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CC GII PHP KHC PHC A CNG TUYN (1) B qua a cng tuyn nu t > 2 (2) B qua a cng tuyn

nu R2 ca m hnh cao hn R2 ca m hnh hi qui ph. (3) B qua a cng tuyn nu mc tiu xy dng m hnh s dng d bo ch khng phi kim nh. (4) B bt bin c lp. V d: B bin ca ci ra khi m hnh hm tiu dng. iu ny xy ra vi gi nh rng khng c mi quan h gia bin ph thuc v bin c lp loi b m hnh. Nu l thuyt khng nh c mi quan h vi bin d nh loi b th vic loi b ny s dn n loi b bin quan trng v chng ta mc sai lm v nhn dng m hnh. (5) B sung d liu hoc tm d liu mi Tm mu d liu khc hoc gia tng c mu. Nu mu ln hn m vn cn a cng tuyn th vn c gi tr v mu ln hn s lm cho phng sai nh hn v h s c lng chnh xc hn so vi mu nh. (6) Thay i dng m hnh M hnh kinh t lng c nhiu dng hm khc nhau. Thay i dng m hnh cng c ngha l ti cu trc m hnh . (7) S dng thng tin hu nghim priori information S dng kt qu ca cc m hnh kinh t lng trc t c a cng tuyn V d: Ta c th bit tc ng bin ca ca ci ln tiu dng ch bng 1/10 so vi tc ng bin ca ca ci ln tiu dng 3 = 0.10*2 Chy m hnh vi iu kin tin nghim.

Yi = 1 + 2X2i + 0.10*2X3i + ui Yi = 1 + 2Xi + ui. Trong : Xi = X2i + 0.1X3i Khi c lng c 2 th suy ra 3 t mi quan h tin nghim trn.

(8) S dng sai phn cho cc bin ca m hnh Sai phn lm cho vn a cng tuyn c th nh i. Quay tr li v d hm tiu dng: Thu nhp v ca ci c mi quan h kh cht ch v do khng trnh khi a cng tuyn . Chng ta mun c lng: Yt = 1 + 2X2t + 3X3t+ ut ng vi t-1 Yt-1 = 1 + 2X2t-1 + 3X3t-1+ ut-1 Ly sai phn cc bin theo thi gian Yt-Yt-1= 2(X2t-X2t-1)+ 3(X3t-X3t-1)+vt iu ny c th gii quyt vn a cng tuyn v a cng tuyn xy ra t bn thn cc bin c lp ch khng xy ra t sai phn cc bin ny. Tuy nhin c th vi phm gi nh chun v sai s ngu nhin. (9) Kt hp d liu cho v d liu chui thi gian V d: Nghin cu cu xe hi v ch c d liu chui thi gian. lnYt = 1+ 2lnPRICEt+ 3lnINCOMEt +ut Trong : Yt s xe hi bn ra trong thi on t. Thng thng gi v thu nhp tng quan mnh vi nhau theo thi gian nn chc chn m hnh c a cng tuyn khi s dng chui thi gian .

Gi s chng ta c d liu cho, chng ta c th c lng co dn theo thu nhp khi s dng d liu cho. Cn co dn theo gi chng ta phi tm t chui d liu theo thi gian. c lng hm hi qui theo thi gian Yt = 1 + 2lnPt + ut Khi Yt = lnYt - 3lnINCOMEt Y i din cho s xe hi bn ra sau khi loi tr tc ng ca thu nhp Cn c vo 3 cho trc chng ta c lng c co dn cu xe hi theo gi nhng khng c hin tng a cng tuyn . Tuy nhin chng ta phi gi nh rng, co dn t chui thi gian v t d liu cho l ng nht.

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