic
Obs*R-squared
Scaled explained SS

1.269052
22.74132
138.2663

Prob. F(18,841)
Prob. Chi-Square(18)
Prob. Chi-Square(18)

0.2003
0.2007
0.0000

Test Equation:
Dependent Variable: WGT_RESID^2
Method: Least Squares
Date: 12/01/11 Time: 13:01
Sample: 2 861
Included observations: 860
White Heteroskedasticity-Consistent Standard Errors & Covariance
Collinear test regressors dropped from specification
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
WGT^2
X2^2*WGT^2
X2*WGT^2
X2*D3*WGT^2
X2*D4*WGT^2
X2*D5*WGT^2
X2*Y(-1)*WGT^2
D3^2*WGT^2
D3*D4*WGT^2
D3*D5*WGT^2
D3*Y(-1)*WGT^2
D4^2*WGT^2
D4*D5*WGT^2
D4*Y(-1)*WGT^2
D5^2*WGT^2
D5*Y(-1)*WGT^2
Y(-1)^2*WGT^2
Y(-1)*WGT^2

16948678
5473132.
-22235.72
-871770.2
2244112.
761129.7
1761034.
139.6361
-34355455
8345983.
13608000
3519.370
-5628259.
13227327
606.7812
-9599210.
731.4073
-0.019679
-1510.924

48986255
5633313.
50905.00
4226493.
2110205.
935940.7
1287530.
333.2857
20880924
5227049.
7496410.
3203.548
4554444.
6395829.
809.0601
8215530.
841.6660
0.094623
1501.901

0.345988
0.971565
-0.436808
-0.206263
1.063457
0.813224
1.367761
0.418968
-1.645303
1.596691
1.815269
1.098585
-1.235773
2.068118
0.749983
-1.168422
0.868999
-0.207974
-1.006008

0.7294
0.3315
0.6624
0.8366
0.2879
0.4163
0.1718
0.6753
0.1003
0.1107
0.0698
0.2723
0.2169
0.0389
0.4535
0.2430
0.3851
0.8353
0.3147

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

0.026443
0.005606
93592719
7.37E+18
-16995.52
1.269052
0.200312

Mean dependent var

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

26711876
93856181
39.56865
39.67374
39.60888
2.052352

Nhn xt: ch s p_value = 0.2007 > =0.05 nn m hnh khng cn b hin tng phng sai

thay i

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 16

CHNG IV: PHNG TRNH HI QUY CUI CNG

1. Phng trnh hi quy cui cng
1.1. Bng kt qu sau khi x l Eview
Dependent Variable: Y
Method: Least Squares
Date: 12/01/11 Time: 12:50
Sample (adjusted): 2 861
Included observations: 860 after adjustments

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 17

Weighting series: 1/ABS_RESIDF

White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable

Coefficient

Std. Error

t-Statistic

1160.886
283.1090
1513.613
1075.444
2493.195
0.164490

343.0318
35.49333
325.6152
314.2561
319.8008
0.041613

3.384194
7.976401
4.648471
3.422188
7.796086
3.952828

C
X2
D3
D4
D5
Y(-1)

Prob.
0.0007
0.0000
0.0000
0.0007
0.0000
0.0001

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.193611
0.188890
5186.477
2.30E+10
-8573.553
41.00848
0.000000

Mean dependent var

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

6834.143
5495.768
19.95245
19.98564
19.96515
1.984545

Unweighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Durbin-Watson stat

0.140942
0.135913
7044.539
2.016405

Mean dependent var

S.D. dependent var
Sum squared resid

7745.291
7578.335
4.24E+10

1.2. Hm hi quy mu cui cng

Yi=

1160.886 + 283.1090X2i + 1513.613D3i + 1075.444D4i + 2493.195D5i +

0.164490Yi(-1)
2. Nhn xt m hnh hi quy cui cng
R2= 0.1936 . H s xc nh ca m hnh cui cng tuy khng cao nhng ch s p_value

(F-statistic)=0.0000< =0.05 nn m hnh tht s c ngha.

Cc bin c lp gii thch c 19.3611% bin ng ca bin ph thuc Y,

cn li 80.6389% l do sai s v nhng bin c lp cha c a vo m hnh.

Gii thch ngha ca cc bin c lp

Tn bin

Chiu tc ng

Din gii

X2

Cng chiu

Vi cc yu t khc khng i, khi c thm 1

(s nm kinh

nm kinh nghim th thu nhp s tng 283.1090

nghim)

nghn ng/ thng

D3

Cng chiu

Vi cc yu t khc nh nhau th 1 ngi nam

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 18

(gii tnh)

s c thu nhp cao hn 1 ngi n l 1513.613

nghn ng/thng

D4

Cng chiu

(ngoi ng)

Vi cc yu t khc nh nhau, 1 ngi bit

ting Anh, ting php hoc ting Nht s c
thu nhp cao hn nhng ngi bit cc th
ting khc l 1075.444 nghn ng/thng

D5

Cng chiu

Vi cc yu t khc nh nhau th 1 ngi c

(bng cp cao

bng trung cp tr ln s c thu nhp cao

nht)

hn so vi 1 ngi c bng PTTH tr xung

l 2493.195 nghn ng/thng

CHNG V: TNG KT
1. Nhng thun li v nhng im t c trong vic nghin cu ti

Bng kho st c gio vin son sn nn c ni dung hp l. T , vic la chn

cc bin d dng hn.

c gio vin hng dn tn tnh

Kho st thu nhp c tin hnh bi c lp nn vic ly s liu cng n gin v

thun li hn, c nhiu mu quan st hn.

vn dng c phn ln cc kin thc c hc trong kinh t lng vo vic xy

dng v phn tch m hnh

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 19

S dng nhiu cch thc khc nhau kim nh v khc phc bnh ca m hnh

Sau khi m hnh c khc phc cc vn t tng quan, phng sai thay i, cc
bin c lp c th gii thch chnh xc hn v s ph thuc ca thu nhp vo cc
yu t ngoi ng, bng cp, gii tnh, kinh nghim.

2. Nhng kh khn v hn ch ca ti

Thu nhp l mt vn t nh nn vic kho st gp nhiu kh khn

Kin thc ca cc thnh vin trong nhm cn hn ch

Thi gian khng nhiu

a s cc bin c lp l bin nh tnh nn vic x l s liu bng eviews khng

c d dng

Cha vn dng c nhiu cc kin thc hc trong mn kinh t lng vo vic

chn bin c lp

M hnh cha phn tch c cc yu t nh hng ln ti thu nhp

BI TP NHM MN KINH T LNG-NHM 12-CA 1

Page 20