Chuong 3_Hoi Quy Tuyen Tinh Don.ppt

1KINH T LNGChng 3: Hi quy tuyn tnh n

PGS. TS. Nguyn Thng 1

TRNG CAO NG KINH T K THUT SI GN

Khoa Kinh t & Qun tr Kinh doanh

Ging vin: PGS. TS. NGUYN THNG

E-mail: [email protected] or [email protected]

Web: http://www4.hcmut.edu.vn/~nguyenthong/

Tl. (08) 38 640 979 - 098 99 66 719

KINH T LNGChng 3: Hi quy tuyn tnh n


NI DUNG MN HCChng 1: Thng k m t & Phn phi xc

sut c bn (n).Chng 2: Kim nh gi thit thng k.Chng 3: Hi quy tuyn tnh (HQTT) n.Chng 4: Hi quy tuyn tnh bi.Chng 5: Hi quy tuyn tnh vi bin gi & gi

tuyn tnh.Chng 6: nh gi cht lng hi quy.Chng 7: Phn tch chui thi gian.Chng 8: Gii thiu phn mm SPSS p dng

cho HQTT & Chui thi gian


PGS. TS. Nguyn Thng

NI DUNG CHNG 31. Gii thiu.2. Thit lp m hnh.3. c lng thng s m hnh Phng

php bnh phng ti thiu.4. Phng trnh phng sai. H s xc nh

R2. Cc kim nh m hnh.5. Bi tp.

3


PGS. TS. Nguyn Thng

GII THIU HI QUYy l phng php nghin cu

(nh lng) nhm gii thch mt bin nh lng nh vo 1 hoc nhiu bin di dng mtphng trnh ton hc.

4


PGS. TS. Nguyn Thng

c th biu din hi quy C NGHACc bin (gii thch & cn c gii thch)phi c tnh NHN QU (c ngha linquan kinh t, x hi, vt l,). Lu , phn tch phng sai dng xem

xt quan h bin gia bin gii thch dngNH TNH & bin cn c gii thchdng NH LNG.

5


PGS. TS. Nguyn Thng

PHNG TRNH TON

HI QUY TUYN TNH

i,kki,22i,11i Xa...XaXaY

6

Bin cn gii thch

X Bin gii thch

an Cc h s ca m hnh s xc nh t s liu quan st


PGS. TS. Nguyn Thng

PHNG TRNH PHI TUYN

2i1i XaY

7


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BI TP

Hy cho v d cc hintng (kinh t, x hi,)c tnh NHN QU.

8


PGS. TS. Nguyn Thng9

TNG QUT HI QUY TUYN TNH HI QUY PHI TUYN



X

Y Y

X

0 0

0 X1

X2

Y

HI QUY N TUYN TNH HI QUY N PHI TUYN

HI QUY BI

xi

yi

x1

yi x2


PGS. TS. Nguyn Thng

HI QUY TUYN TNH Hi quy tuyn nh n Hi quy tuyn nh bi

11



HI QUY TUYN TNH N



X

Y

0 Xi

Yidi ng thang

hoi quy n

HI QUY TUYN TNH NMt bin gii thch (bin c lp) X gii thch bin cn c gii thch

(bin ph thuc Y)


PGS. TS. Nguyn Thng

M hnh c m t bi phng trnh tuyn tnh c dng sau:

t=1 N (s lng quan trc)Yt gi tr bin cn nghin cu ti thi im tX1,t gi tr bin gii thch th ti thi im t.

tt,1t baXY

14


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N s lng quan st cc bin.a, b tham s s c xc nh t s

liu quan st.

t sai s ca m hnh. Dng s liu

15


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NChi tiu

(tr./month), YThu nhp

(tr./month), X1 5.0 14.22 7.3 20.03 1.5 10.14 4.2 15.05 9.7 21.0

16

Dng s liu


PGS. TS. Nguyn Thng

Bi tp: Hy tm cc hin tngkinh t, k thut, x hi, mchng ta c th nghin cu quylut di dng hi quy tuyn tnhn.

17



XC NH PT. HI QUY

TUYN TNH VI PP. BNH PHNG

TI THIU (BPTT)


PGS. TS. Nguyn Thng

PHNG TRNH HI QUY TUYN TNH N

190X

Y

t1 t2 t3 t4 t5 tI tN

Y0

ng xu th dng tuyn tnh

Y=b+aX

Y3

Y6

??

?


PGS. TS. Nguyn Thng

Gi yi l khong cch thng ng t gi tr quan st (xi,yi) n ng thngcn xc nh. Ta nh ngha ham muctieu:

20

min)aXb(YYD2N

1iii

N

1i

2i

Gi tr quan st

Gi tr

hi quy


PGS. TS. Nguyn Thng

y l mt hm 2 bin a0 v a1, choD cc tr (vi ngha vt l ca biton ta bit l cc tiu) ta phi c:

21

)2(0bD

)1(0aD


PGS. TS. Nguyn Thng

T o:

Gii h phng trnh trn ta c:

]1[0axby2i

ii

22

]2[0xxaby2 ii

ii

N

1i

22i

N

1iii

xNx

y.xNyxa

tracquanluongsoN

xayb


PGS. TS. Nguyn Thng

Bi tp 1: Gi thit rng chi tiu Y c giithch bi thu nhp X di dng p/t hiquy tuyn tnh n Y=aX+b. Xc nh hs a & b. Biu th s liu Y, X & v ngthng hi quy ln cng th.

i Chi tiu Y (tr./month) Thu nhp X (tr./month)1 5.0 14.22 7.3 20.03 1.5 10.14 4.2 15.05 9.7 21.0 23

S: a = 0,674;b = - 5,293


PGS. TS. Nguyn Thng

Bi tp 2: S liu chi ph qung co X v doanhthu Y ca 6 nm gn nht Cng ty Z nh sau.Gi thit quan h X, Y l tuyn tnh Y=aX+b.Xc nh a, b. Biu th s liu Y, X & v ngthng hi quy ln cng th.

i Y (t VN) X (t VN)1 55 2.52 67 2.83 80 3.14 82 3.55 90 3.66 102 4.5 24

S: a = 22,63; b = 3,887


PGS. TS. Nguyn Thng

Bi tp 3: S liu lng bnh qun Y v doanhthu nm X ca 6 Cng ty kho st nh sau. Githit quan h X, Y l tuyn tnh Y=aX+b. Xcnh a, b. Biu th s liu Y, X & v ngthng hi quy ln cng th.

i Y (tr.VN/thng) X (t VN/nm)1 6.5 482 8.2 603 4.1 654 15.4 725 10.3 806 9.2 100

25


PGS. TS. Nguyn Thng

a.

b.

c.

22.63 3.888

0.074 3.686

26

0.675 -5.3


PGS. TS. Nguyn Thng

Bi tp 4: S liu v s ngi i xe but Yv gi v X ca 10 nm gn nht nh sau.Gi thit quan h X, Y l tuyn tnhY=aX+b. Xc nh a, b. Biu th s liu Y, X& v ng thng hi quy ln cng th.

Y (tr. ngi/nm) 10 8 9 6 7 8 7 8 5 7

X (nghn VN/lt) 2 2 2 3 3 3 3 3 4 4

27


PGS. TS. Nguyn Thng

Bi tp 5: S liu thng k v li sut X%v gi tr cho vay Y t ca 10 nm gnnht Ngn hng Z nh sau. Gi thitquan h X, Y l tuyn tnh Y=aX+b. Xcnh a, b. Biu th s liu Y, X & vng thng hi quy ln cng th.i 1 2 3 4 5 6 7 8 9 10Y t 28 32 30 34 32 35 40 42 48 50X % 7.0 6.5 6.5 6.0 6.0 6.0 5.5 5.5 5.0 4.5

28


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HD: \Kinhteluong\Hoi quy don2.xls\Lai suat va dau tu.

Y t X %Average 37.10 5.85

29



XC NH H S a, b

CA HI QUY TUYN TNH

VI EXCEL


PGS. TS. Nguyn Thng

HAM TNH a, b TRONG EXCEL Intercept(Y,X) tnh tung o

goc b cua quan he tuyen tnh. Linest(Y,X) tnh he so a (o

doc cua quan he tuyen tnh giaYi & Xi).

31




PGS. TS. Nguyn Thng 33PGS. Dr. Nguyn Thng





HI QUY TUYN TNH

VI EXCEL


PGS. TS. Nguyn Thng

Chun b s liu trn file ExcelM cng c: Tools > Data Analysis >

Regression

36




PGS. TS. Nguyn Thng

V d:

38



PHNG TRNH PHNG SAI



)TotalSquareSum(

yySSTN

1i

2i

Phng sai tong (ban chat so lieu goc)

)eExplicativSquareSum(

yySSEN

1i

2i

Phng sai mo hnh (chat lng mo hnh)

Gi tr cho bi ng thng hi quy Y=aX+b

Gi tr kho st



SST = SSE + SSR [1][1] phng trnh phng sai

Phng sai thang d(sai so mo hnh)

yi: gia tr quan sat, : gia tr tnh t mo hnhy : gia tr trung bnh bien nghien cu

)sidualReSquareSum(

yySSRN

1i

2ii

y


PGS. TS. Nguyn Thng

CH

iy

42

X

Y

xi

Phng trnh hi quy Y=aX+b

yibaxy ii


PGS. TS. Nguyn Thng

Bi tp 1: Tnh SST, SSE, SSR ca m hnh hiquy tuyn tnh Y=aX+b. T kim tra p/tphng sai.

NChi tiu Y (tr./month)

Thu nhp X (tr./month)

1 5.0 14.22 7.3 20.03 1.5 10.14 4.2 15.05 9.7 21.0

a= 0.674b= -5.294 43


PGS. TS. Nguyn Thng

Kt qu:

(Yi-Ytb)**2 (Y m hnh-Ytb)**2 (Yi-Y m hnh)**20.29 1.57 0.513.10 7.06 0.81

16.32 16.16 0.001.80 0.51 0.39

17.31 11.11 0.68

SST SSE SSR38.81 36.42 2.39

44


PGS. TS. Nguyn Thng

Bi tp 2: Tnh SST, SSE, SSR ca m hnh hiquy tuyn tnh Y=aX+b. T kim tra p/tphng sai.

i Y tr. VN/thang X (t VN)1 6.5 482 8.2 603 4.1 324 15.4 905 10.3 656 9.2 64

a=0.196 b=-2.78 45


PGS. TS. Nguyn Thng

Bi tp 3: S liu v s ngi i xe but Yv gi v X ca 10 nm gn nht nh sau.Gi thit quan h X, Y l tuyn tnhY=aX+b. Tnh SST, SSE, SSR. T kim trap/t phng sai.

Y (tr. ngi/nm) 10 8 9 6 7 8 7 8 5 7

X (nghnVN/lt) 2 2 2 3 3 3 3 3 4 4

46Ly a=-1.53; b=11.94


PGS. TS. Nguyn Thng

Bi tp 4: S liu thng k v li sutX%/nm v gi tr cho vay Y t ca 10 nmgn nht Ngn hng Z nh sau. Tnh SST,SSE, SSR ca m hnh hi quy tuyn tnhY=aX+b. T kim tra p/t phng sai.

i 1 2 3 4 5 6 7 8 9 10Y t 28 32 30 34 32 35 40 42 48 50

X % 7.0 6.5 6.5 6.0 6.0 6.0 5.5 5.5 5.0 4.547


PGS. TS. Nguyn Thng

HD Y t X %Average 37.10 5.85a -9.82b 94.55

SST SSE SSR

Sum 516.90 484.66 32.2448



KIM NH & NH GI

CHT LNG M HNH HI QUY


PGS. TS. Nguyn Thng

NH GI CHT LNG VI R2

H s xc nh R2:

R2 1m hnh cng TT

10

yy

yy

SSTSSR1

SSTSSER

i

2i

i

2

2

50

Phng sai g/thch bi m hnh

Phng sai tng


PGS. TS. Nguyn Thng

)R1(1kn

1n1R 22

R2 HIU CHNHKhi s gi tr quan st n b, h s xc

nh R2 s c hiu chnh nh sau(k s lng bin gii thch, hiquy n k=1):

51H s xc nh R2 hiu chnh


PGS. TS. Nguyn Thng

Bi tp 1: Ly kt qu tnh SST, SSE, SSR trc.Tnh R2 & R2 hiu chnh ca m hnh hi quytuyn tnh Y=aX+b. Kt lun ?

N Chi tiu Y (tr./month) Thu nhp X (tr./month)1 5.0 14.22 7.3 20.03 1.5 10.14 4.2 15.05 9.7 21.0

a= 0.674b= -5.294 52


PGS. TS. Nguyn Thng

SUMMARY OUTPUT

Regression StatisticsMultiple R 0.969R Square 0.938Adjusted R Square 0.918Standard Error 0.893Observations 5

53

2R2R


PGS. TS. Nguyn Thng 54PGS. Dr. Nguyn Thng

File: ..E/ KinhTeLuong/ Hoi quy don 1.xls

10


PGS. TS. Nguyn Thng

Kt qu R2 tnh t Excel:Tools / Data Analysis / Regression /

SUMMARY OUTPUTRegression Statistics

Multiple R 0.968685R Square 0.93835Adjusted R Square 0.9178Standard Error 0.893078Observations 5

55


PGS. TS. Nguyn Thng

Bi tp 2: Ly kt qu tnh SST, SSE, SSRtrc. Tnh R2 v R2 hiu chnh ca mhnh hi quy tuyn tnh Y=aX+b. Kt lun ?

i Y tr. VN/thang X (t VN)1 6.5 482 8.2 603 4.1 324 15.4 905 10.3 656 9.2 64

a=0.196 b=-2.7856


PGS. TS. Nguyn Thng

Bi tp: S liu thng k v li sut X% vgi tr cho vay Y t ca 10 nm gn nhtNgn hng Z nh sau. Tnh R2.

i 1 2 3 4 5 6 7 8 9 10Y t 28 32 30 34 32 35 40 42 48 50

X % 7.0 6.5 6.5 6.0 6.0 6.0 5.5 5.5 5.0 4.5

57


PGS. TS. Nguyn Thng

HD:

Regression Statistics

Multiple R 0.968R Square 0.938Adjusted R Square 0.930Standard Error 2.007Observations 10

58


PGS. TS. Nguyn Thng

Bi tp: Doanh thu Y (t/nm) v chi phMarketing X (t/nm) ca 7 nm gnnht cng ty Z nh sau. Gi s m hnhhi quy tuyn tnh Y=aX+b. nh gicht lng hi quy theo R2 & R2 hiuchnh (33.98,-80.43).

59

Nm 1 2 3 4 5 6 7Y (t) 150 200 180 250 300 280 320X (t) 7 8 8 10 10 11 12



KIM NH F(Fisher Test)

11


PGS. TS. Nguyn Thng

T VN

M HNH CH C NGHA KHI C IT NHT 1 S HNG ai KHC ZERO

i,kki,22i,11i Xa...XaXaY

61

Bin cn gii thch

X Bin gii thch

an Cc h s ca m hnh s xc nh t s liu quan st


PGS. TS. Nguyn Thng

Mt phng trnh hi quy tuyntnh ch c ngha khi HIN HU tnht mt s ca m hnh KHCzero. Kim nh F nhm kim nh

trng hp cc h s m hnhng thi BNG zero.

62


PGS. TS. Nguyn Thng

Gi tr F:

Dng kim nh Fisher viF0(k,n-k-1) xem F KHC hay BNG

zero. S dng kim nh vi = 5%.

1kn/SSRk/SSEF

63

Bc t do SSE(s bin c lp, HQ n k=1)

Bc t do SSR


PGS. TS. Nguyn Thng

Nu: F > F0 M hnh hi quy C

NGHA. F

12



Kiem nh gia tr F khac 0 vi phan phoi Fisher

0

p

H0(i lng kim tra=0)

H1 (i lng kim tra khc 0)

F0(1; 2)

=5%=Pr(Fi>F0)

FHm mt xc sut p

ca Fisher(1; 2)


PGS. TS. Nguyn Thng

Bi tp 1: Ly kt qu tnh SST, SSE, SSRtrc. Tnh F v kim nh gi tr F so snhvi zero vi ri ro =5%. Kt lun m hnhc ngha? (M hnh Y=aX+b).


a= 0.674b= -5.294 68


PGS. TS. Nguyn Thng

ANOVA

df SS MS F Significance F

Regression 1 36.42 36.42 45.66 0.01

Residual 3 2.39 0.80

Total 4 38.8169


PGS. TS. Nguyn Thng

Bi tp: S liu thng k v li sut X%v gi tr cho vay Y t ca 10 nm gnnht Ngn hng Z nh sau. Tnh R2v kim nh F?

i 1 2 3 4 5 6 7 8 9 10Y t 28 32 30 34 32 35 40 42 48 50

X % 7.0 6.5 6.5 6.0 6.0 6.0 5.5 5.5 5.0 4.5

70


PGS. TS. Nguyn Thng

HD:

df SS MS FSignificance F

Regression 1 484.66 484.66 120.27

4.24503E-06

Residual 8 32.24 4.03Total 9 516.9

71


PGS. TS. Nguyn Thng

Bi tp: Doanh thu Y (t/nm) v chi phMarketing X (t/nm) ca 7 nm gnnht cng ty Z nh sau. Gi s m hnhhi quy tuyn tnh Y=aX+b. Kim nhF? (a=33.99; b=-80.43)

72

Nm 1 2 3 4 5 6 7Y (t) 150 200 180 250 300 280 320X (t) 7 8 8 10 10 11 12

13



KIM NH H S ai , bi

M HNH


PGS. TS. Nguyn Thng

Cc h s trong m hnh hi quy ch cngha khi n KHC zero.

ai , b l cc gi tr trung bnh thng kKim nh ai, b l khc 0 hay bng 0

theo quan im thng k. Dng kim nh Student (T test).

baXY ihinhmo

i

74

Khc zero ???


PGS. TS. Nguyn Thng

KIM NH H S ai M HNHbin c lp lin kt Xic ngha trong phngtrnh hi quy.

bin Xi KHNG Ctrong phng trnh hi quy

LOI B bin lin kt ra khi p/trnh.Kim nh Student, ngng =5% v

bc t do df=N-k-1 = N-2

0a i

75

0a i


PGS. TS. Nguyn Thng

GIAI THCH KIEM NH STUDENT (kiem nh cac he so ai cua mo hnh va 0) BANG

O TH

76

Phn Student

-t t

S

t5%-t5%

- Neu S > 5% t=0 theo quan iem thong ke.- Neu S < 5% t khac 0 theo quan iem thong ke.

0

p

t


PGS. TS. Nguyn Thng

ANOVA

df SS MS FSignificance F

Regression 1 36.419 36.419 45.662 0.0066

Residual 3 2.3928 0.7976

Total 4 38.812

CoefficientsStandard

Error t Stat P-value

Intercept -5.294 1.652 -3.204 0.0492Thu nhp (tr./month) 0.675 0.100 6.757 0.0066

77

So snh vi =5%


PGS. TS. Nguyn Thng

THC HNH

c gi tr P Value: Nu P Value 5% Kt lun h s tng

ng BNG ZERO LOI bin tng ngra khi phng trnh.

78

14


PGS. TS. Nguyn Thng

kim nh a, b KHC zero haykhng ta cn c gi tr a, b v cc gi tr lch chun ca n. Gi tr lch chun trong cc phn

mm thng c tn Standard Error. Bin kim nh : t Stat =[a] /

[Standard Error] Dng kim nh Student.

79


PGS. TS. Nguyn Thng

Gi gi tr lch chun ca h sa:

Gi: 1kn/SSRA1

80

a

2

i

2i2 XnXA

S quan st

2

1a A

A

S bin c lp(hi quy n k=1)

Gi tr TB ca Xi


PGS. TS. Nguyn Thng

Gi: gi tr lch chun ca h s b:

81

b

2

1i

2i

b AA*

n

X


PGS. TS. Nguyn Thng

Bi tp 1: Tnh lch chun a v b ca haih s a, b m hnh hi quy tuyn tnhY=aX+b. Dng kim nh Student so snha, b so vi 0.


a= 0.674b= -5.294 82


PGS. TS. Nguyn Thng

i Chi tiu Y (tr./month) Thu nhp X (tr./month)1 5.0 14.22 7.3 20.03 1.5 10.14 4.2 15.05 9.7 21.0

Sum 27.7 80.3TB 5.54 16.06

X**2201.6

a= 0.675 400.0b= -5.294 102.0

225.0441.0

Sum 1369.7n*Xtb^2 1289.6

80.083


PGS. TS. Nguyn Thng

Y m hnh Yi-Ytb Y m hnh-Ytb Yi-Y m hnh4.29 -0.54 -1.25 0.718.20 1.76 2.66 -0.901.52 -4.04 -4.02 -0.024.82 -1.34 -0.72 -0.628.87 4.16 3.33 0.83

(Yi-Ytb)**2 (Y m hnh-Ytb)**2 (Yi-Y m hnh)**20.29 1.57 0.513.10 7.06 0.81

16.32 16.16 0.001.80 0.51 0.39

17.31 11.11 0.68

SST SSE SSRSum 38.81 36.42 2.39

12.9 12.1sigma**2=SSR/(n-2) 0.7976

sigma(a) 0.0998sigma(b) 1.652384

15


PGS. TS. Nguyn Thng

Kim nh a, b KHC zero ?

Coefficients

Standard Error t Stat P-value

Intercept -5.294 1.6523 -3.2040 0.0492

Thu nhap X (tr./month) 0.675 0.0998 6.7573 0.0066

85


PGS. TS. Nguyn Thng

Bi tp 2: Tnh lch chun a v b cahai h s a, b m hnh hi quy tuyn tnhY=aX+b. Dng kim nh Student sosnh a, b so vi 0.

i Y (t VN) X (t VN)1 55 2.52 67 2.83 80 3.14 82 3.55 90 3.66 102 4.5

a=22.63 b=3.89 86


PGS. TS. Nguyn Thng

Bi tp 3: S liu v gi bn Y v din tch sinhhot ca 14 cn nh dnh cho mt gia nh ti cng ng Thnh ph i hc ca SanDiego vo nm 1990 nh sau (ngun RamuRamanathan):

i 1 2 3 4 5 6 7Y(nghn $) 199.9 228.0 235.0 285.0 239.0 293.0 285.0

X(feet vung) 1065 1254 1300 1577 1600 1750 1800i 8 9 10 11 12 13 14Y(nghn $) 365.0 295.0 290.0 385.0 505.0 425.0 415.0X(feet vung) 1870 1935 1948 2254 2600 2800 3000

87


PGS. TS. Nguyn Thng

Kt qu hi quy t Excel:

Regression StatisticsMultiple R 0.9058R Square 0.8205

Adjusted R Square 0.8056Standard Error 39.0230Observations 14

88


PGS. TS. Nguyn Thng

df SS MS FSignifican

ce F

Regression 1 83541.483541.

4 54.98.19906E-

06

Residual 12 18273.6 1522.8

Total 13 101815Coeffici

entsStandard

Error t StatP-

value

Intercept 52.351 37.285 1.4040.1856

51X(feet vung) 0.139 0.019 7.407

8.2E-06

89


PGS. TS. Nguyn Thng

1. nh gi tng qut ca hi quy qua R2 .2. Kt lun v kim nh Fisher xem m hnh

c ngha.3. Kt lun v h s m hnh.4. Vit phng trnh hi quy.5. Gi nh s tng ln trung bnh bao nhiu

nu din tch sn tng thm 1 feet?

90

16


PGS. TS. Nguyn Thng

Bi tp 4: S liu thng k v li sutX(%/nm) v gi tr cho vay Y ca 10 nmgn nht Ngn hng Z nh sau (Y=aX+b).Tnh a,b, R2 v kim nh a, b.

n 1 2 3 4 5 6 7 8 9 10Y(t) 28 32 30 34 32 35 40 42 48 50

X(%) 7.0 6.5 6.5 6.0 6.0 6.0 5.5 5.5 5.0 4.5

91


PGS. TS. Nguyn Thng

HD: Dng kim nh Student:\Kinhteluong\Hoi quy don 2.xls\......

Coefficients

Standard Error t Stat P-value

Intercept 94.55 5.28 17.92 9.65E-08

X % -9.82 0.90 -10.97 4.25E-06

92


PGS. TS. Nguyn Thng

Bi tp 5: Doanh thu Y v chi phMarketing X ca Cty Z trong 6nm gn nht nh sau. Gi thitm hnh hi quy tuyn tnh nY=aX+b. Tnh a, b. R2, R2 hiuchnh, kim nh a, b khc zero?

93

Doanh thu (t) 250 280 170 220 410 380Marketing (t) 2.20 2.80 2.00 2.10 3.50 3.10



Regression StatisticsMultiple R 0.964540831R Square 0.930339014Adjusted R Square 0.912923767Standard Error 27.47637051Observations 6ANOVA



df SS MS FSignificanc

e F

Regression 1 40330.2 40330.2 53.42095 0.001864

Residual 4 3019.804 754.9509

Total 5 43350

CoefficientsStandard

Error t Stat P-value

Intercept -99.4469224 53.78215 -1.84907 0.138138

Marketing (t) 146.9223907 20.10167 7.308964 0.001864


PGS. TS. Nguyn Thng

BI TP NHM (4 5 SV/nhm)

Hy pht biu xut mt quan hgia 2 bin c tnh nhn qu v biuth di dng hi quy tuyn tnh n:

1. Chun b 10 cp gi tr tng ng (tchn).

2. Tnh a, b

baXY

96

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3. Xc nh phng trnh phng sai nhn xt.

4. Xc nh h s R2 nhn xt.5. Kim nh Fisher.6. Kim nh cc h s ca m hnh.7. Dng phn mm Excel hoc SPSS xc

nh hi quy tuyn tnh vi cc s liu bi.

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CH - Thuyt minh trong 1 file word (copy c phn

Excel b qua nu c).- Tn file gi c dng nh sau: A10Q5-Hai.doc

(Ch Tn file PHI C tn lp nhndng).

- Lp & Tn cc thnh vin trong nhm ghi trang ba (ti a 5 ngi).

- Cc thnh vin PHI cng lp.- Ch nhn bi bo co gi qua mail a ch:

[email protected] Hn cht gi bi: ngy thi cui mn. 98



KIM NH GI TR

THNG D CA M HNH


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Xt m hnh hi quy tuyn tnh:

ei CHA tt c cc thng tin cn li Y m X KHNG gii thch c !

tt,1t ebaXY

100

Gi tr quan st

Gi tr tnh t m hnh


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Sai s m hnh ei c nh ngha:

Mt m hnh c kh nng tt khi ei l mt nhiu trng (khng cn mang thng tin gi tr gii thch bin Y).

baXYe t,1tt

101

Gi tr quan st

Gi tr tnh t m hnh


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ei l mt nhiu trng khi chuigi tr ny khng c tnh ttng quan.

102

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TNH T TNG QUAN

c tnh T TNG QUAN BC 2

0,with)t()t()t( 2i1ii

i 0 1 2 3

ai 4 6 7 3

ai-1 4 6 7103

Chui tr bc 1 ca


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KIM NH CC THNG D C B TNH T TNG QUAN Kim nh

Durbin-WatsonThng d

iii yye

104

Gi tr quan st

Gi tr t m hnh


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CH

M hnh hi quy tuyn tnh n s TTkhi t l mt NHIU TRNG NKHNG C tnh t tng quan

tt,1t baXY

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T TNG QUAN

Tnh t tng quan bc 1

Vi khc 0 c nh T TNGQUAN BC 1 M HNH CHA TT THM BIN ???

1ii ee

106


PGS. TS. Nguyn Thng 2/25/2013107

Tham s DW

DW =2 Chui KHNG c tnh t tng quan (ok).

DW cng xa gi tr 2 cng nguy c c tnh t tng quan ca chui xt m hnh hi quy KHNG TT.

1i

2i

2i

21ii

DW


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Kim nh Durbin-WatsonTrong thc hnh c th dng kim nh

Durbin-Watson nh gi (Tham sDW):DW 2 Ok DW KHC gi tr 2 cng nhiu

cng c nguy c nh T TNGQUAN CA ei. 108

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Xem SPSS

109




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Xem SPSSTKUD \ Durbin Watson Exampe 1.sav

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Bi tp 1: Lng TB (Y) v thu nhp rng (X) ca10 Cng ty nh sau. Xc nh m hnh hi quytuyn tnh n. Nhn xt kt qu.

NLuong TB (tr./month), Y

Loi nhuan Cong ty (t/year), X

1 4.5 14.22 7.0 20.03 2.0 10.14 4.8 15.05 9.5 21.06 2.0 15.07 1.7 12.08 2.2 15.59 6.0 19.0

10 6.5 22.0 112


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Bi tp 2: S liu doanh thu Y & Chi ph qung co X ghi nhntrong 10 nm nh sau. Xc nh m hnh hi quy tuyntnh n. Nhn xt kt qu.

N Doanh thu (t/year) Q/cao (t/year)1 16.0 1.22 17.0 1.33 18.0 1.24 18.0 1.45 20.0 1.66 22.0 1.67 20.0 1.98 25.0 2.29 30.0 2.5

10 34.0 2.8113


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Bi tp 3: S liu doanh thu Y & Chi ph u t mi X ghi nhntrong 10 nm ca Cng ty Z nh sau. Xc nh m hnh hi quytuyn tnh n. Nhn xt kt qu.

N Doanh thu (t/nm) Dau tu moi (ty/nam)1 200.0 14.132 220.0 17.993 218.0 16.874 230.0 18.185 260.0 19.96 262.0 22.387 265.0 22.068 276.0 23.439 290.0 24.5810 285.0 24.89 114

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p s : / E / KinhTeLuong / Bai tap Hoiquy don 1.xls.

1.

2.

3. X51.854.76Y 115

X17.1099.3Y

X57.0Y


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Bai tap 4: Mot th nghiem xac nh goc noi ma sat va lcdnh cua tang a chat nghien cu. Ket qua cua 10 thnghiem cho cac ng suat tiep va ng suat phap c trnh bay trong bang sau. Xac nh va c trongquan he. ctg Mu 1 2 3 4 5 6

t(kg/cm2) 3.2 3.7 3.7 4.2 5.2 5.3s(kg/cm2) 3.6 4.2 4.3 4.9 6.2 6.5

116

Mu 7 8 9 10 11 12t(kg/cm2) 5.5 5.8 6.1 6.6 8.3 9.0s(kg/cm2) 6.6 7.0 7.5 8.1 10.4 11.4

H s m/hnh hqtt



HNG DN S DNG EXCEL

HOC SPSS NG DNG TNH

HQTT



HI QUY TUYN TNH

VI EXCEL


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CH S liu chun b trong Sheet

Excel thc hin hi quy c t chc theo CT.

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VI SPSSAnalyze

Regression Linear









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