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=
Tr thng k F
Significance F =Gi tr p ca F~Mc ngha chnh xc ca tr thng k F
Coefficients ~ |
1
; |
2
H s hi quy
B. KT QU HI QUY BNG EVIEWS
Dependent Variable: PATENTS
Method: Least Squares
Date: 03/11/04 Time: 16:04
Sample: 1960 1993
Included observations: 34
Variable Coefficient Std. Error t-Statistic Prob.
C 34.57106 6.357873 5.437521 0.0000
R_D 0.791935 0.056704 13.96621 0.0000
R-squared 0.859065 Mean dependent var 119.2382
Adjusted R-squared 0.854661 S.D. dependent var 29.30583
S.E. of regression 11.17237 Akaike info criterion 7.721787
Sum squared resid 3994.300 Schwarz criterion 7.811573
Log likelihood -129.2704 F-statistic 195.0551
Durbin-Watson stat 0.233951 Prob(F-statistic) 0.000000
Cch trnh by kt qu hi quy c th hin phn gii thch kt qu ca
EXCEL.
Mean dependent var = Gi tr trung bnh ca bin ph thuc
S.D. dependent var = lch chun ca bin ph thuc
S.E of regression = lch chun ca sai s hi quy
Sum squared resid = RSS
F-statistic = Tr thng k F
Prob(F-statistic) = Gi tr p ca F
Cc tr thng k sau nm ngoi khun kh ca gio trnh
Akaike info criterion AIC
|
.
|
\
|
=
n
k
1
n
RSS
AIC
AIC dng nhn xt v thch hp ca m hnh hi quy tng t nh R
2
nhng li theo hng AIC cng nh cng tt (khng khuyn khch s dng
trong lp kinh t lng ny).
Schwarz criterion
Schwarz =
n
k
n
n
RSS
|
.
|
\
|
Schwarz c s dng tng t nh AIC.
Log likelihood =Logarit ca hm Likelihood
( )
2
2
RSS
2 ln n ln n LnL
o
t o =
Likelihood l mt phng php c lng h s hi quy, nm ngoi gio trnh.
Durbin-Watson stat = Tr thng k d
( )
=
=
=
n
1 t
2
t
n
1 t
2
1 t t
e
e e
d
Anh(Ch) s c hc tr thng k d chng hc sau, tr thng k d kim
nh hin tng t tng quan.
C. KT QU HI QUY TRN SPSS
Lnh : Analyze -> Regression -> Linear
Regression
Variables Enter ed/Removed
b
R&D
a
, Enter
Model
1
Variables
Entered
Variables
Removed Method
All requested variables entered.
a.
Dependent Variable: PATENTS
b.
Mt s thut ng l
Predictor = Bin d bo
Unstandardized Coefficients = Cc h s hi quy i vi bin cha chun ha
y l h s hi quy m ta xt hai phn mm trn.
Standardized Coefficients = H s hi quy i vi bin s chun ha
Khng xt trong gio trnh ny.
Ch cch th hin s thp phn ca M: .792 =0.792
EXCEL Trong Microsoft Office ca Microft, mun thc hin hi quy phi
Add-In chng trnh Data Analysis.
EVIEWS Ca Quantitative Micro Software.
SPSS Ca SPSS Inc, SPSS: Statistic Package for Social Science.
Model Summary
,927
a
,859 ,855 11,172
Model
1
R R Square
Adjusted
R Square
Std. Error of
the Estimate
Predictors: (Constant), R&D
a.
ANOVA
b
24347,140 1 24347,140 195,055 ,000
a
3994,300 32 124,822
28341,440 33
Regression
Residual
Total
Model
1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), R&D
a.
Dependent Variable: PATENTS
b.
Coefficients
a
34,571 6,358 5,438 ,000
,792 ,057 ,927 13,966 ,000
(Constant)
R&D
Model
1
B Std. Error
Unstandardized
Coef f icients
Beta
Standardi
zed
Coef f icien
ts
t Sig.
Dependent Variable: PATENTS
a.