B A I T A P T O N G H O P

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  • 1. BI TP KINH T LNGM HNH HI QUI BI Cu 1: D liu v nn kinh t Maxico t nm 1955-1972 trong Table 8-8 trong b d liu ca Gujarati vi cc nh ngha bin nh sau:GDPEmployment = s lao ngCAPITAL = VnVi mc ngha 5%, cc anh/ch hy:a) Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca GDP vi cc bin khc trong d liu.b) c lng m hnh hi qui a bin bng Eview.c) Vi m hnh c lng cu b, cc anh/ch hy thc hin kim nh tng tham s vcho bit nhng bin no khng nh hng n bin ph thuc GDP.d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng thi khng nh hng bin ph thuc khng?e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. V sao? (c cc kim nh cn thit)f) Gii thch ngha ca m hnh ti u. Cu 2: Xem xt d liu v tiu dng tht g M giai an 1960 n 1982 c trnh by trong file Table 7.9 thuc b d liu ca Gujarati. Trong :Y = lng tht g tiu th bnh qun u ngi (pound)X2= thu nhp kh dng bnh qun u ngi (USD)X3= Gi bn l ca tht g (cent/pound)X4= Gi bn l ca tht b (cent/pound)X5= Gi bn l ca tht heo (cent/pound)X6= Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) Vi mc ngha 10%, cc anh/ch hy:

2. a) Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca lngtht g tiu th bnh qun u ngi vi cc bin khc trong d liu.b) c lng m hnh hi qui a bin bng Eview.c) Vi m hnh c lng cu b, cc anh/ch hy thc hin kim nh tng tham s vcho bit nhng bin no khng nh hng n bin ph thuc lng tht g tiu thbnh qun u ngi.d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng thi khng nh hng bin ph thuc khng?e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. V sao? (c cc kim nh cn thit)f) Gii thch ngha ca m hnh ti u. Cu 3: D liu trong Data 4-9 trong b d liu ca Ramanathan vi cc nh ngha bin nh sau:DEP su (m)HLTHChiu cao (m)MPUBASVn tc nc vo (m3/giy)MSSEC Vn tc nc ra (m3/giy)RACEGi thnh n v (/m3)RETRD Chiu rng (m)UNEMP Kch thc vi nc (mm) Vi mc ngha 5%, cc anh/ch hy:a) Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca Vn tc nc ra vi cc bin khc trong d liu.b) c lng m hnh hi qui a bin bng Eview.c) Vi m hnh c lng cu b, cc anh/ch hy thc hin kim nh tng tham s vcho bit nhng bin no khng nh hng n bin ph thuc MSSEC.d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng thi khng nh hng bin ph thuc khng?e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. V sao? (c cc kim nh cn thit)f) Gii thch ngha ca m hnh ti u. Cu 4: 3. D liu trong Data 4-8 trong b d liu ca Ramanathan vi cc nh ngha bin nh sau:sub = s ng k thu bao c yu cu lp t cho mi h thng cp truyn hnh(1000 khch hnghome = s h gia nh m mi h thng cp truyn hnh i ngang qua (ngn h)inst= ph lp t ( la/ ln)svc = ph dch v cho mi h thng ( la/thng)tv= s knh truyn hnh m mi h thng cp cung cp (knh/h thng cp)age = thi gian h thng hot ng (nm)air = s knh truyn hnh m h gia nh nhn c t h thng cpy = thu nhp bnh qun u ngi ( la/ngi)Vi mc ngha 10%, cc anh/ch hy:a) Vit phng trnh hi qui tng th v phn tch mi quan h gia k vng ca s ng k thu bao (sub) vi cc bin khc trong d liu.b) c lng m hnh hi qui a bin bng Eview.c) Vi m hnh c lng cu b, cc anh/ch hy thc hin kim nh tng tham s v cho bit nhng bin no khng nh hng n bin ph thuc sub.d) Anh/ch hy thc hin li bng php kim nh Wald v cho bit cc bin c lp cu c c ng thi khng nh hng bin ph thuc khng?e) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. V sao? (c cc kim nh cn thit)f) Gii thch ngha ca m hnh ti u. Cu 5: Xem xt d liu v tiu dng tht g M giai an 1960 n 1982 c trnh by trong file Table 7.9 thuc b d liu ca Gujarati. Trong : Y= lng tht g tiu th bnh qun u ngi (pound) X2 = thu nhp kh dng bnh qun u ngi (USD) X3 = Gi bn l ca tht g (cent/pound) X4 = Gi bn l ca tht b (cent/pound) X5 = Gi bn l ca tht heo (cent/pound) X6 = Gi bn l bnh qun c trng s ca tht b v tht heo (cent/pound) Cc anh/ch hy: 4. a) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnhno l m hnh ti u. Gii thch qu trnh thc hin v cc kim nh cn thit.(=5%)b) Gii thch ngha cc tham s ca m hnh ph hp nht Cu 6: Xem xt d liu v cc yu t nh hng n gi nh trong file Data7-3 thuc b d liu Ramanathan. Trong :Price= gi nhBaths= s phng tmBedrms = s phng ng Famroom = nhn gi tr 1 nu nh c phng gia nh v gi tr 0 cho trng hpngc li Firepl = nhn gi tr 1 nu nh c phng thit b bo chy v gi tr 0 cho trnghp ngc liPool = nhn gi tr 1 nu nh c h bi v gi tr 0 cho trng hp ngc liSqft = din tch nhCc anh/ch hy:a) Xy dng cc m hnh sau theo phng php t phc tp n n gin v cho bitm hnh no l m hnh ti u (xem xt cc m hnh tng qut di y). Gii thchqu trnh thc hin v cc kim nh cn thit. (=5%) 1. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft 2. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8 Firepl* Sqft 3. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8Famroom* Bedrms 4. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8Pool*Sqft 5. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8Famroom* Bedrms + 9Firepl* Sqft + 10Pool*Sqft +11Firepl*Bedrms+ 10Pool*Bathsb) Gii thch ngha cc tham s ca m hnh ph hp nht BIN GI V A CNG TUYN Cu 7: 5. Nghin cu cc yu t nh hng tin lng (theo d liu trong file Data7-2 thuc b d liu Ramanathan).Trong :WAGE= Thu nhp hng thng (triu ng/ thng)EXPER = S nm kinh nghimEDUC= S nm i hcAGE = tui (nm)GENDER = Gii tnh (mang gi tr 1 nu l nam) CLERICAL = Lm vic trong vn phng (mang gi tr 1 nu lm vic trong vnphng)a) Trc khi chy hi qui anh/ch hy d bo mi quan h ca cc bin EXPER, EDUCv AGE, GENDER, CLERICAL vi bin WAGE. L gii s la chn ca mnhb) Hy xy dng m hnh tuyn tnh v c lng cc h s trong m hnh. Thc hin tip cc hi qui sau:EXPER = A1 + A2AGE + uiEDUC= B1 + B2AGE + ui Da trn cc kt qu hi quy c c, anh/ ch nhn xt g v mc a cng tuyn trong b d liu? Gii thch s nhn xt ca mnh Gii s trong m hnh ban u c hin tng a cng tuyn nhng cc tham s u c ngha v mt thng k mc ngha 5% v thng k F cng c ngha. Trong trng hp ny, chng ta c nn lo lng v hin tng a cng tuyn khng? Thc hin tip vic xy dng m hnh t tng qut n n gin. Gii thch nghaca m hnh ti u.c) Mt sinh vin cho rng nn b sung thm bin cho vo. Dng m hnh ngh nh sau :WAGE = 1 + 2EXPER+ 3EDUC + 4AGE + 5GENDER +6CLERICAL +7GENDER*EXPER +8GENDER*EDUC+12GENDER*AGE+9CLERICAL*EDUC + 10CLERICAL*EXPER + 11CLERICAL*AGE + ui Cha chy m hnh, theo anh ch cc bin cho nh vy c ph hp khng? Tisao? (gii thch ngha tng m hnh) Hy tm cc tham s ca m hnh theo phng php xy dng m hnh t phc tpn n gind) Trong tt c cc m hnh ti u tnh c trn, theo anh/ch m hnh no ph hp nht gii thch cc yu t nh hng n WAGE 6. e) Nu anh, ch l ngi phi quyt nh lm sao tng thu nhp bnh qun hng thng ca ngi dn. Da vo m hnh Anh/Ch s gii quyt vn trn nh th no (xp th t u tin tng phng n v gii thch l do) Cu 8: Mt sinh vin nghin cu mi quan h gia s lng t lnh tiu th (FRIG) theo gi bn trung bnh hng nm (DUR) v ma (theo d liu trong file table9.4.txt thuc b d liu ca Gujarati).Trong :FRIG= s lng t lnh tiu thDUR = gi bn bnh qun (USD)D2= Nhn gi tr 1 i ma h v 0 cho cc ma cn liD3= Nhn gi tr 1 i ma thu v 0 cho cc ma cn liD4= Nhn gi tr 1 i ma ng v 0 cho cc ma cn liM hnh tng qut c dng nh sau:FRIG = 1 + 2DUR + 3D2 + 4D3 + 5D4+ uia) Trc khi chy hi qui anh/ch hy d bo du k vng ca 2, 3, 4, 5. L gii sla chn ca mnhb) Hy c lng cc h s trong m hnh theo m hnh t tng qut n n gin. Gii thch ngha ca m hnh ti u.c) Mt sinh vin khc cho rng m hnh phi nh sau:FRIG = 1 + 2DUR + 3D2 + 4D3 + 5D4 + 6D2*DUR + 7D3*DUR + 8D4*DUR + ui Anh ch c lng cc tham s trong m hnh ny v cho nhn xt.d) C kin cho rng m hnh ti cu c b a cng tuyn. Anh/ch hy kim tra m hnh trn c b a cng tuyn khng? Gii thch v a cc minh chng cn thit. Nu m hnh b a cng tuyn, anh/ ch hy a ra cch gii quyt hp l.e) Theo cc anh ch trong 2 m hnh trn m hnh no ph hp hn. Cu 9: Mt sinh vin nghin cu mi quan h gia tin tit kim trung bnh hng nm ca M v thu nhp cng nh ng cm quyn (theo d liu trong file table9.2.txt thuc b d liu ca Gujarati).Trong :SAVINGS = Tin tit kim hng nm ca M (ngn USD)INCOME = Thu nhp hng nm ca M (ngn USD) 7. DUM = Nhn gi tr 1 i vi ng cm quyn l ng Dn ch v 0 cho ngCng haM hnh tng qut c dng nh sau:SAVINGS = 1 + 2INCOME + 3DUM + uia) Trc khi chy hi qui anh/ch hy d bo du k vng ca 2, 3. L gii s lachn ca mnhb) Hy c lng cc h s trong m hnh theo m hnh t tng qut n n gin. Gii thch ngha ca m hnh ti u.c) Mt sinh vin khc cho rng m hnh tin tit kim phi nh sau:SAVINGS = 1 + 2INCOME + 3DUM + 4DUM*IBCOME +ui Anh ch c lng cc tham s trong m hnh ny v cho nhn xt.d) Theo cc anh ch trong 2 m hnh trn m hnh no ph hp hn Cu 10: Xem xt d liu v cc yu t nh hng n gi nh trong fike Data7-3 thuc b d liu Ramanathan. Trong :Price= gi nhBaths= s phng tmBedrms = s phng ng Famroom = nhn gi tr 1 nu nh c phng gia nh v gi tr 0 cho trng hpngc li Firepl = nhn gi tr 1 nu nh c phng thit b bo chy v gi tr 0 cho trnghp ngc liPool = nhn gi tr 1 nu nh c h bi v gi tr 0 cho trng hp ngc liSqft = din tch nhCc anh/ch hy:a) Phn tch mi quan h gia k vng ca gi nh vi cc bin khc trong cc m hnhsau: 1. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft 2. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8Pool*Sqft 3. Price = 1 + 2 Baths + 3Bedrms + 4Famroom + 5 Firepl + 6Pool + 7Sqft+ 8Famroom*Bedrms + 9Firepl*Sqft + 10Pool*Sqft + 11Firepl*Bedrms+12Pool*Baths 8. b) c lng m hnh hi qui a bin bng Eview. Anh/ ch hy phn tch nhng duhiu no cho thy m hnh tng qut b a cng tuyn/ a cng tuyn hon hoc) Mt bn sinh vin cho rng m hnh trn b a cng tuyn l do cc quan h sau: 4. Sqft = 1 + 2Baths + 3Bedrms + 2Pool 5. Baths = 1 + 2Bedrms + 2PoolTheo anh/ ch suy ngh trn ca bn sinh vin c ng khng? Ti sao? Nu nganh/ch hy chy cc m hnh hi quy lin quan v cho bit kt lun.d) Xy dng m hnh theo phng php t phc tp n n gin v cho bit m hnh no l m hnh ti u. V sao? (c cc kim nh cn thit)e) Gii thch ngha ca m hnh ti u. Vi m hnh theo cc anh ch, cn hin tng a cng tuyn hay khng? Cu 11: Mt sinh vin nghin cu cc yu t nh hng tin lng (theo d liu trong file Data7-3 thuc b d liu Ramanathan).Trong :WAGE= TIn lng hng thng (triu ng/ thng) RACE= dn tc: mang gi tr bng 1 nu dn tc kinh v bng 0