ktl-nh12-ca 1
TRANSCRIPT
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B GIO DC V O TO
TRNG I HC NGOI THNG C S 2
TI THNH PH H CH MINH
MN KINH T LNG TI
S NH HNG CA S NM KINHNGHIM, GII TNH, BNG CP, NGOING THNG DNG N THU NHP CA
C DN THNH PH H CH MINH
Gio vin hng dn: ThS. Trn Th Tun Anh
Nhm thc hin: Ca 1-Nhm 12 K49C
1. Nguyn Th Chu Ly 1001025089K49A-A1
2. Th Thu Sng 1001025147K49A-N1
3. Nguyn Hng Nhi 1001036146K49C-A9
4. L Th H Tin1001026215 K49C-A9
5. on Quang Trng 1001036240K49C-A9
6. Nguyn Trng Anh Th 1001036528
K49C-A8
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7. Trn Qunh Tin 1001036534K49C-A10
8. Trn Th Thy Trang 1001036539K49C-A10
TP. H CH MINH 29-11-2011
MC LC
Ni dung Trang
CHNG I. TNG QUAN V BI NGHIN CU................................................................3
1. L do chn ti..................................................................................................................32. Mc tiu, phm vi, hnh thc...............................................................................................3
3. Phng php nghin cu......................................................................................................3
CHNG II. THIT LP M HNH TNG QUT ...............................................................5
1. Xy dng m hnh tng qut................................................................................................5
1.1. M hnh tng qut...................................................................................................5
1.2. Gii thch ngha cc bin......................................................................................5
1.2.1. Bin ph thuc............................................................................................51.2.2. Bin c lp................................................................................................5
1.2.2.1.Bin nh lng......................................................................................................5
1.2.2.2.Bin nh tnh.........................................................................................................5
2. Thng k m t kt qu kho st..........................................................................................6
CHNG III. THIT LP M HNH HI QUY BNG PHN M M EVIEWS 6 .0............9
1. M hnh hi quy gc - Kt qu x l s liu bng phn m m Eviews 6 .0..........................9
CHNG IV. KIM NH V KHC PHC BNH CA M HNH.................................9
1. a cng tuyn.......................................................................................................................9
2. T tng quan....................................................................................................................13
3. Phng sai thay i...........................................................................................................17
CHNG V. M HNH HI QUY CUI CNG.................................................................21
1. Phng trnh hi quy cui cng.........................................................................................21
1.1. Bng kt qu sau khi x l Eview..............................................................................21
1.2. Hm hi quy mu cui cng.......................................................................................21
2. Nhn xt m hnh hi quy cui cng.................................................................................22BI TP NHM MN KINH T LNG-NHM 12-CA 1 Page 1
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CHNG VI. TNG KT........................................................................................................23
1.Nhng thun li ca ti.................................................................................................23
2.Nhng kh khn v hn ch ca ti...............................................................................23
CHNG I. TNG QUAN V BI NGHIN CU
1. L do chn ti
Thu nhp lun l vn c mi ngi quan tm, l yu t nh hng rt nhiu n
cht lng cuc sng ca mi ngi. Thu nhp cao gip ta d dng tha mn cc nhu cu
vt cht cng nh tinh thn, c mt cuc sng tin nghi thoi mi hn. Tri li, thu nhp
thp khin cuc sng tr nn kh khn v khng tin trang tri, lo toan cho cuc sng
hng ngy. Do , c c thu nhp cao v n nh l m c ca nhiu ngi.
TP. H Ch Minh l mt trung tm kinh t pht trin ca t nc thu ht nhiu lao
ng n t khp mi ni trn c nc. Tuy nhin c thu nhp cao y khng phi l
iu d dng, n ph thuc vo nhiu yu t nh: : trnh hc vn, bng cp, chuyn mn,
ngoi ng, sc khe, gii tnh, ni sng v lm vic, s nm kinh nghim,Trong , trnh
, bng cp, ngoi ng, gii tnh, s nm kinh nghim l cc yu t c nhiu ngi quantm v cho rng n tc ng rt ln n thu nhp. Th nhng c ng cc yu t ny thc s
nh hng n thu nhp khng? tr li cu hi ny, xin mi n vi ti:
S NH HNG CA S NM KINH NGHIM, GII TNH, BNG CP,NGOI NG THNG DNG N THU NHP CA C DN THNH PH H
CH MINH
2. Mc tiu, phm vi, hnh thc
2.1. Mc tiu
Kho st cc yu t nh hng n thu nhp ca ngi dn thnh ph H Ch Minh
2.2. Phm vi
Tin hnh kho st trc tip ngi dn cc qun, huyn trong a bn thnh ph H
Ch Minh.
T ngy 10/11/2011-16/11/20112.3. Hnh thc
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Kho st trc tip
3. Phng php nghin cu
- Thu thp s liu: tin hnh kho st trc tip vi i tng l ngi dn sng trn a
bn thnh ph H Ch Minh.
- Kt qu kho st (Phiu)
Thu v Hp l861 861
- X l s liu: tin hnh hi quy vi s gip ca Eviewss 6.0, MS Excel, MS
Word.
- Tng hp kt qu v hon chnh bi vit.
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CHNG II. THIT LP M HNH TNG QUT
1. Xy dng m hnh tng qut1.1. M hnh tng qut
Yi= C1 + C2X2i + C3D3i + C4D4i + C5D5i + ei
1.2. Gii thch ngha cc bin
1.2.1. Bin ph thuc
Tn bin Din gii Gi tr n v tnh
Y Thu nhp trung bnh ca ngidn thnh ph H Ch Minh nghn ng/thng
1.2.2. Bin c lp
1.2.2.1. Bin nh lng
Tn
binDin gii
n v
tnh Gi tr
Du
kvng
Ch thch
X2 S nm kinh nghim 0 40 +
S nm kinh
nghim cng nhiu
th tin lng trung
bnh hng thng
cng cao.
1.2.2.2. Bin nh tnh
Tn
binDin gii
Gi tr Du
k vngCh thch
0 1
D3 Gii tnh
N Nam
+/-
Gii tnh c th c hoc khng
c nh hng n thu nhp
hng thngD4 Ngoi ng Ting Anh, +/- Vic c ngoi ng c th c
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c,
ngoi
ng
khc
Php,
Nht hoc khng c nh hng n
thu nhp hng thng
D5Bng cp caonht
T
THPT
tr
xung
T
trung
cp tr
ln
+/-Bng cp c th c hockhng nh hng n thu
nhp hng thng
2. Thng k m t kt qu kho st
2.1. Thu nhp trung bnh mt thng ca ngi dn (Y)
Thu nhp trung bnh/thng (nghn ng)Trung bnh Max Min
7743.84436790000 600
Biu th hin thu nhp theo kho st 861 ngi ca c dn thnh ph H Ch Minh
2.2. S nm kinh nghim (X2)
Biu th hin thu nhp theo s nm kinh nghim
2.3. Gii tnh (D3)
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2.4. Ngoi ng (D4)
Di y l biu th hin t l ngi s dng ngoi ng thng dng( Anh,
Php, Nht) so vi ting c v cc th ting khc.
2.5.
Bng cp cao nht (D5)
CHNG III: THIT LP M HNH HI QUY BNG PHN MM EVIEWS 6.0
1. M hnh hi quy gc- Kt qu x l s liu bng phn mm Eviews 6.0
Dependent Variable: YMethod: Least SquaresDate: 11/29/11 Time: 14:42Sample: 1 861Included observations: 861
Variable Coefficient Std. Error t-Statistic Prob.
C 1847.227 597.8021 3.090031 0.0021X2 217.3924 34.91945 6.225539 0.0000D3 2062.469 491.9638 4.192319 0.0000D4 1758.521 653.3893 2.691384 0.0073
D5 3142.600 633.5054 4.960652 0.0000
R-squared 0.125921 Mean dependent var 7743.844Adjusted R-squared 0.121837 S.D. dependent var 7574.047S.E. of regression 7097.666 Akaike info criterion 20.57871Sum squared resid 4.31E+10 Schwarz criterion 20.60634Log likelihood -8854.135 Hannan-Quinn criter. 20.58929F-statistic 30.82926 Durbin-Watson stat 1.669887Prob(F-statistic) 0.000000
Nhn xt
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Mc ph hp ca m hnh R2=0.1259(12.59%), p_value (F-statistic)=0.0000<
=0.05 nn m hnh tht s c ngha.
Cc bin X2(s nm kinh nghim), D3(gii tnh), D4(trnh ngoi ng), D5(bng
cp cao nht) gii thch c 12.59% bin ng ca bin ph thuc Y(thu
nhp), cn li 87.71% l do sai s v nhng bin c lp cha c a vo m hnh.
Theo kt qu hi quy ta thy cc bin c lp c ngha l X2, D3, D4, D5 thc s
nh hng n m hnh (v p_value< =0.05).
Tuy nhin nh gi s chnh xc s ph hp ca m hnh, nhm s bt u tin
hnh kim nh cc bnh ca m hnh
CHNG IV: PHT HIN V KHC PHC BNH CA M HNH
1. a cng tuyn
Bng cch s dng Eview 6.0, ta c c ma trn tng quan nh sau:
X2 D3 D4 D5
X2 1.000000 0.080501 -0.140827 -0.111260
D3 0.080501 1.000000 -0.026171 -0.045080
D4 -0.140827 -0.026171 1.000000 0.623866
D5 -0.111260 -0.045080 0.623866 1.000000
Da vo bng ma trn a cng tuyn trn, ta thy tr tuyt i ca h s tng
quan gia cc bin trong m hnh u nh hn 0.8, nn m hnh khng b a cng tuyn
nghim trng.
chc chn c th b qua hin tng a cng tuyn, ta tin hnh kim nh bng
hi quy ph:
Dependent Variable: X2
Method: Least Squares
Date: 11/29/11 Time: 14:45
Sample: 1 861
Included observations: 861
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Variable Coefficient Std. Error t-Statistic Prob.
C 8.412296 0.509317 16.51681 0.0000
D3 1.079023 0.479842 2.248707 0.0248
D4 -1.729090 0.636432 -2.716850 0.0067
D5 -0.498735 0.619482 -0.805084 0.4210
R-squared 0.026473 Mean dependent var 7.605807
Adjusted R-squared 0.023065 S.D. dependent var 7.024655
S.E. of regression 6.943169 Akaike info criterion 6.718029
Sum squared resid 41313.91 Schwarz criterion 6.740134
Log likelihood -2888.111 Hannan-Quinn criter. 6.726491
F-statistic 7.768180 Durbin-Watson stat 1.824924
Prob(F-statistic) 0.000040
Dependent Variable: D3
Method: Least Squares
Date: 11/29/11 Time: 14:45
Sample: 1 861
Included observations: 861
Variable Coefficient Std. Error t-Statistic Prob.
C 0.556798 0.036894 15.09179 0.0000
X2 0.005436 0.002417 2.248707 0.0248
D4 0.012698 0.045366 0.279905 0.7796
D5 -0.044523 0.043961 -1.012787 0.3114
R-squared 0.007892 Mean dependent var 0.579559
Adjusted R-squared 0.004419 S.D. dependent var 0.493917
S.E. of regression 0.492824 Akaike info criterion 1.427306
Sum squared resid 208.1444 Schwarz criterion 1.449411
Log likelihood -610.4553 Hannan-Quinn criter. 1.435768
F-statistic 2.272507 Durbin-Watson stat 1.821839Prob(F-statistic) 0.078744
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Dependent Variable: D4
Method: Least Squares
Date: 12/01/11 Time: 15:13
Sample: 1 861Included observations: 861
Variable Coefficient Std. Error t-Statistic Prob.
C 0.325346 0.029210 11.13799 0.0000
X2 -0.004939 0.001818 -2.716850 0.0067
D3 0.007199 0.025719 0.279905 0.7796
D5 0.599281 0.026036 23.01763 0.0000
R-squared 0.394428 Mean dependent var 0.653891
Adjusted R-squared 0.392308 S.D. dependent var 0.476005
S.E. of regression 0.371068 Akaike info criterion 0.859770
Sum squared resid 118.0014 Schwarz criterion 0.881875
Log likelihood -366.1312 Hannan-Quinn criter. 0.868233
F-statistic 186.0638 Durbin-Watson stat 1.801485
Prob(F-statistic) 0.000000
Dependent Variable: D5
Method: Least Squares
Date: 12/01/11 Time: 15:14
Sample: 1 861
Included observations: 861
Variable Coefficient Std. Error t-Statistic Prob.
C 0.214186 0.031393 6.822773 0.0000
X2 -0.001515 0.001882 -0.805084 0.4210
D3 -0.026850 0.026511 -1.012787 0.3114
D4 0.637490 0.027696 23.01763 0.0000
R-squared 0.390497 Mean dependent var 0.603949
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Adjusted R-squared 0.388363 S.D. dependent var 0.489360
S.E. of regression 0.382714 Akaike info criterion 0.921580
Sum squared resid 125.5251 Schwarz criterion 0.943685
Log likelihood -392.7400 Hannan-Quinn criter. 0.930042
F-statistic 183.0212 Durbin-Watson stat 1.699035
Prob(F-statistic) 0.000000
Da vo cc bng trn, ta thy:
=2
2R
0.026473 < 0.9
x2 khng c a cng tuyn
=
2
3R
0.007892 < 0.9
d3 khng c a cng tuyn
=2
4R
0.394428 < 0.9
d4 khng c a cng tuyn
=2
5
R
0.390497 < 0.9
d5 khng c a cng tuyn
V2
R
ca hi quy ph < 0.9 ta coi nh khng c a cng tuyn.
Ngoi ra ta dng nhn t phng i phng sai
21
1
J
J
RVIF
=
00070131.10.0264731
1
22=
=VIF
< 10
x2 khng c a cng tuyn
00006228.10.0078921
1
23=
=VIF
< 10
d3 khng c a cng tuyn
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18423561.10.3944281
1
24=
=VIF
< 10
d4 khng c a cng tuyn
17992416.10.3904971
1
25=
=VIF
< 10
d5 khng c a cng tuyn
V VIF nh nn c th coi nh khng c a cng tuyn.
Vy ta b qua hin tng a cng tuyn trong m hnh.
2. T tng quan
Ta kim nh Durbin-Watson m hnh bng Eviews 6 v thu c kt qu:
Theo kt qu kim nh Durbin-Watson, ta c: ch s Durbin-Watson = 1.669887 nmBI TP NHM MN KINH T LNG-NHM 12-CA 1 Page 11
Dependent Variable: Y
Method: Least Squares
Date: 11/29/11 Time: 14:42
Sample: 1 861
Included observations: 861
Variable Coefficient Std. Error t-Statistic Prob.
C 1847.227 597.8021 3.090031 0.0021
X2 217.3924 34.91945 6.225539 0.0000
D3 2062.469 491.9638 4.192319 0.0000
D4 1758.521 653.3893 2.691384 0.0073
D5 3142.600 633.5054 4.960652 0.0000
R-squared 0.125921 Mean dependent var 7743.844
Adjusted R-squared 0.121837 S.D. dependent var 7574.047
S.E. of regression 7097.666 Akaike info criterion 20.57871
Sum squared resid 4.31E+10 Schwarz criterion 20.60634
Log likelihood -8854.135 Hannan-Quinn criter. 20.58929
F-statistic 30.82926 Durbin-Watson stat 1.669887
Prob(F-statistic) 0.000000
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trong khong (1;3) nn da theo kinh nghim m hnh khng c bnh, tc l khng c ttng quan bc nht.
Ta kim nh li bng phng php Breusch-Godfrey:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 24.26013 Prob. F(1,855) 0.0000
Obs*R-squared 23.75630 Prob. Chi-Square(1) 0.0000
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/30/11 Time: 09:16
Sample: 1 861
Included observations: 861
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 264.6895 592.2849 0.446896 0.6551
X2 -2.737463 34.45895 -0.079441 0.9367
D3 -132.2121 486.1546 -0.271955 0.7857
D4 -39.83929 644.7396 -0.061791 0.9507
D5 -233.7972 626.8695 -0.372960 0.7093
RESID(-1) 0.167283 0.033963 4.925457 0.0000
R-squared 0.027592 Mean dependent var 6.30E-13
Adjusted R-squared 0.021905 S.D. dependent var 7081.140
S.E. of regression 7003.155 Akaike info criterion 20.55305
Sum squared resid 4.19E+10 Schwarz criterion 20.58621
Log likelihood -8842.089 Hannan-Quinn criter. 20.56575
F-statistic 4.852026 Durbin-Watson stat 2.047290
Prob(F-statistic) 0.000221
Theo kt qu ca kim nh Breusch-Godfrey, ta c: nR2=23.75630, p_value =0.0000
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Dependent Variable: Y
Method: Least Squares
Date: 11/30/11 Time: 11:35
Sample (adjusted): 2 861
Included observations: 860 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
C 951.2470 616.9399 1.541879 0.1235
X2 209.5526 34.50238 6.073570 0.0000
D3 1945.973 486.4247 4.000564 0.0001
D4 1727.711 644.9221 2.678946 0.0075
D5 2849.669 628.1981 4.536259 0.0000
Y(-1) 0.157935 0.031862 4.956806 0.0000
R-squared 0.150539 Mean dependent var 7745.291
Adjusted R-squared 0.145566 S.D. dependent var 7578.335
S.E. of regression 7005.081 Akaike info criterion 20.55361
Sum squared resid 4.19E+10 Schwarz criterion 20.58680
Log likelihood -8832.053 Hannan-Quinn criter. 20.56632
F-statistic 30.26869 Durbin-Watson stat 2.027433
Prob(F-statistic) 0.000000
Sau kim nh BG test ta c:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 1.148600 Prob. F(1,853) 0.2841
Obs*R-squared 1.156469 Prob. Chi-Square(1) 0.2822
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/30/11 Time: 11:44
Sample: 2 861
Included observations: 860
Presample missing value lagged residuals set to zero.
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Variable Coefficient Std. Error t-Statistic Prob.
C -593.3245 828.8777 -0.715817 0.4743
X2 -3.876195 34.68844 -0.111743 0.9111
D3 8.363387 486.4450 0.017193 0.9863
D4 5.978996 644.8902 0.009271 0.9926
D5 -24.27670 628.5518 -0.038623 0.9692
Y(-1) 0.081136 0.082136 0.987820 0.3235
RESID(-1) -0.095185 0.088815 -1.071728 0.2841
R-squared 0.001345 Mean dependent var -3.24E-13
Adjusted R-squared -0.005680 S.D. dependent var 6984.664
S.E. of regression 7004.472 Akaike info criterion 20.55459
Sum squared resid 4.19E+10 Schwarz criterion 20.59331
Log likelihood -8831.474 Hannan-Quinn criter. 20.56941
F-statistic 0.191433 Durbin-Watson stat 1.997309
Prob(F-statistic) 0.979258
Theo kt qu ca kim nh Breusch-Godfrey, ta c: nR2=1.156469, p_value =0.2822>=0.05, tc l m hnh khng b t tng quan bc nht.
3. Phng sai thay i
Tin hnh kim nh phng sai thay i bng Eviews 6.0 ta c
Heteroskedasticity Test: White
F-statistic 2.955112 Prob. F(17,842) 0.0001Obs*R-squared 48.42182 Prob. Chi-Square(17) 0.0001Scaled explained SS 717.7799 Prob. Chi-Square(17) 0.0000
Test Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 12/01/11 Time: 11:49Sample: 2 861Included observations: 860Collinear test regressors dropped from specification
Variable Coefficient Std. Error t-Statistic Prob.
C 25663110 45627354 0.562450 0.5740X2 3053537. 4881237. 0.625566 0.5318
X2^2 -147096.2 133340.2 -1.103165 0.2703
X2*D3 3790536. 2770583. 1.368136 0.1716X2*D4 1588416. 3391690. 0.468326 0.6397X2*D5 3229743. 3321512. 0.972371 0.3311
X2*Y(-1) 8.353931 243.2484 0.034343 0.9726
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D3 -73315827 43531194 -1.684214 0.0925D3*D4 29497580 51955979 0.567742 0.5704D3*D5 62874843 50308835 1.249777 0.2117
D3*Y(-1) 3531.414 2710.499 1.302865 0.1930D4 -57926247 57241018 -1.011971 0.3118
D4*D5 67779884 50205679 1.350044 0.1774D4*Y(-1) 4140.202 3773.025 1.097316 0.2728
D5 -81003489 64327788 -1.259230 0.2083
D5*Y(-1) 766.6460 3663.381 0.209273 0.8343Y(-1) 431.4553 4590.956 0.093979 0.9251Y(-1)^2 -0.076654 0.049659 -1.543606 0.1231
R-squared 0.056304 Mean dependent var 48728803Adjusted R-squared 0.037251 S.D. dependent var 2.67E+08S.E. of regression 2.62E+08 Akaike info criterion 41.62871Sum squared resid 5.79E+19 Schwarz criterion 41.72827Log likelihood -17882.35 Hannan-Quinn criter. 41.66683F-statistic 2.955112 Durbin-Watson stat 2.018677Prob(F-statistic) 0.000056
Nhn xt: ch s p_value=0.0001 < = 0.05 nn m hnh b phng sai thay i
Khc phc
Hi quy vi trng s 1/abs_residf, ta c m hnh hi quy mi:
Dependent Variable: YMethod: Least Squares
Date: 12/01/11 Time: 12:50Sample (adjusted): 2 861Included observations: 860 after adjustmentsWeighting series: 1/ABS_RESIDFWhite Heteroskedasticity-Consistent Standard Errors & Covariance
Variable Coefficient Std. Error t-Statistic Prob.
C 1160.886 343.0318 3.384194 0.0007X2 283.1090 35.49333 7.976401 0.0000D3 1513.613 325.6152 4.648471 0.0000D4 1075.444 314.2561 3.422188 0.0007D5 2493.195 319.8008 7.796086 0.0000
Y(-1) 0.164490 0.041613 3.952828 0.0001
Weighted Statistics
R-squared 0.193611 Mean dependent var 6834.143Adjusted R-squared 0.188890 S.D. dependent var 5495.768S.E. of regression 5186.477 Akaike info criterion 19.95245Sum squared resid 2.30E+10 Schwarz criterion 19.98564Log likelihood -8573.553 Hannan-Quinn criter. 19.96515F-statistic 41.00848 Durbin-Watson stat 1.984545Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.140942 Mean dependent var 7745.291Adjusted R-squared 0.135913 S.D. dependent var 7578.335S.E. of regression 7044.539 Sum squared resid 4.24E+10Durbin-Watson stat 2.016405
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Sau , ta tin hnh kim nh White mt ln na, ta c
Heteroskedasticity Test: White
F-statistic 1.269052 Prob. F(18,841) 0.2003
Obs*R-squared 22.74132 Prob. Chi-Square(18) 0.2007Scaled explained SS 138.2663 Prob. Chi-Square(18) 0.0000
Test Equation:Dependent Variable: WGT_RESID^2Method: Least SquaresDate: 12/01/11 Time: 13:01Sample: 2 861Included observations: 860White Heteroskedasticity-Consistent Standard Errors & CovarianceCollinear test regressors dropped from specification
Variable Coefficient Std. Error t-Statistic Prob.C 16948678 48986255 0.345988 0.7294
WGT^2 5473132. 5633313. 0.971565 0.3315X2^2*WGT^2 -22235.72 50905.00 -0.436808 0.6624
X2*WGT^2 -871770.2 4226493. -0.206263 0.8366X2*D3*WGT^2 2244112. 2110205. 1.063457 0.2879X2*D4*WGT^2 761129.7 935940.7 0.813224 0.4163X2*D5*WGT^2 1761034. 1287530. 1.367761 0.1718
X2*Y(-1)*WGT^2 139.6361 333.2857 0.418968 0.6753D3^2*WGT^2 -34355455 20880924 -1.645303 0.1003
D3*D4*WGT^2 8345983. 5227049. 1.596691 0.1107D3*D5*WGT^2 13608000 7496410. 1.815269 0.0698
D3*Y(-1)*WGT^2 3519.370 3203.548 1.098585 0.2723D4^2*WGT^2 -5628259. 4554444. -1.235773 0.2169
D4*D5*WGT^2 13227327 6395829. 2.068118 0.0389D4*Y(-1)*WGT^2 606.7812 809.0601 0.749983 0.4535
D5^2*WGT^2 -9599210. 8215530. -1.168422 0.2430D5*Y(-1)*WGT^2 731.4073 841.6660 0.868999 0.3851Y(-1)^2*WGT^2 -0.019679 0.094623 -0.207974 0.8353
Y(-1)*WGT^2 -1510.924 1501.901 -1.006008 0.3147
R-squared 0.026443 Mean dependent var 26711876Adjusted R-squared 0.005606 S.D. dependent var 93856181S.E. of regression 93592719 Akaike info criterion 39.56865Sum squared resid 7.37E+18 Schwarz criterion 39.67374Log likelihood -16995.52 Hannan-Quinn criter. 39.60888
F-statistic 1.269052 Durbin-Watson stat 2.052352Prob(F-statistic) 0.200312
Nhn xt: ch s p_value = 0.2007 > =0.05 nn m hnh khng cn b hin tng phng sai
thay i
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CHNG IV: PHNG TRNH HI QUY CUI CNG
1. Phng trnh hi quy cui cng
1.1. Bng kt qu sau khi x l Eview
Dependent Variable: Y
Method: Least SquaresDate: 12/01/11 Time: 12:50Sample (adjusted): 2 861Included observations: 860 after adjustments
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Weighting series: 1/ABS_RESIDFWhite Heteroskedasticity-Consistent Standard Errors & Covariance
Variable Coefficient Std. Error t-Statistic Prob.
C 1160.886 343.0318 3.384194 0.0007X2 283.1090 35.49333 7.976401 0.0000D3 1513.613 325.6152 4.648471 0.0000
D4 1075.444 314.2561 3.422188 0.0007D5 2493.195 319.8008 7.796086 0.0000Y(-1) 0.164490 0.041613 3.952828 0.0001
Weighted Statistics
R-squared 0.193611 Mean dependent var 6834.143Adjusted R-squared 0.188890 S.D. dependent var 5495.768S.E. of regression 5186.477 Akaike info criterion 19.95245Sum squared resid 2.30E+10 Schwarz criterion 19.98564Log likelihood -8573.553 Hannan-Quinn criter. 19.96515F-statistic 41.00848 Durbin-Watson stat 1.984545Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.140942 Mean dependent var 7745.291Adjusted R-squared 0.135913 S.D. dependent var 7578.335S.E. of regression 7044.539 Sum squared resid 4.24E+10Durbin-Watson stat 2.016405
1.2. Hm hi quy mu cui cng
Yi= 1160.886 + 283.1090X2i + 1513.613D3i + 1075.444D4i + 2493.195D5i +0.164490Yi(-1)
2. Nhn xt m hnh hi quy cui cng
R2= 0.1936 . H s xc nh ca m hnh cui cng tuy khng cao nhng ch sp_value
(F-statistic)=0.0000< =0.05 nn m hnh tht s c ngha.
Cc bin c lp gii thch c 19.3611% bin ng ca bin ph thuc Y,
cn li 80.6389% l do sai s v nhng bin c lp cha c a vo m hnh.
Gii thch ngha ca cc bin c lp
Tn bin Chiu tc ng Din gii
X2
(s nm kinh
nghim)
Cng chiu Vi cc yu t khc khng i, khi c thm 1
nm kinh nghim th thu nhp s tng 283.1090
nghn ng/ thngD3 Cng chiu Vi cc yu t khc nh nhau th 1 ngi nam
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(gii tnh) s c thu nhp cao hn 1 ngi n l 1513.613
nghn ng/thng
D4
(ngoi ng)
Cng chiu Vi cc yu t khc nh nhau, 1 ngi bit
ting Anh, ting php hoc ting Nht s c
thu nhp cao hn nhng ngi bit cc thting khc l 1075.444 nghn ng/thng
D5
(bng cp cao
nht)
Cng chiu Vi cc yu t khc nh nhau th 1 ngi c
bng trung cp tr ln s c thu nhp cao
hn so vi 1 ngi c bng PTTH tr xung
l 2493.195 nghn ng/thng
CHNG V: TNG KT
1. Nhng thun li v nhng im t c trong vic nghin cu ti
Bng kho st c gio vin son sn nn c ni dung hp l. T , vic la chn
cc bin d dng hn.
c gio vin hng dn tn tnh
Kho st thu nhp c tin hnh bi c lp nn vic ly s liu cng n gin v
thun li hn, c nhiu mu quan st hn.
vn dng c phn ln cc kin thc c hc trong kinh t lng vo vic xy
dng v phn tch m hnh
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S dng nhiu cch thc khc nhau kim nh v khc phc bnh ca m hnh
Sau khi m hnh c khc phc cc vn t tng quan, phng sai thay i, cc
bin c lp c th gii thch chnh xc hn v s ph thuc ca thu nhp vo cc
yu t ngoi ng, bng cp, gii tnh, kinh nghim.
2. Nhng kh khn v hn ch ca ti
Thu nhp l mt vn t nh nn vic kho st gp nhiu kh khn
Kin thc ca cc thnh vin trong nhm cn hn ch
Thi gian khng nhiu
a s cc bin c lp l bin nh tnh nn vic x l s liu bng eviews khng
c d dng
Cha vn dng c nhiu cc kin thc hc trong mn kinh t lng vo vic
chn bin c lp
M hnh cha phn tch c cc yu t nh hng ln ti thu nhp
BI TP NHM MN KINH T LNG NHM 12 CA 1 P 20