Kinh Te Luong

Bi tiu lun kinh t lng
GVHD: Nguyn Quang Cng
TI:
TH NGHIM XY DNG M HNH KINH T LNG PHN TCH
NHNG NHN T NH HNG N GI PHNG TR NNG.
Danh sch thnh vin trong nhm:

1. Trn Nguyn Trc Qunh (Nhm trng)
2. Ng L Th Anh Vn
3. L Th Thu Diu
4. Trn Th Thy Trang
5. Trn Th Thu Thy
6. Nguyn Th Tr My
7. Trng Tun Hng
Nhm thc hin: Nhm Dandelions
Trang: 1
MC LC
PHN I: C S L LUN....................................................................................4
1. Vn nghin cu...............................................................................................4
2. L do chn ti..................................................................................................4
PHN II: THIT LP, PHN TCH V NH GI M HNH........................5
1. Xy dng m hnh...............................................................................................5
2. M t s liu.........................................................................................................5
3. Phn tch kt qu thc nghim.............................................................................7
4. Thng k m hnh................................................................................................8
5. Kim nh gi thit v nh gi mc ph hp ca m hnh...........................9
5.1 H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng?.........9
5.3. nh gi s ph hp ca m hnh.................................................................12
5.4. Kim nh s ph hp ca m hnh hi quy...................................................12
6. Ma trn tng quan............................................................................................12
7. Ma trn hip phng sai....................................................................................13
8. c lng khong tin cy ca h s hi quy ring...........................................14
PHN III: PHT HIN V KHC PHC CC HIN TNG TRONG M
HNH HI QUY....................................................................................................15
1. Hin tng a cng tuyn..................................................................................15
1.1. Pht hin a cng tuyn..................................................................................15
2. Phng sai sai s ngu nhin thay i...............................................................16
2.1. Pht hin phng sai sai s nhu nhin thay i............................................16
3.T tng quan.....................................................................................................17
4. Kim nh cc bin c nh hng n m hnh khng.....................................18
PHN IV: KT LUN.........................................................................................20
1.T nhng kim nh trn ta c th rt ra mt s kt lun sau.........................20
2. Hn ch ca bi..................................................................................................20
Trang: 2
3. Kin ngh ca nhm...........................................................................................20

4. Li cm n.........................................................................................................21
5. Ti liu tham kho.............................................................................................21
Trang: 3
PHN I: C S L LUN
1. Vn nghin cu
Th nghim xy dng m hnh kinh t lng phn tch nhng nh hng
ca din tch, khong cch t phng ti trng, khu vc ti gi phng tr.
2. L do chn ti
Ngy nay kinh t tri thc khng cn l mt vn d g xa l v quan im
ca ngi dn Vit Nam cng thay i rt nhiu. Ngi ta hiu ra rng hc l
cch tt nht thot khi ci ngho, gip mnh v cng l gip qu hng.
Chnh v vy m phn ln cc gia nh u quyt tm cho con mnh c i hc.
Tuy nhin lm c iu ny th khng h n gin, c bit nhng gia nh c
con hc xa nh. V mt trong nhng vn ng lo ngi i vi nhng hc sinh,
sinh vin xa nh l phng tr.
Cuc sng ca ngi dn Vit cn gp rt nhiu kh khn trong khi gi
phng tr cho sinh vin th li tng kh nhanh. c ai tng t ra mt du ? cho
vn gi phng tr cha? V c ai tng t hi rng nhng nhn t no s nh
hng n gi phng tr hay n nh hng nh th no? cng l l do ti sao
nhm chng ti la chn ti nghin cu v gi phng tr ca sinh vin. Phm vi
nghin cu l cc phng tr ca sinh vin Nng.
hiu r hn v nh hng ca cc nhn t ti gi phng tr, chng ti
kt hp l thuyt kinh t lng vo thc tin, s dng cc phn mm nh Excel,
Eviews t TH NGHIM XY DNG M HNH KINH T LNG
PHN TCH NHNG NHN T NH HNG N GI PHNG TR
NNG, v xut mt s kin nhm gip cc bn c nhng la chn tt hn
trong vic thu phng tr, to iu kin n nh vic sinh hot v hc tp.
Trang: 4
PHN II: THIT LP, PHN TCH V NH GI M HNH

1. Xy dng m hnh
M hnh gm 4 bin:
- Bin ph thuc (Yi): gi phng tr (1000/thng).
- Bin c lp:
+ X2i: Din tch phng tr (m2).
+ X3i: Khong cch t phng tr ti trng (m).
+ Di: Khu vc
Di=1: Trung tm thnh ph.
Di=0: Ngoi trung tm thnh ph.
2. M t s liu
Ngun s liu: Nhm t iu tra v thu thp
Bng s liu:
Gi phng tr
STT (1000/thng
)
1
500
2
600
3
1000
4
550
5
450
6
500
7
700
8
800
9
400
10
450
11
350
12
500
Din tch
(m2)
14
20
40
12
12
15
30
45
12
15
14
16
Khong cch
ti trng
(m)
150
2000
450
1000
300
1200
200
200
200
110
1000
1000
Khu vc
0
1
1
1
0
0
0
0
0
0
0
0
Trang: 5

13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
600
600
650
450
1000
700
500
700
400
650
800
500
500
700
600
400
400
650
400
500
700
600
650
750
450
900
500
600
600
1000
800
400
500
450
500
600

12
15
15
13
30
16
17
15
10
25
17
20
20
15
12
20
30
60
15
15
15
12
15
15
12
14
12
15
12
25
20
12
15
16
15
15
450
350
75
1000
800
700
1100
24
200
750
45
1700
300
800
2000
4000
200
1500
500
300
60
1000
300
800
750
100
20
100
40
250
800
1000
1000
1250
70
1500
1
1
1
1
1
1
0
1
1
1
1
0
0
1
1
0
0
0
0
0
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
1
Trang: 6
49
450
14
50
800
15
3. Phn tch kt qu thc nghim
40
20
0
0
Kt qu chy m hnh t phn mm Eviews:
M hnh hi quy tng th (PRF):

Yi = 1 + 2 X 2i + 3 X 3i + 4 Di + U i
M hnh hi quy mu (SF):
Yi = 1 + 2 X 2i + 3 X 3i + 4 D i +ei
Yi= 345.7041 + 10.05248X2i - 0.058609X3i + 177.7542Di + ei

ngha ca cc h s hi quy ring:
Trang: 7
i vi 2 : Khi khong cch t phng tr n trng v khu vc khng

i, nu din tch tng gim 1m2 th gi phng tr tng gim tng ng l
10.05248 (1000/thng).
i vi 3 : Khi din tch v khu vc khng i, nu khong cch t

phng tr ti trng tng gim 1m th gi phng tr gim tng tng ng
l 0.058609 (1000/thng).
i vi 4 :
- Gi trung bnh ca phng tr trung tm thnh ph:
E(Yi/Xi,Di = 1) = 345.7041 + 10.05248X2i - 0.058609X3i + 177.7542
- Gi trung bnh ca phng tr khu vc ngoi trung tm thnh ph:
E(Yi/Xi,Di = 0) = 345.7041 + 10.05248X2i - 0.058609X3i
4
chnh l chnh lch gia gi trung bnh ca phng tr trung tm
v ngoi trung tm thnh ph.

Vy chnh lch gia gi trung bnh ca phng tr trung tm v ngaoif
trung tm l 177.7542 (1000d/thng)
ngha ca h s xc nh R2 v h s xc nh iu chnh R 2
Theo kt qu thu c t Eviews ta thy:
+ R2 = 0.504179 nn c 50.42% s bin ng ca gi phng tr do nh
hng ca cc nhn t din tch, khong cch ti phng tr v khu vc
+ R 2 = 0.471839 nn c 47.18 % s bin ng cu gi phng tr do nh
hng ca cc nhn t khc m chng ti khng a vo trong m hnh.
4. Thng k m hnh
Cc s liu thu thp c nhm thng k li bng Eviews nh sau:
Trong ta s bit c gi tr ln nht, gi tr nh nht, gi tr trung bnh v s
trung v ca tng bin c trong m hnh hi quy.
Trang: 8
5. Kim nh gi thit v nh gi mc ph hp ca m hnh

5.1 H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng?
Ta c mc ngha = 5%
H s chn
Kim nh gi thit :
Tiu chun kim nh :
H 0 : 1 = 0
H 1 : 1 0

345.7041 - 0
t= 1 1 =
= 6.952470
49.72393
se( 1 )
t (n k ) = t0.05 (50 4) = 2.013

2
t =6.952470
> t 2 (n k ) = t0.05 2 (50 4) = 2.013
Bc b H 0 1 0 H s chn c ngha ( iu ny khng ph

hp vi l thuyt kinh t v khi din tch v khong cch bng 0 th gi phng tr
cng khng c ngha).
H s gc:
+ H s 2 :
H 0 : 2 0
Kim nh gi thit: H : < 0

1 2
Trang: 9
Tiu chun kim nh: t =
Ta c:
2 2
Se( 2 )
t = 5.2 2 2 9 0> 1 5t
(n
10.05248- 0
= 5.229015
1.9222442
k ) = t 0.05 (50 4) = 1.679
chp nhn H 0 2 0 Ph hp vi l thuyt kinh t (Khi din tch

tng th gi phng tr tng v ngc li)
+ H s 3
H 0 : 3 0
H1 : 3 < 0
Kim nh gi thit
t=
Tiu chun kim nh :
Ta c
3 3
Se( 3 )
- 0.058609- 0
= 2.441844
0,024002
t = 2.441844 < t ( n k ) = 1.679
Bc b
H0
3 <
0 Ph hp vi l thuyt kinh t (Khi khong
cch t phng tr ti trng cng xa th gi phng tr cng gim)

+ H s 4
H 0 : 4 = 0
H1 : 4 0
Kim nh gi thit
Tiu chun kim nh :
t=
4 4
Se( 4 )
177.7542- 0
= 4.965124
35.80055
Ta c t = 4.965124 > t 2 (n k ) = 2.013

Bc b
H0
0 Ph hp vi l thuyt kinh t (Khu vc c nh
hng ti gi phng tr)

5.2. nh gi s nh hng ca cc bin ph thuc ti bin c lp
Da vo kt qu m hnh hi quy t Eviews ta thy:
Trang: 10
o Prob(X2) = 0.0000 < 0.05 nn din tch nh hng ti gi phng tr.

o Prob(X3) = 0.0185 < 0.05 nn khong cch n trng nh hng n
gi phng tr.
o Prob(Di) = 0.0000 < 0.05 nn khu vc c nh hng ti gi phng tr.
5.3. nh gi s ph hp ca m hnh
Da vo kt qu m hnh hi quy t Eviews ta thy:
Prob(F statistic) = 0.000000 < 0.05 nn m hnh hi quy l ph hp.
5.4. Kim nh s ph hp ca m hnh hi quy
Kim nh gi thit:
H 0 : 2 = 3 = 4
H 1 : j 0, j = 2,4
Tiu chun kim nh: F =
nk
R2
k 1 1 R 2
= 15.59160
F ( k 1, n - k) = F0,05 (4 1, 50 - 4) = 2,807
Ta c F = 15.59160 > F ( k 1, n - k) = 2,807
Bc b H 0 , tc l m hnh hi quy l ph hp
6. Ma trn tng quan
Kt qu m hnh hi quy t Eviews:
T kt qu trn ta c th biu din di dng ma trn nh sau:
Trang: 11
A=
1.000000
0.413359
0.217971
0.409756
0.413359
1.000000
0.098553
0.229919
0.217971
0.098553
1.000000
0.034757
0.409756
0.229919
0.034757
1.000000
Xem xt qua ma trn tng quan ca cc bin :

- Tng quan gia din tch v khu vc l thp nht,mang du m -0,229919
(tc c mi quan h t l nghch vi nhau).
- Tng quan gia din tch v khong cch l cao nht 0,098553
7. Ma trn hip phng sai
Kt qu m hnh hi quy t Eviews:
T kt qu trn ta c th biu din di dng ma trn nh sau:
A=
2472 .649
73 .47589
73 .47589
3.695783
0.316928
0.004296
0.316928
0.004296
0.000576
0.010134
15 .67404
0.010734
1281 .679
1061 .257
1060 .257
15 .67404
8. c lng khong tin cy ca h s hi quy ring

Ta c: t 2 (n k ) = t0.05 2 (50 4) = 2.013
+ Khong tin cy ca 2 :
Trang: 12
2 t (n k ).Se ( 2 ) 2 2 + t (n k ).Se ( 2 )
2
10 .05248 2.013 1.922442 2 10.05248 + 2.013 1.922442

6.182604 2 13 .922356
3 t (n k ).Se ( 3 ) 3 3 + t (n k ).Se ( 3 )
2
0.058609 2.013 0.024002 3 0.058609 + 2.013 0.024002

0.106925 3 0.010293
4 t (n k ).Se ( 4 ) 4 4 + t (n k ).Se ( 4 )
2
177 .7542 2.013 35 .80055 4 177 .7542 + 2.013 35 .80055

105 .687693 4 249 .820707
* ngha ca cc h s hi quy ring:

+ i vi 2 : Khi khong cch v khu vc khng i th gi phng tr nhn
gi tr chnh lch trong khong t 6.182604 13.922356 nghn ng/thng vi
tin cy 95%
+ i vi 3 : Khi din tch v khu vc khng i th gi phng tr nhn gi
tr chnh lch trong khong t -0.106925 -0.010293 nghn ng/thng vi tin
cy 95%.
+ i vi 4 : Khi din tch v khong cch khng i th gi phng tr
trung tm thnh ph so vi ngoi trung tm chnh lch trong khong t 105.687693
249.820707.
PHN III: PHT HIN V KHC PHC CC HIN TNG TRONG M

HNH HI QUY
1. Hin tng a cng tuyn
1.1. Pht hin a cng tuyn
S dng m hnh hi quy ph pht hin a cng tuyn.
Trang: 13
Di y l m hnh hi quy ph vi bin X2 theo X3; D
- MHHQ: X2i = 19.88101 + 0.001163X3i 4.2411061Di

F2 = 1.528602
Ta c
F ( k '1, n k ' ) = F0.05 ( 2,47 ) = 3.195056
F2 < F (k '1, n k ' ) khng
tn ti hin tng a cng tuyn
2. Phng sai sai s ngu nhin thay i

2.1. Pht hin phng sai sai s nhu nhin thay i
Kim nh White:
+ Kim nh cho:
Trang: 14
Ta thy Probability (Obs*R2) = 0.669396 > = 0.05

Khng tn ti phng sai sai s ngu nhin thay i.
Chng ta i kim nh khng cho.

Kt qu chy c t Eviews:
Trang: 15
Ta thy Probability (Obs*R2) = 0.523364 > = 0.05

Khng tn ti phng sai sai s ngu nhin thay i.
3.T tng quan.

Pht hin t tng quan:
Theo kt qu thu c t Eviews, ta c d = 1.871161
Tra bng gi tr dU v dL ca thng k d (vi = 0.05 ), ta c:
dL = 1.245
dU = 1.491
T ta c: dU < d < 4 - dU
Vy m hnh trn khng tn ti hin tng t tng quan
Trang: 16
4. Kim nh cc bin c nh hng n m hnh khng.

Xt s cn thit ca cc bin:
* Din tch (X2i):
Kt qu chy t Eviews:
Theo bng kt qu ta thy thng k F=27.34260 c xc xut p=0.000004 nn

bin X2i l cn thit trong m hnh hi quy gc. Suy ra khng th b bin X2i.
* Khong cch (X3i):

Kt qu chy Eviews
Trang: 17

bin X3i l cn thit trong m hnh hi quy gc. Suy ra khng th b bin X3i.
* Khu vc (Di):
Kt qu chy Eviews:
Trang: 18

bin Di l cn thit trong m hnh hi quy gc. Suy ra khng th b bin Di.
Vy cc bin trong m hnh hi quy gc l cn thit, khng th loi b.
Trang: 19

PHN IV: KT LUN
1.T nhng kim nh trn ta c th rt ra mt s kt lun sau:

- Din tch, khong cch v khu vc u nh hng n gi phng tr ti
Nng.
- M hnh la chn ph hp vi l thuyt kinh t
- X2i, X3i, Di xc nh c 50.42% s bin ng ca GDP
- M hnh ban u khng c hin tng a cng tuyn.
- M hnh khng c hin tng phng sai sai s thay i
- M hnh khng c hin tng t tng quan dng hoc m.
- Khng th b bin cc bin X2i, X3i, Di ra khi m hnh.
2. Hn ch ca bi
C th a thm mt s bin na vo m hnh ph hp ca m hnh
tng ln nh s lng ngi trong 1 phng tr, cht lng phng tr... tuy nhin
lm nh vy m hnh s phc tp hn, c th s c nhiu khuyt tt hn gy kh
khn trong vic kim nh .
Do nng lc bn thn ca mi thnh vin trong nhm cn hn ch, s liu t
iu tra v thu thp nn ti khng trnh khi nhng thiu st. Nhm rt mong
nhn c nhng ng gp kin v ph bnh ca thy c v cc bn chng ti
kp thi nm bt v cng c kin thc.
3. Kin ngh ca nhm:
Vit Nam l mt nc ang pht trin, nn kinh t gp nhiu kh khn, i
sng nhn dn cn thiu thn, lm pht vn xy ra, nu gi c phng tr sinh vin
c ci thin th khng nhng cuc sng ca chnh nhng sinh vin bt c
phn no kh khn m cn gip cho cuc sng gia nh c con em l sinh vin s
bt i phn no gnh nng v kinh t.
Gi c nh tr cho sinh vin hin nay ngy cng tng cao, chng ti ngh y
khng ch l vn ca tng lp sinh vin phi sng xa nh m cc c quan chc
Trang: 20
nng cng cn c bin php nht nh. Chng ti xin a ra mt vi bin php nh
qun l gi c nh tr, n nh mc gi trn, a ra nhng khung gi vi tng loi
nh tr tng xng vi iu kin phng tr. Cc c quan chc nng cn phi hp
cht ch vi cc trng hc, thng qua nm r gi c nh tr m cc sinh vin
ang thu, c bin php x l vi nhng nh tr cho thu vi gi c bt hp l.
4. Li cm n
Nhm chng em xin chn thnh cm n thy Nguyn Quang Cng tn
tnh gip v trang b cho chng em nhng kin thc, k nng cn thit chng
em hon thnh ti ny.
5.Ti liu tham kho
Gio trnh Kinh t lng, hng dn bo co ti, hng dn s dng cc
phn mm thng k kinh t ca thy Nguyn Quang Cng- i hc Duy Tn.
Trang: 21
Trang: 22

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Kinh Te Luong

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Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Danh sch thnh vin trong nhm:

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

3. Kin ngh ca nhm...........................................................................................20

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

PHN II: THIT LP, PHN TCH V NH GI M HNH

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Kt qu chy m hnh t phn mm Eviews:

M hnh hi quy tng th (PRF):

M hnh hi quy mu (SF):

Yi= 345.7041 + 10.05248X2i - 0.058609X3i + 177.7542Di + ei

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

i vi 2 : Khi khong cch t phng tr n trng v khu vc khng

i vi 3 : Khi din tch v khu vc khng i, nu khong cch t

chnh l chnh lch gia gi trung bnh ca phng tr trung tm

v ngoi trung tm thnh ph.

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

5. Kim nh gi thit v nh gi mc ph hp ca m hnh

t (n k ) = t0.05 (50 4) = 2.013

> t 2 (n k ) = t0.05 2 (50 4) = 2.013

Bc b H 0 1 0 H s chn c ngha ( iu ny khng ph

Kim nh gi thit: H : < 0

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Tiu chun kim nh: t =

k ) = t 0.05 (50 4) = 1.679

chp nhn H 0 2 0 Ph hp vi l thuyt kinh t (Khi din tch

Tiu chun kim nh :

t = 2.441844 < t ( n k ) = 1.679

0 Ph hp vi l thuyt kinh t (Khi khong

cch t phng tr ti trng cng xa th gi phng tr cng gim)

Tiu chun kim nh :

Ta c t = 4.965124 > t 2 (n k ) = 2.013

0 Ph hp vi l thuyt kinh t (Khu vc c nh

hng ti gi phng tr)

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

o Prob(X2) = 0.0000 < 0.05 nn din tch nh hng ti gi phng tr.

Tiu chun kim nh: F =

T kt qu trn ta c th biu din di dng ma trn nh sau:

Nhm thc hin: Nhm Dandelions

Bi tiu lun kinh t lng

GVHD: Nguyn Quang Cng

Xem xt qua ma trn tng quan ca cc bin :

T kt qu trn ta c th biu din di dng ma trn nh sau: