GII THCH KT QU T PHN MM STATA

nghin cu cc nhn t nh hng n s chnh lch trong mc sng ca h gia nh Vit

Nam, ngi ta c lng m hnh hi quy tuyn tnh a bin trn mu gm 88 h gia nh.
Kt qu c lng cho trong bng sau:
reg l vit tt ca cu lnh regress phn mm Stata, cc t i sau l tn bin, u tin l bin ph
thuc, k n l cc bin c lp.
. reg ctieudnguoi sonhankhau tilephuthuoc nongnghiep gioitinh tuoi kethon thanhthi thunhap
tietkiem
Source |
SS
df
MS
Number of obs =
88
-------------+-----------------------------F( 9,
78) =
15.00
Model |
621488176
9 69054241.8
Prob > F
= 0.0000
Residual |
359098655
78 4603828.91
R-squared
= 0.6338
-------------+-----------------------------Adj R-squared = 0.5915
Total |
980586831
87
11271113
Root MSE
= 2145.7
-----------------------------------------------------------------------------ctieudnguoi |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------sonhankhau | -322.9928
163.9664
-1.97
0.052
-649.4247
3.439148
tilephuthuoc | -10.25896
13.18225
-0.78
0.439
-36.50282
15.98489
nongnghiep |
271.6799
696.2235
0.39
0.697
-1114.395
1657.754
gioitinh | -48.59239
597.6669
-0.08
0.935
-1238.456
1141.271
tuoi | -35.44554
23.24648
-1.52
0.131
-81.72573
10.83464
kethon |
246.6809
738.4235
0.33
0.739
-1223.407
1716.769
thanhthi |
3392.337
785.8144
4.32
0.000
1827.901
4956.774
thunhap |
.0431092
.013681
3.15
0.002
.0158723
.070346
tietkiem |
.0082636
.0049048
1.68
0.096
-.0015011
.0180283
_cons |
4796.496
1534.092
3.13
0.002
1742.354
7850.639
------------------------------------------------------------------------------

Trong :
Bin ph thuc:
ctieudnguoi: Mc chi tiu bnh qun u ngi ca h (1000 VND)
Cc bin c lp:
Thanhthi:
Bin gi (1/0) vi 1 cho h thnh th
Nongnghiep: Bin gi (1/0) vi 1 cho h lm nng nghip (1000 VND)
Tietkiem:
mc tit kim bnh qun ca h (1000 VND)
Sonhankhau: Tng s nhn khu trong h (ngi)
Tilephuthuoc: T l ph thuc trong h (o bng s ngi ngoi tui lao ng chia cho tng s nhn khu
Thunhap:
mc thu nhp bnh qun ca h (1000 VND))
Gioitinh:
Bin gi (1/0) gii tnh ca ch h vi 1 l n
Tuoi:
Tui ca ch h (nm)
Kethon:
Bin gi (1/0) tnh trng hn nhn ca ch h vi 1 l kt hn
_cons:
h s t do (hng s) trong m hnh
Coef.: l cc tham s ca m hnh hi qui
Std. Err.: l sai s chun ca tng tham s (cn gi l se)
t : l gi tr kim nh t cho tng tham s
P>|t|: l gi tr P-value cho tng tham s
[95% Conf. Interval]: l khong gi tr vi tin cy 95% cho tng tham s
Source |
SS
df
MS
Number of obs =
88
-------------+-----------------------------F( 9,
78) =
15.00
Model |
621488176
9 69054241.8
Prob > F
= 0.0000
Residual |
359098655
78 4603828.91
R-squared
= 0.6338
-------------+-----------------------------Adj R-squared = 0.5915
Total |
980586831
87
11271113
Root MSE
= 2145.7
------------------------------------------------------------------------------

Bng ny dng phn tch phng sai v nhn bit ngha ca m hnh hi qui:
Model + SS l tng bnh phng c gii thch bi m hnh hi qui (cn gi l ESS), + df l t do ca
m hnh hi qui (bng s bin gii thch trong m hnh), + MS l trung bnh bnh phng c gii thch
bi m hnh hi qui.
Tng t cho Residual + SS l tng bnh phng KHNG c gii thch bi m hnh hi qui (cn gi l
RSS: tng bnh phng sai s), + df l t do ca sai s (bng tng s quan st tr s bin gii thch
trong m hnh), + MS l trung bnh bnh phng KHNG c gii thch bi m hnh hi qui.
Tng t cho Total + SS l tng bnh phng tng s.
Number of obs. l tng s quan st (s mu)
F(9,78): l gi tr kim nh Fisher cho ton m hnh.
Prob>F: l P-value ca kim nh F
R-squared l h s xc nh R bnh phng
Adj A-squared l h s xc nh R bnh phng hiu chnh
. ovtest
Ramsey RESET test using powers of the fitted values of ctieudnguoi
Ho: model has no omitted variables
F(3, 75) =
6.56
Prob > F =
0.0005

y l kim nh ca Ramsey v vic m hnh c b st bin hay khng ? Gi thuyt H0 ca m hnh l

m hnh khng b st bin.
. hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of ctieudnguoi
chi2(1)
Prob > chi2

=
=

66.56
0.0000

y l kim nh ca Breusch-Pagan / Cook-Weisberg v vic m hnh c phng sai sai s thay i hay
khng ? Gi thuyt H0 ca m hnh l phng sai l hng s.
. vif
Variable |
VIF
1/VIF
-------------+---------------------thanhthi |
2.65
0.377062
nongnghiep |
2.30
0.435315
thunhap |
2.06
0.484756
tietkiem |
1.93
0.518922
tilephuthuoc |
1.91
0.523939
sonhankhau |
1.62
0.616608
tuoi |
1.61
0.619679
kethon |
1.55
0.644968
gioitinh |
1.35
0.738401
-------------+---------------------Mean VIF |
1.89

y l kim tra nhn t phng i phng sai v vic m hnh c a cng tuyn hay khng ? VIF l nhn
t phng i phng sai, nu VIF ca tng bin gn vi 1 th xem nh khng c a cng tuyn.
. dwstat
Number of gaps in sample:

Durbin-Watson d-statistic( 10,

88) =

2.16131

y l kim nh ca d Durbin-Watson v vic m hnh c t tng quan hay khng ? Da vo bng ra

quyt nh trong phn kim nh Durbin-Watson.