THUYẾT TRÌNH KINH tế LƯỢNG

THUYẾT TRÌNH KINH TẾ LƯỢNG

PHÂN TÍCH CÁC YẾU TỐ ẢNH HƯỞNG
ĐẾN CHIỀU CAO SINH VIÊN UEH
Danh sách thành viên Nhóm 7
1. Dương Mỹ Hảo
2. Nguyễn Hoàng Minh Châu
3. Phan Thành Đạt
4. Đào Thúy Ngân
5. Nguyễn Thị Thúy
6. Trần Quang Tuấn
7. Phan Thị Hải Trang
8. Nguyễn Thảo Vi
9. Trương Tố Yên


Thực hiện khảo sát trên 140 sinh viên UEH, ta có các số liệu và kết quả sau:

Câu 1:

1.Hồi quy biến chiều cao theo biến chiều cao ba.
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 17:45
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YBA

1.008898
0.359843

0.154584
0.092048

6.526530
3.909298

0.0000
0.0001

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.099702
0.093178

0.074316
0.762164
166.2751
15.28261
0.000145

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.346788
-2.304764
-2.329711
1.877447


2. Hồi quy biến chiều cao theo biến chiều cao mẹ.
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:15
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YME

0.743409
0.553345

0.196777
0.125194

3.777920
4.419905

0.0002
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.124007
0.117660
0.073306
0.741588
168.1909
19.53556
0.000020

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.374156
-2.332132
-2.357078
1.813260


3. Hồi quy biến chiều cao theo biến weight
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:17
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
WEIGHT

1.304065
0.005824

0.026028
0.000483

50.10302
12.04995

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic

Prob(F-statistic)

0.512714
0.509183
0.054674
0.412521
209.2463
145.2012
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.960662
-2.918639
-2.943585
2.029664


4. Hồi quy biến chiều cao theo biến Sport
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:36
Sample: 1 140

Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SPORT

1.582645
0.011049

0.007979
0.001949

198.3488
5.669784

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid

Log likelihood
F-statistic
Prob(F-statistic)

0.188934
0.183057
0.070537
0.686623
173.5815
32.14645
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.451164
-2.409140
-2.434087
1.905169


5. Hồi quy biến chiều cao theo biến Sleep
Dependent Variable: Y
Method: Least Squares

Date: 11/29/18 Time: 18:39
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SLEEP

1.573412
0.005519

0.035805
0.004942

43.94384
1.116761

0.0000
0.2660

R-squared
Adjusted R-squared

S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.008956
0.001775
0.077972
0.838986
159.5528
1.247154
0.266037

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.250755
-2.208731
-2.233678
1.804085


6. Hồi quy biến chiều cao theo biến Milk

Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:46
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
MILK

1.599071
0.010914

0.008866
0.004823

180.3647
2.262832

0.0000
0.0252

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.035777
0.028790
0.076910
0.816281
161.4733
5.120406
0.025208

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.278191
-2.236167
-2.261114
1.840829

7. Hồi quy biến chiều cao theo biến GPA
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:53
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GPA

1.612779
-7.60E-06

0.009512
0.000800

169.5555
-0.009507

0.0000

0.9924

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.000001
-0.007246
0.078323
0.846568
158.9231
9.04E-05
0.992428

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.241759
-2.199735
-2.224682

1.841472


8. Hồi quy biến chiều cao theo biến ACE
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:54
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
ACE

1.630408
-0.007790

0.014355
0.005618

113.5781
-1.386497

0.0000
0.1678

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.013739
0.006592
0.077784
0.834938
159.8914
1.922375
0.167831

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.255592

-2.213569
-2.238515
1.841246


9. Hồi quy biến chiều cao theo biến Money
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:48
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
MONEY

1.593293
0.006972

0.009803
0.002647

162.5318
2.633718

0.0000
0.0094

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.047859
0.040959
0.076426
0.806053
162.3560
6.936470
0.009410

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714

0.078041
-2.290800
-2.248776
-2.273723
1.827589

ðTheo R-squared , thì Weight có R-squared lớn nhất,
chọn weight để tiếp tục chạy hồi quy các biến sau


a. WEIGHT LIN-LOG
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:58
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(WEIGHT)

0.254838

0.343261

0.109059
0.027545

2.336712
12.46169

0.0209
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.529482
0.526073
0.053725
0.398326
211.6975
155.2938
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.995679
-2.953656
-2.978602
2.006439


b. WEIGHT LOG-LOG
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 11/29/18 Time: 19:00
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(WEIGHT)

-0.347199
0.208297

0.066431
0.016779

-5.226446
12.41436

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.527586
0.524162
0.032726
0.147796
281.0981
154.1164
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.476787
0.047442
-3.987115
-3.945092
-3.970038
2.017500


c. WEIGHT LOG-LIN
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 11/29/18 Time: 19:09
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
WEIGHT

0.290100
0.003523

0.015906
0.000295

18.23860
11.92644

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.507565
0.503997
0.033412
0.154060
278.1927
142.2401
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.476787
0.047442
-3.945609
-3.903586
-3.928532
2.036666


d. WEIGHT qua gốc tọa độ
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 19:02
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

WEIGHT

0.029657

0.000375

79.17772

0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

-8.351345
-8.351345
0.238650
7.916555
2.436649
1.843925

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion

Hannan-Quinn criter.

1.612714
0.078041
-0.020524
0.000488
-0.011985


e. WEIGHT bậc 2
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 19:04
Sample: 1 140
Included observations: 140
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
WEIGHT^2

1.480343
4.57E-05

0.012797
4.09E-06

115.6780
11.15834

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.474303
0.470493
0.056788
0.445039
203.9351
124.5085
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion

Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-2.884788
-2.842764
-2.867711
2.044662

Dựa vào tiêu chuẩn Log-likehood, R-squared (càng lớn càng tốt),
AIC, SC, HQC (càng nhỏ càng tốt) , trong đó AIC được nhiều
người tin tưởng nhất vậy mô hình log – log được chọn


Ý nghĩa hệ số góc của từng mô hình


Câu 2: Chạy hàm hồi quy Y theo các biến YBA YME FEMALE SPORT KVS-TT
Y: chiều cao của sv UEH (m)
Yba: chiều cao ba (m)
Yme: chiều cao mẹ(m)
Female: biến giả có giá trị bằng 1 nếu là nữ
Sport: thời gian chơi thể thao trung bình mỗi tuần ( giờ/tuần)
Kvs-TT : biến giả có giá trị bằng 1 nếu ở vùng thành thị
Dependent Variable: Y
Method: Least Squares
Date: 11/29/18 Time: 18:19
Sample: 1 140
Included observations: 140

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YBA
YME
FEMALE
SPORT
KVS__TT

0.549251
0.362951
0.332216
-0.109597
0.004772
0.018624

0.179058
0.062913
0.085357
0.009605
0.001431
0.014018

3.067451
5.769128
3.892072
-11.41006
3.334999
1.328585

0.0026
0.0000
0.0002
0.0000
0.0011
0.1862

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.653026
0.640080
0.046820
0.293737
233.0185
50.43928
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.612714
0.078041
-3.243121
-3.117051
-3.191890
1.993912



• H0: β3=0,02 ; H1: β3 ≠ 0,02 (kiểm định t theo giá trị tới
hạn) với mức ý nghĩa 5%

134

t 0 , 025

ð Chấp nhận H0


Wald Test:
Equation: CAU2
Test Statistic

t-statistic
F-statistic
Chi-square

Value

df

Probability

-13.49225
182.0407
182.0407

134
(1, 134)
1

0.0000
0.0000
0.0000

Value

Std. Err.

-0.129597

0.009605

Null Hypothesis: C(4)=0.02
Null Hypothesis Summary:
Normalized Restriction (= 0)
-0.02 + C(4)

Restrictions are linear in coefficients.


Wald Test:
Equation: CAU2
Test Statistic
F-statistic
Chi-square

Value

df

Probability

94174.81
282524.4

(3, 134)
3

0.0000
0.0000

Null Hypothesis: C(2)=0,C(3)=3,C(4)=-5

Null Hypothesis Summary:
Normalized Restriction (= 0)
C(2)
-3 + C(3)
5 + C(4)

Value

Std. Err.

0.362951
-2.667784
4.890403

0.062913
0.085357
0.009605

Restrictions are linear in coefficients.


Wald Test:
Equation: CAU2
Test Statistic
F-statistic
Chi-square

Value

df

Probability

62.87211
251.4884

(4, 134)
4

0.0000
0.0000

Null Hypothesis: C(2)=C(3)=C(4)=C(5)=0
Null Hypothesis Summary:
Normalized Restriction (= 0)
C(2)
C(3)
C(4)
C(5)

Value

Std. Err.

0.362951
0.332216
-0.109597
0.004772

0.062913

0.085357
0.009605
0.001431

Restrictions are linear in coefficients.


Coefficient Confidence Intervals
Date: 11/29/18 Time: 18:58
Sample: 1 140
Included observations: 140
95% CI
Variable

Coefficient

Low

High

C
YBA
YME
FEMALE
SPORT
KVS__TT

0.549251
0.362951
0.332216

-0.109597
0.004772
0.018624

0.195106
0.238521
0.163395
-0.128594
0.001942
-0.009101

0.903397
0.487381
0.501038
-0.090599
0.007603
0.046350


Ta có:
Giá trị trung bình của chiều
cao là: 1,612714 (m)
Giá trị trung bình của chiều
cao ba là: 1,678 (m)
Giá trị trung bình của chiều
cao mẹ là: 1,571(m)


Ta có:
VIF< 10 nên các biến độc lập có đa cộng

tuyến thấp.

Variance Inflation Factors
Date: 11/29/18 Time: 20:12
Sample: 1 140
Included observations: 140

Variable
C
YBA
YME
FEMALE
SPORT
KVS__TT

Coefficient Uncentered
Variance
VIF
0.032062
0.003958
0.007286
9.23E-05
2.05E-06
0.000197

2047.675
712.9370
1149.575
4.419312
2.192443

1.165383

Centered
VIF
NA
1.176963
1.139575
1.104828
1.223859
1.057169