La Chn Dng Hm Allen Bellas

Trn Tng

Ti s bt u bng mt cu ni trch dn t Studenmund: Nhng suy xt mang tnh l thuyt lun lun ch ra mt dng hm hi quy. K nng c bn trong vic quyt nh la chn mt dng hm l vic la chn mt m hnh ph hp nht minh ho cho mt quy tc kinh t hay kinh doanh c bn v sau l s dng dng ton hc a ra m hnh . L do C rt nhiu l do la chn mt dng hm c th. C l l do nhng suy xt da vo l thuyt v nim tin v s tc ng ca bin gii thch (explanotary variable) n bin ph thuc (dependent variable), hay cng nh v vic lm cho cc kt qu c tnh kh thi v hu dng hn. V d 1: Chng ta ang c gng c lng thi gian m mt chic xe ua mt chy ht mt vng ua trn c s quan st tc . Do thi gian = khong cch/ tc , c l chng ta s la chn hm sau:

C th chng ta cho rng hm trn c v rt kh khn nhng khng hn nh vy. Chng ta ch cn logarit c s t nhin c hai v:

By gi chng ta khng th c lng c phng trnh trn nhng chng ta c th c lng

Trong

V d 2: Nu chng ta ang c gng c lng khong thi gian m mt ngi phi mt hon thnh mt bi th dc phc tp nh l mt hm iu ha khng kh (gi m c nh) chng ta c th

nghi ng rng thi gian c th nh nht ti mc khong 70oF v cao hn khi m khng kh hoc lnh hn hoc m hn. Mi quan h s biu hin di mt th hnh ch U. Chng ta c th la chn hm nh sau:

Chng ta c th d on h s c lng ca Fi s m v h s c lng ca Fi2 s dng. iu ny s em n mt th dng ch U nh on. V d 3: Mt phn bi vit ca ti cp n chi ph ca vic s dng my lc hi t trong mt nh ma nhit in. Bin ph thuc y l chi ph hot ng v duy tr thng nin (Yi) v bin gii thch y l nhng th nh mc hiu qu ca my lc hi t (Ei), tng khi lng than t chy (Ci), lng lu hunh trong than (Di) v t l ca s thi gian trong sut qu trnh hot ng ca my lc hi t (Pi). Nu bt c bin no trong s cc bin ny c gi tr bng 0, th s khng c s hot ng ca my lc hi t v chi ph s bng 0. Nh vy hm m ti s dng l:

Logarit c s t nhin c hai v cho php ti c th c tnh:

V d 4: cp n nhng mi quan h v cu, mt trong nhng vn quan trng nht chnh l s bin ng ca cu theo gi. N cho thy s nh hng ca s thay i gi c n doanh thu. Nu chng ta c lng phng trnh:

Chng ta s c dc ca ng cu, iu ny khng h d dng tnh. Tuy nhin nu chng c lng

H s ca l bin ng ca cu theo gi c th thc hin c s c lng ny, chng ta cn vit li hm ny nh sau:

hoc

Gi tr c tnh ca 1 l gi tr c tnh ca bin ng ca cu theo gi.

Ni chung, bt c khi no chng ta c tnh mt hm thuc dng ny, h s trt l nhng bin ng. Do , chng cho thy phn trm thay i ca bin ph thuc khi bin gii thch thay i. Ch : iu ny c cp n trong sch, nhng ti cn phi nhc li y. Nu chng ta khng thay i bin ph thuc mt cch tuyn tnh, chng ta khng th so snh R2 c iu chnh ca bn gc vi R2 c iu chnh ca bn sa i Chng ta cng nn cn thn v vic d on vt ra ngoi nhng gi tr m chng ta va nghin cu. C rt nhiu m hnh hm s cng th hin rt hiu qu cc d liu ny nhng n cng a ra nhng d on hon ton khc khi nhng gi tr vt ngoi khong nghin cu. Bin Gi[1] v Bin Gi Tc ng[2] Chng ta ni v nhng bin gi trc . Chng cho php chng ta c lng c 2 mi h l tng ng nhau nhng c nhng h s chn (intercept) khc nhau. Bin Gi Tc ng (interactive dummy ~ ID) cho php nhng phn khc nhau ca d liu c dc khc nhau. V d: Gi s chng ta ang nh gi s tc ng ca tui tc ln cn nng v quan st c ph n v n ng. Khng s dng bin gi chng ta c th c lng.

Nu chng ta cho rng n ng v ph n nn c nh gi khc nhau, chng ta c th thm bin gi l gii tnh, do , cho php trng lng c tnh ca n ng, vn c minh ho ln th nh l mt hm ca tui tc, c h s chn khc so vi trng lng ca ph n.

Trong khi iu ny s cho php nhng d on khc nhau v trng lng ca n ng v ph n, n cng s khin cho 2 ng d on c cng dc. S dng mt ID cho php th trng lng ca n ng v ph n c nhng dc khc nhau. Tuy nhin, nu khng c mt bin gi trong phng trnh, th 2 th ny s c cng mt h s chn:

Cui cng nu chng ta thm c mt bin gi v bin gi tc ng (ID), chng ta s c lng c th trng lng ca n ng v ph n hon ton c lp vi nhau:

Nhng ng ny khng c cng mt dc hay c h s chn nh nhau. Thc t, nhng ng c d on s c nh nhau nu chng ta tch d liu thnh nhng tp hp con gm ch c n ng v tp hp kia ch c ph n, v c tnh mt cch c lp mi quan h ca mi tp hp. iu rt ra c t m hnh ny l n ng v ph n c nhng trng lng khc nhau v rng khi h gi thm, s thay i v trng lng ca h l khng ging nhau

Mt s dng hm C rt nhiu cc dng hm khc nhau tn ti. Sau y l mt trong s nhng hm thng dng c dng biu din mi quan h gia cc bin c lp v ph thuc. S p dng cc hm ny vo v d ca Ben v "phng ng v gi nh". A. Hm Tuyn Tnh

Mt hm tuyn tnh cho thy mt tng quan tuyn tnh gia s lng phng ng v gi tr ca ngi nh. Nu s lng phng ng tng ln mt chng hn, gi tr ca ngi nh s tng ln USD. Thm 1 phng ng s lm tng gi tr ca ngi nh ln 50,000 USD chng hn. B. Hm Log 1:

Dng th nht ca hm bn logarit ny cho ta thy mt phn trm thay i trong s lng phng ng s lm cho gi tr ngi nh tng thm mt lng la no . V d nh tng s phng ng ln 50% s lm cho gi tr ngi nh tng thm 50,000 la, khng cn bit s lng phng ng lc u ca ngi nh cng nh gi tr ca ngi nh l bao nhiu. m rng vn ny, chng ta xem xt hm n gia gi nh v s lng phng ng (R) vi R l bin:

Nu R tng gp i th phng trnh tr thnh:

V c th c vit li nh sau:

Nh vy, tng gp i s lng phng ng, khng quan tm ngi nh vn c bao nhiu phng ng, s lm tng gi ca ngi nh ln . Gi tr ca ln2 xp x 0.693, do vy nu gi tr ca 1 l 100,000, tng gp i s lng phng s lm tng gi tr ca ngi nh ln khong $69,300. y l mt hm kh ng ngn v gi tr ca ngi nh. C. Hm Log 2

Dng hm ny cho thy bin tng mt n v s dn n s gia tng mt phn trm no trong kt qu ca hm. V d, tng X1 t 2 ln 3 hoc t 12 ln 13 s lm tng Y ln khong 23%, khng k n vic gi tr ban u ca ngi nh l bao nhiu. y l m hnh m Ben miu t trong lp. Thm mt phng ng vo ngi nh s lm tng gi tr ca ngi nh ln khong 20% Ti s i tip n 1 v d m trong , gi ca 1 ngi nh ph thuc vo s lng phng. Kha cnh ton hc n ng sau iu ny hi phc tp mt cht nhng ti bit t nht c 2 thnh vin trong lp ch n iu ny, v sau y l hm:

khng cn logarit t nhin v bn tri phng trnh, chng ta cn m t nhin (xp x 2.71828) 2 v ca phng trnh. Xin hy nh li 3 quy tc sau:

Quay tr li phng trnh trn ta m t nhin 2 v th c :

Chng ta c th vit li hm ny nh sau :

Nu R tng thm 1, t l tng thm ca P c th c xc nh. T l tng thm s l (e 1 - 1). V d nu chng ta c tnh hm semi log gc trnh by trn v c :

lnPi = 12.15 + 0.17Ri Do , vic tng s lng phng ng ln mt s dn n vic tng tng ng

Nh vy vic tng s lng phng ng ln 1 s lm tng gi tr ca ngi nh ln khong 18.5%. a ra mt gi tr d on ca mt ngi nh (Phat) t hm semi-log bn trn, chng ta c th lm nh sau : lnPi = 12.15 + 0.17Ri

Nu ngi nh c 3 phng ng, gi d on s l : p-m

p-m Nu ngi nh c 4 phng ng, gi d on s l : p-m p-m

Nh ni trn, phn trm tng ln ca gi d on ca ngi nh l khong 18.5% D. Hm Logarit Kp (double log)

H s c lng t m hnh hm logarit kp l bin ng. Chng i din cho phn trm thay i ca bin ph thuc c c t s tng ln 1% gi tr ca bin gii thch tng ng. Ti s khng i chi tit vo phn gii thch iu ny (nhng nu t m, hy hi ti) nhng y l mt v d v ngi nh: Gi s rng chng ta c tnh mt hm logarit kp ca gi nh trong s ft vung bn trong ngi nh (S) l bin: lnPi = 8.65 + 0.57lnSi H s ca lnS (0.57) c th gi l s bin ng ca din tch theo gi. N l phn trm thay i ca gi do s tng ln 1% ca din tch bn trong ngi nh. c c gi d tnh ca mt ngi nh 1,000feet vung, chng ta cn m t nhin (e) hai v ca phng trnh

V phng trnh ny c th c vit li nh sau:

p-m p-m p-m Do gi d on ca mt ngi nh 1,000 feet vung l: pm Nu din tch ca ngi nh tng ln n 1010 feet vung (tng 1%) th s dn n gi d on l: p-m Phn trm thay i s xp x: (294,510-292,843)/292,843 = 5.69%. y l kt qu kh ng. nhc li, y l nhng v d ca 4 hm trn v nhng iu rt ra c t nhng hm tuyn tnh. i vi hm tuyn tnh:

X tng 1 n v s dn n Y tng 5 n v i vi Hm Log 1

X tng 1% s dn n Y tng 5 n v i vi Hm Log 2

X tng 1 n v s dn n Y tng 5 % i vi hm log kp

X tng 1% s dn n Y tng 5 % Hm a thc

Hm nghch o

Hm khc

[1] Dummy Variables [2] (Interactivie) Dummies