CU HI V BI TP CHNG I

1. Nghin cu kinh t lng v nghin cu kinh t c g khc nhau v ging nhau?

2. Bn hiu th no v vai tr ca Kinh t lng trong vic ra quyt nh trong kinh t v kinh doanh?
3. thc y nhu cu s dng my mc trong sn xut nng nghip, lnh o tnh mun tm hiu xem
cn tc ng bng cc chnh sch no? Nu bn l cn b S nng nghip, s dng 8 bc nghin
cu trong Kinh t lng, bn s lm th no lm cn c xut ti lnh o ca mnh v vn
ny.
4. Hin nay, Chnh ph Vit Nam khuyn khch cc doanh nghip trong nc u t ra nc ngoi, nu
c t vn v quyt nh u t ra nc ngoi ca doanh nghip, bn s la chn nhng yu t no
xem xt?

CU HI V BI TP CHNG IV
1)

Ti sao phi xy dng m hnh hi qui?

2)

Phn tch hi qui c phi l phn tch mi quan h nhn qu?

3)

Hy phn bit m hnh hi qui tng th; m hnh hi qui tng th ngu nhin; m hnh hi
qui mu v m hnh hi qui mu ngu nhin?

4)

Nhng s liu no c s dng trong phn tch hi qui?

5)

S khc nhau ca phn d ei v sai s ngu nhin ui?

6)

Trong cc m hnh sau, hy xc nh m hnh no l m hnh hi quy tuyn tnh tham

s, bin s hoc c hai?
Yi = B1 + B2Xi + ui
Yi = B1 + B2(Xi)2 + ui
Yi = B1 + (B2Xi)2 + ui
Yi = B1 + B2ln(Xi) + ui
ln(Yi) = B1 + B2Xi + ui
Yi = B1 + B22Xi + ui
Yi 2 = B1 + B2 X i + ui
Yi = B1 - B2 1 + ui
X
i

7)

Cc m hnh sau c l m hnh hi quy tuyn tnh hay khng? Ti sao?

Yi = e B1 B2 X i ui
Yi =

1
1 e

B1 B2 X i ui

lnYi = B1 + B2 1 + ui

Xi

Yi = B1 + (2 B1) e B2 X i + ui

Yi =

1
B1 B2 X i ui

8)

Hy nu nhng gi thit ca phng php c lng OLS?

9)

Nu sai s ui khng tun theo phn phi chun th c th c lng c cc tham s bj

khng? Gii thch?

10) Hy gii thch ngha ca cc tham s c lng t phng php OLS? Phng sai ca cc
tham s c lng? Sai s chun ca cc tham s c lng?
11) Hy gii thch tng bnh phng cc bin ng ca bin ph thuc (TSS) l g? ESS l g?
RSS l g? H s xc nh ?
h s R 2 = 1 th ta c kt lun g?
Bin X v bin Y bin i cng chiu v bng nhau ;
Bin c lp v bin ph thuc bin i nh nhau ;
M hnh co gin n v ;
Cc bin c lp trong m hnh gii thch hon ton (100%) s bin ng ca cc
bin ph thuc ;
Tt c cc cu trn u sai.

12) Nu

13) Hy nu kim nh t, kim nh F trong phn tch hi qui?

14) Hy gii thch cc mnh sau ng hay sai?
Vi mc ngha thng k v bc t do cho trc, gi tr tuyt i ca t (tk(bj)) ln
hn gi tr t tra bng (tc), gi thuyt khng (H0) khng th bc b?
H s tng quan (r) c du ging nh du ca tham s b1 (hi qui gin n)?
Nu ui tun theo phn phi chun th b0 v b1 cng tun theo phn phi chun?
15) Nu c m hnh sau: Nng sut la = B1 + B2 (Mc bn phn ha hc) + u
Hy cho bit trong trng hp ny B1, B2 v u l g?
Nu m hnh l : Tin lng = B1 + B2 (Trnh hc vn) + u
Th B1, B2 v u trong trng hp ny l g?
16) Mi quan h gia chi ph cho lng thc, thc phm (LT, TP) ca h v s ngi trong h
nh sau (s liu mang tnh gi nh)

S ngi/h
X
3
6
5
6
6

Chi ph cho LT, TP

(tr. ng)
Y
9,9
10,4
15,1
12,9
14,2

Nu mt ngi xy dng m hnh:

Y = B1 + B2 X + u

S ngi/h
X
3
4
4
5
3

Chi ph cho LT, TP

(tr. ng)
Y
11,1
7,4
9,4
11,9
9,1

17)

Hy c lng cc tham s B1 v B2?

V th cc phn d?
c lng phng sai v sai s chun ca cc tham s c lng?
Tnh tng bnh phng bin ng ca bin ph thuc (TSS), (ESS) v phn d (RSS),
h s xc nh hiu chnh?
Tnh gi tr F? Gi tr ny c ngha thng k hay khng?
Tnh khong tin cy cho tham s B1 v B2 vi mc ngha thng k = 5%?
C ngi kt lun rng s ngi trong h c tng quan vi chi ph cho LT, TP ca h
vi mc ngha thng k 5%? Bn c ng hay khng? Hy gii thch?
Nu nh m hnh by gi l:
Ln(Y) = B1 + B2 Ln(X) + u th cc cu tr li trn y
c thay i khng? Gii thch?

Gi s c m hnh sau: Log(Nng sut la) = B1 + B2 Log(X) + u; trong : Log l

logarith; Nng sut la c tnh l t/ha; X l chi ph lao ng (ngy-cng/ha). Nu nh
n v tnh ca Nng sut la by gi l kg/ha th cc tham s B1 v B2 c lng c s
thay i th no? Gii thch?

18) C hm tiu dng nh sau: Yi = B1 + B2 Xi + ui . Trong : Yi l mc tiu dng ca h,

Xi l thu nhp ca h. Xu hng tiu dng trung bnh (APC, Average Propensity to
Consume) n gin c tnh l mc tiu dng bnh qun ca 1 n v thu nhp (Yi/Xi).
T s liu iu tra 100 h nng dn v thu nhp v tiu dng (n v tnh l 1000 ng),
ngi ta c lng c m hnh sau:
= - 124.84 + 0,853 Xi

vi n = 100 v R2 = 0,692.

(i)

Hy phn tch hng s hay h s chn (intercept) v du v ln?

(ii)

Mc tiu dng ca h l bao nhiu nu thu nhp ca h l 25 triu ng?

(iii)

Hy v th v MPC v APC vi trc honh l Xi (mc thu nhp ca h)?

19) Vo nm 1983, cng ty Video Board Tests, Inc., mt cng ty nghin cu qung co ti
New York tin hnh iu tra hng nm vi 20.000 ngi trng thnh v chng trnh
qung co thng mi trn truyn hnh no m h tng xem, h ch v h a thch.
Nhng n tng lu li v ni dung qung co da trn cuc phng vn 4000 ngi
trng thnh, trong nhng khch hng thng xuyn c yu cu k li mt qung
co v loi sn phm m h mi xem trong tun trc.
S liu c s dng y da trn kho st 21 hng v cng c cng b trn Tp
ch Ph Wall (the Wall Street Journal) nm 1984 .
FIRM

SPEND MILIMP

MILLER LITE
50.1
PEPSI
74.1
STROH'S
19.3
FED'L EXPRESS 22.9
BURGER KING 82.4
COCO-COLA
40.1
MC DONALD'S 185.9
MCI
26.9
DIET COLA
20.4
FORD
166.2

32.1
99.6
11.7
21.9
60.8
78.6
92.4
50.7
21.4
40.1

FIRM

SPEND

LEVI'S
27.0
BUD LITE
45.6
ATT/BELL
154.9
CALVIN KLEIN
5.0
WENDY'S
49.7
POLAROID
26.9
SHASTA
5.7
MEOW MIX
7.6
OSCAR MEYER
9.2
CREST
32.4
KIBBLES 'N BITS 6.1

MILIMP

40.8
10.4
88.9
12.0
29.2
38.0
10.0
12.3
23.4
71.1
4.4

Ngun: http://lib.stat.cmu.edu/DASL/Datafiles/tvadsdat.html
Trong : FIRM l tn hng; SPEND l ngn sch qung co truyn hnh nm 1983 (tnh

bng triu USD); MILIMP l hng triu n tng cn lu li tnh theo tun.
Vy nu mun phn nh nh hng ca chi tiu cho qung co n n tng ca ngi
khch hng th m hnh nn c xy dng nh th no? Anh (ch) phn tch nh th no v
mi quan h ny?
20) C m hnh hi qui gin n: Yi = B1 + B2 Xi + ui . Nu B1 = 0 hay m hnh khng c h
s chn (ng hi qui c lng i qua gc ta ). Hy:
(i)

c lng tham s b2 (l c lng ca B2)?

(ii)

Hy c lng phng sai v sai s chun ca b2?

CU HI V BI TP CHNG V
(1) Phn tch hi qui tuyn tnh gin n v a bin (nhiu bin) c g ging v khc nhau?
(2) Trong tch hi qui tuyn tnh a bin (nhiu bin), gi thit no khc vi hi qui gin n?
(3) c lng cc tham s bj bng phng php OLS liu c cn gi thit sai s ui tun theo
phn phi chun? Ti sao?

(4) Khi phn tch 1 tham s cn nu c ch tiu no?

a. tin cy/mc ngha thng k ca tham s;
b. Du ca tham s;
c. ln ca tham s;
d. Tt c cc p n trn u ng;
e. Tt c cc cu trn u sai.
(5) Trong vic c lng mt tham s thng k:
a. Khong tin cy l 1 p;
b. Xc sut ng l 1 - p ;
c. Mc ngha thng k l 1 p;
d. tin cy l 1 p;
e. Tt c cc cu trn u sai.
(6) Ti sao kinh t lng cn phi a ra h s xc nh hiu chnh, R 2 ?
(7) Trong 1 m hnh hi quy tuyn tnh, nu s quan st (n) cng t, s tham s (k) cng nhiu
2

th s chnh lch gia R2 v R cng ln, ng hay sai? Ti sao? (vi iu kin: n, k N
v n > k)
(8) C 2 m hnh nh sau:
Yi = B1 + B2 Xi + B3 Xi2 + ui
V

(a)
2

Log(Yi) = A1 + A2 Log(Xi) + A3 Log(Xi ) + ui

(b)

Trong : Yi = mc tiu dng v Xi = thu nhp ca ngi tiu dng.

(i)

Theo bn th cc m hnh trn c tha mn gi thit ca hi qui tuyn tnh a chiu? Ti

sao?

(ii)

Hai m hnh trn c g ging v khc nhau?

(iii)

kim nh cc tham s Bj v Aj ta cn gi thit no?

(iv)

Mt ngi mun a thm bin ti sn ca ngi tiu dng (X2) vo 2 m hnh trn th
h s xc nh ca 2 m hnh s tng hay gim? Ti sao?

(v)

Ti sao cc bj c lng t phng php OLS l cc c lng BLUE?

Gi s c ngi s dng m hnh sau nghin cu mi quan h gia thi gian ng, thi
gian lm vic v cc yu t nh hng n lng thi gian dnh cho ng.

(9)

Y = B1 + B2 X2 + B3 X3 + B4 X4 + u
Trong :

Y = Thi gian ng (gi/thng)

X2 = thi gian lm vic (gi/thng)
X3 = S nm i hc (nm)
X4 = Tui (nm)

(i)

Nu nhng ngi tui lao ng mun nh i gia ng v lm vic th du ca

tham s c lng B2 s nh th no?

(ii)

Bn c suy ngh g v du ca cc tham s B3 v B4?

(iii)

Gi s kt qu c lng l:

Y = 232,55 + 0,148 X2 + 11,13 X3 + 2,20 X4

n = 700; R2 = 0,272
Nu ngi no lm vic thm 20 gi/thng, vy thi gian ng ca ngi s gim
xung bao nhiu? Liu y c phi l s nh i?
(iv)

Hy phn tch du v ln ca X3?

(v)

Liu c th khng nh thi gian lm vic, s nm i hc, v tui gii thch phn ln
bin ng ca thi gian ng? Nhng yu t no nh hng n thi gian ng? Liu X3
v X4 c tng quan vi X2?

(vi)

Nu m hnh l dng Log Log c 2 v th kt qu c g khc nhau?

(10)

Kt qu c lng hm cu bia ru mt nc Ty u nh sau:

= - 0,014 - 0,354 X2t + 0,0018 X3t + 0,657 X4t + 0,0059 X5t
Se

(0,012) (0,2688)

(0,0005)

(0,266)

(0,0034)

tk

(-1,16) (1,32)

(3,39)

(2,47)

(1,73)

R2 = 0,689
Trong :
ngi ln);

; n = 20 (nm).

Y = Mc thay i hng nm v tiu dng bia, ru bnh qun u ngi (ch tnh
X2 = Mc thay i hng nm v ch s gi thc ca ru;
X3 = Mc thay i hng nm v ch s gi thc ca thu nhp kh dng bnh qun u
ngi;
X4 = S c s kinh doanh ru c cp php thay i hng nm bnh qun u
ngi (tnh ngi ln);

X5 = Mc thay i hng nm v chi tiu thc cho qung co bia ru bnh qun u
ngi (tnh ngi ln).
Ngun : Gujarati (1999).
Yu cu :
(i)

Da vo l thuyt kinh t hy phn tch du ca cc tham s c lng? Lm th no

kim nh c cc phn tch trn?

(ii)

Hy kim nh mc ngha ca cc tham s?

(iii)

Tnh khong tin cy cho cc tham s mc ngha 5%?

(iv)

Tnh gi tr F, R 2 v phn tch m hnh?

(v)

Hng s trong trng hp ny phn tch nh th no?

(vi)

Hy phn tch cc h s cn li?

(11)

Ho so
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

C s liu ca 50 h nng dn tnh H Ty (trch mt phn s liu t D n ACIAR

ADP 1/1997/092) nh bng sau:
Y
393,10
498,03
552,20
372,41
545,78
1333,33
564,64
570,92
593,88
592,32
375,00
515,36
540,00
519,15
421,88
683,70
489,64
324,00
543,73
584,82
617,02
577,73
526,80
351,43
393,33
393,33

X1
10,76
34,85
17,88
14,48
35,17
66,67
39,38
34,29
32,86
32,90
19,09
52,50
52,00
34,00
20,63
44,12
34,50
9,60
31,50
18,75
29,82
25,15
32,50
12,00
43,50
43,50

X2
12,41
29,56
33,46
10,34
14,48
61,11
18,75
33,21
30,95
16,94
10,91
16,50
18,00
17,00
10,31
11,91
32,63
13,20
14,63
20,00
19,90
31,76
16,88
10,29
23,00
22,92

X3
5,69
13,24
10,38
10,34
10,34
23,33
14,06
13,93
13,33
11,85
6,82
11,25
10,00
6,00
8,44
12,79
13,13
9,60
13,50
11,25
17,69
9,26
9,38
6,86
9,00
8,92

X4
56,90
21,62
33,46
39,31
27,93
5,56
15,94
39,64
38,10
27,10
47,73
56,25
50,00
30,00
42,19
25,59
39,00
48,00
30,00
31,25
25,15
33,97
35,00
21,43
36,00
38,75

X5
17,59
20,29
20,19
13,45
13,45
64,44
20,63
26,25
20,24
22,26
17,73
21,00
23,00
16,50
16,88
20,29
20,63
14,40
15,00
21,88
25,15
18,53
15,63
17,14
26,00
20,83

X6
0
0
0
1,03
1,55
0
0
0
0
0
4,09
1,50
4,00
2,00
0
0
0
0
0,75
0
0
0
2,50
0
0
0

X7
227,48
239,56
287,89
90,52
105,83
337,78
321,56
280,71
309,05
84,19
210,00
293,25
293,00
142,00
296,72
340,15
354,75
96,00
106,32
221,88
233,96
80,29
126,00
78,43
65,68
96,92

X8
9
9
9
7
7
3
11
11
11
9
7
7
7
5
9
9
9
6
6
7
7
7
7
4
9
9

X9
9,3
9,3
9,3
8,7
8,7
1,6
10,5
10,5
10,5
11,7
8,1
8,1
8,1
6,0
6,7
6,7
6,7
5,3
5,3
10,3
10,3
9,0
9,0
2,5
8,4
8,4

D1
1
0
1
1
0
0
0
1
1
0
1
0
0
0
1
0
1
1
0
1
1
1
0
1
0
0

27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50

618,05
629,26
567,53
520,02
546,43
511,13
632,89
595,38
520,00
575,85
614,15
653,43
526,61
428,57
611,14
593,01
553,73
440,75
476,79
538,57
516,83
523,71
709,82
585,60

Trong :

/so/nm);

40,26
22,50
23,08
37,50
22,50
24,71
22,00
41,47
27,00
36,50
5,86
34,22
33,91
0,00
0,00
13,42
13,80
33,16
21,88
45,71
40,71
9,00
21,56
44,70

13,89
12,12
35,19
18,16
18,75
38,82
32,00
15,44
16,00
9,38
15,91
31,59
14,35
11,79
18,00
14,21
28,50
17,76
13,13
10,36
17,14
14,25
23,44
22,50

11,05
9,81
21,35
14,80
13,13
15,00
8,00
11,03
8,00
11,46
0,00
0,00
12,39
0,00
0,00
11,84
13,50
5,92
0,00
5,00
15,71
0,00
16,88
10,50

9,87
15,00
46,15
31,97
32,81
41,47
40,00
29,56
35,00
25,00
0,00
14,48
22,17
0,00
0,00
5,92
36,00
27,63
25,00
17,14
20,00
30,00
39,38
43,50

21,71
20,19
20,19
16,78
26,25
24,26
20,00
16,32
15,00
15,63
17,16
15,80
18,91
23,79
26,70
24,59
18,00
17,37
17,50
23,57
15,71
30,75
25,31
15,75

0
0
0
1,97
0
0
0
0
17,00
2,50
1,67
1,32
4,57
0
0
0
0
1,58
0
0
0
12,00
15,00
0

238,03
292,10
103,10
104,61
183,00
220,24
103,20
121,24
233,00
116,96
476,21
182,28
91,30
172,93
104,25
105,00
97,80
99,47
167,22
128,57
110,00
80,85
66,56
128,70

12
12
12
12
8
8
7
7
7
8
8
8
8
10
10
10
9
9
7
7
5
12
12
9

11,2
11,2
10,7
10,7
6,9
6,9
4,8
4,8
8,0
8,6
8,3
8,3
8,3
8,2
8,2
8,2
8,3
8,3
7,6
7,6
4,6
9,9
9,9
8,2

0
1
1
0
1
1
1
0
1
0
0
1
0
1
0
1
1
0
0
1
0
0
1
1

Ho so = S th t h;
Y = Nng sut qui i ra la ca cc cy trng (trn 1 cng thc lun canh ca cng
mnh rung trong 1 nm) (kg/so/nm);
X1 = chi ph ging (1000 /so/nm);
X2 = Lng phn m bn (kg/so/nm);
X3 = Lng phn kali bn (kg/so/nm);
X4 = Lng phn ln bn (kg/so/nm);
X5 = Lng lao ng gia nh s dng (ngy-ngi/so/nm);
X6 = Lng lao ng thu (ngy-ngi/so/nm);
X7 = Chi ph bng tin khc ngoi ging v phn ha hc (3 loi trn) (1000
X8 = S mnh rung m h c (s mnh/h);
X9 = Din tch t canh tc ca h (so/h);
D1 = 1, nu h trng cy lng thc (la, ng) trn mnh rung ,
D1 = 0, nu h trng cy khc.

Yu cu:
(i)
Hy xy dng m hnh phn tch da trn nhng thng tin trn?
(ii)

Bng cc chng trnh m Bn bit (Regression trong bng tnh Excel; cc chng
trnh thng k STATA, SAS,... v cc chng trnh kinh t lng SPSS, SHAZAM,
EVIEWS, LIMDEP, MICROFIT, GRETL, ...) hy c lng m hnh xy dng?

(iii)

Phn tch cc kt qu?

Da trn s liu thng k ca cc tnh v ton quc (http://www.gso.gov.vn) mt s nm
gn y (sau nm 1990), hy c lng m hnh sau :

(12)

Mc tng trng GDP nng nghip = F (mc tng trng t nng nghip,
mc tng trng lc lng lao ng,
Mc gim ngho,
C cu ngnh dch v trong nng nghip)
(i)

Hy xy dng m hnh kinh t lng phn nh mi quan h trn? Ti sao s dng dng
hm ny?

(ii)

Da vo l thuyt kinh t hy phn tch du ca cc tham s cn c lng? Lm th

no kim nh c cc phn tch ca Bn?

(iii)

Nu mun phn tch nh hng ca Lut Doanh nghip (2000) (mt trong nhng lut
khuyn khch u t) cn lm th no?

(iv)

Hy c lng kt qu v phn tch kt qu?

CU HI V BI TP CHNG VI
1)

Khi no xut hin hin tng a cng tuyn? Phng sai ca sai s khc nhau? T tng
quan?

2)

Khi phn tch cc hin tng kinh t phi cn c nhng gi thit no? Cho v d?

3)

Th no l a cng tuyn? a cng tuyn gia 2 bin c lp v gia nhiu bin c g khc
nhau?

4)

C m hnh hm tng chi ph nh sau: TC = B1 + B2 q + B3 q2 + B4 q3 + u. Vi TC l tng chi

ph; q l sn lng. M hnh trn c a cng tuyn hay khng? a cng tuyn hon ho hay
khng hon ho? Bn c nhn xt g?

5)

C m hnh: Yt = B1 + B2 Xt + B3 Xt-1 + B4 Xt-2 + B5 Xt-3 + ut. Trong :

Yt = tiu dng thi gian t; X = tiu dng; t = thi gian.
(a) Bn c cho rng m hnh trn c a cng tuyn khng? Ti sao?
(b) Nu cu (a) l c th lm th no gii quyt?

6)

Nhng ni dung sau l h qu ca hin tng phng sai ca sai s khc nhau? (ng hay
sai?, gii thch?)
(i) Cc c lng t phng php OLS l cc c lng khng ph hp.
(ii) Gi tr F khng tun theo phn phi Fisher.
(iii) Cc c lng t phng php OLS khng cn l cc c lng tuyn tnh khng
chch tt nht (BLUE).

7)

C ngi s dng m hnh sau:

Yi = B0 + B1 X1i + B2 X2i + B3 X3i + B4 X4i + ui
Trong :

Yi l lng bia tiu th ca ngi th i

X1 = Thu nhp; X2 = gi bia; X3 = vn ha ngi tiu dng;
X4 = gii tnh (nam/n); i = l ngi tiu dng (ung bia) th i

E(u|X1, X2, X3, X4) = 0

Var(u|X1, X2, X3, X4) = 2 X12 .
(i)

Hy bin i m hnh sai s khng cn hin tng phng sai khng ng

nht.

(ii)

C th cn cch no khc?

8)

Phng php WLS s tt hn phng php OLS khi mt bin quan trng b b st. ng hay
sai? Gii thch?

9)

Gi s c s liu l thuyt nh sau:

(i)
(ii)
(iii)
(iv)
(v)
(vi)
(vii)
(viii)
(ix)

Mc tiu dng (Y)

Thu nhp (X2)
Vn (X3)
50
30
322
60
35
392
55
40
481
65
60
630
70
80
810
65
100
1009
80
120
1273
90
125
1250
85
130
1320
100
135
1390
95
140
1425
110
160
1633
115
180
1876
120
200
2252
140
220
2201
155
240
2435
150
260
2686
Hy c lng Y l hm s ca X2 v X3 bng phng php OLS?
M hnh trn c a cng tuyn khng? Lm th no bit?
c lng ring r Y l hm s ca X2 v Y l hm s ca X3. Nhng m hnh ny
ni ln iu g?
c lng X2 l hm s ca X3. M hnh ny cho bit iu g?
Nu nh c a cng tuyn, bn s b bt 1 bin c lp (X1 hoc X2).? Ti sao c v
ti sao khng?
Nu ch da vo kt qu OLS (gi s chy trn bng tnh Excel), c th khng nh
a cng tuyn c khng? Gii thch?
V th phn d? Hin tng phng sai ca sai s khc nhau c xy ra?
Hy s dng cc kim nh Park, Gleijer, Goldfeld v Quant kim nh s liu
trn?
Nu cc kim nh trn cho thy c hin tng phng sai ca sai s khc nhau th
ta cn lm th no?

10)

Khi xut hin AR(1), phng php no c th s dng c cc c lng tuyn tnh khng
chch tt nht (BLUE)?

11)

Kim nh t tng quan bng phng php Durbin-Watson cn c gi thit no?

12)

Nhng hn ch ca ch tiu thng k d (DW, Durbin-Watson)?

13)

Wooldridge (2003) s dng m hnh Yt = B0 + B1 Xt + ut c lng ng Philip tnh.

Trong Yt l t l lm pht; Xt l t l tht nghip. Da trn s liu ca M t 1948 n n
1996, kt qu c lng nh sau:
Yt = 1,42 + 0,468 Xt
Se (1,72)
(0,289)
v n = 49; R2 = 0,053, R 2 = 0,033
Da trn cc kt qu hy phn tch? Liu c s cn bng gia lm pht v tht nghip?

14)

Vi s liu trong bi 9 (Chng 4) v sn xut trng trt ca mt s h nng dn H Ty.

Yu cu:
Hy xy dng m hnh v c lng m hnh phn nh mi quan h gia nng sut
la qui i v cc yu t u vo sn xut
T kt qu c lng, theo bn c vn g xy ra? Ti sao? Cch khc phc th
no?

CU HI V BI TP CHNG VII
1)

Nu tm tt:
Th no l bin nh tnh, cho v d?
Phng php phn tch phng sai (ANOVA) c phi cng tng t nh phn tch cc bin
nh lng?
Bin gi nh hng n h s chn (im ct trc tung)?
Bin gi nh hng n h s gc?
Bin gio dc (trnh vn ha) khi no l nh lng, khi no l nh tnh?

2)

Nu mun phn tch nh hng ca cc ma n cu v qun o th cn a vo m hnh bao

nhiu bin gi? Gii thch?

3)

Nu yu im ca m hnh xc sut tuyn tnh?

4)

Ti sao m hnh xc sut tuyn tnh c nhiu nhc im, nhng mt s ngi vn s dng?

5)

Cc m hnh Logit v Probit c nhng nhc im g?

6)

Liu c vn g xy ra khi c lng m hnh sau:

GNPt = B1 + B2 Mt + B3 Mt-1 + B4 (Mt - Mt-1) +ut
Trong :

7)

GNPt = Tng sn phm quc dn vo nm t;

Mt = Cung tin vo nm t;
Mt-1 = Cung tin vo nm (t-1).

Gi s c m hnh:

Yi = B1 + B2 Di + ui

Nu gi tr ca bin gi Di khng phi l 0 v 1 m c thay th bng 0 v 2. iu g xy ra

vi B2 v cc gi tr Se(b2) v tk (b2)?
Da trn s liu tng qu v cu c ph ca M giai on t qu 1/1961 n qu 2/1977,
Huang, Siegfried v Zardoshty c lng hm cu c ph nh sau:
Ln(Yt ) = 1,2789 0,1647 Ln(Pt) + 0,5115 Ln (It) + 0,1483 Ln (Pt) 0,0089 T

8)

tk

(- 2,14)

(1,23)

(0,55)

(- 3,36)

- 0,0961 D1t - 0,1570 D2t - 0,0097 D3t

(- 3,74)
(- 6,03)
(- 0,37)

tk
Trong :

R2 = 0,80 .

Y = lng c ph tiu dng/u ngi;

P = Gi so snh ca c ph vi gi nm 1967;
I = Thu nhp kh dng theo gi nm 1967;
P = Gi so snh ca ch vi gi nm 1967;
T = Bin thi gian vi qu 1/1967 = 1 v qu 2/1977 = 66
D1 = 1 cho qu 1; D2 = 1 cho qu 2; v D3 = 1 cho qu 3.
Ln = Logarith t nhin

YU CU:
(i)
Hy phn tch h s ca P, I v P?
(ii)

Nhn xt v co gin gi ca cu c ph?

(iii)

C ph v ch l hng thay th hay b tr?

(iv)

Phn tch h s ca bin thi gian, T ? Xu hng tiu dng c ph gim hay tng?

(v)

co gin thu nhp ca cu c ph? Liu c th kim nh co gin l c nh (=1)?

(vi)

Bin gi trong trng hp ny biu hin g?

(vii)

Hy kim nh v phn tch cc bin gi?

(viii)

Ma no l ma ung nhiu c ph nht? Liu kt qu c thay i nu nh ta chn ma

khc lm c s i chng?

(ix)

M hnh ny s dng bin gi nh hng n h s chn khc nhau. Gi thit y l

g?

(x)

Nu nh khng c gi thit trn, m hnh cn phi thay i nh th no?

(xi)

Gi s Bn c y s liu, c th xy dng m hnh cu c ph khc? Hy nu c th

m hnh v gii thch?

9)

Nu c m hnh:

Yi = B1 + B2 D2i + B3 D3i + B4 (D2i D3i ) + B5 Xi + ui

Trong : Yi = tin lng; Xi = s nm cng tc;

D2i =1 nu l nam; D2i =0 nu l n;
D3i =1 nu tt nghip i hc tr ln; D3i = 0, cc trng hp khc.

10)

(i)

Bin (D2i D3i ) phn nh iu g? Gii thch h s B4 ?

(ii)

Hy tm E(Yi|D2 = 1, D3 = 1, Xi) v phn tch?

(iii)

Du ca cc tham s Bj s nh th no?

C bng s liu sau:

H
Chuyn
s
mn
1
0
2
1

Lao ng
2
2

Din tch
(m2)
4044
3696

Ti sn ca
h (1000)
2528
3040

H c
vay tin
1
0

3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

0
0
2
2
0
2
1
3
0
1
0
1
1
0
3
0
3
0
2
3
3
2
3
3
1
4

3
2
4
4
4
2
2
2
2
3
2
2
4
3
3
4
3
1
2
5
3
2
3
2
2
2

3768
3384
2412
4128
3288
3736
2612
5052
3005
3396
2724
3770
5088
6612
4742
4570
14020
3936
500
8856
4900
930
6868
5774
1920
4248

5820
1650
3560
1215
450
955
150
2670
3420
13480
800
5100
1500
500
6647
2660
21070
3960
11100
28670
1672
23000
8900
3550
2370
105500

0
0
1
1
1
1
0
0
0
1
1
0
1
0
1
0
1
1
1
0
0
0
1
1
1
0

Ngun: Trch mt phn s liu iu tra ti tnh H Ty nm 2000. D n ACIAR ADP 1/1997/092.
Trong : Chuyn mn l lnh vc chuyn mn c o to ca ch h
= 0, nu ch h khng c chuyn mn
= 1, nu ch h chuyn mn ngn hn
= 2, nu ch h chuyn mn s cp
= 3, nu ch h chuyn mn trung cp
= 4, nu ch h chuyn mn i hc hoc cao hn.
Lao ng l s lao ng ca h (ngi);
Din tch l din tch t canh tc ca h (m2);
Ti sn ca h l tng gi tr ti ca h (c SX v tiu dng) (1000 )
H c vay tin: = 1, Nu h c vay tin (c ngn hng v bn b, ngi thn).
= 0, Nu h khng vay tin.
Hy s dng m hnh Logit phn tch cc yu t nh hng ti quyt nh vay tin ca h?
(hng dn: C th s dng LIMDEP xem chng 7 hoc SPSS vo lnh Analyze Loglinear
Logit).