B CNG THNG TRNG I HC CNG NGHIP TP H CH MINH

TIU LUN
MN KINH T LNG V D BO

GVHD: Ths. inh Kim. SVTH: Trn Ho Quang. Tiu lun s 12.

TP H CH MINH 28/11

Tiu lun kinh t lng d bo TL 12 TIU LUN

GVHV: Ths inh Kim

MN KINH T LNG V D BO

TL S 12
Phn I : trn Excel S dng d liu Data BT 6 trn Excel, dng Regression trn Data Analysis c lng hm hi quy mu c dng sau : WAGE = B1 + B2*MAINT + B3*EXPER +B4*GENDER + B5*CRAFT + B6*CLERICAL
WAGE MAINT GENDER EXPER CRAFTS CLERICAL

mc lng thng ca cng nhn (USD) = 1 cho cng nhn bo tr, = 0 cho cng nhn khc = 1 cho nam gii , = 0 cho n = S nm lm vic cho cng ty ny = 1 nu lm trong ngh th cng, =0 ngh khc =1 cho cng nhn vn phng, = 0 cho cng nhn khc

Phn II : trn Eviews a/ Hy chuyn d liu t file Excel phn 1 sang thnh d liu di dng workfile ca Eviews v lu li di tn : Data TL 12. Sau dng cng c Eviews : - Lp bng cc tham s thng k ca cc bin c lp, v th cc bin c lp trn cng mt bng. - Lp ma trn Correlation Matrix gm c bin ph thuc v tt c cc bin c lp. - c lng phng trnh hi quy di dng nh cu phn I b/ Hy kim nh Wald ( bin tha ) cho 5 bin c lp nu trn c/ T m hinh cu a phn II hy kim nh White v BG cho m hnh ny d/ Hy d bo gi tr trung bnh v gi tr c bit mc lng thng ca cng nhn theo m hnh sau: WAGE = B1 + B2*MAINT + B3*EXPER +B4*GENDER + B5*CRAFT + B6*CLERICAL Cho bit EXPER = 24 nm, MAINT = 1, GENDER = 0, CRAFT = 1, CLERICAL = 0, V tin cy 1- = 95% . Biu din trc quan th d bo bng cch v th khong d bo trung bnh, d bo c bit, tng ng vi cc cn trn v cn di theo s quan st lm bin trn trc honh chung cho cc i lng khc

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GVHV: Ths inh Kim

PHN TRNH BY
1. Gii thiu
S dng chng trnh Excel v phn mm Eviews tin hnh c lng, phn tch v hm hi quy cho m hnh cha d liu cho l mc lng thng ca cng nhn (WAGE) vi cc bin c lp l MAINT (cng nhn bo tr / cng nhn khc), GENDER (gii tnh), EXPER (s nm lm vic), CRAFTS (ngh lm vic), CLERICAL (cng nhn vn phng / cng nhn khc). C hm hi quy mu dng nh sau: WAGE = B1 + B2*MAINT + B3*EXPER +B4*GENDER + B5*CRAFT + B6*CLERICAL

2. Ni dung:
2.1. Bng s liu thng k: Vi: WAGE: mc lng hng thng ca cng nhn. MAINT: = 1 cho cng nhn bo tr, = 0 cho cng nhn khc. GENDER: = 1 cho nam gii , = 0 cho n. EXPER: S nm lm vic cho cng ty ny. CRAFTS: = 1 nu lm trong ngh th cng, =0 ngh khc. CLERICAL: =1 cho cng nhn vn phng, = 0 cho cng nhn khc.

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GVHV: Ths inh Kim

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2.2. Ni dung ti: 2.2.1. Phn 1: Thc hin trn Excel

GVHV: Ths inh Kim

Ta dng Regression trn Data Analysis c lng hm hi quy mu c dng: WAGE = B1 + B2*MAINT + B3*EXPER +B4*GENDER + B5*CRAFT + B6*CLERICAL Ta c bng sau:

Ta c cc kt qu sau: Gi tr h s chn B1(Intercept): Gi tr h s hi quy ring B2 (bin MAINT): Gi tr h s hi quy ring B3 (bin EXPER): Gi tr h s hi quy ring B4 (bin GENDER): Gi tr h s hi quy ring B5 (bin CRAFTS): 2093.843991. -1353.919978. 25.49901114. 629.4966388. -855.6487246.

Ga tr h s hi quy ring B6 (bin CLERICAL): -917.282458 Trang 5

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Suy ra phng trnh hi quy nh sau:

GVHV: Ths inh Kim

WAGE = 2093.843991 1353.919978*MAINT + 25.49901114*EXPER + 629.4966388*GENDER 855.6487246*CRAFTS 917.282458*CLERICAL. 2.2.2. Phn 2: Thc hin trn Eviews 2.2.2.1. Bng cc tham s thng k ca cc bin c lp:

2.2.2.2. th cc bin c lp:

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GVHV: Ths inh Kim

2.2.2.3.Ma trn Correlation Matrix gm c bin ph thuc v tt c cc bin c lp:

2.2.2.4. c lng phng trnh hi quy di dng: WAGE = B1 + B2*MAINT + B3*EXPER +B4*GENDER + B5*CRAFT + B6*CLERICAL

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GVHV: Ths inh Kim

Chy hi quy s dng phng php bnh phng nh nht (Least Squarees) vi bin ph thuc l WAGE v cc bin gii thch l MAINT, EXPER, GENDER, CRAFTS, CLERICAL v hng s c. S lng bin quan st l 49 ta c: H s hi quy thu c: B1 = 2093.843991, B2 = -1353.919978, B3 = 25.49901114, B4 = 629.4966388, B5 = -855.6487246, B6 = -917.282458. Vy phng trnh hi quy c dng: WAGE = 2093.843991 1353.919978*MAINT + 25.49901114*EXPER + 629.4966388*GENDER 855.6487246*CRAFTS 917.282458*CLERICAL. 2.2.2.5. Kim nh Wald cho 5 bin MAINT, EXPER, GENDER, CRAFTS v CLERICAL. Kim nh Wald cho bin MAINT:

T kt qu bng trn ta thy gi tr p-value (xc sut Prob) = 0.0000 < = 0.05 cho nn bin MAINT khng phi l bin tha. Kim nh Wald cho 2 bin EXPER v GENDER:

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GVHV: Ths inh Kim

T kt qu bng trn ta thy gi tr p-value(xc sut Prob) = 0.0002 < = 0.05 cho nn hai bin EXPER v GENDER kim nh trn khng phi l bin tha. Kim nh Wald cho 2 bin CRAFTS v CLERICAL:

T kt qu bng trn ta thy gi tr p-value(xc sut Prob) = 0.0000 < = 0.05 cho nn hai bin CRAFTS v CLERICAL kim nh trn khng phi l bin tha. 2.2.2.6 . Kim nh White:

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GVHV: Ths inh Kim

T kt qu bng trn ta thy: Obr*R-squared = nR2 = 23.09802 > x0.05 (5) 22.3620324948
2

Vy c th kt lun phng sai thay i.

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2.2.2.7. Kim nh BG:

GVHV: Ths inh Kim

Theo bng kt qu trn th (n-p)R2 = 0.001928 c xc sut (p-value) l 0.9650 ln hn mc ngha = 0.05 nn chp nhn gi thit H0 tc l khng c s tng quan bc nht. 2.2.2.8. D bo gi tr trung bnh v gi tr c bit ca mc lng thng ca cng nhn.

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GVHV: Ths inh Kim

Theo bng trn ta c kt qu: Khong d bo gi tr trung bnh l: [0 ; 1064.499] Khong d bo gi tr c bit l : [0 ; 1458.562]

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GVHV: Ths inh Kim

2.2.2.9. th biu din khong gi tr trung bnh mc lng thng ca cng nhn:

_ th biu din khong gi tr c bit mc lng hng thng ca cng nhn:

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