La chn bin c lp Allen Bellas

Trn Tng

Trc khi bt u, hy ch rng bn nn dng nhng hc thuyt v mi quan h m bn ang d on quyt nh bin c lp no hay bin gii thch no cn dng. Nguyn tc c bn ny l quan trng nht trong bi ging ny. Sai S C Th. Khi xc nh phng trnh d on, cn phi gii quyt 3 vn sau 1. Chn la nhng bin c lp ng (c a ra di y) 2. Chn la dng hm ng (xem chng 7) 3. Chn la dng ng ca gii hn phng sai (xem chng sau) Nu khng gii quyt ng n cc vn trn, th n s nh hng nghim trng ti nhng c im ca nhng c lng h s hi quy. Vn l rt kh thm ch l khng th nhp bit mt m hnh c tht bi trong vic tha mn cc bc trn hay khng. Sau y l ni dung mt s vn c th. B St Bin Nu c bin no m ng ra phi c mt trong phng trnh nhng lai b b st, th l bin b b qua. Hay r hn, nhng d don v cc h s hi quy c th b bp mo, c ngha l nhng gi tr k vng ca chng c th khng bng gi tr thc t ca chng. hiu r hn, xem quan h sau:

Nu l m hnh c d on v tt c nhng gi nh trc u tho mn, th c th cho rng ngang bng vi gi tr m n ng ngha d on. . Tc l, gi tr k vng ca tng d on

Tuy nhin, nu bn khng ngh n vic chon nhng bin gii thch hoc khng c d liu ng hoc bt c iu g, th phng trnh bn kt thc vic d on c th l:

Trong trng hp ny, bn c th c d on h s bp mo. Ngha l k vng ca #

nhng chc chn kt qu d on s b

. Nh c trnh by trong sch ca Studenmund, gi tr cng nhn vi mt hm ca X1 v X2 nh sau:

m tng ng vi

iu ny c ngha g?
1. Nu gia bin c tnh v bin khng c tnh khng c mi tng quan ln nhau, th kt qu d on ca h s ca bin c tnh s chnh xc. C ngha l nu th

2. Nu gia X1 v X2 c mi quan h vi nhau, th mc sai lch i vi

m s ph thuc vo

h s (m bn c th on c da vo hc thuyt v mi quan h gia bin c lp v bin ph thuc) v h s tng quan. Nu cho mt bin gii thch ph hp, th s nh hng n nhng h s c d on ca nhng bin c tnh nh th no. nh Hng ca Bin B Loi Tr n H S c Lng ca Bin c Tnh
Quan h tng quan dng gia bin c tnh v bin b loi tr Bin loi tr c tc ng dng Bin loi tr c tc ng m H s c lng s b sai lch dng H s c lng s b sai lch m Quan h tng quan m gia bin c tnh v bin b loi tr H s c lng s b sai lch m H s c lng s b sai lch dng

Mt vn nghim trng hn ny sinh t vic b qua nhng bin gii thch l s b s lm cho lch chun c tnh ton ca nhng h s c lng ( lch chun ca b1m, b2m) nh hn gi tr ca n. By gi, chng ta ch quan tm n cc lch chun ca cc h s c lng bi v chng c dng tnh ton tr s thng k t cho cc h s c d on. ni r hn . Nu mt bin (v d X2) m ng ra phi c a vo nhng li b b qua, th t s ca t-stat s b sai lch v mu s s qu nh. Tc ng thun i vi t-stat l khng r rng. Xem v d ca Studenmund

Khi bin PB b loi ra khi phng trnh mt cch khng hp l, cc lch tiu chun ca cc h s c lng i vi PC v LYD s nh i. Vy n s nh hng nh th no n t-statistics? t-stat i vi h s c lng cho PC tr nn nh hn (theo tnh chnh xc) bi v phm vi d on ca cc h s s nh hn. T-stat i vi h s c lng cho LYD s cao hn bi v d on s rng hn v lch chun s nh hn. V vy, khi mt bin b b qua, t-stat s khng c tin cy. Tuy nhin, nu bit c s sai lch l m hay dng, th c th tin hnh d on s khc bit gia nhng d bo ng n v d bo va tm c. Khc Phc Hin Tng B St Bin

Cu tr li n gin nht l cho rng nu bn bit bin no b b qua, bn s ch vic tnh thm n vo. Nhng nu n n gin nh th th chng ta chng phi bn y. Nu c mt bin c lp no m bn bit nn tnh n n nhng bn li khng c d liu g v n, th ch t bn cng phi d on c sai lch ca nhng d tnh ca cc h s khc. iu ny cho php bn cho rng bn bit nhng d on ca bn c s sai lch, nhng nu bn bit c sai lch th t nht bn cng c th cho rng liu kt qu d on ca bn c th va qu ln, va qu nh.

Bin Khng Ph Hp
Nu mt bin m khng nn a vo phng trnh nhng n vn c mt th phng trnh d on s c vn . May mn thay, iu khng thnh vn . Nu cho rng mt bin gii thch khng thuc trong mt phng trnh th cng tng ng vi vic cho rng h s ca bin bng 0. Tc l, bin khng c nh hng n bin ph thuc. Nh Studenmund t n (trang 180): nu mu tht l nhng thay vo ,

bn cho thm bin v d on . Tip theo, gii hn sai lch t phng trnh th hai (phng trnh u tin bn d on sai) c th s l . Tuy nhin, nu khng cho bin vo phng trnh, th , suy ra

Vn l ch nu bin khng ph hp (X2) li tng quan vi bin ph hp (X1) theo lch chun ca h s c lng s cao hn gi tr ca n (gi tr ng tuyt i ca n) dn n kt qu thng k t nh hn. Kt qu l c th c mt s h s c d on rt quan trng nhng do trong phng trnh c nhng bin khng ph hp nn chng chng c vai tr g. Hay ni cch khc, tnh c nhng bin khng ph hp s lm cho nhng h s quan trng tr nn km quan trng. iu ny cng ng i vi h a tuyn. Nhng vn trn c tng kt theo bng 6.2 trong l thuyt ca Studenmund:
Bin b b qua Chch (Bias) sai lch ca cc h s c d on nh hng n thng k-t C, tr khi gim xung, tr khi Thay i khng lng, tr khi Bin khng ph hp Khng Tng, tr khi gim xung, tr khi

Bn tiu ch quan trng xc nh cc bin. Studenmund a ra bn quy tc cho vic quyt nh chn bin no cho mt phng trnh hi quy. Quy tc u tin l quan trng nht, cc quy tc cn li mang tnh cht b sung. Nu bn coi vic cho thm mt bin m v mt l thuyt c th hp l vo phng trnh hi quy, lm php hi quy i vi trng hp phng trnh khng c cha bin v vi trng hp phng trnh c cha bin . Nu nhng quy tc trn c tho mn, th bin nn c mt trong phng trnh hi quy. 1. L thuyt: S c mt ca bin trong phng trnh l khng m h v hp l v mt l thuyt hay khng 2. Kim nh t[1]: H s c lng ca bin c ln theo hng mong i hay khng. 3. H S R2 iu Chnh: dng ton b ca phng trnh (c iu chnh theo cp t do) c ci thin khi cho thm bin vo phng trnh hay khng 4. Chch: nhng h s ca cc bin khc c thay i ln lao khi cho thm bin vo phng trnh hi quy hay khng. Studenmund a ra hai v d p dng cc quy tc trn v bn nn c chng.

Mt S Thc Tin Cn Trnh v/hoc Cn Hiu: 1. Khai thc d liu Khai thc d liu[2] l d on ca rt nhiu (hoc tt c) nhng phng trnh hi quy c th m khng ch g n s hp l v mt l thuyt trong n lc m qung nhm t c kt qu mong mun. Nn nh rng, mt ln 5% trong kim tra gi nh c ngha l ngay c khi mt bin gii thch khng c tc ng n mt bin ph thuc no, nhng 5% ln chng s xut hin gy nh hng. Nu bn th 20 mu khc nhau m chng khng c kh nng gii thch thc s (real explanatory power) th s mu m c kh nng gi thch ln (significant explanatory power) (t nht 5% mc ln) l 1. 2. Php hi quy bc thang[3] y l mt qu trnh cho php my vi tnh chn la bin gii thch m c kh nng gii thch ln nht, sau khi chn xong bin th nht chn n bin th 2 m c kh nng gii thch ln nht trong s cn li v c tip tc qu trnh nh th. Trn thc t, c nhng th tc c vit trong nhng phn mm thng k m s t ng lm cc bc chn nu c yu cu. My tnh l nhng loi my ngu ngc v khng bit c chng lm ci g, nhng chnh nhng phn mm li phc v cho vic thng k bi v c nhng nh nghin cu ngu ngc y mun s dng nhng phn mm ny. Nu ai c c a ra kt qu t php hi quy bc thang, bn nn ph bnh h v vic h thiu mt l thuyt nn tng n khi h khc th thi. 3. Nhng tm kim bin c th theo dy[4] y l qu trnh bt u t nhng bin m bn bit nn c cho vo phng trnh v c th nhng bin khc m bn t chc chn hn. khng phi l mt tng ti, nhng ngi ta lun quan tm n nhng l do no khin cc nh nghin cu ghi li nhng kt qu m h lp c. Nu h tin hnh th nhiu ln cc bin c th, th tt c cc kt qu ca cc ln th cn phi th hin ra, hoc ch t th cng nn cp n trong bo co kt qu cui cng. Th d, nu mt s lng ln cc bin gii thch cp hai chng c nh hng g n h s s on v kh nng gii thch (explanatory power) th chng c th c cp n phn ph lc. 4. Da vo kt qu kim nh t Vn pht sinh t h a bin v s sai lch bin b b qua c th lm cho kim nh t l ch s khng ng tin cy ca vic xc nh xem bin no nn cho vo phng trnh, bin no khng. 5. Tm (scanning) Nh ti c th ni vi cc bn, iu ny rt ging vi khai thc d liu v tip theo l tnh ton m hnh ny vi nhm d liu khc. Tuy nhin, trong cch ny, ta cn ti hai nhm d liu ring bit. 6. Phn tch nhy[5] l cch lm thc t tm m hnh m bn mun, quyt nh kt qu no l quan trng, v d on mt s bin thin nh ca m hnh thy c kt qu no c gi li v kt qu no bin mt. Nu cc kt qu quan trng vn tn ti khi mu c thay i nh, th cc kt qu c coi l mnh m i vi nhng thay i nh trong mu. Nu nhng kt qu quan trng bin mt khi c thay i nh trong mu, th chng c th l nhng kt qu khng t nhin ca mt m hnh c th v khng phn nh chnh xc mi quan h gia cc d liu. Kt qu t c t mt s m hnh khc nhau c th xc nh r sc mnh ca cc kt qu hi quy quan trng. Mt cu hi th v dnh cho ngi tm ra kt qu l "nhng kt qu quan trng ca bn c mnh so vi nhng thay i trong chi tit mu?" Mt v d: s ln tng tc t

Mt trong s cc nhm d liu t Studenmund gii quyt s ln gia tc t 0 n 62 mph cho cc loi xe t. Hai trong cc bin gii thch l trng lng xe (P) tnh bng pound v m lc ca ng c. Bn c th thy di y, gia hai bin ny c mi quan h dng. Mi tng quan
T T Tng quan Pearson Sig. (ly 2 ch s) N E Tng quan Pearson Sig. (ly 2 ch s) N P Tng quan Pearson Sig. (ly 2 ch s ) N H Tng quan Pearson Sig. (ly 2 ch s) N 1.000 38 .288 .169 38 -.297 .071 38 -.007 .968 38 E .228 .169 38 1.000 38 -.109 .514 38 -.142 .394 38 P -.297 .071 38 -.109 .514 38 1.000 38 .554** .000 38 H -.007 .968 38 -.142 0.394 38 .554** .000 38 1.000 38

** Mi tng quan l ln ti mc 0.01 (ly 2 con s) Vy thay i mt trong hai bin trn trong php hi quy c tc ng nh th no? Hay c th hn, nu bin P b loi tr ra khi php hi quy th s gy nh hng nh th no n bin H? Bin H nn c h s m khi bin P c h s dng. Hai bin s ny c mi quan h tng quan dng vi nhau. Vy, nu loi tr bin P, th ln ca h s m i vi bin H nn b gim i. Hay ni cch khc, h s m d on i vi bin H nn bin thnh mt s m nh hn.

[1] t-test

[2] Data mining [3] Stepwise Regression [4] Sequential Specification Searches [5] Sensitivity Analysis