report kinh tế lượng
Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (146.47 KB, 3 trang )
Name: Pham Thi Lan Huong
Student code: 17110084
Variables:
Dependent variable: Export - Exports of goods and services (constant 2000 US$)
Independent variables:
FDI inflow - Foreign direct investment, net inflows (BoP, current US$)
GDP_PPP - GDP per capita, PPP (constant 2005 international $)
Ur_pop - Urban population (% of total)
Model 1:
> vif = diag(solve(cor(x))) ; vif
FDI.inflow GDP_PPP
Ur_pop
1.422217 3.940302 3.939001
Country number 8 (Japan) and number 6 (Hong Kong) are on the line value 1 => big effect on regression
results => need to delete
Model 2: Deleting 8th country
> vif = diag(solve(cor(x))) ; vif
FDI.inflow GDP_PPP
Ur_pop
1.507732 5.004468 4.633602
Need to delete 6th country (Hong Kong)
Model 3: delete Hong Kong
> vif = diag(solve(cor(x))) ; vif
FDI.inflow GDP_PPP
Ur_pop
1.080374 3.549623 3.546805
Model 4: Log
Model Number
Coef.
const
t-Value
sig.level
Coef.
FDI.inflow
t-Value
sig.level
r2
AIC
3
-3.58E+11
-3.237
**
2.03E+10
3.762
**
0.4855
895.425
