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ORG

ON TAP MON KINH TE LNG 1. Ham hoi quy tuyen tnh (phng phap bnh phng be nhat OLS: Ordinary Least Squares) PRF: Yi = E +FXi + ui. SRF: Y = E + F Xi (c lng)

Tnh gia tr trung bnh mau (average value): X !

Xi

n n Tnh he so hoi quy (Coefficient): F!

va Y !

Yi

XiYi  n. X .Y Xi  n( X )
2 2

va E ! Y  F X

Tnh phng sai (Variance): va W X n 1 n 1 Tnh o lech chuan (Standard Deviation): W

2 Y 2

(Yi  Y ) !
W 2Y

( Xi  X ) !

SDY =

va SDX =

W 2X

Tnh ong phng sai hay hiep phng sai (Covariance): SXY = cov(X,Y) =
n 1 * ( Xi  X )(Yi  Y ) n  1 i !1

2. Tnh tong bnh phng o lech: TSS = ESS = RSS =

yi
yi ui

= = =

(Yi  Y ) (Yi  Y )

Yi

 n(Y ) 2

= F 2 xi 2

(Yi  Yi)

TSS = ESS + RSS Vi xi ! Xi  X

va yi ! Yi  Y

3. Tnh he so xac nh R2 : R2 ! 1
2 2 RSS ESS F xi ! ! TSS TSS yi 2

Vi 0<R2<1 R2=1 ng hoi quy thch hp (mc o hoan hao cua mo hnh) khi o phan d RSS=0
1-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

=> Yi ! Yi, i R2=0 => SRF(mo hnh hoi quy mau) khong thch hp RSS=TSS 4. He so tng quan: r (coefficient of Correlation)    r! => Yi ! Y i, i

Xi

XiYi  nXY  n ( X ) * Yi
2

 n (Y ) 2

Vi xi ! Xi  X

va yi ! Yi  Y

Ta co the viet: r !

xi. yi xi yi
2

! s R2

cung dau vi F

5. Tnh khoang tin cay he so:  Bc 1: Xac nh khoang tin cay 95% (hoac 90%) e tm mc y ngha E=5% (hoac 10%). Tnh E/2 = 0.025. Tnh gia tr t tra bang t-student vi phan v E/2 va bac t do df=n-k-1  Bc 2: Xac nh phng sai PRF W2 !  RSS n  k 1

Bc 3: Xac nh sai so chuan (standard error) cua tng he so. se(E ) !

Xi * W n * xi
2

Vi xi ! Xi  X

se( F ) ! 

W2 xi 2

Bc 4: So sanh va tnh khoang tin cay.

( E s tEn/2k 1) * se(E ) hoac ( E  tEn/2k 1) * se(E ) E ( E  tEn/2k 1) * se(E )

n k F s tE 2 1 * se(F ) /

hoac

n F  tE k 1 * se( F ) /2

nk F  tE  2 1 * se(F ) /

6. Khoang tin cay cua phng sai: Bc 1: Xac nh khoang tin cay 95% (hoac 90%) e tm mc y ngha E=5% (hoac 10%). Tnh phan v E/2 = 0.025 va 1-E/2=0.975. Tra bang phan phoi Chi-square vi 2 phan v E/2 va 1-E/2 ng vi bac t do df=n-k-1
2 X E / 2 (df ) va X 12E / 2 (df )

2-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Bc 2: nh khoang tin cay phng sai 7. Kiem nh he so hoi quy:  

(n  k  1)W 2 (n  k  1)W 2 W ! ; 2 2 X 1E / 2 (df ) X E / 2 (df )

2

Bc 1: at gia thiet Ho: F=0 va H1: F#0 vi mc y ngha E=5% (thong thng) Bc 2: Ap dung 1 trong cac cach sau:  Cach 1: Phng phap khoang tin cay  ( ( 2 Kiem nh 2 pha: [U  tEn/2 ) * se(U );U  tEn/2 ) * se(U )] 2

Neu U o khong ri vao khoang nay th bac bo gia thiet Ho.  ( Kiem nh pha phai: [U  tEn/22 ) * se(U );g ]

Neu U o khong ri vao khoang nay th bac bo gia thiet Ho.  ( Kiem nh pha trai: [g;U  tEn22 ) * se(U )] /

Neu U o khong ri vao khoang nay th bac bo gia thiet Ho.  Cach 2: Phng phap gia tr ti han  Bc 1: Tnh t 0 ! F  F0 se(F )

 Bc 2: Tra bang vi mc y ngha E/2 va E (E/2 oi vi kiem

n nh 2 pha va E oi vi kiem nh 1 pha). Tra bang t-student: tE  2 va /2

n tE  2

 Bc 3: So sanh t0 vi gia tr ti han.

n Kiem nh 2 pha: to> tE  2 : bac bo gia thiet Ho. /2

n Kiem nh pha phai: to> tE  2 : bac bo gia thiet Ho.

n Kiem nh pha trai: to< - tE  2 : bac bo gia thiet Ho.

Cach 3: Phng phap gia tr p-value  Bc 1: Tnh gia tr t 0 ! F  F0 se(F )

 Bc 2: Tnh p-value = P(t> to)  Bc 3: So sanh vi mc y ngha E=5%

3-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Kiem nh 2 pha: p-value <E: bac bo gia thiet Ho. Kiem nh 1 pha: p-value/2 <E: bac bo gia thiet Ho. 8. Kiem nh s phu hp cua mo hnh (F0): - R2 cang gan 1, mo hnh hoi quy cang co y ngha. Do o, anh gia xem gia tr R2>0 co y ngha thong ke hay khong. - oi vi mo hnh hoi quy 2 bien, gia thiet Ho con co y ngha bien oc lap khong anh hng en bien phu thuoc Y. - Kiem nh bang phng phap gia tr ti han. Bc 1: at gia thiet Ho: R2=0 ~~F=0 va H1: R2>0 Bc 2: tnh Fo = ESS / 1 R 2 (n  2) = 2 RSS /(n  2) 1 R

Bc 3: So sanh ket qua vi E=5%. Tra bang F vi mc y ngha E va 2 bac t do (1,n-2) ta tnh c gia tr ti han FE (1,n-2). So sanh Fo va FE(1,n-2) Neu Fo> FE(1,n-2) : bac bo gia thiet Ho Neu Fo< FE(1,n-2): chap nhan gia thiet Ho. 9. oc hieu bang ket qua hoi quy tren phan mem Excel:
Regression Statistics Multiple R R-Square (R2) Ajusted R Square (r )        he so R co the nhan oi he so xac nh R2 he so tng quan r

R2 !

ESS TSS

   

r=1-[1-R2]*(n-1/n-k-1)

Standard Error (W)

Sai so chuan cua PRF

W2 !

RSS n  k  df

Observation ANOVA  Regression(ESS)

so quan sat  df(bac t do)    TSS=ESS+RSS Coefficient  SS (ESS)  ESS  RSS  TSS standard error sai so chuan (hoi quy)   MS(EMS)  ESS/df
(trungbnh phan g.thch)

 F =

     lower 95% o tin cay (di)   upper 95% o tin cay (tren)

ESS / df RSS / df
 

Residual (RSS) Total (TSS)   Intercept 

 RSS/df
(t.bnh phan khg g.thch)

 TMS=EMS+RMS t-stat

p-value

He so hoi quy

t- thong ke 

gia tr P 

se(E )

4-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG Variable 1 (bien 1)

 F2

 se( F 2 )

t!

F2  F0 se(F )
2

Variable 1 (bien 2)

F3

se( F 3 )

t!

F3  F 0 se( F )
3

10. oc hieu bang ket qua hoi quy tren phan mem Eviews:
Dependent Variable: CM Method: Least Squares Date: 08/18/07 Sample: 1 64 Included observations: 64  Variable Bi n trong m hnh C  Coefficient H s HQ S quan st  Std. Error Sai s chu n  t-Statistic Th ng k t Time: 21:46         Prob. Gi tr P

E =263.6416
F 2 =-0.005647

se(E ) =11.59318 t! F2  F0 se( F )

2

PGNP
2

se( F 2 ) =0.002003

R-squared (R )h s xc

nh

0.707665 Mean dependent var

(Y )

141.5
2

Adjusted R-squared (Radj)or

S.D. dependent var 0.698081

(Yi  Y )
n 1

R2 S.E. of regression ( W
Log likelihood (L) Durbin-Watson stat (DW)

75.97807 10.34691 10.44811 73.83254 0.000000

) PRF)

41.7478 Akaike info criterion (AIC) 106315.6 Schwarz criterion (SC) -328.1012 F-statistic Gi tr th ng k F

Sum squared resid (RSS)

2.186159 Prob(F-statistic) =P(phn ph i F>Fo)

11. Viet phng trnh hoi quy. Can c vao ket qua hoi quy co trong bang, ta co the viet lai phng trnh hoi quy mau nh sau: SRF: Y = E + F 2 Xi (c lng)

12. Trnh bay ket qua hoi quy: Y = E + F 2 Xi se(E ) =? se( F ) =?

2

n= ? (so quan sat)

R =?
2

5-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

t!

E E0 se(E )

F  F0 t! 2 se( F )
2

Fo=?

p-value(SRF) =? TSS=? ESS=?

RSS=?

P-value (PRF) W 2 (PRF)=?

13. Y ngha he so hoi quy: oi vi dang ham: Y = E + F 2 Xi (he so hoi quy E,F co y ngha la he so o doc)
oi vi dang ham logY = E + F 2 logXi (he so hoi quy E,F co y ngha la he

so co gian) oi vi dang ham co bien gia: he so hoi quy F theo bien gia co y ngha la he so cat. 14. Y ngha R2, F, DW. R2: R 2 ! 1  
2 2 RSS ESS F xi (Vi 0<R2<1) ! ! 2 TSS TSS yi

R2=1 ng hoi quy thch hp (mc o hoan hao cua mo hnh) khi o phan d RSS=0 => Yi ! Yi, i

R2=0 => SRF(mo hnh hoi quy mau) khong thch hp RSS=TSS =>
Yi ! Y i, i

F: Gia tr thong ke F-stat = EMS/RMS (cang ln cang tot, chng to phan d RSS nho, mo hnh phu hp). Durbin Waston stat (phng phap OLS): Sau khi xuat ket qua hoi quy, tm phan d ei va tao bien tre phan d ei-k : oc lap. DW !

(e  e e
i

i k

)2

2 i

vi k=1

(Dung e kiem nh mo hnh co hay khong co tng quan gia cac bien) AIC: cang nho cang tot. Quan he gia R2 va R2adj: R2 =1 => R2adj =1 R2 =0 => R2adj <0 (R ieu chnh co the am)

15. Quan he gia R2 va F, R2 va ESS, RSS.

6-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Fo =

R (n  2) ESS / 1 = 2 RSS /(n  2) 1 R

2

Quan he gia F va R2 nh sau: F ! cang cao.

2 2 RSS ESS F xi ! ! R ! 1 TSS TSS yi 2 2

ESS / k R2 / k ! R2 cang cao, F RSS / n  k  1 (1  R 2 ) / n  k  1

(o lngmc o phu hp cua mo hnh, da

tren 2 bien chon va mo hnh tuyen tnh) (TSS  ESS ) /(n  k ) RSS /(n  k ) n 1 R2adj = 1  =1  = 1  (1  R 2 ) * dung cho cac mo TSS /(n  1) TSS /(n  1) nk hnh hoi quy co cac bien giai thch khac nhau (xem mc o thch hp cua bien) 16. Kiem nh gia thiet ong thi (kiem nh s phu hp cua mo hnh hoi quy a bien):  Bc 1: at gia thiet: Ho: R2=0 ~ Ho: F1=F2=0 (y ngha: cac bien oc lap ong thi khong anh hng en bien phu thuoc hay noi cach khac: ham hoi quy mau khong phu hp) H1 : R2>0 ~ H1 : co t nhat mot F#0. Bc 2: Tnh gia tr F F!   ESS /(k  1) R 2 (n  k ) ! ~ F (k  1, n  k ) RSS /(n  k ) (1  R 2 )(k  1)

Bc 3: Tra bang F vi mc y ngha E=5% (thong thng) va phan v F(k-1,n-k). Bc 4: So sanh ket qua gia tr F trong bang ket qua hoi quy (F-statistic) vi F tra bang. Kiem nh bang phng phap gia tr ti han: Fo> FE(k-1,n-k) : bac bo gia thiet Ho

Kiem nh bang mc y ngha E: p-value =P(F>Fo)< E: bac bo gia thiet Ho Note: Fo cang cao th kha nang bac bo gia thiet Ho cang ln.

17. Kiem nh Wald Test. Y ngha: xem xet co nen a them bien mi vao mo hnh hay khong? Xet 2 mo hnh: Mo hnh rang buoc (UR-unrestricted model): Y=F0+F1 X1++Fm-1 Xm-1++Fk-1 Xk-1+ui. Mo hnh rang buoc (R restricted model) : Y=F0+F1X1++Fm-1 Xm-1+ui. Kiem nh bang thong ke F:  Bc 1: c lng mo hnh UR vi k tham so, lu ket qua cua RSSUR co df=n-k c lng mo hnh R vi m tham so, lu ket qua cua RSSR co
7-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

df=n-m. Trong o: m la so rang buoc =k1 -k2 k2 la so bien giai thch trong mo hnh R k1 la so bien giai thch trong mo hnh UR  Bc 2: Tra bang F vi mc y ngha E=5% (thong thng) va FE(k-m,n-k). 2 2 ( RSS R  RSSUR ) /( k  m) ( RUR  RR ) /(k  m) ! Tnh Ftt ! 2 RSSUR /(n  k ) (1  RUR ) /(n  k ) Bc 3: So sanh F tnh toan vi F tra bang. Ftt > FE(k-m,n-k) : bac bo gia thiet Ho (nen a bien vao mo hnh) Ftt < FE(k-m,n-k) : chap nhan gia thiet Ho (khong nen a bien vao mo hnh) 18. Kiem nh Chow Test: Y ngha: Xem trong chuoi d lieu co khac nhau g ve cau truc khong? Neu khac tach thanh cac mo hnh khac nhau. Neu giong ch dung mot mo hnh. Y tng: co nen tach rieng hay e chung mo hnh. Thc hien:  Bc 1: c lng 3 mo hnh (1) Y=E1+E2 X+v1. trong giai oan au co n1 quan sat (VD: 1997~1990) Tnh RSS1 vi df=n1 -k (2) Y=F1+F2X+v2. trong giai oan sau co n2 quan sat (VD: 1991~1998) Tnh RSS2 vi df=n2 -k (k la tham so cua mo hnh hoi quy)  at RSS U=RSS1+RSS2 vi bac t do df=n1+n2 -2k (1) c lng mo hnh chung Y=K1+K2 X+u vi so quan sat n=n1+n2 Tnh RSSR vi df=n-k ( RSS R  RSSUR ) / k  Bc 2: Tnh gia tr cua F-statistic Ftt ! RSSUR /(n  2k )  Bc 3: Kiem nh Gia thiet: Ho: hai hoi quy cua 2 thi ky nh nhau Gia thiet H1 : hai hoi quy khac nhau. Ftt > FE(k,n-2k) : bac bo gia thiet Ho Ftt < FE(k,n-2k) : chap nhan gia thiet Ho 19. Xac nh bien gia; Cach tao bien gia:  oi vi d lieu cheo, bien gia co the theo giai oan D=0 : giai oan 1 D=1: giai oan 2
8-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Bang Eviews: Cach 1: nhap gia tr 0,1 vao cac quan sat tng ng. Cach 2: * tao bien xu the Eviews/genr/tt=@trend(moc cuoi giai oan1) * tao bien gia da tren bien xu the, Eviews/genr/DUM=tt>so quan    sat. oi vi 2 thuoc tnh: D=1 (thuoc tnh troi), phan con lai D=0 (bien khong co trong mo hnh) oi vi nhieu thuoc tnh, so bien gia = so thuoc tnh -1. So sanh cac thuoc tnh khac vi thuoc tnh c s. Tnh % khac biet cua bien gia bang cach lay 1-antilog

Kiem nh:  Phng phap khoang tin cay (lien he phan tnh khoang tnh cay)    Phng phap mc y ngha: (lien he kiem nh bang gia tr p-value vi mc y ngha) Phng phap nen hay khong a bien vao mo hnh (kiem nh bang thong ke F) Note: Ta can chu y en mo hnh hoi quy trc vao sau khi co bien gia e anh gia. Khi a bien gia vao mo hnh, cac he so hoi quy co y ngha (R2,t-stat va p-value) se cho ta nhan nh ung hn ve mo hnh. Khi o mi ket luan mo hnh phu hp hay khong. 20. Phat hien phng sai thay oi Phat hien:  e phat hien phng sai cua nhieu co thay oi hay khong, ngi ta thng   dung cong cu chan oan phan d Ui (co the co ket qua ang tin cay). Trong d lieu cheo do lay mau rat rong, de xay ra phng sai thay oi. Phan tch phan d Ui, va ve o th phan d theo bien oc lap bat ky, ta co dang hnh phan tan eu va ong nhat.

Kiem nh Park test  Bc 1: Hoi quy mo hnh, lu so lieu phan d (resid trong bang bien tai phan mem Eviews).   Mo hnh (1): Yi=F1+F2Xi+Ui Bc 2: c lng mo hnh phan d theo bien oc lap. Mo hnh (2): lnU^i= E1+E2Xi+Vi. Bc 3: at gia thiet: Ho: E2=0 (phng sai khong oi) H1 : E2 #0 (phng sai thay oi) Kiem nh bang t-stat. Kiem nh Glejsei test Bc 1: Hoi quy mo hnh, lu so lieu phan d (resid trong bang bien tai phan mem Eviews).
9-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Mo hnh (1): Yi=F1+F2Xi+Ui Bc 2: c lng mo hnh phan d theo bien oc lap. Mo hnh (2) co 1 trong cac dang sau : 1 Ui ! E 1  E 2 Xi  Vi hoac Ui ! E 1  E 2  Vi Xi 1 Ui ! E 1  E 2  Vi hoac Ui ! E 1  E 2 Xi  Vi Xi

Bc 3: at gia thiet: Ho: E2=0 (phng sai khong oi) H1 : E2 #0 (phng sai thay oi) Kiem nh bang t-stat.

Kiem nh White test:  Bc 1: Hoi quy mo hnh, lu so lieu phan d (resid trong bang bien tai phan mem Eviews). Mo hnh (1): Yi=F0+F1X1i+F2 X2i +Ui Bc 2: c lng mo hnh phu bang thao tac Eviews (View/Residual Tests/White Heteroscedasticity) thu c R2. Sau o ta tnh Xtt=n* R2 (trong o n la so quan sat)   Bc 3: at gia thiet: Ho: E1=E2=E3 = E4 = 0 (phng sai khong oi) H1 : E1=E2=E3 = E4 #0 (phng sai thay oi) Bc 4: Kiem nh va so sanh,
2 Tra bang Chi-square X E ( df ) vi mc y ngha E

Neu Xtt=n* R2 > Xtt=n* R2 : bac bo gia thiet.

21. Phat hien t tng quan bang kiem nh Durbin Waston Phat hien: can c vao o th Scatter cua phan d Ui vi bien tre Ui-1. -o th co dang ngau nhien th khong co s tng quan. - o th co dang he thong th nhan nh co s tng quan xay ra. Thc hien kiem nh bang Durbin Waston  Bc 1: c lng mo hnh hoi quy goc. Lu gia tr phan d Ui va tao bien tre Ui-1.
n

Bc 2: Tnh gia tr V !

U U
t i! 2 n

t 1

vi  1 e V e 1

U
i !1

2 t

10-Mr.Isaac Nguy n

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

n

(U Hoac tnh gia tr d !

t!2

t n

 U t 1 ) 2

} 2(1  V ) vi 0 e d e 4

U t2
t !1

Bc 3: Kiem nh va so sanh Tra bang thong ke Durbin Waston cho ta cac gia tr ti han dU va dL vi mc y ngha E, so quan sat n, va so bien oc lap k. So sanh: * d (0,dL): t tng quan dng * d (dL,dU): khong quyet nh c * d (dU,2): khong co tng quan bac nhat. * d (2,4-dU): khong co tng quan bac nhat. * d (4-dU, 4-dL): khong quyet nh c * d (4-dL, 4): t tng quan am

22. Phat hien a cong tuyen Phat hien: R2 cao nh t-stat thap (khong co y ngha p-value co gia tr cao) He so tng quan cap gia cac bien giai thch cao, khoang 0.8 Thc hien kiem nh va xac nh a cong tuyen:  Bc 1: Xet he so tng quan gia 2 bien (co a cong tuyen) Neu he so tng quan gan bang 1 (a cong tuyen gan nh hoan hao), Neu he so tng quan < 0.8 (a cong tuyen khong hoan hao). Bc 2: Hoi quy Y theo tng bien oc lap X1, X2. Ta co 2 mo hnh (1): Y^1=E + E1X1 lu ket qua R2, p-value (xem co hay khong y ngha thong ke) (2): Y^2=F+F2 X2 lu ket qua R2, p-value (xem co hay khong y ngha thong ke) Bc 3: Hoi quy mo hnh phu 2 bien co a cong tuyen (3) X^2=K+K1X1 lu ket qua R2, p-value (xem co hay khong y ngha thong ke) Bc 4: at gia thiet: Ho: khong co a cong tuyen H1 : co a cong tuyen Kiem nh bang thong ke F: 2 R2 /(k  2) F2 ! 2 (1  R2 ) /(n  k  1) Tnh F tra bang vi mc y ngha E, FE(k-2,n-k+1) So sanh: F2 > FE(k-2,n-k+1): bac bo gia thiet. F2 < FE(k-2,n-k+1): chap nhan gia thiet.
11-Mr.Isaac Nguy n

 

TAI LIEU KINH TE LUONG WWW.KHOAKINHTE.ORG

Thc hien kiem nh va bo bt bien.  Bc 1: Xet he so tng quan gia 2 bien (co a cong tuyen) Neu he so tng quan gan bang 1 (a cong tuyen gan nh hoan hao), Neu he so tng quan < 0.8 (a cong tuyen khong hoan hao).  Bc 2: Hoi quy Y theo tng bien oc lap X1, X2. Ta co 2 mo hnh (1): Y^1=E + E1X1 lu ket qua R2, p-value (xem co hay khong y ngha thong ke) (2): Y^2=F+F2 X2 lu ket qua R2, p-value (xem co hay khong y ngha thong ke)  Bc 3: Kiem nh Xet p-value cua X1 va p-value cua X2 trong ket qua hoi quy.

p-value (X1) > p-value (X2): mo hnh hoi quy Y theo X1 co mc o phu hp cao hn mo hnh hoi quy Y theo X2. Do o loai bo bien X2. 23. Cach khac phuc cac loai benh (phng sai thay oi, t tng quan, a cong tuyen) Cach khac phuc a cong tuyen:  Bo bien ra khoi mo hnh, sau o hoi quy lai mo hnh khong bao gom bien can loai bo. anh gia gia tr R2, t-stat va p-value xem co y ngha thong ke khong.  Can c vao ket qua earnings (he so ang tin cay cho trc). Sau o xac nh mo hnh hoi quy phu theo he so cho trc. anh gia gia tr R2, t-stat va p-value cua mo hnh hoi quy phu xem co y ngha thong ke khong.  Them d lieu cho mo hnh, tuy nhien cach thc nay ton kem chi ph nen t c thc hien.

Cach khac phuc phng sai thay oi:   Biet phng sai W2 Khong biet phng sai W2 : Bc 1: c lng phng trnh (1): Yi=b1+b2 Xi+ui Bc 2: Ve o th phan d ui theo Xi. anh gia xem phng sai nhieu co hay khong ty le thuan vi bien giai thch . Bc 3: Chia 2 ve cua phng trnh hoi quy (1) cho can bac 2 cua bien giai thch.  b2 Xi  vi Xi Xi Xi Xi Xi Xi chuyen thanh dang phng trnh khong co he so cat. Bc 4: So sanh mo hnh (1) va (2) qua so lieu hoi quy R2, t-stat va p-value va anh gia mo hnh. Cach khac phuc t tng quan:
12-Mr.Isaac Nguy n

(2)

Yi

b1

 b2

Xi

ui

<=>

Yi

b1

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Trng hp biet cau truc cua tng quan Trng hp cha biet cau truc cua tng quan Cach 1: c lng V bang thong ke d Cach 2: Phng phap Durbin Waston 2 bc (sach KTL-trang 171)

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