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K Thut t Bin Ph Thuc Gi Allen Bellas

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C bn l nu chng ta c bin ph thuc gi, chng ta s c lng c mt sc xut. Cn phi gii hn cc sc xut vo khong [0-1] v nhng hon cnh c bit trong hi quy. M Hnh Xc Sut Tuyn Tnh (The Linear Probability Model). Mt trong nhng cch tt nht c lng cc m hnh vi bin gi l c lng gin n m hnh thng di dng:

V d, nu chng ta c mu thanh nin nc M v chng ta c gng xc nh kh nng mt ngi phi vo t, chng ta c th c lng phng trnh:

trong Di l bin gi, Di bng 1 nu mt ngi phi vo t v Di bng 0 nu ngc li. AGEi l tui. GENDERi l bin gi. GENDERi bng 1 nu ngi l nam v bng 0 nu ngc li. gi nh cc h s c lng nh sau:

Gii thch ngha ca cc h s c lng l tng i d dng. Nu c 2 n c chnh lch tui l mt, xc sut c lng n hn tui phi vo t nh hn xc sut c lng ngi cn li l 0.0001. Nu c mt nam, mt n c cng tui, xc sut d on nam phi vo t ln hn xc sut d on n phi vo t l 0.0052. iu th v l mt ngi ph n 43 tui s c xc sut d on phi vo t l 0.0000 v n c tui ln hn 43 li c xc sut d on m. Studentmund m t cc vn v m hnh xc sut tuyn tnh v chng ta c th c chng. C mt iu ti s ch ra l, ni chung trong m hnh xc sut tuyn tnh c cc bin gi th R 2 iu chnh khng phi l thc o chnh xc.

Phng Php Tip Cn Bnh Phng Trng Nh Nht (The Weighted Least Squares Approach) kin phc tp nht trong cc tranh lun ca Studentmund v m hnh xc sut tuyn tnh l cc phng php tip cn bnh phng trng nh nht. K thut ny c s dng trnh cc tc ng ca hin tng phng sai khng thun nht (heteroskedasticty) (Chng ta cha bn n hin tng ny) v c th c tm tt nh di y: 1. Bi cu trc ca m hnh xc sut tuyn tnh, cc yu t sai s khng c phn b nh nhau. C th l bin ng yu t sai s s ln hn khi xc sut thc t gn bng 0.5 v nh hn khi xc sut thc t gn bng 0 cng nh 1. Bi v tt c cc yu t sai s khng c phn b nh nhau (bin ng ca chng l khc nhau) nn s c hin tng phng sai khng thun nht. Tuy nhin cc h s c lng khng sai lch khi cc gi nh c in khc c tha mn. 2. gii quyt vn ny, chng ta thc hin hi quy tuyn tnh chun v s dng cc h s c lng a ra c xc sut d on trong Excel l tng i tt. cho mi quan st. Thc hin cng vic ny

3. S dng cc xc sut d on ny . Gi l

a ra c gi tr mi bng vi cn bc hai ca

4. Chia cc bin gii thch v bin ph thuc cho bin mi (Zi). 5. By gi, li thc hin hi quy s dng cc gi tr cc bin gii thch v bin ph thuc chia cho Zi. Sai s chun v t s t cho cc h s c lng s chnh xc hn. Tm li, tng trn l nu yu t sai s ca cc quan st bin ng nhiu hn th cc quan st s tc ng t hn l khi yu t sai s bin ng nh. cng gn 0.5 bao nhiu th mc bin ng ca yu t sai s cng ln by nhiu, do vy cc chng ta s tng cc quan st

M hnh Logit kp (Binomial Logit Model) Cch thch hp c lng cc m hnh l s dng m hnh logit kp. lm iu ny cn phi bin i bin ph thuc. Phng trnh c lng l:

Bin ph thuc s l log ca t s Di vi (1-Di) v bng m (&#8734); cng nu Di = 1 v bng - nu Di = 0.

y, vic gii thch cc h s c lng s chng n gin hn. Cc h s c lng a ra tc ng khi bin gii thch thay i da trn xc sut d on ca log t s Di vi (1-Di) ch khng phi da trn xc sut d on ca chnh n. Thm mt im phc tp na l khng th s dng phng php OLS c lng trong cc m hnh logit, do vy chng khng th thc hin c trn Excel. iu ny khin chng ta cn nhng phn tch thng k thc t. M hnh Probit kp. (Binomial Probit Model) y l m hnh da trn nhng gi ch hi khc kho vi m hnh logit kp. Trong hu ht cc trng hp th hai m hnh ny u cho kt qu l nh nhau. Nu chng ta ang s dng mt trong hai m hnh th chng ta nn s dng c m hnh c lng cn li na hon thnh cng nh kim tra kt qu thu c t m hnh u. Nu mt nghin cu sinh chc tc chng ta v nh th h trnh by kt qu thu c t m hnh logit kp v m hnh probit kp ca h vy, th chng ta cng c th chc tc li h bng cch chng ta hi rng khi no h s dng m hnh khc c lng v kt qu thu c c ng tin cy hay khng. Nhng kiu cu hi vt vnh kiu nh th ny s chng lm h bi ri u. Bi v, thm ch nu h c cht trch nhim th h cng s tr li c thi m. iu thc s khc bit gia hai m hnh l nhng gi nh v phn b xc sut c bn (the underlying probabilities). M hnh Probit kp s dng hm phn b cng dn ca phn b Normal (the cumulative distribution function of the Normal distribution) trong khi m hnh Logit kp li s dng mt kiu t l d tuyn tnh (a linear version of the odds ratio). y l kin ca Studenmund: "Theo nhng lun im ca cc nh nghin cu, khc bit ln nht ca hai m hnh chnh l m hnh probit da trn s phn b cng dn thng thng v qu trnh c lng bng m hnh probit thc hin trn my tnh nhiu hn l m hnh c lng logit. Khi m cc chng trnh my tnh c ci thin v chi ph thc hnh trn my tnh tip tc gim th rt cc khc bit v qu trnh thc hin trn my tnh l khng cn na: Khi m m hnh probit tng t nh m hnh logit v chi ph chy chng trnh l tn km hn th ti sao chng ta s li khng c lng ch mt m hnh thi ch? Cu tr li l khi m hnh probit da trn phn b thng thng th v mt l thuyt m ni, n hp dn hn (bi v rt nhiu bin kinh t l phn b thng thng). Vi mu l cc k ln, th li th ny li mt i, khi ti a ha nhng kh nng c th c a ra tim cn thng thng (asymptotically normal) theo mt iu kin chung." M Hnh Logit a Thc (Multinomial Logit Model) Nu chng ta c mt bin ph thuc nh tnh c th ly cc gi tr bi s (multiple values), th chng ta c th mong mun c lng m hnh logit a thc. iu ny c th l c lp v i hi mt cht tinh t, v n c th c kh nng yu cu phi chy chng trnh trn my tnh rt nhiu, yu cu mt tp d liu vi rt nhiu quan st tt c cc kt qu nh tnh v quan trng nht l n c th a ra mt vn kh khn gia cuc sng thc t ca chng ta vi quan im ng n ca mnh m khng nht thit phi ng theo quy tc ny. C bn l, kt qu t m hnh logit a thc cho chng ta bit tc ng khi thay i gi tr ca mt bin ti nhng kh nng tng i (relative probabilities) ca hai trong cc kt qu c th thu c. Dng nh khi thc hin hi quy m hnh vi mt mc thc t no , yu cu chng ta c mt tp d liu trong phi c c hai trm quan st cho mi kt qu nh tnh. V D: La Chn Bu C. Gi nh rng chng ta ang a ra cc thng tin l lch ca nhng ng c ng Dn Ch, ng Cng Ha v ng T Do cho rt nhiu ngi i b phiu bui b phiu cui cng. Chng ta c

th s dng mt m hnh logit a thc nhn dng ra cc yu t c tc ng ng k ln vic khin mt ngi bu cho ng T Do ch khng phi l ng Dn Ch cng nh ng Cng Ha. V D: La Chn Phng Tin Giao Thng Gi nh rng chng ta ang kho st phng tin giao thng t Puget Sound n Regional Council v chng ta mun xy dng m hnh la chn phng tin giao thng ca thanh nin da trn nhng yu t nh thu nhp, s tr em, khong cch i li ...v..v.. Chng ta c th s dng m hnh logit a thc vi mi la chn c th nh mt gi tr c th ca bin ph thuc.

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