BI TON 1.

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HAI BIN n = s mu

A BIN

Tnh

2010

(Khuyn nn tnh ngay u bi dng dn, lc ny u c cn sng sut tnh ton ^_^ ) 2. 3. Xc nh PRF Xc nh SRF Cc gi tr , , , . S ly trong bng kt qu, nhiu bin Thy s ko cho tnh ton ( kh gh lun hehhe !!!) SRF: 4. ngha ca cc h s hi quy (ni ngha ca bin no th c nh cc bin cn li) V d ni ngha ca th c nh cc bin X2, X3,

X2 khng i, nu

X2 Tng t cho cc bin cn li 5. Tng cc bnh phng TSS = ESS = RSS = TSS ESS 6. 7. Tnh h s xc nh H s xc nh NHN XT: hiu chnh Lm sao nh ht cng thc???? Hc cng thc hm a bin thui, nh ci k ca cng thc ci ny chnh l Vi k l s tham s ca m hnh c th m, trong trng hp ny, quy c s tham s ca phng trnh. Vy l hm 2 bin thay k=2, hm 3 bin thay k=3, . (tha l xong phn cng thc *_^) Vd: (SRF) m hnh 3 bin Luyn tp nh th no???? n ti dng no th xem cngvi cc tham chc (tha l oki ri ^_^) k = 3, thc cho s Y, X1, X2 3 gi tr ny > 0 TSS = ESS = RSS = TSS ESS
phi gii ma trn, nhng iu ny ko phi lo

8. c lng ca

Ci ny s tra bng kt qu ra dng S.E. of regression ct Std. Error, dng th 1 ct Std. Error, dng th 2 ct Std. Error, dng th 3 .

9.

Kim nh s ph hp m hnh SRF, mc ngha

Phng php gi tr ti hn: B1: Lp gi thit Ho: =0 ; H1: 0

Phng php gi tr ti hn: B1: Lp gi thit Ho: R2=0 ; H1: R2>0

B2: tra bng F, gi tr ti hn B3: so snh F0 v F(1,n-2)

B2: tra bng F, gi tr ti hn B3: so snh F0 v F(k-1,n-k)

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2010

NGHA H S HI QUY V H S CO GIN CA CC M HNH 1. M hnh tuyn tinh: Y = + *X ngha h s hi quy: Nu X tng 1 n v th Y tng EYX = , n v (Vi iu kin cc yu t khc khng i)

ta tnh lc u

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX%

2.

M hnh lin-log: Y= + *logX n v (Vi iu kin cc yu t khc khng i)

ngha h s hi quy: Nu X tng ln 1% th Y tng ln EYX = ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 3. M hnh log-lin: logY = + *X ngha h s hi quy: Nu X tng ln 1 n v th Y tng ln EYX = =

% (Vi iu kin cc yu t khc khng i)

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 4. M hnh tuyn tnh log: logY = + *logX

ngha h s hi quy: Nu X tng 1% th Y tng % (Vi iu kin cc yu t khc khng i) EYX = =

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 5. M hnh nghch o: Y= + * n v (Vi iu kin cc yu t khc khng

ngha h s hi quy: X tng ln th Y cng tng ln theo, nhng Y i a l i) EYX =

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2010

MO: h s co gin: Nu X tng ln 1% th Y tng ln EYX% ngha Cch ni ngha h s hi quy: a.1 Tham s no c log th n v l %, cn li th dng n v bi cho a.2 Tham s X c log, Y ko log th ni ngha ca Y nh h s l a.3 Tham s X ko log, Y c log th ni ngha ca Y nh h s l H s co gin EYX : t cng thc gc EYX = , tham s no c log th gi tr trung bnh ca tham s = 1 TRNH BY KT HI QUY = se = t = t( t( ; ; ; n = ??? R2 = ??? Fo = ??? = ??? t Std. Error 1.116283 0.320460 0.342586 t-Statistic 12.82979 -7.048438 3.612997 Prob. 0.0001 0.0009 0.0153 9.000000 2.878492 p-value

TSS = ??? ; ESS = ??? ; RSS = ??? ; C BNG KT QU HI QUY Variable C X1 X2 R-squared R2 Adjusted R-squared S.E. of regression Sum squared resid RSS Const Coefficient 14.32168 -2.258741 1.237762 0.909573 0.873402 1.024183 5.244755

Mean dependent var S.D.dependent var SY

F-statistic Fo Prob(F-statistic) p-value(Fo)

25.14667 0.002459

THAY I S HNG DC V S HNG TUNG GC KHI NO??? (cu ny c th chim 1) 1. 2. Thay i s hng h s gc (s hng gc) khi thm D vo Thay i s hng tung gc khi thm D vo Ta c 3 trng hp nh sau:

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2010