giasutre.edu.vn - BT KInh tế lượng

I HC DN LP HNG VNG
Bi tp s 2
Mn hc: KINH T LNG

Lp: 04QK, 04QB, 04QB (Nm hc 2006 2007)
Gi p n Bi tp s 2: M HNH HI QUI BI
Cu 1: (40im) Xem xt d liu v tiu dng tht g M giai an 1960 n 1982 c trnh by
trong file Table 7.9 thuc b d liu ca Gujarati (hocc file chicken demand). Trong :
Y
= lng tht g tiu th bnh qun u ngi (pound)
X2
= thu nhp kh dng bnh qun u ngi (USD)
X3
= Gi bn l ca tht g (cent/pound)
X4
= Gi bn l ca tht b (cent/pound)
X5
= Gi bn l ca tht heo (cent/pound)
X6
= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound)
Cc anh/ch hy:
a) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m
hnh ti u. Gii thch qu trnh thc hin v cc kim nh cn thit. (=5%)
M hnh hi qui tng th ca lng tht g tiu th bnh qun u ngi (Y) theo thu nhp kh dng bnh
qun u ngi (X2), gi bn l ca tht g (X3), gi bn l ca tht b (X4), gi bn l ca tht heo (X5),
Gi bn l bnh qun c trng s ca tht b v tht heo (X6)
(PRF): Y = 1 + 2X2 + 3X3 + 4X4 + 5X5 + 6X6 +ui
Chy Eview vi m hnh trn ta c:
Dependent Variable: Y
Method: Least Squares
Date: 04/30/07 Time: 14:23
Sample: 1960 1982
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X2
X3
X4
X5
X6
38.59691
0.004889
-0.651888
0.243242
0.104318
-0.071110
4.214488
0.004962
0.174400
0.089544
0.070644
0.098381
9.158150
0.985370
-3.737889
2.716443
1.476674
-0.722805
0.0000
0.3383
0.0016
0.0147
0.1580
0.4796
R-squared
0.944292 Mean dependent var
39.66957
Adjusted R-squared
0.927908 S.D. dependent var
7.372950
S.E. of regression
1.979635 Akaike info criterion
4.423160
Sum squared resid
66.62224 Schwarz criterion
4.719376
Log likelihood
-44.86635 F-statistic
57.63303
Durbin-Watson stat
1.100559 Prob(F-statistic)
0.000000
Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin X2, X5, X6 u ln hn = 5% v vy
ta thc hin kim nh Wald vi:
H0: 2 = 5 = 6 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 5, 6)
Chy Eview ta c kt qu:
Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square
Value
7.852143
23.55643
df Probability
(3, 17)
3
0.0017
0.0000
Null Hypothesis Summary:
GV: Nguyn Th Mai Bnh
I HC DN LP HNG VNG
Bi tp s 2
Normalized Restriction (= 0)
C(2)
C(5)
C(6)
Value
Std. Err.
0.004889
0.104318
-0.071110
0.004962
0.070644
0.098381
Restrictions are linear in coefficients.

P_value sau khi chy Wald test trong kim nh trn ta c:
P_value =0.0017 < = 5%
V vy ta bc b gi thuyt H0, vy c t nht mt gi tr i 0 vi (i = 2, 5, 6)
thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin
c lp. Bin c loi ra khi m hnh l bin c h s P_value ln.
- u tin ta b bin X6 ra khi m hnh v bin ny c P_value = 0.4796 (P_value ln nht). Lc ny
kt qu Eview nh sau:
Date: 04/30/07 Time: 14:42
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X2
X3
X4
X5
37.23236
0.005011
-0.611174
0.198409
0.069503
3.717695
0.004893
0.162849
0.063721
0.050987
10.01490
1.024083
-3.753010
3.113734
1.363144
0.0000
0.3194
0.0015
0.0060
0.1896
R-squared
39.66957
Adjusted R-squared
7.372950
S.E. of regression
4.366473
Sum squared resid
4.613320
Log likelihood
73.87052
Durbin-Watson stat
0.000000
Cn c vo kt qu chy Eview sau khi b bin X6, ta nhn thy vn cn c cc bin X2, X5 c
P_value ln hn = 5%. Ta tip tc b bin X2 do P_value = 0.3194 (P_value ln nht) v c kt
qu nh sau:
Date: 04/30/07 Time: 14:46
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X3
X4
X5
35.68084
-0.654097
0.232528
0.115422
3.399337
0.157564
0.054387
0.024303
10.49641
-4.151300
4.275460
4.749224
0.0000
0.0005
0.0004
0.0001
R-squared
39.66957
Adjusted R-squared
7.372950
S.E. of regression
4.336146
Sum squared resid
4.533624
Log likelihood
97.89329
Durbin-Watson stat
0.000000
Lc ny cc bin X3, X4, X6 u c P_value nh hn = 5%. Vy m hnh trn c th l m hnh ph
hp nht. Tuy nhin, kim tra li c phi vic loi b bin X6, v X2 ra khi m hnh l ph hp. Ta
thc hin li vic kim nh Wald vi:
H0: 2 = 6 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 6)
I HC DN LP HNG VNG
Wald Test:
Bi tp s 2
Equation: HOIQUI_U
Test Statistic
F-statistic
Chi-square
Value
0.771684
1.543368
df Probability
(2, 17)
2
0.4778
0.4622
Value
Std. Err.
0.004889
-0.071110
0.004962
0.098381

C(2)
C(6)

P_value =0.4778 > = 5%
V vy ta chp nhn gi thuyt H0, iu ny c ngha vic loi b 2 bin thu nhp kh dng bnh qun
u ngi (X2 v gi bn l bnh qun c trng s ca tht b v tht heo (X6) ra khi m hnh l ph
hp
M hnh hi qui ph hp nht l:

= 35.68083973 - 0.6540969702*X3 + 0.2325281315*X4 + 0.1154218668*X5
Y
b) Gii thch ngha cc tham s ca m hnh ph hp nht:
Ta c:
1 = 35.68083973 khng gi thch c v c n cha nhng bin b st ngoi m hnh hoc chn hm
sai.
3 = - 0.6540969702: tc ng bin ca X3 ln Y. Trong iu kin cc bin khc khng i, theo thng
tin t d liu mu ta c nu gi bn l ca tht g tng ln 1 cent/pound th lng tht g tiu th bnh
qun u ngi s gim i 0.6540969702pound
4 = 0.2325281315 tc ng bin ca X4 ln Y. Trong iu kin cc bin khc khng i, theo thng tin
t d liu mu ta c nu gi bn l ca tht b tng ln 1 cent/pound th lng tht g tiu th bnh qun
u ngi s tng ln 0.2325281315 pound
5 = 0.1154218668 tc ng bin ca X5 ln Y. Trong iu kin cc bin khc khng i, theo thng tin
t d liu mu ta c nu gi bn l ca tht heo tng ln 1 cent/pound th lng tht g tiu th bnh qun
u ngi s tng ln 0.1154218668 pound
(Vi h s 4 v 5 cho thy tht g c th l sn phm thay th cho tht b v tht heo)
Cu 2: (40 im) Xem xt d liu v cc yu t nh hng n gi nh trong fike 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 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
Cc anh/ch hy:
a) Xy dng cc m hnh sau theo phng php t phc tp n n gin v cho bit m hnh
no l m hnh ti u (xem xt cc m hnh tng qut di y). Gii thch qu trnh thc hin
v cc kim nh cn thit. (=5%)
a. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft
Chy m hnh trn vi Eview, ta c kt qu:
Dependent Variable: PRICE
Date: 04/30/07 Time: 15:19
I HC DN LP HNG VNG
Bi tp s 2
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
BEDRMS
FAMROOM
FIREPL
POOL
SQFT
39.05715
-0.263691
-7.045531
-21.34471
26.18799
53.19581
0.146551
89.53975
41.45465
28.73627
42.87340
53.84537
22.06352
0.030101
0.436199
-0.006361
-0.245179
-0.497854
0.486355
2.411030
4.868577
0.6758
0.9951
0.8134
0.6338
0.6416
0.0467
0.0018
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
10.30494
Sum squared resid
10.62447
Log likelihood
12.01657
Durbin-Watson stat
0.002213
Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Famroom, Firepl u
ln hn = 5% v vy ta thc hin kim nh Wald vi:
H0: 2 = 3 = 4 = 5 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 3, 4, 5)
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
0.086452
0.345807
df Probability
(4, 7)
4
0.9839
0.9867
Value
Std. Err.
-0.263691
-7.045531
-21.34471
26.18799
41.45465
28.73627
42.87340
53.84537

C(2)
C(3)
C(4)
C(5)

P_value = 0.9839 > = 5%
V vy ta chp nhn gi thuyt H0, vy cc h s trc cc bin Baths, Bedrms, Famroom, Firepl u
bng 0; hay cc bin s phng tm, s phng ng, c phng gia nh, c thit b bo chy khng nh
hng n gi nh. V vy ta c th b cc bin trn ra khi m hnh. Lc ny ta c m hnh:
Date: 04/30/07 Time: 15:29
Sample: 1 14
Variable
C
POOL
SQFT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
22.67277
52.78980
0.144415
29.50580
16.48172
0.014185
0.768417
3.202931
10.18086
0.4584
0.0084
0.0000
0.907132
0.890247
29.31856
9455.359
-65.47210
2.526380
Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
317.4929
88.49816
9.781728
9.918669
53.72383
0.000002
I HC DN LP HNG VNG
Bi tp s 2
Vi cc gi tr P_value trc bin Pool v bin sqft u nh hn 5%. V vy chp nhn h hnh ny
Vy phng trnh hi qui lc ny:
PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT + u i
b. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft + 8
Firepl* Sqft
Date: 04/30/07 Time: 16:33
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
BEDRMS
FAMROOM
FIREPL
POOL
SQFT
FIREPL*SQFT
-391.6926
-5.049608
0.068210
-21.67260
437.6739
65.52753
0.502063
-0.355295
362.2206
40.23999
28.36362
41.42130
340.0121
23.57464
0.291755
0.290125
-1.081365
-0.125487
0.002405
-0.523223
1.287230
2.779578
1.720837
-1.224627
0.3211
0.9042
0.9982
0.6196
0.2454
0.0320
0.1361
0.2666
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
10.22469
Sum squared resid
10.58986
Log likelihood
11.24945
Durbin-Watson stat
0.004472
Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Famroom, Firepl, Sqft,
Firepl* Sqft u ln hn = 5% v vy ta thc hin kim nh Wald vi:
H0: 2 = 3 = 4 = 5 = 7 = 8 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 3, 4, 5, 7, 8)
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
df Probability
12.67148
76.02890
(6, 6)
6
0.0035
0.0000
Value
Std. Err.
-5.049608
0.068210
-21.67260
437.6739
0.502063
-0.355295
40.23999
28.36362
41.42130
340.0121
0.291755
0.290125

C(2)
C(3)
C(4)
C(5)
C(7)
C(8)

P_value = 0.0035> = 5%
V vy ta bc b gi thuyt H0, vy c t nht mt gi tr i 0 vi (i = 2, 3, 4, 5, 7, 8)
thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin
c lp. Bin c loi ra khi m hnh l bin c h s P_value ln.
I HC DN LP HNG VNG
Bi tp s 2
u tin ta b bin Bedrms ra khi m hnh v bin ny c P_value = 0.9982 (P_value ln nht). Lc
ny kt qu Eview nh sau:
Date: 04/30/07 Time: 16:42
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
FAMROOM
FIREPL
POOL
SQFT
FIREPL*SQFT
-391.3735
-5.013808
-21.69964
437.5656
65.50844
0.501915
-0.355152
312.0440
34.61187
36.90877
312.0188
20.55132
0.264005
0.262910
-1.254225
-0.144858
-0.587926
1.402370
3.187553
1.901154
-1.350849
0.2500
0.8889
0.5751
0.2036
0.0153
0.0990
0.2188
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
10.08183
Sum squared resid
10.40136
Log likelihood
15.31173
Durbin-Watson stat
0.001044
Cn c vo kt qu chy Eview sau khi b bin Bedrms, ta nhn thy cc h s P_value ca cc bin
Baths, Famroom, Firepl, Sqft, Firepl* Sqft u ln hn = 5%. Ta tip tc b bin Baths, do
P_value = 0.8889 (P_value ln nht) v c kt qu nh sau
Date: 04/30/07 Time: 16:45
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FAMROOM
FIREPL
POOL
SQFT
FIREPL*SQFT
-396.8103
-23.43309
437.8164
66.06998
0.498254
-0.354257
290.2054
32.70893
292.2995
18.90720
0.246188
0.246230
-1.367343
-0.716412
1.497835
3.494435
2.023872
-1.438725
0.2087
0.4941
0.1726
0.0081
0.0776
0.1882
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.941969
Sum squared resid
10.21585
Log likelihood
20.93140
Durbin-Watson stat
0.000210
Cn c vo kt qu chy Eview sau khi b bin Bedrms, Baths; ta nhn thy cc h s P_value ca
cc bin Famroom, Firepl, Sqft, Firepl* Sqft u ln hn = 5%. Ta tip tc b bin Famroom, do
P_value = 0.4941 (P_value ln nht) v c kt qu nh sau:
Date: 04/30/07 Time: 16:47
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FIREPL
POOL
SQFT
-376.6690
402.0001
63.03432
0.482192
280.9210
280.0962
17.92106
0.238444
-1.340836
1.435221
3.517331
2.022249
0.2128
0.1850
0.0065
0.0739
I HC DN LP HNG VNG
FIREPL*SQFT
Bi tp s 2
-0.340550
0.238755
-1.426357
0.1875
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.861294
Sum squared resid
10.08953
Log likelihood
27.52457
Durbin-Watson stat
0.000046
Cn c vo kt qu chy Eview sau khi b bin Bedrms, Baths, Famroom; ta nhn thy cc h s
P_value ca cc bin Firepl, Sqft, Firepl* Sqft u ln hn = 5%. Ta tip tc b bin Firepl* Sqft,
do P_value = 0.1875 (P_value ln nht) v c kt qu nh sau:
Date: 04/30/07 Time: 16:49
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FIREPL
POOL
SQFT
21.73385
4.317827
52.95961
0.142938
31.51070
28.16788
17.30140
0.017711
0.689729
0.153289
3.061001
8.070628
0.5061
0.8812
0.0120
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Tip tc b bin Firepl do P_value = 0.8812 > 0.05 ta c:
Date: 04/30/07 Time: 16:50
Sample: 1 14
Variable
C
POOL
SQFT
317.4929
88.49816
9.922238
10.10483
32.64424
0.000018
Coefficient
Std. Error
t-Statistic
Prob.
22.67277
52.78980
0.144415
29.50580
16.48172
0.014185
0.768417
3.202931
10.18086
0.4584
0.0084
0.0000
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.781728
Sum squared resid
9.918669
Log likelihood
53.72383
Durbin-Watson stat
0.000002
c. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft +
8Famroom* Bedrms
I HC DN LP HNG VNG
Bi tp s 2
iu ny c ngha m hnh c hin tng a cng tuyn hon ho.

Lc ny ta to bin mi Famroom_Bedrms v lp bng ma trn tng quan xc nh c bin b a cng
tuyn. Ta c:
PRICE
BATHS BEDRMS FAMROOM FIREPL
POOL
SQFT
FAMROOM
_BEDRMS
PRICE
1.000000 0.669612 0.315634
0.472715
0.495681 0.179062 0.905827
0.477140
BATHS
0.669612 1.000000 0.532327
0.534885
0.457693 -0.185695 0.787318
0.615893
BEDRMS 0.315634 0.532327 1.000000
0.337350
0.547723 -0.377778 0.464730
0.532557
FAMROOM 0.472715 0.534885 0.337350
1.000000
0.781736 0.025950 0.520220
0.968264
FIREPL
0.495681 0.457693 0.547723
0.781736
1.000000 -0.121716 0.551010
0.756927
POOL
0.179062 -0.185695 -0.377778
0.025950 -0.121716 1.000000 -0.124679 -0.060671
SQFT
0.905827 0.787318 0.464730
0.520220
0.551010 -0.124679 1.000000
0.559476
FAMROOM 0.477140 0.615893 0.532557
0.756927 -0.060671 0.559476
1.000000
0.968264
_BEDRMS
Lc ny ta c h s tng quan gia hai bin FAMROOM v FAMROOM_BEDRMS bng 0.968264 (gn
bng 1). Vy c hin tng a cng tuyn l do 2 bin trn c mi quan h cht ch vi nhau v vy ta b 1
trong 2 bin; gi s b bin FAMROOM ta c kt qu chy Eview nh sau:
Date: 04/30/07 Time: 17:01
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
BEDRMS
FIREPL
POOL
SQFT
FAMROOM_BEDR
MS
23.04862
-0.263691
-1.709353
20.85181
53.19581
0.146551
-5.336177
96.48374
41.45465
27.73050
46.43392
22.06352
0.030101
10.71835
0.238886
-0.006361
-0.061642
0.449064
2.411030
4.868577
-0.497854
0.8180
0.9951
0.9526
0.6670
0.0467
0.0018
0.6338
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
10.30494
Sum squared resid
10.62447
Log likelihood
12.01657
Durbin-Watson stat
0.002213
Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Firepl, Famroom* Bedrms
u ln hn = 5% v vy ta thc hin kim nh Wald vi:
H0: 2 = 3 = 5 = 8 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 3, 5, 8)
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Value
0.086452
df Probability
(4, 7)
0.9839
I HC DN LP HNG VNG
Chi-square
Bi tp s 2
0.345807
0.9867
Value
Std. Err.
-0.263691
-1.709353
20.85181
-5.336177
41.45465
27.73050
46.43392
10.71835

C(2)
C(3)
C(4)
C(7)

P_value = 0.9839 > = 5%
V vy ta chp nhn gi thuyt H0, vy cc h s trc cc bin Baths, Bedrms, Firepl, Famroom*
Bedrms u bng 0; hay cc bin s phng tm, s phng ng, c thit b bo chy v bin nh hng
ca c phng gia nh ln s lng phng ng khng nh hng n gi nh. V vy ta c th b cc
bin trn ra khi m hnh. Lc ny ta c m hnh:
Date: 04/30/07 Time: 15:29
Sample: 1 14
Variable
C
POOL
SQFT
Coefficient
Std. Error
t-Statistic
Prob.
22.67277
52.78980
0.144415
29.50580
16.48172
0.014185
0.768417
3.202931
10.18086
0.4584
0.0084
0.0000
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.781728
Sum squared resid
9.918669
Log likelihood
53.72383
Durbin-Watson stat
0.000002
d. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft +
8Pool*Sqft
Date: 04/30/07 Time: 17:10
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
BEDRMS
FAMROOM
FIREPL
POOL
SQFT
POOL*SQFT
76.93417
-10.24209
4.867122
-10.51463
-1.107752
-85.25082
0.124680
0.074512
64.38956
29.37901
20.64732
30.40630
39.07848
50.95585
0.022526
0.026121
1.194824
-0.348619
0.235727
-0.345804
-0.028347
-1.673033
5.534876
2.852620
0.2772
0.7393
0.8215
0.7413
0.9783
0.1453
0.0015
0.0291
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
0.962442
0.918624
25.24543
3823.992
Mean dependent var

S.D. dependent var
Schwarz criterion
317.4929
88.49816
9.590727
9.955903
I HC DN LP HNG VNG
Log likelihood
Durbin-Watson stat
Bi tp s 2
-59.13509
2.150252
F-statistic
Prob(F-statistic)
21.96456
0.000712
Vi kt qu ca bng trn ta thy cc h s P_value ca cc bin Baths, Bedrms, Famroom, Firepl, Pool u
ln hn = 5% v vy ta thc hin kim nh Wald vi:
H0: 2 = 3 = 4 = 5 = 6 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 3, 4, 5, 6)
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
df Probability
0.675681
3.378405
(5, 6)
5
0.6581
0.6419
Value
Std. Err.
-10.24209
4.867122
-10.51463
-1.107752
-85.25082
29.37901
20.64732
30.40630
39.07848
50.95585

C(2)
C(3)
C(4)
C(5)
C(6)

P_value = 0.6581 > = 5%
V vy ta chp nhn gi thuyt H0, vy cc h s trc cc bin Baths, Bedrms, Famroom, Firepl, Pool
u bng 0; hay cc bin s phng tm, s phng ng, c phng gia nh, c thit b bo chy, c h bi
khng nh hng n gi nh. V vy ta c th b cc bin trn ra khi m hnh. Lc ny ta c m hnh:
Date: 04/30/07 Time: 17:17
Sample: 1 14
Variable
C
SQFT
POOL*SQFT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
42.79643
0.132927
0.031857
22.36292
0.011257
0.006697
1.913723
11.80854
4.757055
0.0820
0.0000
0.0006
0.941294
0.930620
23.31047
5977.157
-62.26164
2.756228
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
317.4929
88.49816
9.323092
9.460032
88.18710
0.000000
Vi cc gi tr P_value trc bin Pool*Sqft v bin Sqft u nh hn 5%. V vy chp nhn h hnh ny
PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*(POOL*SQFT) + u i
e. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft +
8Famroom* Bedrms + 9 Firepl* Sqft + 10Pool*Sqft + 11Firepl*Bedrms+
10Pool*Baths
10
I HC DN LP HNG VNG
Bi tp s 2
iu ny c ngha m hnh c hin tng a cng tuyn hon ho.

Lc ny ta to bin mi Famroom_Bedrms, Firepl_Sqft, Pool_Sqft, Firepl_Bedrms, Pool_Baths v lp bng
ma trn tng quan xc nh cc bin b a cng tuyn. Ta c:
PRICE
PRICE
BATHS
BEDRMS
FAMROOM
FIREPL
POOL
SQFT
FAMROOM_
BEDRMS
FIREPL_SQF
T
POOL_SQFT
1.000000
0.669612
0.315634
0.472715
0.495681
0.179062
0.905827
0.477140
0.827444
0.443966
FAMRO
FIREPL_ POOL_S FIREPL_ POOL_B
OM_BED
SQFT
QFT
BEDRMS ATHS
RMS
BATHS BEDRMS
FAMRO
OM
FIREPL
0.669612
0.315634
0.472715
0.495681
0.179062 0.905827
0.477140
0.827444
0.443966 0.489466
1.000000
0.532327
0.534885
0.457693 -0.185695 0.787318
0.615893
0.729672
0.007397 0.536074 -0.030708
0.532327
1.000000
0.337350
0.547723 -0.377778 0.464730
0.532557
0.565943 -0.273813 0.768273 -0.299574
0.534885
0.337350
1.000000
0.781736
0.025950 0.520220
0.968264
0.714019
0.164184 0.715908
0.457693
0.547723
0.781736
1.000000 -0.121716 0.551010
0.756927
0.838394
0.050916 0.956365 -0.026253
-0.185695 -0.377778 0.025950 -0.121716
POOL
SQFT
1.000000 -0.124679 -0.060671 -0.123212
0.930736 -0.225050
0.298262
0.103549
0.970620
0.787318
0.464730
0.520220
0.551010 -0.124679 1.000000
0.559476
0.915473
0.108745 0.583864 -0.003719
0.615893
0.532557
0.968264
0.756927 -0.060671 0.559476
1.000000
0.727890
0.076263 0.765096
0.729672
0.565943
0.714019
0.838394 -0.123212 0.915473
0.727890
1.000000
0.104587 0.839084 -0.002457
0.050916
0.076263
0.104587
1.000000 -0.056664
0.765096
0.839084 -0.056664 1.000000 -0.124702
0.007397 -0.273813 0.164184
0.930736 0.108745
FIREPL_BED
0.536074 0.768273 0.715908 0.956365 -0.225050 0.583864
0.489466
RMS
POOL_BATH
-0.030708 -0.299574 0.103549 -0.026253 0.970620 -0.003719
0.298262
S
0.022538 -0.002457
0.973173 -0.124702
0.022538
0.973173
1.000000
Lc ny ta c h s tng quan gia cc bin sau gn bng 1:

- Hai bin POOL_BATHS v POOL_SQFT bng 0.973173.
- Hai bin POOL_BATHS v POOL bng 0.970620
- Hai bin FAMROOM v FAMROOM_BEDRMS bng 0.968264.
- Hai bin FIREPL_BEDRMS v FIREPL bng 0.956365
- Hai bin POOL_SQFT v POOL bng 0.930736
- Hai bin FIREPL_SQRT v SQRT bng 0.956365
Vy c hin tng a cng tuyn l do cc cp bin trn c mi quan h cht ch vi nhau v vy ta b ln
lt cc bin sau cho n khi m hnh khng cn bo li Near singular matrix
1. POOL_BATHS
2. FAMROOM
3. FIREPL
Ta c kt qu chy Eview nh sau:
Date: 04/30/07 Time: 18:04
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
BATHS
BEDRMS
POOL
64.41180
-10.28888
4.190055
-83.26236
83.90901
32.19667
111.7813
73.16128
0.767639
-0.319564
0.037484
-1.138066
0.4774
0.7622
0.9715
0.3067
11
I HC DN LP HNG VNG
SQFT
FAMROOM_BEDRMS
FIREPL_SQFT
POOL_SQFT
FIREPL_BEDRMS
Bi tp s 2
0.136839
-2.662211
-0.011903
0.073664
3.442053
0.290322
8.363818
0.283178
0.035004
112.1985
0.471334
-0.318301
-0.042034
2.104437
0.030678
0.6573
0.7631
0.9681
0.0892
0.9767
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.733231
Sum squared resid
10.14405
Log likelihood
16.02171
Durbin-Watson stat
0.003635
Vi kt qu ca bng trn ta thy tt c cc h s P_value ca cc bin u ln hn = 5% v vy ta thc
hin kim nh Wald vi:
H0: 2 = 3 = 6 = 7 = 8 = 9 = 10 = 11 = 0
H1: c t nht mt gi tr i 0 vi (i = 2, 3, 6, 7, 8, 9, 10, 11)
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
df Probability
16.02171
128.1737
(8, 5)
8
0.0036
0.0000
Value
Std. Err.
-10.28888
4.190055
-83.26236
0.136839
-2.662211
-0.011903
0.073664
3.442053
32.19667
111.7813
73.16128
0.290322
8.363818
0.283178
0.035004
112.1985

C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)

P_value = 0.0036> = 5%
V vy ta bc b gi thuyt H0, vy c t nht mt gi tr i 0 vi (i = 2, 3, 6, 7, 8, 9, 10, 11)
thc hin vic xy dng m hnh t n gin n phc tp, ta cn c vo h s P_value ca cc bin c
lp. Bin c loi ra khi m hnh l bin c h s P_value ln. Tng t nh cc cu trn, cc bin c
b theo th t:
1. BEDRMS
2. FIREPL_SQFT
3. BATHS
4. FAMROOM_BEDRMS
5. FIREPL_BEDRMS
6. POOL
Lc ny m hnh hi qui s l:
Date: 04/30/07 Time: 18:18
Sample: 1 14
Variable
C
Coefficient
Std. Error
t-Statistic
Prob.
42.79643
22.36292
1.913723
0.0820
12
I HC DN LP HNG VNG
SQFT
POOL_SQFT
Bi tp s 2
0.132927
0.031857
0.011257
0.006697
11.80854
4.757055
0.0000
0.0006
R-squared
317.4929
Adjusted R-squared
88.49816
S.E. of regression
9.323092
Sum squared resid
9.460032
Log likelihood
88.18710
Durbin-Watson stat
0.000000
Vi cc gi tr P_value trc bin POOL v bin SQFT u nh hn 5%. V vy chp nhn h hnh ny
Kim nh Wald li v vic b cc bin: bedrms, firepl_sqft, baths, famroom_bedrms, firepl_bedrms,
pool, ta c:
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
df Probability
0.469683
2.818100
(6, 5)
6
0.8078
0.8313
Value
Std. Err.
-10.28888
4.190055
-83.26236
-2.662211
-0.011903
3.442053
32.19667
111.7813
73.16128
8.363818
0.283178
112.1985

C(2)
C(3)
C(4)
C(6)
C(7)
C(9)

P_value = 0.8078 < = 5%
V vy vic b cc bin trn l ph hp. cc bin: bedrms, firepl_sqft, baths, famroom_bedrms,
firepl_bedrms, pool khng nh hng ti gi nh:
PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT + u i
b) Gii thch ngha cc tham s ca m hnh ph hp nht
Vi 5 m hnh trn, sau khi chy Eview ta thy kt qu nhn chung ch c 2 m hnh l:
M hnh 1: PRICE = 22.67277002 + 52.78979633*POOL + 0.1444149156*SQFT + u i
M hnh 2: PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT + u i
L ny chn m hnh ti u ta so snh cc ..s R2, AIC, Schwarz
R2
AIC
SCHWARZ
R2
M hnh 1
0.907132
0.89024
9.781728
9.918669
M hnh 2
0.941294
0.930620
9.323092
9.460032
Vy m hnh hi qui ph hp nht l m hnh 2:
PRICE = 42.7964305 + 0.132927069*SQFT + 0.03185742065*POOL_SQFT + u i
Ta c:
1 = 42.7964305 khng gi thch c v c n cha nhng bin b st ngoi m hnh hoc chn hm
sai.
2 = 0.132927069 Tc ng bin ca SQFT ln PRICE l: 0.132927069 iu ny c ngha Trong iu
kin cc bin khc khng i, theo thng tin t d liu mu ta c nu din tch nh tng ln 1 n v th
gi nh trung bnh s tng ln mt lng l 0.132927069
2 = 0.03185742065: c s khc bit gia nh c h bi v nh khng c h bi. S khc bit ny do
din tch nh gy ra.
13
I HC DN LP HNG VNG
Bi tp s 3
Mn hc: KINH T LNG

Lp: 04QK, 04QB, 04QB (Nm hc 2006 2007)
Gi p n Bi tp s 3: A CNG TUYN V DNG HM
Cu 1: (40im) Cho m hnh nhp khu ca Hoa K giai on 1970-1998 nh sau:
Ln Importst = 1 + 2 ln GDPt + 3 ln CPIt + ut
(theo d liu trong file T10-12.txt thuc b d liu ca Gujarati).
Trong :
Imporst
= Gi tr nhp khu ca Hoa K
GDP
= Tng sn phm quc ni ca Hoa K
CPI
= Ch s gi tiu dng ti Hoa K
a) Trc khi chy hi qui anh/ch hy d bo du k vng ca 2 v 3. L gii s la chn ca mnh
theo m hnh trn th hin tc tng ca gi tr nhp khu ca Hoa k khi tng sn phm quc ni tng
2:
1%. D bo du k vng ca 2 s l s m v khi Tng sn phm quc ni tng ln nhu cu v hng nhp s
gim v vy Gi tr nhp khu ca Hoa k s gim.
3: theo m hnh trn th hin tc tng ca gi tr nhp khu ca Hoa k khi ch s gi tiu dng tng 1%. D
bo du k vng ca 3 s l s m v khi ch s gi tiu dng tng, kh nng mua ca ngi dn s thp v
iu ny s nh hng ln kh nng tiu th hng nhp khu v v vy gi tr nhp khu ca Hoa k s gim.
b) Hy c lng cc h s trong m hnh.
Dependent Variable: LOG(IMPORTS)
Date: 05/08/07 Time: 23:24
Sample: 1970 1998
Variable
C
LOG(GDP)
LOG(CPI)
Coefficient
Std. Error
t-Statistic
Prob.
1.975260
1.043167
0.446142
0.782070
0.405783
0.569840
2.525683
2.570749
0.782925
0.0180
0.0162
0.4407
R-squared
12.49048
Adjusted R-squared
0.904848
S.E. of regression
-1.225512
Sum squared resid
-1.084068
Log likelihood
20.76993 F-statistic
722.2174
Durbin-Watson stat
0.000000
Sau khi chy m hnh log kp ta c :
t
Ln Importst = 1.975 + 1.043 ln GDPt + 0.446 ln CPIt + u
c) T kt qu trn anh/ch c nghi ng c s a cng tuyn trong m hnh khng? Ti sao?
Da vo m hnh trn, ta nghi ng c d a cng tuyn v:
Du ca cc bin trong m hnh ngc vi du k vng.
R2 = 0.98 l mt s ln trong khi tstat(CPI) = 0.782925 l mt s nh (hay ProbCPI = 0.4407)
d) Thc hin tip cc hi qui sau:
Ln Importst = A1 + A2 ln GDPt
Date: 05/08/07 Time: 23:26
Sample: 1970 1998
Variable
C
LOG(GDP)
R-squared
Adjusted R-squared
(1)
Coefficient
Std. Error
t-Statistic
Prob.
1.407426
1.359628
0.290493
0.035525
4.844960
38.27295
0.0000
0.0000
0.981901
0.981231
Mean dependent var

S.D. dependent var
12.49048
0.904848
I HC DN LP HNG VNG
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Bi tp s 3
0.123964
0.414912
20.43204
0.437805

Schwarz criterion
F-statistic
Prob(F-statistic)
Ln Importst = B1 + B2 ln CPIt
Date: 05/08/07 Time: 23:28
Sample: 1970 1998
Variable
C
LOG(CPI)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
(2)
Coefficient
Std. Error
t-Statistic
Prob.
3.898610
1.905351
0.250312
0.055221
15.57499
34.50388
0.0000
0.0000
0.977824
0.977002
0.137220
0.508390
17.48590
0.495763
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
Ln GDPt
= C1 + C2 ln CPIt
Dependent Variable: LOG(GDP)
Date: 05/08/07 Time: 23:29
Sample: 1970 1998
Variable
C
LOG(CPI)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
-1.271175
-1.176879
1464.819
0.000000
12.49048
0.904848
-1.067993
-0.973697
1190.518
0.000000
(3)
Coefficient
Std. Error
t-Statistic
Prob.
1.843760
1.398826
0.108024
0.023831
17.06804
58.69726
0.0000
0.0000
0.992224
0.991936
0.059218
0.094684
41.85618
0.348619
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
8.151539
0.659461
-2.748702
-2.654406
3445.368
0.000000
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.
Cn c vo m hnh (1) v m hnh (2) ta thy mi quan h gia GDP v CPI vi Imports l mi quan h thun
iu ny c ngha GDP v CPI tng s lm cho Import tng. V vy, du k vng ti cu a l cha chnh xc. Mc
khc cn c vo m hnh (1) v m hnh (2), phng trnh hi qui gia Imports vi tng bin GDP v CPI c
ngha v mt thng k (R2 ln v tstat ln).
M hnh (3) th hin mi quan h gia 2 bin c lp GDP v CPI, ta thy m hnh ny c ngha v mt thng k
iu ny c ngha c hin tng a cng tuyn trong m hnh gc. Mt khc, R2 trong m hnh 3 (R2hqp=0.992224)
ln hn m hnh ban u (R2 = 0.982318) v ln nht trong cc m hnh v vy mc a cng tuyn gia hai bin
GDP v CPI rt mnh.
Gii s trong m hnh ban u (m hnh Ln Importst = 1 + 2 ln GDPt + 3 ln CPIt + ut c hin tng
a cng tuyn nhng 2 v 3 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?
Trong trng hp trn chng ta khng cn phi lo lng v tstat >2 (do cu 2 v 3 u c ngha v mt thng k
mc ngha 5%) v R2 ca m hnh cao hn R2 ca m hnh hi qui ph (do cu thng k F cng c ngha)
e)
I HC DN LP HNG VNG
Bi tp s 3
Cu 2: (40 im) Xem xt d liu trong file Table7.3 thuc b d liu Gujarati. Trong :
Y
= GDP thc hng nm ca khu vc nng nghip i Loan (triu USD)
X2
= S ngy lao ng hng nm ca khu vc nng nghip i Loan (triu ngy cng lao ng)
X3
= Vn thc hng nm ca khu vc nng nghip i Loan (triu USD)
Cc anh/ch hy:
a) c lng hm Cobb-Douglas c dng Y=AX22X33eui.
Chuyn m hnh v hm log kep v c lng ta c :
Dependent Variable: LOG(Y)
Date: 05/09/07 Time: 20:40
Sample: 1958 1972
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(X2)
LOG(X3)
-3.338455
1.498767
0.489858
2.449508
0.539803
0.102043
-1.362908
2.776509
4.800487
0.1979
0.0168
0.0004
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.889030
0.870535
0.074810
0.067158
19.28156
0.891083
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
10.09653
0.207914
-2.170875
-2.029265
48.06885
0.000002
t
LOG(Y) = -3.338455 + 1.498767 LOG(X2) + 0.489858 LOG(X3) + u
b) Hy gii thch cc h s c lng 1, 2, 3 theo ngha kinh t
1 = -3.338455 khng c cch gii thch v cn n cha bin b st ngoi m hnh.
2 = 1.498767 co gin ring phn ca GDP thc hng nm (triu USD) theo s ngy lao ng hng nm (triu
ngy cng lao ng) ca khu vc nng nghip i Loan. iu ny c ngha: gi nhp lng vn thc hng
nm khng i, cn c theo d liu mu ta c nu gia tng s ngy lao ng hng nm ca khu vc nng
nghip i Loan ln 1% th GDP thc hng nm ca khu vc nng nghip i Loan s tng 1.498767%
3 = 0.489858 co gin ring phn ca GDP thc hng nm (triu USD) theo vn thc hng nm (triu USD) ca
khu vc nng nghip i Loan. iu ny c ngha gi nhp lng s ngy lao ng hng nm ca khu vc
nng nghip i Loan khng i, cn c theo d liu mu ta c nu gia tng vn thc hng nm ca khu vc
nng nghip i Loan ln 1% th GDP thc hng nm ca khu vc nng nghip i Loan s tng 0.489858%
c) Khu vc nng nghip i Loan c pht trin hiu qu khng? Gii thch v sao anh/ch li c nhn nh
nh vy. Ngoi nhng l do pht trin do vn v lao ng cc anh ch cn c gi thit no v cc nguyn
nhn khc tc ng n s pht trin ca khu vc nng nghip khng ?
kim nh Khu vc nng nghip i Loan pht trin c hiu qu khng? Ta thc hin vc kim nh Wald vi:
H0 : 1 + 3 = 1
H1 : 1 + 3 1
Wald Test:
Equation: Untitled
Test Statistic
F-statistic
Chi-square
Value
4.344966
4.344966
df Probability
(1, 12)
1
0.0592
0.0371
Value
Std. Err.
0.988625
0.474284

-1 + C(2) + C(3)

Cn c theo bng trn ta c P = 0.0592 < 0.1 v vy ta bc b H0 vi mc ngha = 10%, mc khc 1 + 3 =
1.988625 > 1. V vy, ta c m hnh tng theo qui m vi mc ngha = 10%
Ngoi nhng l do pht trin do vn v lao ng cc nguyn nhn khc tc ng n s pht trin ca khu vc nng
nghip bao gm: s pht trin ca lnh vc cng nghip, khoa hc k thut lin quan n nng nghip, thi tit_kh
hu,
I HC DN LP HNG VNG
Khoa Qun Tr Kinh Doanh
Bi tp s 1
Mn hc: KINH T LNG

Lp: 04QK (Nm hc 2006 2007)
Gi p n Bi tp s 1: M HNH HI QUI N BIN
Ngy pht:
Ngy np:
Th By, ngy 31 thng 03 nm 2007

Th By, ngy 07 thng 04 nm 2007
Cu 1: (10im) Chng minh cng thc xc nh h s tng quan n bin sau:

S xy
SSR
=
r=
SxSy
SST
GII :
S xy
Ta c
SxS y
Ngoi ra:
(X
(X
X) 2
(Y Y)
SST = (Y Y )
SSR =
X )(Yi Y )
(Y
(1)
Y) 2
= + X
m Y
i
1
2
i
1 = Y 2 X
2 =
S xy
S
2
x
(X X)(Y Y)
(X X )
i
= + X = Y X + X = Y + (X X )
Y
i
1
2
i
2
2 i
2
i
(X i X )(Yi Y )
SSR = ( Y + 2 (X i X ) Y ) = (X i X ) =
2
(
X
X
)
Do :
2
2
2
(X i X )(Yi Y )
(X i X ) 2
(X i X )
SSR
=
=
SST
(Yi Y) 2
(X
X)2
SSR
=
SST
( (X X)(Y Y))
(X X ) (Y Y )
(X
( (X X)(Y Y))
(X X ) (Y Y )
2
X )(Yi Y )
(X i X ) 2
(Yi Y) 2
(2)
T (1) v (2) ta c:
r=
S xy
SxSy
SSR
SST
I HC DN LP HNG VNG
Bi tp s 1
Cu 2: (70 im) Mt sinh vin tin hnh nghin cu mi quan h gia thu nhp trung
bnh hng nm ca Cha M v im trung bnh hc tp ca sinh vin. D liu thu thp t
mu gm 8 sinh vin v c kt qu nh sau:
STT
1
2
3
4
5
6
7
8
Bin Y
IM TRUNG BNH
TB
10.00
7.50
8.75
5.00
7.50
8.75
6.25
6.25
Bin X
THU NHP TRUNG BNH HNG NM
TN - Triu ng
105
75
45
45
60
90
30
60
a) Tnh cc tr thng k tng hp cho bin thu nhp trung bnh hng nm v bin im
trung bnh. (10 im)
Cch 1: Dng cc hm ca Excel:
Cch 2: Dng Data analysis trong excel:

- Chn Descriptive Statistics cho phn thng k m t
- Chn Correlation cho phn tnh gi tr tng quan
- H s bin thin p dng cng thc
Do lech chuan
v=
Gia tri trung binh
I HC DN LP HNG VNG
Cch 3: Dng Eveiw:

Vo view /Decriptive Stats/ common sample
Bi tp s 1
Vo view /correlations
Cc gi tr thng k cn li phi t tnh bng tay

KT QU:
TR THNG K TNG HP
S ln quan st (n)
Trung bnh
Trung v
Yu v
Gi tr ln nht
Gi tr nh nht
Khong
Phng sai
lch chun
H s bin thin
H s tng quan
BIN TB
BIN TN
8
8
7.5
63.75
7.5
60
7.5
45
10
105
5
30
5
75
2.678571429
626.7857
1.636634177
25.03569
0.218218
0.392717
0.719092
3
I HC DN LP HNG VNG
Bi tp s 1
b) V th phn tn im cho tp d liu t xc nh ng hi qui. (5im)

Bng Excel
TH PHN TN
Bin TB
12
10
y = 0.047x + 4.5032
8
6
4
2
Bin TN
0
0
20
40
60
80
100
120
Bng Eveiws
I HC DN LP HNG VNG
Bi tp s 1
c) Da vo cng thc l thuyt, hy lp bng xc nh cc tham s 1 , 2 (10im)

Cch 1:
Theo cng thc ta c:
S xy (X i X )(Yi Y )
2 =
=
1 = Y 2 X
Sx
(X i X ) 2
STT
1
2
3
4
5
6
7
8
TNG
Mean
Bin Y Bin X (Yi- Y ) (Xi- X )

10
105
2.5
41.25
7.5
75
0
11.25
8.75
45
1.25 -18.75
5
45
-2.5 -18.75
7.5
60
0
-3.75
8.75
90
1.25
26.25
6.25
30
-1.25 -33.75
6.25
60
-1.25
-3.75
60
510
0
0
7.5
63.75
p dng theo cng thc:

S xy
2 =
=
Sx
(Yi- Y )(Xi- X )
103.125
0
-23.4375
46.875
0
32.8125
42.1875
4.6875
206.25
(Xi- X )2
1701.563
126.5625
351.5625
351.5625
14.0625
689.0625
1139.063
14.0625
4387.5
(X X )(Y Y) = 206.25 =0.047009

4387.5
(X X )
i
1 = Y 2 X = 7.5 0.047*63.75 = 4.503205

Cch 2:
Theo cng thc ta c:
2 =
STT
1
2
3
4
5
6
7
8
TNG
Mean
p dng theo cng thc:
2 =
X Y nX Y
X nX
i
1 = Y 2 X
2
i
Bin Y
10
7.5
8.75
5
7.5
8.75
6.25
6.25
60
7.5
Bin X
105
75
45
45
60
90
30
60
510
63.75
Xi2
11025
5625
2025
2025
3600
8100
900
3600
36900
XiYi
1050
562.5
393.75
225
450
787.5
187.5
375
4031.25
X Y nXY = 4031.25 8 * 7.5 * 63.75 =0.047009

X nX
36900 8 * 63.75
i
2
i
1 = Y 2 X = 7.5 0.047*63.75 = 4.503205

Vy phng trnh hi qui:
= 4.503205 + 0.047009Xi
Y
i
I HC DN LP HNG VNG
Bi tp s 1
d) Da vo cc hm trong Excel hy cc nh cc tham s 1 , 2 (5im)
Dng hm INTERCEPT ta xc nh c:
Dng hm SLOPE ta xc nh c:
1 = 4.503205
= 0.047009
2

Yi = 4.503205 + 0.047009Xi + u i
e) S dng data analysis trong Excel xc nh li phng trnh hi qui (5im)
Kt qu sau khi s dng data analysis:
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.719092
R Square
0.517094
Adjusted R
Square
0.43661
Standard Error
1.228447
Observations
8
ANOVA
df
1
6
7
SS
MS
F
9.695513 9.695513 6.424779
9.054487 1.509081
18.75
Coefficients
4.503205
0.047009
Standard
Error
t Stat
P-value
1.259551 3.575245 0.01171
0.018546 2.534715 0.044396
Regression
Residual
Total
Intercept
X
Significance F
0.044396
Lower 95%
1.421191
0.001628
Upper 95%
7.585219
0.092389

= 4.503205 + 0.047009Xi
Y
i
I HC DN LP HNG VNG
Bi tp s 1
f) Tnh li cc tham s 1 , 2 bng Eview (10im)

Date: 04/05/07 Time: 00:02
Sample: 1 8
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X
4.503205
0.047009
1.259551
0.018546
3.575245
2.534715
0.0117
0.0444
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.517094
0.436610
1.228447
9.054487
-11.84678
3.055480
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
7.500000
1.636634
3.461696
3.481556
6.424779
0.044396

= 4.503205128 + 0.04700854701*Xi
Y
i
g) Gii thch ngha ca cc tham s 1 , 2 trong phng trnh hi qui (10im)
= 0.047 : nh hng cn bin ca bin thu nhp trung bnh hng nm ca cha m ln bin
2
im trung bnh ca sinh vin; ngha l: khi thu nhp trung bnh hng nm ca cha m tng ln 1
triu ng th theo thng tin ca mu im trung bnh ca sinh vin s tng ln trung bnh l
0.047 im.
1 = 4.5 : tung gc ca ng hi qui tng th, khng c cch gii thch cho 1 v cn n
cha bin b st (ngoi m hnh)
h) Hy kim nh gi thuyt cho rng trung bnh hng nm ca Cha M c nh hng

n thu nhp im trung bnh ca sinh vin (10im)
H0 : 2 = 0 X khng nh hng i vi Y
H1 : 2 0 X c nh hng i vi Y
Ta c:
- Pvalue = 0.044396 < 0.05
- Tstat = 2.534715 > T6,0.025 = 2.447
- Lower 95% =0.001628; Upper 95% = 0.092389 cng du
bc b H0 : vy thu nhp c nh hng ln im trung bnh ca sinh vin.
i) Phng trnh s thay i nh th no nu bin thu nhp uc thay i theo n v tnh
l ngn ng (5 im)
Gi X* l bin thu nhp c tnh theo n v ngn ng, ta c:
Xi
Xi* =
Xi =1000 Xi*
1000
Vy phng trnh hi qui lc ny s l:
= 4.503205128 + 47Xi*
Y
i
TRNG I HC DN LP HNG VNG

KHOA QUN TR KINH DOANH
MN HC: KINH T LNG _ 1

K THI: CHNH
LP: 04QK
NGY THI: 02/07/2007 Thi gian lm bi: 90 pht
(Sinh vin c s dng ti liu)
CB ra : Nguyn Th Mai Bnh
Trng Khoa:
Ngy ra : 25/06/2007
Ngy duyt :
K tn:
K tn:
Cu 1: (25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau:

Y
X2
X3
X4
X5
X6
1. Hy gii thch mi quan h k vng gia lng tht g tiu th bnh qun u ngi
vi cc bin cn li.
2. Nhn xt cc kh nng xy ra hin tng a cng tuyn trong m hnh 1.1
3. Trong m hnh 1.1, cc bin no khng c ngha v mt thng k (khng nh hng
n lng tht g tiu th bnh qun u ngi) vi mc ngha 10%. Hy cho bit
nn thc hin kim nh no bit c c nn b cc bin trn ra khi m hnh 1.1
4. Vic xy dng m hnh t m hnh 1.1 n m hnh 1.2 c tn gi l g? Hy gii thch
ngha cc tham s ca m hnh ph hp nht.
5. Theo kt qu trong m hnh 1.3 v m hnh 1.4, m hnh ny c b bnh phng sai
thay i hay tng quan chui khng? Hy vit cc kim nh cn thit v cho kt
lun vi mc ngha 10%
M hnh 1.1
Variable
Coefficient
C
X2
X3
X4
X5
X6
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
38.59691
0.004889
-0.651888
0.243242
0.104318
-0.071110
4.214488 9.158150
0.004962 0.985370
0.174400 -3.737889
0.089544 2.716443
0.070644 1.476674
0.098381 -0.722805
0.0000
0.3383
0.0016
0.0147
0.1580
0.4796
0.944292
0.927908
1.979635
66.62224
-44.86635
1.100559
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
39.66957
7.372950
4.423160
4.719376
57.63303
0.000000
1
M hnh 1.2
Date: 06/18/07 Time: 16:17
Sample: 1960 1982
Variable
Coefficient
C
X3
X4
X5
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
35.68084
-0.654097
0.232528
0.115422
3.399337 10.49641
0.157564 -4.151300
0.054387 4.275460
0.024303 4.749224
0.0000
0.0005
0.0004
0.0001
0.939235
0.929641
1.955702
72.67063
-45.86568
1.251523
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
39.66957
7.372950
4.336146
4.533624
97.89329
0.000000
M hnh 1.3
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
2.057006
10.01575
Probability
Probability
0.116679
0.123990
Test Equation:
Dependent Variable: RESID^2
Date: 06/18/07 Time: 16:20
Sample: 1960 1982
Variable
Coefficient
C
X3
X3^2
X4
X4^2
X5
X5^2
9.104201
-0.615702
0.008291
-0.330705
0.001315
0.318804
-0.001030
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
22.91467 0.397309
1.217573 -0.505680
0.013154 0.630327
0.251955 -1.312556
0.001247 1.055248
0.192811 1.653455
0.000552 -1.865428
0.6964
0.6200
0.5374
0.2078
0.3070
0.1177
0.0806

3.159593
2.772478
4.869847
5.215432
2.057006
0.116679
M hnh 1.4
ARCH Test:
F-statistic
Obs*R-squared
2.755840
4.922885
Probability
Probability
0.090344
0.085312
Test Equation:
Sample(adjusted): 1962 1982
Included observations: 21 after adjusting endpoints
Variable
Coefficient
C
RESID^2(-1)
RESID^2(-2)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
2.419992
-0.179824
0.432665
1.227792 1.971012
0.223909 -0.803112
0.224016 1.931405
0.0643
0.4324
0.0693
0.234423
0.149359
2.639728
125.4269
-48.56332
2.039475
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
3.193872
2.862108
4.910792
5.060010
2.755840
0.090344
Cu 2: (25 im) M hnh sau th hin s lng pht minh (patents) c ph thuc vo chi
ph nghin cu (r_d) khng ca M t nm 1960 n nm 1993?
PATENTS = 1 + 2*r_d + ui
1. M hnh 2.1 th hin kt qu ca phng trnh trn. Anh ch c nhn xt g v m hnh
ny. Gii thch ngha cc tham s hi qui vi mc ngha 10%
2. Mt sinh vin cho rng m hnh ny c th b bnh nn thc hin cc php kim nh
trong cc m hnh 2.2, m hnh 2.4. Theo cc anh ch cc m hnh trn dng xc
nh bnh g? y l cc php kim nh g, nu r cc gii thuyt v cn c theo m
hnh trn cc anh ch hy cho bit m hnh trn c b bnh g khng?
3. Nu m hnh trn c bnh cc anh ch hy xut cc phng n tr bnh.
4. Mt sinh vin khc cho rng m hnh 2.5 mi ph hp, mi c th gii thch c s
pht minh trong nm, v thng thng chi ph nghin cu phi b ra trc mt thi
gian lu mi c pht minh. Hy vit phng trnh hi qui ca m hnh 2.5 v gii thch
ngha ca cc tham s trong m hnh ny
M hnh 2.1
Dependent Variable: PATENTS
Sample: 1960 1993
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
R_D
34.57106
0.791935
6.357873
0.056704
5.437521
13.96621
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.859065
0.854661
11.17237
3994.300
-129.2704
0.233951
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
119.2382
29.30583
7.721787
7.811573
195.0551
0.000000
3
M hnh 2.2
F-statistic
Obs*R-squared
15.20805
16.83838
Probability
Probability
0.000025
0.000221
Test Equation:
Date: 06/24/07 Time: 14:20
Sample: 1960 1993
Variable
Coefficient
C
R_D
R_D^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
-48.61731
-0.184297
0.014779
291.2415 -0.166931
5.391059 -0.034186
0.023015 0.642148
0.8685
0.9729
0.5255
0.495246
0.462682
117.1361
425346.5
-208.6270
0.701249
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
117.4794
159.7993
12.44865
12.58333
15.20805
0.000025
M hnh 2.3
ARCH Test:
F-statistic
Obs*R-squared
19.44519
21.19166
Probability
Probability
0.000001
0.000096
Test Equation:
Date: 06/24/07 Time: 14:22
Variable
Coefficient
C
RESID^2(-1)
RESID^2(-2)
RESID^2(-3)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
40.44376
1.126719
-0.164966
-0.226531
23.19014 1.744007
0.194408 5.795642
0.295114 -0.558989
0.222582 -1.017742
0.0925
0.0000
0.5808
0.3178
0.683602
0.648447
97.64593
257437.6
-183.8676
1.874774
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
126.5505
164.6867
12.12049
12.30552
19.44519
0.000001
M hnh 2.4
M hnh 2.5
Dependent Variable: PATENTS
Date: 06/24/07 Time: 14:46
Variable
C
R_D
R_D(-1)
R_D(-5)
Coefficient
23.05877
-0.638886
0.867602
0.801155
Std. Error t-Statistic

3.797622 6.071896
0.329181 -1.940834
0.392614 2.209809
0.120858 6.628897
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.970180
0.966602
5.249859
689.0256
-87.08496
0.771080
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0636
0.0365
0.0000
124.3690
28.72687
6.281722
6.470314
271.1256
0.000000
Cu 3: (25 im) Xem xt d liu v cc yu t nh hng n gi nh, trong :

Price
= gi nh
Baths
= s phng tm
Bedrms = s phng ng
Pool
= nhn gi tr 1 nu nh c h bi v gi tr 0 cho trng hp ngc li
Sqft
= din tch nh
1. Hy cho bit du k vng ca cc bin c lp theo gi nh v gii thch ti sao?
2. Sau khi chy m hnh hi qui ta c m hnh 3.1. Theo cc anh ch m hnh trn ti
u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun trn. Nu m
hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%)
3. Mt bn sinh vin cho rng gi ca nh c h bi s ln hn nhiu so vi nh khng
c h bi. Bn chy m hnh hi qui 3.2. Anh/ch hy vit phng trnh hi qui ca
m hnh trn. Gii thch ngha ca cc tham s hi qui ca m hnh trn, cho bit bn
sinh vin trn nghi ng ng khng? (vi = 5%)
4. Mt sinh vin khc khng ng nn chy m hnh 3.3, anh/ ch hy vit phng
trnh hi qui cho m hnh trn v gii thch ngha ca cc tham s ca m hnh trn.
5
M hnh 3.1
Date: 06/24/07 Time: 18:31
Sample: 1 14
Variable
Coefficient
C
SQFT
POOL
BEDRMS
BATHS
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
37.13639
0.150165
51.71619
-1.115661
-8.911095
77.84472 0.477057
0.025277 5.940775
19.48606 2.654009
22.69072 -0.049168
34.16784 -0.260804
0.6447
0.0002
0.0263
0.9619
0.8001
0.907988
0.867094
32.26309
9368.164
-65.40725
2.472615
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
317.4929
88.49816
10.05818
10.28641
22.20343
0.000111
M hnh 3.2
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
22.67277
52.78980
0.144415
29.50580
16.48172
0.014185
0.768417
3.202931
10.18086
0.4584
0.0084
0.0000
C
POOL
SQFT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.907132
0.890247
29.31856
9455.359
-65.47210
2.526380
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
317.4929
88.49816
9.781728
9.918669
53.72383
0.000002
M hnh 3.3
Date: 06/24/07 Time: 18:40
Sample: 1 14
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
SQFT
POOL*SQFT
42.79643
0.132927
0.031857
22.36292
0.011257
0.006697
1.913723
11.80854
4.757055
0.0820
0.0000
0.0006
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.941294
0.930620
23.31047
5977.157
-62.26164
2.756228
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
317.4929
88.49816
9.323092
9.460032
88.18710
0.000000
6
Cu 4: (25 im) C d liu nhp khu ca M giai on 1970-1998 bao gm cc bin:

gi tr nhp khu (Impost), tng sn phm quc ni (GDP), ch s gi tiu dng ti (CPI)
(vi = 5%)
1. Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn
c lng.
2. Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v
gii thch ngha ca cc tham s t m hnh trn.
3. Theo cc anh ch m hnh trn c b nhng bnh no khng? Ti sao (anh ch hy cho
bit r anh ch da trn m hnh no).
4. Mt bn sinh vin chy th m hnh 4.6 v nhn thy rng m hnh ny cng rt c
ngha kinh t. Cc anh/ch hy vit phng trnh hi qui cho trng hp ny v gii
thch ngha ca m hnh
M hnh 4.1
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(GDP)
LOG(CPI)
1.975260
1.043167
0.446142
0.782070
0.405783
0.569840
2.525683
2.570749
0.782925
0.0180
0.0162
0.4407
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.982318
0.980958
0.124862
0.405356
20.76993
0.461405
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
12.49048
0.904848
-1.225512
-1.084068
722.2174
0.000000
M hnh 4.2
Variable
C
LOG(GDP)
Coefficient
Std. Error
t-Statistic
Prob.
1.407426
1.359628
0.290493
0.035525
4.844960
38.27295
0.0000
0.0000
R-squared
0.981901
Adjusted R-squared
0.981231
S.E. of regression
0.123964
Sum squared resid
0.414912
Log likelihood
20.43204
Durbin-Watson stat
0.437805
M hnh 4.3
Variable
C
LOG(CPI)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
12.49048
0.904848
-1.271175
-1.176879
1464.819
0.000000
Coefficient
Std. Error
t-Statistic
Prob.
1.843760
1.398826
0.108024
0.023831
17.06804
58.69726
0.0000
0.0000
0.992224
0.991936
0.059218
0.094684
41.85618
0.348619
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
8.151539
0.659461
-2.748702
-2.654406
3445.368
0.000000
7
M hnh 4.4
ARCH Test:
F-statistic
Obs*R-squared
13.91597
9.761685
Probability
Probability
0.000941
0.001782
Test Equation:
Variable
C
RESID^2(-1)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
0.004856
0.497053
0.003140
0.133243
1.546636
3.730411
0.1340
0.0009
0.348632
0.323579
0.013111
0.004469
82.66790
2.281743
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
0.012049
0.015941
-5.761993
-5.666835
13.91597
0.000941
M hnh 4.5
F-statistic
Obs*R-squared
6.900450
15.51210
Probability
Probability
0.000760
0.003749
Test Equation:
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(GDP)
(LOG(GDP))^2
LOG(CPI)
(LOG(CPI))^2
2.965253
-1.496992
0.088570
1.446693
-0.155474
1.415342
0.880977
0.054122
1.006745
0.113389
2.095079
-1.699240
1.636488
1.437000
-1.371162
0.0469
0.1022
0.1148
0.1636
0.1830
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.534900
0.457383
0.013838
0.004596
85.72520
1.283364
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
0.013978
0.018785
-5.567255
-5.331514
6.900450
0.000760
M hnh 4.6
Dependent Variable: IMPORTS
Sample: 1970 1998
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GDP
CPI
7889.079
161.7729
-3187.405
23830.52
12.87470
747.0033
0.331049
12.56517
-4.266922
0.7433
0.0000
0.0002
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.990295
0.989548
26444.81
1.82E+10
-334.8675
0.430900
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
365956.7
258667.0
23.30120
23.44265
1326.458
0.000000
8

MN HC: KINH T LNG
K THI: CHNH
LP: 04QK
NGY THI: 02/07/2007 Thi gian lm bi: 90 pht
Trng Khoa:
Ngy ra : 25/06/2007
Ngy duyt :
K tn:
K tn:
Cu 1: (25 im) Ngi ta cho rng s lng nng dn l mt hm theo thi gian nh sau:
FARMPOP = 1 + 2t + ui
Vi Farmpop l s lng nng dn hng nm (triu ngi), t l thi gian tnh bng nm
(nm gc l 1948)
1. M hnh 1.1 th hin mi quan h ca 2 bin ny. Anh ch c nhn xt g v m hnh
ny.
2. Mt sinh vin cho rng m hnh ny c th b bnh nn thc hin cc php kim nh
trong cc m hnh 1.2, m hnh 1.3. Theo cc anh ch y l cc php kim nh g,
nu r cc gii thuyt v cn c theo m hnh trn cc anh ch hy cho bit m hnh
trn c b bnh g khng ?
3. Nu m hnh trn c bnh cc anh ch hy xut cc phng n tr bnh, nu c th
cch lm trn Eview.
4. Mt sinh vin sut mt m hnh 1.5, cc anh ch hy vit phng trnh hi qui ca
m hnh ny. Gii thch ngha ca cc tham s.
5. Nu m hnh 1.1 v m hnh 1.5 u l m hnh tt, anh/ch s chn m hnh no ti
sao ?
M hnh 1.1
Dependent Variable: FARMPOP
Date: 06/24/07 Time: 22:28
Sample: 1948 1991
Variable
Coefficient
C
TIME
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
13.77727
-0.324848
0.436669 31.55083
0.016902 -19.22003
0.0000
0.0000
0.897912
0.895481
1.423649
85.12467
-76.95169
0.055649
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
6.468182
4.403581
3.588713
3.669813
369.4094
0.000000
M hnh 1.2
F-statistic
Obs*R-squared
11.44909
15.76759
Probability
Probability
0.000112
0.000377
Test Equation:
Date: 06/24/07 Time: 22:33
Sample: 1948 1991
Variable
Coefficient
C
TIME
TIME^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
5.831347
-0.427681
0.008578
0.882837 6.605233
0.090491 -4.726203
0.001950 4.399515
0.0000
0.0000
0.0001
0.358354
0.327054
1.863970
142.4498
-88.27890
0.228543
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.934652
2.272213
4.149041
4.270690
11.44909
0.000112
Probability
Probability
0.000000
0.000000
M hnh 1.3
ARCH Test:
F-statistic
Obs*R-squared
65.37809
32.35087
Test Equation:
Date: 06/24/07 Time: 22:38
Variable
Coefficient
C
RESID^2(-1)
RESID^2(-2)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
0.401311
1.104140
-0.369526
0.156859 2.558421
0.150129 7.354617
0.125582 -2.942499
0.0145
0.0000
0.0055
0.770259
0.758477
0.753628
22.15026
-46.15919
1.731535
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.566134
1.533479
2.340914
2.465033
65.37809
0.000000
M hnh 1.4
M hnh 1.5
Date: 06/24/07 Time: 22:45
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FARMPOP(-1)
0.015845
0.945591
0.065766
0.008344
0.240926
113.3206
0.8108
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.996817
0.996740
0.237849
2.319460
1.762760
2.259070
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
Cu 2:
Y
X2
X3
X4
X5
X6
6.232558
4.165603
0.011034
0.092951
12841.56
0.000000
(25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau:

1. C sinh vin cho rng nn s dng m hnh nh m hnh 2.1 trong trng hp ny
mi ph hp. Cc anh ch hy cho bit m hnh trn c tn gi l g v vit phng
trnh tng qut cho m hnh trn (m hnh cn cha , cha c lng).
2. Nhn vo tt c cc m hnh bn di, cc anh ch hy gii thch kh nng xy ra hin
tng a cng tuyn trong m hnh.
3. Trong m hnh 2.1, cc bin no khng c ngha v mt thng k (khng nh hng
n lng tht g tiu th bnh qun u ngi) vi mc ngha 10%. Hy cho bit
nn thc hin kim nh no bit c c nn b cc bin trn ra khi m hnh 2.1
4. Vic xy dng m hnh t m hnh 2.1 n m hnh 2.2 c tn gi l g? Hy gii thch
ngha cc tham s ca m hnh ph hp nht.
5. Tht b v tht heo l sn phm thay th hay sn phm b sung cho tht g ti sao?
3
M hnh 2.1
Date: 06/24/07 Time: 17:42
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X2
X3
X4
X5
X6
3.691120
8.93E-05
-0.020055
0.007587
0.002159
-0.001034
0.130009
0.000153
0.005380
0.002762
0.002179
0.003035
28.39131
0.583111
-3.727807
2.746759
0.990578
-0.340789
0.0000
0.5675
0.0017
0.0138
0.3358
0.7374
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.918170
0.894102
0.061068
0.063398
35.14332
1.085059
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
3.663887
0.187659
-2.534202
-2.237986
38.14961
0.000000
M hnh 2.2
Date: 06/24/07 Time: 17:45
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X3
X4
X5
3.643090
-0.020243
0.007555
0.002486
0.101783
0.004718
0.001628
0.000728
35.79265
-4.290722
4.639375
3.416905
0.0000
0.0004
0.0002
0.0029
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.915907
0.902629
0.058558
0.065151
34.82960
1.192238
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
3.663887
0.187659
-2.680835
-2.483358
68.98016
0.000000
M hnh 2.4
Dependent Variable: X6
Date: 06/24/07 Time: 17:51
Sample: 1960 1982
Variable
C
X4
X5
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
8.384309
0.471012
0.457225
2.787759
0.084852
0.058035
3.007544
5.550997
7.878419
0.0070
0.0000
0.0000
0.987001
0.985702
4.760880
453.3196
-66.91827
1.438027
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
107.8565
39.81467
6.079850
6.227958
759.3155
0.000000
4
M hnh 2.3
X2
X3
X4
X5
X6
Y
X2
X3
X4
X5
X6
1.000000
0.931681
0.957131
0.985878
0.982757
0.947171
0.931681
1.000000
0.970112
0.928469
0.944529
0.839958
0.957131
0.970112
1.000000
0.940567
0.972965
0.912392
0.985878
0.928469
0.940567
1.000000
0.983349
0.935355
0.982757
0.944529
0.972965
0.983349
1.000000
0.937413
0.947171
0.839958
0.912392
0.935355
0.937413
1.000000
M hnh 2.5
Dependent Variable: X6
Date: 06/24/07 Time: 17:53
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X2
42.30601
0.063330
3.116342
0.002600
13.57553
24.35654
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.965811
0.964183
7.535030
1192.310
-78.03936
0.926017
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
107.8565
39.81467
6.959944
7.058683
593.2412
0.000000
Cu 3: (25 im) C d liu v nn kinh t Singapore giai on 1961 1987 bao gm

cc bin GDP, vn (capital) v lao ng (Employment). C quan im cho rng nn kinh t
Singapore pht trin khng hiu qu trong giai on ny tng trng n thun ch do tng
cc yu t u vo l vn v lao ng hoc hiu sut khng thay i theo qui m. (vi
= 5%)
1. Theo cc anh ch du k vng ca cc bin c lp ny nh th no.
2. Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn
c lng.
3. Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v
gii thch ngha ca cc tham s t m hnh trn.
4. Cc anh ch hy vit cc kim nh gi thuyt cho quan im ni trn. Gi s cc anh
ch ang ngi trn my tnh hy vit cc bc ca vic kim nh v cn c vo mt
trong s cc m hnh pha di cho bit pht biu trn ng hay sai (anh ch hy cho
bit r anh ch da trn m hnh no).
5. Mt bn sinh vin chy th m hnh 3.6 v nhn thy rng m hnh ny cng rt c
ngha kinh t. Cc anh/ch hy vit phng trnh hi qui cho trng hp ny v gii
thch ngha ca m hnh
M hnh 3.1
Dependent Variable: GDP
Date: 06/24/07 Time: 20:23
Sample: 1 27
Variable
C
Coefficient
Std. Error
t-Statistic
Prob.
114.3376
173.4314
0.659267
0.5160
5
CAPITAL
EMPLOYMENT
0.471043
2.338136
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.959805
0.956455
469.8642
5298536.
-202.8372
2.060297
0.112439
1.038966
4.189327
2.250445
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
0.0003
0.0339
2340.201
2251.659
15.24720
15.39119
286.5410
0.000000
M hnh 3.2
Date: 06/24/07 Time: 20:01
Sample: 1 27
Variable
Coefficient
C
LOG(CAPITAL)
LOG(EMPLOYMENT)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
1.170644
0.375710
0.602999
0.943463
0.938751
0.188374
0.851634
8.350541
1.885989
Std. Error
t-Statistic
Prob.
0.326782 3.582339
0.0015
0.085346 4.402204
0.0002
0.125954 4.787457
0.0001
Mean dependent var
7.443631
S.D. dependent var
0.761153
Akaike info criterion -0.396336
Schwarz criterion
-0.252355
F-statistic
200.2489
Prob(F-statistic)
0.000000
M hnh 3.3
Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square
Value
df
Probability
262.0356
524.0712
(2, 24)
2
0.0000
0.0000
Value
Std. Err.
-0.624290
-0.397001
0.085346
0.125954
Value
df
Probability
200.2489
400.4979
(2, 24)
2
0.0000
0.0000
Value
Std. Err.
0.375710
0.602999
0.085346
0.125954

-1 + C(2)
-1 + C(3)
M hnh 3.4
Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square

C(2)
C(3)
6
M hnh 3.5
Wald Test:
Equation: EQ01
Test Statistic
Value
F-statistic
Chi-square
0.115754
0.115754
df Probability
(1, 24)
1
0.7366
0.7337
Value
Std. Err.
-0.021290
0.062577

-1 + C(2) + C(3)
M hnh 3.6
Dependent Variable: LOG(GDP/EMPLOYMENT)
Date: 06/24/07 Time: 20:29
Sample: 1 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(CAPITAL/EMPLOYMENT)
1.069265
0.363030
0.131759
0.075408
8.115322
4.814211
0.0000
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.481076
0.460319
0.185013
0.855741
8.285586
1.903585
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.679979
0.251845
-0.465599
-0.369611
23.17663
0.000060
Cu 4: (25 im) kim sot lng nh hng bi cc yu t no. Mt sinh vin thc
hin chy m hnh hi qui sau ca bin lng (wage) theo cc bin gender (gii tnh mang
gi tr 1 nu l nam), Exper (kinh nghim i lm tnh bng nm, edu (thi gian i hc sau
khi tt nghip tiu hc tnh bng nm) v tui (tnh bng nm)
WAGE = 1 + 2GENDER + 3EXPER + 4EDUC +5AGE + ui
1. Hy cho bit du k vng ca cc tham s v gii thch ti sao.
2. Sau khi chy m hnh hi qui ta c m hnh 4.1. Theo cc anh ch m hnh trn ti
u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun trn. Nu m
hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%)
3. Mt bn sinh vin cho rng c lng ca nhn vin nam ln hn rt nhiu so vi nhn
vin n. Bn chy m hnh hi qui 4.2. Anh/ch hy vit phng trnh hi qui ca m
hnh trn. Gii thch ngha ca cc tham s hi qui ca m hnh 4.2, cho bit bn
sinh vin trn nghi ng ng khng? (vi = 5%)
4. Mt sinh vin khc khng ng nn chy m hnh 4.3. Anh/ ch hy vit phng
trnh hi qui cho m hnh trn v gii thch ngha ca cc tham s ca m hnh trn.
M hnh 4.1
Dependent Variable: WAGE
Date: 06/24/07 Time: 20:57
Sample: 1 49
Variable
Coefficient
C
GENDER
EXPER
EDUC
AGE
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Std. Error
t-Statistic
Prob.
648.2713
487.6751
37.96947
132.4995
-5.832355
383.1342 1.692022
147.3153 3.310417
13.03989 2.911793
31.68798 4.181380
7.686782 -0.758751
0.0977
0.0019
0.0056
0.0001
0.4520
0.457363
0.408032
498.7743
10946134
-371.2866
1.723637
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1820.204
648.2687
15.35864
15.55168
9.271379
0.000016
M hnh 4.2
Date: 06/24/07 Time: 18:04
Sample: 1 49
Variable
C
GENDER
EXPER
EDUC
Coefficient
434.8209
470.4604
34.45434
133.5511
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.450263
0.413614
496.4173
11089355
-371.6050
1.788520
Std. Error
258.8708
144.8698
12.13158
31.50806
t-Statistic
1.679683
3.247469
2.840054
4.238632
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0999
0.0022
0.0067
0.0001
1820.204
648.2687
15.33082
15.48525
12.28578
0.000005
M hnh 4.3
Sample: 1 49
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
EXPER
GENDER*EDUC
1206.172
29.41526
105.7973
138.7752
11.32057
18.66488
8.691554
2.598391
5.668257
0.0000
0.0125
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.451651
0.427809
490.3717
11061364
-371.5431
1.706419
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1820.204
648.2687
15.28747
15.40330
18.94407
0.000001
8

MN HC: KINH T LNG

K THI: PH
LP: 04QK
NGY THI: //2007 Thi gian lm bi: 90 pht
Trng Khoa:
Ngy ra : 07/09/2007
Ngy duyt :
K tn:
K tn:
Cu 1: (25 im) D liu v tiu dng tht g vi cc bin c nh ngha nh sau:

Y
X2
X3
X4
X5
X6
1. Hy gii thch mi quan h k vng gia lng tht g tiu th bnh qun u ngi vi cc bin cn
li.
2. Nhn xt cc kh nng xy ra hin tng a cng tuyn trong m hnh 1.1
3. Trong m hnh 1.1, cc bin no khng c ngha v mt thng k (khng nh hng n lng tht
g tiu th bnh qun u ngi) vi mc ngha 10%. Hy cho bit nn thc hin kim nh no
bit c c nn b cc bin trn ra khi m hnh 1.1
4. Vic xy dng m hnh t m hnh 1.1 n m hnh 1.2 c tn gi l g? Hy gii thch ngha cc
tham s ca m hnh ph hp nht.
5. Theo kt qu trong m hnh 1.3 v m hnh 1.4, m hnh ny c b bnh phng sai thay i hay
tng quan chui khng? Hy vit cc kim nh cn thit v cho kt lun vi mc ngha 10%
M hnh 1.1
Date: 06/18/07 Time: 16:11
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X2
X3
X4
X5
X6
38.59691
0.004889
-0.651888
0.243242
0.104318
-0.071110
4.214488
0.004962
0.174400
0.089544
0.070644
0.098381
9.158150
0.985370
-3.737889
2.716443
1.476674
-0.722805
0.0000
0.3383
0.0016
0.0147
0.1580
0.4796
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.944292
0.927908
1.979635
66.62224
-44.86635
1.100559
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
39.66957
7.372950
4.423160
4.719376
57.63303
0.000000
M hnh 1.2
Date: 06/18/07 Time: 16:17
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X3
X4
X5
35.68084
-0.654097
0.232528
0.115422
3.399337
0.157564
0.054387
0.024303
10.49641
-4.151300
4.275460
4.749224
0.0000
0.0005
0.0004
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.939235
0.929641
1.955702
72.67063
-45.86568
1.251523
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
39.66957
7.372950
4.336146
4.533624
97.89329
0.000000
Probability
Probability
0.116679
0.123990
M hnh 1.3
F-statistic
Obs*R-squared
2.057006
10.01575
Test Equation:
Date: 06/18/07 Time: 16:20
Sample: 1960 1982
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X3
X3^2
X4
X4^2
X5
X5^2
9.104201
-0.615702
0.008291
-0.330705
0.001315
0.318804
-0.001030
22.91467
1.217573
0.013154
0.251955
0.001247
0.192811
0.000552
0.397309
-0.505680
0.630327
-1.312556
1.055248
1.653455
-1.865428
0.6964
0.6200
0.5374
0.2078
0.3070
0.1177
0.0806
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.435468
0.223768
2.442665
95.46582
-49.00324
3.388400
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
3.159593
2.772478
4.869847
5.215432
2.057006
0.116679
M hnh 1.4
ARCH Test:
F-statistic
Obs*R-squared
2.755840
4.922885
Probability
Probability
0.090344
0.085312
Test Equation:
Date: 06/18/07 Time: 16:25
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
RESID^2(-1)
RESID^2(-2)
2.419992
-0.179824
0.432665
1.227792
0.223909
0.224016
1.971012
-0.803112
1.931405
0.0643
0.4324
0.0693
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.234423
0.149359
2.639728
125.4269
-48.56332
2.039475
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
3.193872
2.862108
4.910792
5.060010
2.755840
0.090344
Cu 2: (25 im) C d liu v nn kinh t Singapore giai on 1961 1987 bao gm cc bin GDP, vn
(capital) v lao ng (Employment). C quan im cho rng nn kinh t Singapore pht trin khng hiu qu
trong giai on ny tng trng n thun ch do tng cc yu t u vo l vn v lao ng hoc hiu
sut khng thay i theo qui m. (vi = 5%)
1. Hy vit hm Cobb-Douglass cho m hnh hi qui trn. Vit ra dng hm l thuyt cn c lng.
2. Hy vit m hnh hi qui mu cho m hnh trn cn c vo cc m hnh bn di v gii thch ngha
ca cc tham s t m hnh trn.
3. Cc anh ch hy vit cc kim nh gi thuyt cho quan im ni trn. Gi s cc anh ch ang ngi
trn my tnh hy vit cc bc ca vic kim nh v cn c vo cc m hnh pha di cho bit pht
biu trn ng hay sai (anh ch hy cho bit r anh ch da trn m hnh no).
4. Mt bn sinh vin chy th m hnh 2.6 v nhn thy rng m hnh ny cng rt c ngha kinh t.
Cc anh/ch hy vit phng trnh hi qui cho trng hp ny v gii thch ngha ca m hnh
M hnh 2.1
Dependent Variable: GDP
Date: 06/24/07 Time: 20:23
Sample: 1 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAPITAL
EMPLOYMENT
114.3376
0.471043
2.338136
173.4314
0.112439
1.038966
0.659267
4.189327
2.250445
0.5160
0.0003
0.0339
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.959805
0.956455
469.8642
5298536.
-202.8372
2.060297
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
2340.201
2251.659
15.24720
15.39119
286.5410
0.000000
M hnh 2.2
Date: 06/24/07 Time: 20:01
Sample: 1 27
Variable
C
LOG(CAPITAL)
LOG(EMPLOYMEN
T)
Coefficient
Std. Error
t-Statistic
Prob.
1.170644
0.375710
0.602999
0.326782
0.085346
0.125954
3.582339
4.402204
4.787457
0.0015
0.0002
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
M hnh 2.3
Wald Test:
Equation: EQ01
0.943463
0.938751
0.188374
0.851634
8.350541
1.885989
Test Statistic
Value
F-statistic
Chi-square
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
7.443631
0.761153
-0.396336
-0.252355
200.2489
0.000000
df Probability
262.0356
524.0712
(2, 24)
2
0.0000
0.0000
Value
Std. Err.
-0.624290
-0.397001
0.085346
0.125954

-1 + C(2)
-1 + C(3)

M hnh 2.4
Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square
Value
df Probability
200.2489
400.4979
(2, 24)
2
0.0000
0.0000

C(2)
C(3)
Value
Std. Err.
0.375710
0.602999
0.085346
0.125954

M hnh 2.5
Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square
Value
df Probability
0.115754
0.115754
(1, 24)
1
0.7366
0.7337
Value
Std. Err.
-0.021290
0.062577

-1 + C(2) + C(3)

4
M hnh 2.6
Dependent Variable: LOG(GDP/EMPLOYMENT)
Date: 06/24/07 Time: 20:29
Sample: 1 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(CAPITAL/EMPLOYMENT)
1.069265
0.363030
0.131759
0.075408
8.115322
4.814211
0.0000
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.481076
0.460319
0.185013
0.855741
8.285586
1.903585
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.679979
0.251845
-0.465599
-0.369611
23.17663
0.000060
Cu 3: (25 im) kim sot lng nh hng bi cc yu t no. Mt sinh vin thc hin chy m hnh
hi qui sau ca bin lng (wage) theo cc bin gender (gii tnh mang gi tr 1 nu l nam), Exper (kinh
nghim i lm tnh bng nm, edu (thi gian i hc sau khi tt nghip tiu hc tnh bng nm) v tui (tnh
bng nm)
WAGE = 1 + 2GENDER + 3EXPER + 4EDUC +5AGE + ui
1. Hy cho bit du k vng ca cc tham s v gii thch ti sao.
2. Sau khi chy m hnh hi qui ta c m hnh sau.
M hnh 3.1
Date: 06/24/07 Time: 20:57
Sample: 1 49
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GENDER
EXPER
EDUC
AGE
648.2713
487.6751
37.96947
132.4995
-5.832355
383.1342
147.3153
13.03989
31.68798
7.686782
1.692022
3.310417
2.911793
4.181380
-0.758751
0.0977
0.0019
0.0056
0.0001
0.4520
R-squared
1820.204
Adjusted R-squared
648.2687
S.E. of regression
15.35864
Sum squared resid
10946134 Schwarz criterion
15.55168
Log likelihood
9.271379
Durbin-Watson stat
0.000016
Theo cc anh ch m hnh trn ti u cha ti sao? Hy vit cc kim nh cn thit chng minh kt lun
trn. Nu m hnh trn cha ti u theo cc anh ch cn phi lm g tip theo. (vi = 5%)
3. Mt bn sinh vin cho rng c lng ca nhn vin nam ln hn rt nhiu so vi nhn vin n. Bn
chy m hnh hi qui sau:
M hnh 3.2
Date: 06/24/07 Time: 21:02
Sample: 1 49
Variable
GENDER
C
Coefficient
Std. Error
t-Statistic
Prob.
568.2274
1518.696
168.2208
122.5373
3.377868
12.39374
0.0015
0.0000
R-squared
1820.204
Adjusted R-squared
648.2687
S.E. of regression
15.63016
Sum squared resid
15.70738
Log likelihood
11.40999
Durbin-Watson stat
0.001476
Anh/ch hy vit phng trnh hi qui ca m hnh trn. Gii thch ngha ca cc tham s hi qui ca m
hnh trn, cho bit bn sinh vin trn nghi ng ng khng? (vi = 5%)
4. Mt sinh vin khc khng ng nn chy m hnh sau:
M hnh 3.3
Date: 06/24/07 Time: 21:14
Sample: 1 49
Variable
C
EXPER
GENDER*EDUC
Coefficient
Std. Error
t-Statistic
Prob.
1206.172
29.41526
105.7973
138.7752
11.32057
18.66488
8.691554
2.598391
5.668257
0.0000
0.0125
0.0000
R-squared
1820.204
Adjusted R-squared
648.2687
S.E. of regression
15.28747
Sum squared resid
15.40330
Log likelihood
18.94407
Durbin-Watson stat
0.000001
Anh/ ch hy vit phng trnh hi qui cho m hnh trn v gii thch ngha ca cc tham s ca m
hnh trn.
Cu 4: (25 im) Ngi ta cho rng s lng nng dn l mt hm theo thi gian nh sau:
FARMPOP = 1 + 2t + ui
Vi Farmpop l s lng nng dn hng nm (triu ngi), t l thi gian tnh bng nm (nm gc l 1948)
1. M hnh 4.1 th hin mi quan h ca 2 bin ny. Anh ch c nhn xt g v m hnh ny.
2. Mt sinh vin cho rng m hnh ny c th b bnh nn thc hin cc php kim nh trong cc m
hnh 4.2, m hnh 4.3. Theo cc anh ch y l cc php kim nh g, nu r cc gii thuyt v cn c
theo m hnh trn cc anh ch hy cho bit m hnh trn c b bnh g khng ?
3. Nu m hnh trn c bnh cc anh ch hy xut cc phng n tr bnh, nu c th cch lm trn
Eview.
4. Mt sinh vin sut mt m hnh 4.5, cc anh ch hy vit phng trnh hi qui ca m hnh ny.
Gii thch ngha ca cc tham s.
5. Nu m hnh 4.1 v m hnh 4.5 u l m hnh tt, anh/ch s chn m hnh no ti sao ?
M hnh 4.1
Date: 06/24/07 Time: 22:28
Sample: 1948 1991
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
TIME
13.77727
-0.324848
0.436669
0.016902
31.55083
-19.22003
0.0000
0.0000
R-squared
0.897912
Adjusted R-squared
0.895481
S.E. of regression
1.423649
Sum squared resid
85.12467
Log likelihood
-76.95169
Durbin-Watson stat
0.055649
M hnh 4.2
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
6.468182
4.403581
3.588713
3.669813
369.4094
0.000000
F-statistic
Obs*R-squared
Probability
Probability
0.000112
0.000377
11.44909
15.76759
Test Equation:
Date: 06/24/07 Time: 22:33
Sample: 1948 1991
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
TIME
TIME^2
5.831347
-0.427681
0.008578
0.882837
0.090491
0.001950
6.605233
-4.726203
4.399515
0.0000
0.0000
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.358354
0.327054
1.863970
142.4498
-88.27890
0.228543
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.934652
2.272213
4.149041
4.270690
11.44909
0.000112
M hnh 4.5
Date: 06/24/07 Time: 22:45
Variable
C
FARMPOP(-1)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
0.015845
0.945591
0.065766
0.008344
0.240926
113.3206
0.8108
0.0000
0.996817
0.996740
0.237849
2.319460
1.762760
2.259070
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
6.232558
4.165603
0.011034
0.092951
12841.56
0.000000
M hnh 4.3
ARCH Test:
F-statistic
Obs*R-squared
65.37809
32.35087
Probability
Probability
0.000000
0.000000
Test Equation:
Date: 06/24/07 Time: 22:38
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
RESID^2(-1)
RESID^2(-2)
0.401311
1.104140
-0.369526
0.156859
0.150129
0.125582
2.558421
7.354617
-2.942499
0.0145
0.0000
0.0055
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.770259
0.758477
0.753628
22.15026
-46.15919
1.731535
Mean dependent var

S.D. dependent var
Schwarz criterion
F-statistic
Prob(F-statistic)
1.566134
1.533479
2.340914
2.465033
65.37809
0.000000
M hnh 4.4
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Thi gian lm bi: 90 pht
Lp: ......................................................
(Sinh vin c s dng ti liu v lm bi trn thi)
Phn 1: TRC NGHIM (20 im):

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)
Sinh vin chn cu tr li ng nht vo bng sau:

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)
CHN CU TR LI NO BN CHO L PH HP NHT:
Cu 1. xc nh kim nh l mt pha hoc hai pha ngi ta cn c vo

(a) Gi thuyt ca H0 xc nh
(b) Tnh cht ca gi thuyt ban u
(c) c im ca gi thuyt ngc li
(d) Cn c vo gi tr ti hn
(e) Tt c cc cu trn u sai
Cu 2. kim nh gi liu c tun theo phn phi chun khng, ngi ta cn lm g?
(a) Thnh lp gi thuyt H0
(b) Xc nh gi tr c lng
(c) Tra bng phn phi chun tnh gi tr Z
(d) Tt c cc cu trn u ng
Cu 3. Xc nh s thay i ca bin ph thuc khi bin c lp thay i mt n v ngi ta dng:
(a) Hip tng quan
(b) H s gc
(c) H s tng quan
(d) Phng trnh hi qui
Cu 4. c lng c mu chng ta cn cc thng tin g?
(a) 1- , Sx
(b) 1-, , W
(c) 1- , W, Sx
(d) , Sx,
Cu 5. th hin mi quan h gia hai bin nh tnh ta cn phi
(a) Lp bng d kin ngu nhin hai chiu
(b) Xc nh H0: cc tiu chun phn loi theo hng v ct c lp nhau
(c) Tnh gi tr
(d) Tnh gi tr Oij
Cu 6. Nu h s r = 0.78 th ta c kt lun g?
(a) Nu X tng ln 1 n v th Y s tng ln 0.78 n v
(b) X v Y tng quan vi nhau mc mnh
K thi chnh lp 04QK
1/6
(c) Y v X tng quan tuyn tnh thun, mc trung bnh

(d) Y v X khng tng quan nhau
Cu 7. Chn cu ng:
(a) Tng quan l mt gi tr th hin mi quan h gia hai bin ngu nhin
(b) Tng quan l mt gi tr th hin mi quan h gia t nht hai bin ngu nhin
(c) Tng quan l mt phng trnh th hin mi quan h gia hai bin ngu nhin
(d) Tng quan l mt phng trnh th hin mi quan h gia t nht hai bin ngu nhin
Cu 8. Trong cc tnh cht ca h s tng quan a bin sau tnh cht no sai?
(a) R2 = SSR/SST
(b) |R| 1
SSE
SST
( y i y ) 2
(c) R =
(d) R2 =
(y
y )2
(e) Tt c cc cu trn u ng
Cu 9. Trong vic c lng mt tham s thng k:
(a) Khong tin cy l 1 -
(b) Xc sut sai lm l 1 -
(c) chnh xc l 1 -
(d) tin cy l 1 -
Cu 10. Trong kim nh gi thuyt thng k. Mt quyt nh c gi l quyt nh ng khi:
(a) Bc b H0 khi H0 ng
(b) Chp nhn H1 khi H0 ng
(c) Bc b H0 khi H0 sai
(d) Chp nhn H0 khi H1 sai
Phn 2: BI TP Chn 4 trong 5 bi sau(80 im):

Bi 1: (20 im) Theo qui nh tc xe t chy qua cu Si gn khng c qu 45km/h. Chn
10 xe vo 10 thi im khc nhau quan st rada th thy tc xe l 39km/h; 41km/h; 58km/h;
47km/h; 66km/h; 50km/h;49km/h; 42km/h; 57km/h, 51km/h. Gi s tc tun theo phn phi
chun.
Hy kim nh tc trung bnh ca xe t ng qui nh vi mc ngha 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
Bi 2: (20 im) Mt c s sn xut ko loan bo rng s ko trong bao trung bnh l 20 vin.
Ngi ta ly ra 500 bao v o c s vin ko trong mi bao thay i theo bng sau:
S vin ko/bao
18 19 20 21 22
S bao
70 120 160 105 45
Tm khong tin cy 95% cho trung bnh tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
Bi 3: (20 im) Tnh cc gi tr A, B, C cn thiu v kim nh mi quan h gia ngh nghip v

trnh hc vn vi mc ngha 5%
NGH NGHIP
LPT
Vn phng
Qun l
TNG
HC VN
THCN V
C, H
DY NGH
45
3
Observed
PH
THNG
17
Expected
4.875
12.675
33.15
14.3
Observed
10
154
51
Expected
18.15
47.19
53.24
Observed
47
37
Expected
6.975
47.43
20.46
30
78
204
88
SH
0
TNG
65
242
93
400
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 8 cp (xi,yi) cho: Xi = 36; Yi = 52; Xi2 = 172; Yi2 = 350;
XiYi = 227
1. Tnh h s tng quan v kim nh gi thuyt cho rng nu X cng tng Y s cng gim
vi mc ngha 10%
2. Tm phng trnh hi qui
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
................................................................................................................................................................
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
0.3505075
Standard Error
11.773446
Observations
ANOVA
Df
Regression
Residual
Total
SS
MS
Significance
F
1.299E-06
P-value
0.1183564
9.448E-08
0.9306748
0.9305303
Lower 95%
-4.3988897
0.1239657
-0.1904075
-0.3464598
Upper
95%
38.043307
0.2485921
0.2078377
0.3782447
0.5498897
-7.0984044
3.8121424
0.8863413
-0.2705714
0.2342664
138.61404
74
15793.006
Coefficients
16.822209
0.1862789
0.0087151
0.0158924
Standard
Error
10.637433
0.0312355
0.0998135
0.1816352
X4
-1.643131
2.7345477
X5
-0.0181525
0.1265292
Intercept
X1
X2
X3
F
8.9870214
t Stat
1.5814161
5.9636847
0.0873141
0.0874965
0.6008785
0.1434648
in cc gi tr cn thiu trong bng kt qu trn vo bng sau:

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 2. c lng c mu chng ta khng th thiu cc thng tin g?
(a) 1-
(b)
(c)
(d) Cu a v b u ng
Cu 3. Chn cu ng:
(a) Tng quan th hin mi quan h gia hai bin ngu nhin
(b) Tng quan th hin mi quan h gia t nht hai bin ngu nhin
(c) Tng quan th hin mc quan h gia hai bin ngu nhin
(d) Tng quan th hin mc quan h gia t nht gia hai bin ngu nhin
Cu 4. Trong kim nh gi thuyt thng k. Mt quyt nh c gi l sai lmloi 1 khi:
(a) R2 = SSR/SST
(b) |R|1
(c) R = 1 SSE
SST
2
(d) R = ( y i y )
(y i y )2
Cu 6. Xc nh gi tr c lng ca Y khi X thay i ngi ta dng:
(a) Hip tng quan
(b) H s gc
K thi chnh lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
H s tng quan
Phng trnh hi qui
Tt c cc cu trn u sai
Trong vic c lng mt tham s thng k:
Khong tin cy l 1 -
Xc sut sai lm l 1 -
chnh xc l 1 -
tin cy l 1 -
th hin mi quan h gia hai bin nh tnh ta cn phi
Lp bng d kin ngu nhin hai chiu
Tnh xc xut theo tng lp
Tnh gi tr
Tnh gi tr Oij
Nu h s B = 0.78 th ta c kt lun g?
Nu X tng ln 1 n v th Y s tng ln 0.78 n v
X v Y tng quan vi nhau mc mnh
Y v X tng quan tuyn tnh thun, mc trung bnh
Y v X khng tng quan nhau
kim nh gi liu c tun theo phn phi chun khng, ngi ta cn lm g?
Xc nh gi tr c lng
Ra quyt nh bc b H0
Tra bng phn phi chun tnh gi tr Z
Tt c cc cu trn u ng

Bi 1: (20 im) Theo qui nh tc xe t chy qua cu Si gn khng c qu 45km/h v
lch chun ch nn ti 5km/h. Chn 10 xe vo 10 thi im khc nhau quan st rada th thy tc
xe l 39km/h; 41km/h; 58km/h; 47km/h; 66km/h; 50km/h;49km/h; 42km/h; 57km/h, 51km/h. Gi
s tc tun theo phn phi chun.
Hy kim nh phng sai ca tc xe t ng qui nh vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6

PH
THNG
NGH NGHIP
LPT
Vn phng
Qun l
HC VN
THCN V
C, H
DY NGH
SH
Observed
Expected
0.3
0.78
2.04
0.88
Observed
Expected
0.525
1.365
3.57
1.54
Observed
Expected
0.45
1.17
3.06
1.32
TNG
TNG
4
7
6
17
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xi = 120; Yi = 300; Sxy = -256; Sx = 9.55;

Sy= 32.09
vi mc ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
SS
25
Significance
F
0.0003822
t Stat
-0.2389413
4.1814422
-0.0530322
-0.2459392
2.2138973
P-value
0.813099
0.0003105
0.9581278
0.8077373
0.0361838
Lower 95%
-40.652798
0.0845666
-0.5563446
-9.8418372
0.0334179
7992.1361
Coefficients
-4.2261114
0.1666477
Intercept
X1
X2
X3
X4
MS
1095.2401
144.44703
-1.0498879
0.4792973
Standard
Error
17.68682
0.0398541
0.2633496
4.2688928
0.2164948
Upper
95%
32.200576
0.2487287
0.5284126
7.7420613
0.9251766

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X4
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. Trong kim nh gi thuyt thng k. Mt quyt nh c gi l sai lm loi 2 khi:
Cu 2. xc c mu chng ta c th thiu cc thng tin g?
(a) 1-
(b)
(c)
(d) Cu a v b u ng
(b) Xc nh mc ngha
Cu 4. Chn cu ng:
(a) Hi qui l mt gi tr th hin mi quan h gia hai bin ngu nhin
(b) Hi qui l mt gi tr th hin mi quan h gia t nht hai bin ngu nhin
(c) Hi qui l mt phng trnh th hin mi quan h gia hai bin ngu nhin
(d) Hi qui l mt phng trnh th hin mi quan h gia t nht hai bin ngu nhin
Cu 5. xc nh Y bin i nh th no khi X thay i ngi ta dng:
(a) Hip tng quan
(b) H s gc
(c) H s tng quan
Cu 6. kim nh d liu c tun theo phn phi xc sut ban u ta cn phi
(b) Tnh gi tr Oij
(c) Tnh gi tr Eij
(d) Tnh xc sut
K thi chnh lp 04QK
1/6
(a) R2 = SSR/SST
(b) 0R 1
(c) R = 1 SSE
SST
2
2
(d) R = ( y i y )
(y i y )2
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
Tt c cc cu trn u ng
Trong vic c lng khong mt tham s thng k l i tm:
Khong tin cy
Xc sut sai lm
chnh xc
tin cy
Nu h s r = 1.78 th ta c kt lun g?
Y v X tng quan tuyn tnh thun, mc mnh
phn bit min chp nhn, min bc b ngi ta cn c vo
Gi thuyt ban u
Mc ngha
Gi thuyt ngc li
Gi tr ti hn

47km/h; 43km/h; 51km/h; 36km/h; 49km/h; 46km/h; 43km/h; 42km/h; 44km/h; 44km/h; 43km/h;
40km/h;. Gi s tc tun theo phn phi chun.
Hy kim nh gi tr trung bnh ca tc xe t ng qui nh vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
Tm khong tin cy 95% cho phng sai tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
Bi 3: (20 im) Tnh cc gi tr A, B, C cn thiu v kim nh phn phi sau c tun theo phn
phi chun khng vi mc ngha 5%
Cc lp
Oi
Pi
Ei
10
0.0412
0.6185
10
20
30
0.1287
1.9309
30
40
50
10
50
60
70
15
0.2974
70
90
12
0.1890
2.8347
100
90
0.0819
1.2286
50
15
3.9258
C
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xtb= 8; Ytb= 5; (Xi-Xtb)2= 32; (Yi-Ytb)2= 16;
(Xi-Xtb)(Yi-Ytb) = 16
1. Tnh h s tng quan v kim nh gi thuyt cho rng nu X cng tng Y s cng tng
vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
0.4240286
Adjusted R
Square
0.3885842
Standard Error
11.522922
Observations
70
ANOVA
df
Regression
Residual
Total
SS
MS
F
11.963208
Significance
F
2.414E-07
P-value
0.1197898
6.954E-09
0.652869
Lower 95%
-4.4339637
0.13481
-0.2729263
Upper
95%
37.659345
0.2503486
0.4325442
0.436359
-7.6911402
3.3581024
0.8238933
-0.2900983
0.2317174
132.77772
14984.342
Intercept
X1
X2
Coefficients
16.612691
0.1925793
0.0798089
Standard
Error
10.538408
0.028926
0.1766204
X3
-2.1665189
2.7662693
X4
-0.0291905
0.1306409
t Stat
1.5763947
6.6576428
0.4518672
0.7831916
0.2234407

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X4
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(a) R = 1 SSE
SST
2
2
(b) R = ( y i y )
(y i y )2
(c)
(d)
(e)
Cu 2.
(a)
(b)
(c)
(d)
(e)
Cu 3.
(a)
(b)
(c)
(d)
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
R2 = SSR/SST
0R 1
Tt c cc cu trn u ng
Chn cu ng:
Hi qui l mt phng trnh th hin mi quan h gia hai bin ngu nhin
Hi qui l mt gi tr th hin mi quan h gia hai bin ngu nhin
Hi qui l mt phng trnh th hin mi quan h gia t nht hai bin ngu nhin
Hi qui l mt gi tr th hin mi quan h gia t nht hai bin ngu nhin
chnh xc
Khong tin cy
tin cy
Xc sut sai lm
Trong kim nh gi thuyt thng k. Mt quyt nh c gi l sai lm loi 2 khi:
Bc b H0 khi H0 ng
Chp nhn H0 khi H0 ng
Chp nhn H0 khi H0 sai
Bc b H0 khi H0 sai
xc nh Y bin i nh th no khi X thay i ngi ta dng:
Hip tng quan
H s gc
H s tng quan
Phng trnh hi qui
K thi chnh lp 04QK
1/6
(c)
(d)
(e)
(f)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)

xc c mu chng ta c th thiu cc thng tin g?
1-
Cu a v b u ng
Gi tr ti hn
Gi thuyt ban u
Mc ngha
Gi thuyt ngc li
Xc nh mc ngha
Tt c cc cu trn u ng
Thnh lp gi thuyt H1
kim nh d liu c tun theo phn phi xc sut ban u ta cn phi
Tnh gi tr Eij
Tnh gi tr Oij
Tnh xc sut

Hy kim nh phng sai tc xe t khng vt qu 9 vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
70 120 160 105 45
Tm khong tin cy 90% cho phng sai tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6

NGH NGHIP
LPT
Vn phng
Qun l
TNG
HC VN
THCN V
C, H
DY NGH
18
5
Observed
PH
THNG
7
Expected
2.325
6.045
15.81
6.82
Observed
12
Expected
6.3
16.38
42.84
18.48
Observed
14
Expected
1.875
4.875
12.75
5.5
15
48
50
27
SH
1
TNG
31
84
25
140
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 8 cp (xi,yi) cho: Xtb= 0; Ytb= 0; Sx = Sy = 10; Sxy =8

1. Tnh h s tng quan v kim nh gi thuyt cho rng Y v X c tng quan vi nhau
vi mc ngha 5%.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
20
ANOVA
df
Regression
Residual
Total
MS
30.884056
F
0.3374093
t Stat
0.9217822
0.5847507
0.5380649
P-value
0.3703334
0.5668706
0.5979381
Significance
F
0.7985324
1557.1789
Coefficients
24.526297
2.8513592
0.1246434
-0.0954876
Intercept
X1
X2
X3
SS
Standard
Error
26.607476
4.876196
0.2316512
0.1908685
Lower 95%
-31.879032
-7.4857143
-0.3664353
-0.5001109
Upper
95%
80.931626
13.188433
0.6157221
0.3091356

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X3
F
Kim nh gi thuyt
cho rng X1 thay i nh
hng ti Y
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(a) R2 = SSR/SST
(b) R = 1 SSE
SST
(c) |R| 1
2
(d) R2 = ( y i y )
(y i y )2
(e)
Cu 2.
(a)
(b)
(c)
(d)
(e)
Cu 3.
(a)
(b)
(c)
(d)
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
Tt c cc cu trn u ng
Nu h s A = 0.78 th ta c kt lun g?
Khong tin cy l
Xc sut sai lm l 1 -
chnh xc l 1 -
tin cy l
Trong kim nh gi thuyt thng k. Mt quyt nh c gi l quyt nh ng khi:
Bc b H0 khi H0 ng
Bc b H1 khi H0 sai
Chn cu ng:
Hi qui l mt gi tr th hin mc quan h gia hai bin ngu nhin
Hi qui l mt gi tr th hin mc quan h gia t nht hai bin ngu nhin
Cc gi tr sau gi tr no khi thay i khi i v tr ca X v Y:
H s gc
Tung gc
K thi chnh lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
Hip tng quan

Phng trnh hi qui
c lng c mu chng ta cn cc thng tin g?
1-, , W
, Sx,
1- , W, Sx
1- , Sx
xc nh kim nh l mt pha hoc hai pha ngi ta cn c vo
c im ca gi thuyt ngc li
Gi thuyt ca H0 xc nh
Tnh cht ca gi thuyt ngc li
Cn c vo gi tr ti hn
Thnh lp gi thuyt H0
Xc nh gi tr c lng
Tt c cc cu trn u ng
Tnh gi tr P
Tnh gi tr
Tnh gi tr Eij

Bi 1: (20 im) Theo kinh nghim trong qu kh tc xe qua cu Si gn tun theo phn phi
chun vi gi tr trung bnh 45km/h lch chun bng 0.5km/h. Chn 81 xe vo th thy tc
trung bnh l 44.7km/h v phng sai l 1.44km/h
Hy kim nh phng sai ca tc xe t ng qui nh vi mc ngha 2%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
Bi 2: (20 im) Mt mu ngu nhin gm 75 ngi i hi ch ti thnh ph H Ch Minh th c

15 ngi ni rng mc tiu i hi ch l mua hng gim gi. Hy c lng khong tin cy 95%
cho t l ngi thch mua hng gim gi ti hi ch
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
Bi 3: (20 im) Mt cng ty ang chun b cho cng nhn i du lch vo dp l 30/04, c 5 phng
n c a ra. Mt mu ngu nhin gm 20 cng nhn c chn ra v c hi kin v vic
thch phng n no. Kt qu cho thy phng n 1 c 4 ngi chn, phng n 2 c 5 ngi chn,
phng n 3 c 3 ngi chn, phng n 4 c 3 ngi chn, phng n 5 c 5 ngi chn:
Kim nh gi thuyt cho rng cng nhn a chn nh nhau i vi 5 phng n ny vi mc
ngha 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xi = 330; Yi = 942; Xi2 = 18550; Yi2 =

148324; (Xi-Xtb)(Yi- Ytb)= 260
vi mc ngh 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
0.4240286
Adjusted R Square
0.3885842
Standard Error
11.522922
Observations
70
ANOVA
df
Regression
Residual
Total
SS
6353.7902
MS
Coefficients Standard Error t Stat

16.612691
10.538408 1.5763947
0.1925793
0.028926 6.6576428
0.0798089
0.1766204 0.4518672
2.7662693 -0.7831916
-0.0291905
0.1306409 -0.2234407
Intercept
X1
X2
X3
X4
Significance F
2.414E-07
P-value
Lower 95% Upper 95%
0.1197898 -4.4339637 37.659345
6.954E-09
0.13481 0.2503486
0.652869 -0.2729263 0.4325442
0.436359 -7.6911402 3.3581024
0.8238933 -0.2900983 0.2317174

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B3
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(b) Xc nh gi tr ti hn
(c) Xc nh phn phi xc sut cn dng
(a) Khong tin cy l
(b) Xc sut sai lm l
(c) chnh xc l
(d) tin cy l
Cu 4. Chn cu ng nht:
(a) Tng quan l mt s c tr tuyt i nh hn 1
(b) Tng quan l mt s dng
(c) Tng quan l mt s m
(d) Tng quan tp hp chnh c k hiu l r
Cu 5. Xc nh mc tc ng ca bin ph thuc khi bin c lp thay i mt n v ngi ta dng:
(a) Hip tng quan
(b) H s gc
(c) H s tng quan
Cu 6. c lng c mu chng ta cn cc t nht cc thng tin g?
(a) 1- , Sx
(b) 1-,
(c) W, Sx
(d) , Sx,
K thi chnh lp 04QK
1/6
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)

c im ca gi thuyt ban u
Cn c vo gi tr ti hn
Tm gi tr
Tm gi tr 2
Tnh gi tr Oij
Nu h s r = - 0.78 th ta c kt lun g?
Nu X tng ln 1 n v th Y s gim 0.78 n v
Y v X tng quan tuyn tnh nghch, mc trung bnh
Trong cc tnh cht ca h s tng quan a bin sau tnh cht no sai?
R = SSR/SST
0 R 1
(c) R = 1 SSE
SST
2
2
(
(d) R = y i y )
(y i y )2
(e)
Tt c cc cu trn u ng

Bi 1: (20 im) Theo qui nh tc xe t chy qua cu Si gn khng c qu 45km/h . Chn
40km/h. Gi s tc tun theo phn phi chun vi lch chun ca tp hp chnh bng
10km/h. Hy kim nh gi tr trung bnh ca tc xe t ng qui nh vi mc ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
Hy cho bit vi mc ngha 10% v dung sai bng 0.5, c mu nn bao nhiu l ph hp.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
Cc lp
Oi
Pi
Ei
10
0.0412
0.6185
10
20
30
0.1287
1.9309
30
40
50
50
60
70
15
0.2974
70
80
90
12
0.1890
2.8347
100
90
0.0819
1.2286
50
15
3.9258
C
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 8 cp (xi,yi) cho: Xtb= 4.5; Ytb= 6.5; (Xi-Xtb)2= 10; (Yi-Ytb)2=
12; (Xi-Xtb)(Yi-Ytb) = -7
1. Tnh h s tng quan v kim nh gi thuyt cho rng nu X cng tng Y s cng tng
vi mc ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
0.4240286
Adjusted R Square
0.3885842
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
Intercept
X1
X2
X3
X4
SS
6353.7902
69
14984.342
Coefficients
16.612691
0.1925793
0.0798089
-2.1665189
-0.0291905
Standard
Error
10.538408
0.028926
0.1766204
2.7662693
0.1306409
MS
t Stat
1.5763947
6.6576428
0.4518672
-0.7831916
-0.2234407
Significance
F
2.414E-07
P-value
0.1197898
6.954E-09
0.652869
0.436359
0.8238933
Lower 95%
-4.4339637
0.13481
-0.2729263
-7.6911402
-0.2900983
Upper
95%
37.659345
0.2503486
0.4325442
3.3581024
0.2317174

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. Chn cu ng:
(c) chnh xc l 1 -
(d) tin cy l 1 -
(a) Hip tng quan
(b) H s gc
(c) H s tng quan
(a) 1- , Sx
(b) 1-, , W
(c) 1- , W, Sx
(d) , Sx,
(a) Xc nh gi tr c lng
(b) Tra bng phn phi chun tnh gi tr Z
(c) Tt c cc cu trn u ng
(d) Thnh lp gi thuyt H0
(a) Chp nhn H0 khi H1 sai
(c) Bc b H0 khi H0 ng
(d) Bc b H0 khi H0 sai
K thi chnh lp 04QK
1/6
&
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.

Tnh cht ca gi thuyt ban u
Cn c vo gi tr ti hn
Xc nh H0: cc tiu chun phn loi theo hng v ct c lp nhau
Tnh gi tr
Tnh gi tr Oij
2
(a) R2 = ( y i y )
(y i y )2
(b) |R| 1
SSE
SST
(d) R2 = SSR/SST
(c) R =

47km/h; 66km/h; 50km/h;49km/h; 42km/h; 57km/h, 51km/h. Gi s tc tun theo phn phi
chun.
Hy kim nh tc trung bnh ca xe t ng qui nh vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
&
Bi 2: (20 im) Mt c s sn xut ko loan bo rng s ko trong bao trung bnh l 20 vin v
lch chun bng 1. Ngi ta ly ra 5 bao v o c s vin ko trong mi bao thay i theo bng
sau:
S vin ko/bao
18 19 20 21 22
S bao
1
1
1
1
1
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
&

NGH NGHIP
LPT
Vn phng
Qun l
TNG
HC VN
THCN V
C, H
DY NGH
45
3
Observed
PH
THNG
17
Expected
4.875
12.675
33.15
14.3
Observed
10
154
51
Expected
18.15
47.19
53.24
Observed
47
37
Expected
6.975
47.43
20.46
30
78
204
88
SH
0
TNG
65
242
93
400
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
&
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xtb = 55; Ytb = 157; (Xi-Xtb)2 = 400; (YiYtb)2 = 430; XiYi = 52070
1. Tnh h s tng quan v kim nh gi thuyt cho rng X v Y c tng quan vi mc
ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
&
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
0.3755772
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
SS
3
Significance
F
0.0697346
t Stat
0.3078492
0.487443
0.837771
2.464918
P-value
0.7595867
0.6282595
0.4064913
0.0174984
Lower 95%
-28.129047
-0.3795754
-4.6437794
0.0896118
9754.4201
49
Coefficients
5.0787507
0.1212895
3.3106478
0.4886608
Intercept
X1
X2
X3
MS
533.96777
Standard
Error
16.497526
0.2488281
3.9517337
0.1982463
Upper
95%
38.286548
0.6221544
11.265075
0.8877098

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
&
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. Nu h s B = 0.78 th ta c kt lun g?
(a) R2 = SSR/SST
(b) |R|1
(c) R = 1 SSE
SST
2
(
y
i y)
(d) R =
(y i y )2
(e)
Cu 3.
(a)
(b)
(c)
(d)
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
Tt c cc cu trn u ng
Xc nh gi tr c lng
Ra quyt nh bc b H0
Tt c cc cu trn u ng
Chn cu ng:
Tng quan th hin mi quan h gia hai bin ngu nhin
Tng quan th hin mi quan h gia t nht hai bin ngu nhin
Tng quan th hin mc quan h gia hai bin ngu nhin
Tng quan th hin mc quan h gia t nht gia hai bin ngu nhin
Cn c vo gi tr ti hn
Khong tin cy l 1 -
Xc sut sai lm l 1 -
K thi chnh lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
chnh xc l 1 -
tin cy l 1 -
Tnh gi tr
Tnh gi tr Oij
Xc nh gi tr c lng ca Y khi X thay i ngi ta dng:
Hip tng quan
H s gc
H s tng quan
Phng trnh hi qui
c lng c mu chng ta khng th thiu cc thng tin g?
1-
Cu a v b u ng
Tt c cc cu trn u ng
Trong kim nh gi thuyt thng k. Mt quyt nh c gi l sai lmloi 1 khi:
Bc b H0 khi H0 sai
Bc b H0 khi H0 ng

Hy kim nh gi tr trung bnh tc xe t ng qui nh vi mc ngha 1 %
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
Bi 2: (20 im) Mt c s sn xut ko loan bo rng s ko trong bao trung bnh l 20 vin. Ngi
ta ly ra 500 bao v o c s vin ko trong mi bao thay i theo bng sau:

S vin ko/bao
18 19 20 21 22
S bao
70 120 160 105 45
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
NGH NGHIP
Bi 3: (20 im) Tnh cc gi tr A, B, C cn thiu v kim nh mi quan h gia ngh nghip v trnh
hc vn vi mc ngha 10%
HC VN
TNG
PH
THCN V
C, H SH
THNG DY NGH
Observed
1
2
1
0
LPT
4
Expected
0.3
0.78
2.04 0.88
Vn phng
Qun l
Observed
Expected
0.525
1.365
3.57
1.54
Observed
Expected
0.45
1.17
3.06
1.32
TNG
7
6
17
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xi = 0; Yi = 0; Xi2 = Yi2 = 40; XiYi= 32

ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
0.2439262
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
SS
92.652169
16
Significance
F
0.7985324
P-value
0.3703334
0.5668706
0.5979381
0.623689
Lower 95%
-31.879032
-7.4857143
-0.3664353
-0.5001109
91.532922
1557.1789
Coefficients
24.526297
Intercept
X1
X2
X3
MS
0.1246434
-0.0954876
Standard
Error
26.607476
4.876196
0.2316512
0.1908685
t Stat
0.9217822
0.5847507
0.5380649
-0.5002796
Upper
95%
80.931626
13.188433
0.6157221
0.3091356

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSR
MSE
B1
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. c lng c mu chng ta cn cc t nht cc thng tin g?
(a) W, Sx
(b) , Sx,
(c) 1- , Sx
(d) 1-,
Cu 2. Xc nh mc tc ng ca bin ph thuc khi bin c lp thay i mt n v ngi ta dng:
(a) H s gc
(b) H s tng quan
(c) Phng trnh hi qui
(d) Hip tng quan
(b) Cn c vo gi tr ti hn
(c) c im ca gi thuyt ban u
(d) c im ca gi thuyt ngc li
(a) Khong tin cy l
(b) Xc sut sai lm l
(c) chnh xc l
(d) tin cy l
(b) Tm gi tr
(c) Tm gi tr 2
(d) Tnh gi tr Oij
K thi chnh lp 04QK
1/6
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
Nu h s r = - 0.78 th ta c kt lun g?
Nu X tng ln 1 n v th Y s gim 0.78 n v
Y v X tng quan tuyn tnh nghch, mc trung bnh
R = SSR/SST
0 R 1
(c) R = 1 SSE
SST
2
2
(
(d) R = y i y )
(y i y )2
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
Tt c cc cu trn u ng
Chn cu ng nht:
Tng quan l mt s c tr tuyt i nh hn 1
Tng quan l mt s dng
Tng quan l mt s m
Tng quan tp hp chnh c k hiu l r
Thnh lp gi thuyt H0
Xc nh gi tr ti hn
Xc nh phn phi xc sut cn dng
Tt c cc cu trn u ng

Hy kim nh lch chun tc xe t khng vt qu 4 vi mc ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
1
1
1
1
1
Hy xc nh c mu ph hp trong trng hp ny vi mc ngha 5%.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6

PH
THNG
NGH NGHIP
LPT
Vn phng
Qun l
HC VN
THCN V
C, H
DY NGH
SH
Observed
Expected
0.78
2.04
0.88
Observed
Expected
0.525
3.57
1.54
Observed
Expected
0.45
1.17
3.06
1.32
TNG
TNG
17
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xtb= 8; Ytb= 5; Sx = 2.53; Sy = 1.789; B = 0.5.

vi mc ngha 5%.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
Intercept
X1
X2
X3
X4
X5
SS
5
74
15793.006
Coefficients
16.822209
0.1862789
0.0087151
0.0158924
-1.643131
-0.0181525
Standard
Error
10.637433
0.0312355
0.0998135
0.1816352
2.7345477
0.1265292
MS
1245.7274
138.61404
Significance
F
1.299E-06
t Stat
1.5814161
5.9636847
0.0873141
0.0874965
-0.6008785
-0.1434648
P-value
0.1183564
9.448E-08
0.9306748
0.9305303
0.5498897
0.8863413
Lower 95%
-4.3988897
0.1239657
-0.1904075
-0.3464598
-7.0984044
-0.2705714
Upper
95%
38.043307
0.2485921
0.2078377
0.3782447
3.8121424
0.2342664

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B4
Khong tin cy 95% ca
h s trc X3
F
Kim nh gi thuyt
hng ti Y
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI CHNH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(a) Y v X tng quan tuyn tnh thun, mc mnh
(b) Y v X khng tng quan nhau
(c) X v Y tng quan vi nhau mc mnh
(d) Nu X tng ln 1 n v th Y s tng ln 1.78 n v
(a) R = 1 SSE
SST
2
(b) R2 = ( y i y )
(y i y )2
(c)
(d)
(e)
Cu 3.
(a)
(b)
(c)
(d)
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
R2 = SSR/SST
0R 1
Tt c cc cu trn u ng
Tt c cc cu trn u ng
Thnh lp gi thuyt H1
Xc nh mc ngha
kim nh d liu c tun theo phn phi xc sut ban u ta cn phi
Tnh gi tr Eij
Tnh gi tr Oij
Tnh xc sut
Bc b H0 khi H0 ng
Bc b H0 khi H0 sai
H s gc
Hip tng quan
K thi chnh lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
H s tng quan
Phng trnh hi qui
1-
Cu a v b u ng
Xc sut sai lm
chnh xc
Khong tin cy
tin cy
Chn cu ng:
Gi tr ti hn
Gi thuyt ban u
Mc ngha
Gi thuyt ngc li

Bi 1: (20 im) Theo qui nh tc xe t chy qua cu Si gn khng c qu 45km/h . Chn
40km/h. Gi s tc tun theo phn phi chun. Hy kim nh gi tr trung bnh ca tc xe
t vt qu qui nh vi mc ngha 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
2/6
S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
3/6
Cc lp
Oi
Pi
Ei
10
0.0412
0.6185
10
20
30
0.1287
1.9309
30
40
50
50
60
70
15
0.2974
70
80
90
12
0.1890
2.8347
100
90
0.0819
1.2286
50
15
3.9258
C
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xtb= 20; Ytb= 50; Xi2= 2856; Yi2= 20150;
XiYi = 4720
vi mc ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi chnh lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Df
Regression
Residual
Total
Intercept
X1
X2
X3
SS
MS
F
0.3374093
Significance
F
0.7985324
P-value
0.3703334
0.5668706
0.5979381
0.623689
Lower 95%
-31.879032
-7.4857143
-0.3664353
-0.5001109
91.532922
19
1557.1789
Coefficients
24.526297
2.8513592
0.1246434
-0.0954876
Standard
Error
26.607476
4.876196
0.2316512
0.1908685
t Stat
0.9217822
0.5847507
0.5380649
-0.5002796
Upper
95%
80.931626
13.188433
0.6157221
0.3091356

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SSR
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X1
A
F
K thi chnh lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI PH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(b) Xc nh gi tr c lng
(a) Hip tng quan
(b) H s gc
(c) H s tng quan
(a) 1- , Sx
(b) 1-, , W
(c) 1- , W, Sx
(d) , Sx,
(b) Xc nh H0: cc tiu chun phn loi theo hng v ct c lp nhau
(c) Tnh gi tr
(d) Tnh gi tr Oij
Cu 6. Chn cu ng:
K thi ph lp 04QK
1/6
(a) R2 = SSR/SST
(b) |R| 1
SSE
SST
( y i y ) 2
(c) R =
(d) R2 =
(y
y )2
(c) chnh xc l 1 -
(d) tin cy l 1 -

Bi 1: (20 im) Chn 10 xe t chy trn quc l vo 10 thi im khc nhau quan st rada th thy tc
xe l 39km/h; 41km/h; 58km/h; 47km/h; 66km/h; 50km/h;49km/h; 42km/h; 57km/h, 51km/h. Gi s tc
tun theo phn phi chun. Tm khong tin cy 95% cho trung bnh ca tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
2/6
Bi 2: (20 im) Mt cng ty sn xut ng phc hc hc sinh mun xem xt nh hng ca qung
co nh th no ti doanh thu chn ngu nhin 8 ca hng c bn sn phm ca cng ty theo
di s lng sn phm bn ra trong mt thng trc v mt thng sau khi qung co. S liu
c ghi li nh sau:
Ca hng
1
2
3
4
5
6
7
8
Trc
10
8
7
9
11
10
9
8
Sau
11
11
10
12
11
13
12
10
Hy kim nh gi thuyt cho rng s lng bn trung bnh khng ph thuc vo vic qung co vi
mc ngha 10%.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
3/6
................................................................................................................................................................
NGH NGHIP
LPT
Vn phng
Qun l
TNG
HC VN
THCN V
C, H
DY NGH
18
5
Observed
PH
THNG
7
Expected
2.325
6.045
15.81
6.82
Observed
27
37
12
Expected
6.3
16.38
18.48
Observed
14
Expected
1.875
4.875
12.75
5.5
15
48
50
27
SH
1
TNG
A
84
B
140
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
4/6
................................................................................................................................................................
Bi 4: (20 im) Mt mu gm 8 cp (xi,yi) cho: Xi = 36; Yi = 52; Xi2 = 172; Yi2 = 350;
XiYi = 227
vi mc ngha 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
5/6
................................................................................................................................................................
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
0.3505075
Standard Error
11.773446
Observations
ANOVA
Df
Regression
Residual
Total
SS
MS
Significance
F
1.299E-06
P-value
0.1183564
9.448E-08
0.9306748
0.9305303
Lower 95%
-4.3988897
0.1239657
-0.1904075
-0.3464598
Upper
95%
38.043307
0.2485921
0.2078377
0.3782447
0.5498897
-7.0984044
3.8121424
0.8863413
-0.2705714
0.2342664
138.61404
74
15793.006
0.0158924
Standard
Error
10.637433
0.0312355
0.0998135
0.1816352
X4
-1.643131
2.7345477
X5
-0.0181525
0.1265292
Coefficients
Intercept
X1
X2
X3
F
8.9870214
0.1862789
t Stat
1.5814161
5.9636847
0.0873141
0.0874965
0.6008785
0.1434648

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X1
A
F
K thi ph lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI PH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. phn bit min chp nhn, min bc b ngi ta cn c vo
(a) Gi tr ti hn
(b) Gi thuyt ban u
(c) Mc ngha
(d) Gi thuyt ngc li
(a) Xc nh mc ngha
(b) Tra bng phn phi chun tnh gi tr Z
(c) Tt c cc cu trn u ng
(d) Thnh lp gi thuyt H1
Cu 3. kim nh d liu c tun theo phn phi xc sut ban u ta cn phi
(a) Tnh gi tr Eij
(b) Lp bng d kin ngu nhin hai chiu
(c) Tnh gi tr Oij
(d) Tnh xc sut
(a) R = 1 SSE
SST
2
2
(
(b) R = y i y )
(y i y )2
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
R2 = SSR/SST
0R 1
Tt c cc cu trn u ng
Chn cu ng:
chnh xc
Khong tin cy
K thi ph lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
(f)
Cu 10.
(a)
(b)
(c)
(d)
(e)
tin cy
Xc sut sai lm
Bc b H0 khi H0 ng
Bc b H0 khi H0 sai
Hip tng quan
H s gc
H s tng quan
Phng trnh hi qui
1-
Cu a v b u ng

Hy kim nh phng sai tc xe t khng vt qu 9 vi mc ngha 1%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
2/6
c ghi li nh sau:
Ca hng
1
2
3
4
5
6
7
Trc
8
4
10
9
8
7
12
Sau
6
3
7
8
5
8
9
Tm khong tin cy 95% s khc nhau v trung bnh ca 2 tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
3/6

NGH NGHIP
LPT
Vn phng
Qun l
TNG
HC VN
THCN V
C, H
DY NGH
18
5
Observed
PH
THNG
7
Expected
2.325
6.045
15.81
6.82
Observed
12
Expected
6.3
16.38
42.84
18.48
Observed
14
Expected
1.875
4.875
12.75
5.5
15
48
50
27
SH
1
TNG
31
84
25
140
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 8 cp (xi,yi) cho: Xtb= 0; Ytb= 0; Sx = Sy = 10; Sxy =8

vi mc ngha 5%.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
20
ANOVA
df
Regression
Residual
Total
MS
30.884056
F
0.3374093
t Stat
0.9217822
0.5847507
0.5380649
P-value
0.3703334
0.5668706
0.5979381
Significance
F
0.7985324
1557.1789
Coefficients
24.526297
2.8513592
Intercept
X1
X2
X3
SS
-0.0954876
Standard
Error
26.607476
4.876196
0.2316512
0.1908685
Lower 95%
-31.879032
-7.4857143
-0.3664353
-0.5001109
Upper
95%
80.931626
13.188433
0.6157221
0.3091356

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B2
Khong tin cy 95% ca
h s trc X3
F
Kim nh gi thuyt
hng ti Y
K thi ph lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI PH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

Cu 1. Nu h s B = 0.78 th ta c kt lun g?
(a) R2 = SSR/SST
(b) |R|1
(c) R = 1 SSE
SST
2
(
y
i y)
(d) R =
(y i y )2
(e)
Cu 3.
(a)
(b)
(c)
(d)
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
Tt c cc cu trn u ng
Xc nh gi tr c lng
Ra quyt nh bc b H0
Tt c cc cu trn u ng
Chn cu ng:
Tng quan th hin mi quan h gia hai bin ngu nhin
Tng quan th hin mi quan h gia t nht hai bin ngu nhin
Tng quan th hin mc quan h gia hai bin ngu nhin
Tng quan th hin mc quan h gia t nht gia hai bin ngu nhin
Cn c vo gi tr ti hn
Khong tin cy l 1 -
Xc sut sai lm l 1 -
K thi ph lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
chnh xc l 1 -
tin cy l 1 -
Tnh gi tr
Tnh gi tr Oij
Xc nh gi tr c lng ca Y khi X thay i ngi ta dng:
Hip tng quan
H s gc
H s tng quan
Phng trnh hi qui
c lng c mu chng ta khng th thiu cc thng tin g?
1-
Cu a v b u ng
Tt c cc cu trn u ng
Trong kim nh gi thuyt thng k. Mt quyt nh c gi l sai lmloi 1 khi:
Bc b H0 khi H0 sai
Bc b H0 khi H0 ng

Bi 1: (20 im) Chn 15 xe vo 15 thi im khc nhau quan st rada th thy tc xe l
44km/h; 44km/h; 43km/h; 40km/h;. Gi s tc tun theo phn phi chun.
Tm khong tin cy 90% cho phng sai ca tng th.
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
2/6
Bi 2: (20 im) Mt nh x hi hc mun bit c s khc bit v lng nh th no khng gia
nhng nhn vin bit t nht mt ngoi ng v gia nhn vin khng bit v ngai ng. Chn ra 50
ngi bit t nht mt ngoi ng th nhn thy thu nhp trung bnh ca h l 4 triu, lch chun
0,8 triu; v 80 ngi khng bit v ngoi ng th nhn thy rng thu nhp trung bnh ca h l 1,6
triu v lch chun 0,5 triu. Hy kim nh gi thuyt cho rng thu nhp trung bnh ca nhng
ngi bit t nht 1 ngoi ng s cao hn ngi khng bit ngoi ng no t nht l 2 triu vi mc
ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
3/6
NGH NGHIP
Bi 3: (20 im) Tnh cc gi tr A, B, C cn thiu v kim nh mi quan h gia ngh nghip v trnh
hc vn vi mc ngha 10%
HC VN
TNG
PH
THCN V
C, H SH
THNG DY NGH
Observed
1
2
1
0
LPT
4
Expected
0.3
0.78
2.04 0.88
Vn phng
Qun l
Observed
Expected
0.525
1.365
3.57
1.54
Observed
Expected
0.45
1.17
3.06
1.32
TNG
7
6
17
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xi = 0; Yi = 0; Xi2 = Yi2 = 40; XiYi= 32

ngha 5%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
SS
92.652169
16
Significance
F
0.7985324
P-value
0.3703334
0.5668706
0.5979381
0.623689
Lower 95%
-31.879032
-7.4857143
-0.3664353
-0.5001109
91.532922
1557.1789
Coefficients
24.526297
Intercept
X1
X2
X3
MS
0.1246434
-0.0954876
Standard
Error
26.607476
4.876196
0.2316512
0.1908685
t Stat
0.9217822
0.5847507
0.5380649
-0.5002796
Upper
95%
80.931626
13.188433
0.6157221
0.3091356

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSR
MSE
B1
Khong tin cy 95% ca
h s trc X1
A
F
K thi ph lp 04QK
6/6
H v tn: .............................................
I HC DN LP HNG VNG
..............................................................
im:
K THI PH
MSSV: ..................................................
S cu ng:
MN: NGUYN L THNG K

LP 04QK
Lp: ......................................................

Hng dn chn cu tr li
Chn cu a
B cu a
Chn li cu a
(a)
(a)
(a)

(a) (b) (c) (d) (e)
Cu 1
Cu 6
(a)
(b)
(c)
(d)
(e)
Cu 2
(a)
(b)
(c)
(d)
(e)
Cu 7
(a)
(b)
(c)
(d)
(e)
Cu 3
(a)
(b)
(c)
(d)
(e)
Cu 8
(a)
(b)
(c)
(d)
(e)
Cu 4
(a)
(b)
(c)
(d)
(e)
Cu 9
(a)
(b)
(c)
(d)
(e)
Cu 5
(a)
(b)
(c)
(d)
(e)
Cu 10
(a)
(b)
(c)
(d)
(e)

(a) 1-, , W
(b) , Sx,
(c) 1- , W, Sx
(d) 1- , Sx
(a) c im ca gi thuyt ngc li
(b) Gi thuyt ca H0 xc nh
(c) Tnh cht ca gi thuyt ngc li
(a) R2 = SSR/SST
(b) R = 1 SSE
SST
(c) |R| 1
2
(d) R2 = ( y i y )
(y i y )2
(e)
Cu 4.
(a)
(b)
(c)
(d)
(e)
Cu 5.
(a)
(b)
(c)
(d)
(e)
Cu 6.
(a)
(b)
Tt c cc cu trn u ng
Nu h s A = 0.78 th ta c kt lun g?
Khong tin cy l
Xc sut sai lm l 1 -
chnh xc l 1 -
tin cy l
Chn cu ng:
Hi qui l mt gi tr th hin mc quan h gia hai bin ngu nhin
K thi ph lp 04QK
1/6
(c)
(d)
(e)
Cu 7.
(a)
(b)
(c)
(d)
(e)
Cu 8.
(a)
(b)
(c)
(d)
(e)
Cu 9.
(a)
(b)
(c)
(d)
(e)
Cu 10.
(a)
(b)
(c)
(d)
(e)
Hi qui l mt gi tr th hin mc quan h gia t nht hai bin ngu nhin

Cc gi tr sau gi tr no khi thay i khi i v tr ca X v Y:
H s gc
Tung gc
Hip tng quan
Phng trnh hi qui
Thnh lp gi thuyt H0
Xc nh gi tr c lng
Tt c cc cu trn u ng
Tnh gi tr P
Tnh gi tr
Tnh gi tr Eij
Trong kim nh gi thuyt thng k. Mt quyt nh c gi l quyt nh ng khi:
Bc b H0 khi H0 ng
Bc b H1 khi H0 sai

c ghi li nh sau: (VT: chc triu ng)
Ca hng
1
2
3
4
5
6
7
8
Trc
10
8
7
9
11
10
9
8
Sau
11
11
10
12
11
13
12
10
Tm khong tin cy 90% s khc nhau v trung bnh ca doanh thu bn trc v sau khi qung co
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
2/6
Bi 2: (20 im) Mt c s sn xut ko loan bo rng s ko trong bao trung bnh l 20 vin. Ngi
ta ly ra 15 bao v o c s vin ko trong mi bao thay i theo bng sau:

S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
3/6
Bi 3: (20 im) Mt cng ty ang chun b cho cng nhn i du lch vo dp l 30/04, c 5 phng
n c a ra. Mt mu ngu nhin gm 20 cng nhn c chn ra v c hi kin v vic
thch phng n no. Kt qu cho thy phng n 1 c 4 ngi chn, phng n 2 c 5 ngi chn,
phng n 3 c 3 ngi chn, phng n 4 c 3 ngi chn, phng n 5 c 5 ngi chn:
Kim nh gi thuyt cho rng cng nhn a chn nh nhau i vi 5 phng n ny vi mc
ngha 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
4/6
Bi 4: (20 im) Mt mu gm 6 cp (xi,yi) cho: Xi = 330; Yi = 942; Xi2 = 18550; Yi2 =

148324; (Xi-Xtb)(Yi- Ytb)= 260
vi mc ngh 10%
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
................................................................................................................................................................
K thi ph lp 04QK
5/6
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
0.4240286
Adjusted R Square
0.3885842
Standard Error
11.522922
Observations
70
ANOVA
df
Regression
Residual
Total
SS
6353.7902
MS
Coefficients Standard Error t Stat

10.538408 1.5763947
0.1925793
0.028926 6.6576428
0.0798089
0.1766204 0.4518672
2.7662693 -0.7831916
-0.0291905
0.1306409 -0.2234407
Intercept
X1
X2
X3
X4
Significance F
2.414E-07
P-value
Lower 95% Upper 95%
0.1197898 -4.4339637 37.659345
6.954E-09
0.13481 0.2503486
0.652869 -0.2729263 0.4325442
0.436359 -7.6911402 3.3581024
0.8238933 -0.2900983 0.2317174

GI TR CN TM
KT QU
C mu
H s tng quan
Phng trnh hi qui
SST
SSE
MSR
B3
Khong tin cy 95% ca
h s trc X1
A
F
K thi ph lp 04QK
6/6

Bi 1: (20 im) Mt nh x hi hc mun bit c s khc bit v lng nh th no khng gia
nhng nhn vin bit t nht mt ngoi ng v gia nhn vin khng bit v ngai ng. Chn ra 50
ngi bit t nht mt ngoi ng th nhn thy thu nhp trung bnh ca h l 4 triu, lch chun
0,8 triu; v 80 ngi khng bit v ngoi ng th nhn thy rng thu nhp trung bnh ca h l 1,6
triu v lch chun 0,5 triu. Tm khong tin cy 95% cho s khc bit v trung bnh ca 2 tng
th.
Bi 2: (20 im) Trong mt cuc iu tra v vic chn xe buch lm phng tin i li, mt mu
ngu nhin gm 240 ngi c chn th c 72 ngi tr li thch i li bng xe buch. Hy
a. Tm khong tin cy 98% cho t l ngi thch i li bng xe buch.
b. Nu nh thng k tuyn b khong tin cy t 27% n 33%. Hy cho bit mc ngha
m nh thng k dng.
c. Vi dung sai ca cu b v tin cy ca cu a, th ngi ta cn nghin cu bao nhiu
mu.
S vin ko/bao
18 19 20 21 22
S bao
1
3
5
4
2
Hy kim nh trung bnh s vin ko tun theo qui nh vi mc ngha 5%
Bi 4: (20 im) Tnh cc gi tr cn thiu v kim nh phn phi sau c tun theo phn phi
chun khng vi mc ngha 5%
Cc lp
Oi
Pi
10
0.0412
10
20
30
0.1287
30
40
50
50
60
70
15
0.2974
70
80
90
12
0.1890
100
90
0.0819
50
Bi 5: (20 im)
SUMMARY OUTPUT
Multiple R
R Square
0.4240286
Adjusted R Square
0.3885842
Standard Error
Observations
ANOVA
df
Regression
Residual
Total
SS
6353.7902
69
Coefficients
Intercept
X1
X2
X3
X4
1.
2.
3.
4.
0.1925793
-2.1665189
-0.0291905
MS
Significance
F
2.414E-07
P-value
0.1197898
6.954E-09
0.652869
0.436359
0.8238933
Lower 95%
-4.4339637
0.13481
-0.2729263
-7.6911402
-0.2900983
14984.342
Standard
Error
10.538408
0.028926
0.1766204
2.7662693
0.1306409
t Stat
1.5763947
6.6576428
0.4518672
-0.7831916
-0.2234407
Upper
95%
37.659345
0.2503486
0.4325442
3.3581024
0.2317174
in cc gi tr cn thiu trong bng kt qu trn

Vit phng trnh hi qui
Kim nh gi thuyt cho rng tt c cc bin X u khng nh hng ln Y vi mc ngha 5%
Hy cho bit trong cc bin trn, bin no khng nh hng ln Y
Kinh t lng
C'u hi ph'n tch:
tn
tn
Se( 1 )
k
2
0
;t
Se( 1 )
tn
Se( 1 )
tn
tn
k
2
k
2
tn
k
2
0,6
;t
Se( )
1
tn
k
2
Se( 1 )
Kinh t lng
tn
k
2
tn
k
2
Se( 1 )
tn
;t
tn
k
2
0
;t
Se( 1 )
tn
tn
k
2
0
;t
Se( 1 )
tn
tn
k
2
R2
(k 1)
;f
(1 R )
(n k )
2
f (k
1, n k )
Kinh t lng
R2
f (k
1, n k )
f (k
Y
0
X
tn
1, n k )
k
2
)
Se(Y
0
tn
2(
)
Se(Y
0
k
2
tn
X) 2
(X i
Y
0
)
Se(Y
0
Y
0
f .(k 1)
f .(k 1) (n k )
(X 0 X ) 2
(X i X ) 2
1
n
2
Se 2 ( 1 )
Y
0
Se(Y0 )
2 (1
tn
k
2
(X 0 X ) 2
(X i X ) 2
1
n
2 (1)
f (k
1, n k 1)
Se(Y0 )
k
2
)
Se(Y
0
Kinh t lng
Cov( U t , U t 1 )
Var ( U t ) . Var ( U t 1 )
etet
e i2
Cov( U t , U t 1 )
Var ( U t )
R 12
d
n
).
2 (1 n ).Var ( )
(1
R 12
R 12
(RSS 2 RSS1 ) / 1
;f
RSS1 /(n k 1)
2 (1)
f (1,n
k 1)
U2
2
Kinh t lng
U *t
Yt*
*
0
*
1
X 1*t ...
* *
0
*
0
*
k 1
X *k
U *t
1, t
k 1
(1 )
X ... X
0
1 1
k 1 k
e 2t
e 2t
e 2t 1
2 Y
3
m
Y
Y
2 Y
3
m
Y
Y
2
3
Y
Y
i
R 22
2 ( m 1)
R 22
2
Y
m
Y
i
Kinh t lng
2
Y
i
(R 32
f
(1 R 32 )
R 12 )
;f
f (1,n
k 1)
(n k 1)
2 ( 2)
2
i
(k 3) 2
24
2 (1)
a.X bji
e i2
e i2
S2
6
2
i
a.X bji .e vi
ln e i2
ln a
ei
ei
. X ji
ei
e i2
b. ln X ji
1
X ji
Vi
Vi
Vi
X ji
X 1i
Vi
X 2i
X 1i X 2i
2
w
R 2w
2 ( k w 1)
X 12i
X 22i
Vi
Kinh t lng
2
Y
i
2
RD 1
e i2
1
2 (1)
R 2D
1
Se( 1)
;f
f (1, n 2)
2
i
2
i
2
i
2
i
.X ji
X ji
Y
i
Y
i
R *2
R *2
R *2
(k * 1)
;f
(1 R )
(n k * )
Se( 1
)
2
1, n k * )
e i2
(n k )
RSS
(n k )
f ( k*
2
*
Se( 1
0
)
2
;t
tn
Se 2 ( 1 ) Se 2 ( 2 ) 2Cov( 1 , 2 )
Kinh t lng
R2
(k 1)
;f
(1 R )
(n k )
2
(R 12
f
(1 R 12 )
(R
f
R 22 )
2
nb
R ib2 )
2
nb
(1 R )
RSS1
(RSS ib
f
Y
0
Y
0
tn
k
2
Y
0
)
Se(Y
0
f ( m ,n
k)
m ;f
f ( m ,n
k)
(n k )
RSS1 )
m ;f
(n k )
RSS nb )
RSS nb
X0
1
1
1, n k )
(n k )
(RSS 2
f
m ;f
f (k
f ( m ,n
m ;f
k)
f ( m ,n
k)
(n k )
X0
2
1
X 10 X 02
/ X0 )
Var (Y
0
k 1
X 0k
X 0k
Y
0
tn
k
2
)
Se(Y
0
Kinh t lng
/ X0 )
Var (Y
0
2
R2
X 0 . 2 (X'.X) 1 .X 0 X 0 .Cov( ).X 0
RSS
n k
1 (1 R 2 ).(n 1)
(n k )
Bi tp kinh t lng
Kinh t lng
Y
i
1
Se( 1 )
Kinh t lng
e 0 .Y 1 .R 2 .e u t
1
2
1
2
29
0 , 05
*
j
Se( j )
0,12708 0
0,06068
Kinh t lng
*
j
Se( j )
*
j
Se( j )
t 029, 025
0,98339 1
0,02991
Kinh t lng
Y
i
Y
i
*
j
Se( j )
*
j
Se( j )
8,9353 0
Se( j )
Se( j )
> -10)
*
j
Se( j )
*
j
Se( j )
Kinh t lng
*
j
Se( j )
*
j
Se( j )
*
j
Se( j )
Kinh t lng
Kinh t lng
e 0 .TL 1 .VL 2 KH 3 .e u t
CN
ln CN
1
2
1
2
3
R 2 /(k 1)
(1 R 2 ) /(n k )
R 2 /(k 1)
(1 R 2 ) /(n k )
f (k
12
0 , 05
*
0,595124 0
Se( )
Se( j )
0,99790 /( 4 1)
(1 0,99790) /(16 4)
1, n k )
1, n k )
f 0(,305,13)
1, n k )
f (k
f (k
Kinh t lng
*
j
Se( j )
0,38846 0,5
0,088688
Se( j )
t 12
0 , 025
R *2
(RSS** RSS* ) / 1
RSS* /(n k 1)
*
j
Se( j )
*
j
Se( j )
t 12
0 , 025
0,9252 0
0,152
(1)
f (1,n
k 1)
Kinh t lng

giasutre.edu.vn - BT KInh tế lượng

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

giasutre.edu.vn - BT KInh tế lượng

Uploaded by

Copyright:

Available Formats

I HC DN LP HNG VNG

Mn hc: KINH T LNG

Null Hypothesis Summary:

GV: Nguyn Th Mai Bnh

Restrictions are linear in coefficients.

GV: Nguyn Th Mai Bnh

Null Hypothesis Summary:

Restrictions are linear in coefficients.

M hnh hi qui ph hp nht l:

GV: Nguyn Th Mai Bnh

Null Hypothesis Summary:

Restrictions are linear in coefficients.

GV: Nguyn Th Mai Bnh

Mean dependent var

Null Hypothesis Summary:

Restrictions are linear in coefficients.

GV: Nguyn Th Mai Bnh

GV: Nguyn Th Mai Bnh

GV: Nguyn Th Mai Bnh

iu ny c ngha m hnh c hin tng a cng tuyn hon ho.

GV: Nguyn Th Mai Bnh

Null Hypothesis Summary:

Restrictions are linear in coefficients.

P_value sau khi chy Wald test trong kim nh trn ta c:

GV: Nguyn Th Mai Bnh

Mean dependent var

Null Hypothesis Summary:

Restrictions are linear in coefficients.

Mean dependent var

GV: Nguyn Th Mai Bnh

iu ny c ngha m hnh c hin tng a cng tuyn hon ho.

0.457693 -0.185695 0.787318

0.007397 0.536074 -0.030708

0.547723 -0.377778 0.464730

0.565943 -0.273813 0.768273 -0.299574

1.000000 -0.121716 0.551010

0.050916 0.956365 -0.026253

-0.185695 -0.377778 0.025950 -0.121716

1.000000 -0.124679 -0.060671 -0.123212

0.551010 -0.124679 1.000000

0.108745 0.583864 -0.003719

0.756927 -0.060671 0.559476

0.838394 -0.123212 0.915473

0.104587 0.839084 -0.002457

0.839084 -0.056664 1.000000 -0.124702

0.007397 -0.273813 0.164184

Lc ny ta c h s tng quan gia cc bin sau gn bng 1:

GV: Nguyn Th Mai Bnh

Null Hypothesis Summary:

Restrictions are linear in coefficients.

GV: Nguyn Th Mai Bnh

Null Hypothesis Summary:

Restrictions are linear in coefficients.

P_value sau khi chy Wald test trong kim nh trn ta c:

GV: Nguyn Th Mai Bnh

Mn hc: KINH T LNG

Mean dependent var

Akaike info criterion

Mean dependent var

Mean dependent var

Da trn cc kt qu hi quy c c, anh/ ch nhn xt g v mc a cng tuyn trong b d liu? Gii

Mean dependent var

Null Hypothesis Summary: