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 Dương Mỹ Hảo Nguyễn Hoàng Minh Châu Phan Thành Đạt Đào Thúy Ngân Nguyễn Thị Thúy Trần Quang Tuấn Phan Thị Hải Trang Nguyễn Thảo Vi Trương Tố Yên Thực khảo sát 140 sinh viên UEH, ta có số liệu kết 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: 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 Hồi quy biến chiều cao theo biến chiều cao mẹ Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:15 Sample: 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 Hồi quy biến chiều cao theo biến weight Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:17 Sample: 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 Hồi quy biến chiều cao theo biến Sport Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:36 Sample: 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 Hồi quy biến chiều cao theo biến Sleep Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:39 Sample: 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 Hồi quy biến chiều cao theo biến Milk Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:46 Sample: 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 Hồi quy biến chiều cao theo biến GPA Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:53 Sample: 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 Hồi quy biến chiều cao theo biến ACE Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:54 Sample: 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 Hồi quy biến chiều cao theo biến Money Dependent Variable: Y Method: Least Squares Date: 11/29/18 Time: 18:48 Sample: 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 , Weight có R-squared lớn nhất, chọn weight để tiếp tục chạy hồi quy biến sau Wald Test: Equation: CAU2 Test Statistic F-statistic Chi-square Value df Probability 62.87211 251.4884 (4, 134) 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: 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 chiều cao là: 1,612714 (m) Giá trị trung bình chiều cao ba là: 1,678 (m) Giá trị trung bình chiều cao mẹ là: 1,571(m) Ta có: VIF< 10 nên biến độc lập có đa cộng tuyến thấp Variance Inflation Factors Date: 11/29/18 Time: 20:12 Sample: 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 Ho: phần dư có phân phối chuẩn H1: phần dư khơng có phân phối chuẩn p-value =0,632541 > α = 0,05 ð Chấp nhận H0 Vậy với mức ý nghĩa 5% phần dư hàm hồi quy có phân phối chuẩn Ý nghĩa β1: với yếu tố khác không đổi, chiều cao ba tăng lên 0,1m chiều cao người tăng lên 0,0362901 mét Ý nghĩa δ1 : với yếu tố khác không đổi, chiều cao sv nữ UEH thấp chiều cao sv nam UEH 0,109597 mét 1.Ta có mơ hình hồi quy OLS: Dependent Variable: Y Method: Least Squares Date: 11/30/18 Time: 22:37 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C 111.0735 WEIGHT 0.202787 SPORT 0.162991 YME 0.288037 FEMALE -17.62859 TPCN 5.053068 WEIGHT*FEMALE 0.175010 YME*TPCN -0.025304 SPORT*FEMALE*TPCN 0.715033 12.99748 0.071916 0.150439 0.081498 5.440625 33.45132 0.096067 0.211466 0.253167 8.545770 2.819761 1.083436 3.534290 -3.240178 0.151057 1.821747 -0.119662 2.824348 0.0000 0.0056 0.2806 0.0006 0.0015 0.8802 0.0708 0.9049 0.0055 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.731208 0.714793 4.167767 2275.507 -393.8335 44.54574 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 161.2714 7.804115 5.754764 5.943870 5.831611 1.825627 Wald Test: Equation: HQ9 Test Statistic 2.Ý nghĩa kiểm định Các biến Female, TPCN, Weight* Female, Yme*TPCN, Sport*Female*TPCN có ý nghĩa thống kê đồng thời với mức ý nghĩa 5% F-statistic Chi-square Value df Probability 13.69280 68.46398 (5, 131) 0.0000 0.0000 Null Hypothesis: C(5)=0, C(6)=0, C(7)=0, C(8)=0, C(9)=0 Null Hypothesis Summary: Normalized Restriction (= 0) C(5) C(6) C(7) C(8) C(9) Value Std Err -17.62859 5.053068 0.175010 -0.025304 0.715033 5.440625 33.45132 0.096067 0.211466 0.253167 Restrictions are linear in coefficients Heteroskedasticity Test: Breusch-Pagan-Godfrey Câu 4: Kiểm định phát phương sai thay đổi Dùng kiểm định Breusch-Pagan ta có kết quả: H0: Mơ hình có phương sai khơng đổi H1: Mơ hình có phương sai thay đổi P-value = 0.0773 > 0.05 => Chấp nhận H0 => Vậy mơ hình có phương sai không đổi F-statistic Obs*R-squared Scaled explained SS 1.827996 14.05919 10.63695 Prob F(8,131) Prob Chi-Square(8) Prob Chi-Square(8) 0.0773 0.0802 0.2231 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 11/30/18 Time: 23:10 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C WEIGHT SPORT YME FEMALE TPCN WEIGHT*FEMALE YME*TPCN SPORT*FEMALE*TPCN -75.20703 0.272228 -1.400834 0.526271 -27.53911 -50.15065 0.531188 0.257090 -0.141414 65.33614 0.361512 0.756234 0.409676 27.34911 168.1542 0.482912 1.063003 1.272630 -1.151079 0.753027 -1.852383 1.284602 -1.006947 -0.298242 1.099968 0.241853 -0.111120 0.2518 0.4528 0.0662 0.2012 0.3158 0.7660 0.2734 0.8093 0.9117 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.100423 0.045487 20.95067 57499.90 -619.9041 1.827996 0.077279 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 16.25362 21.44406 8.984345 9.173450 9.061191 2.051201 2.Dùng kiểm định White ta có kết quả: H0: Mơ hình có phương sai khơng đổi H1: Mơ hình có phương sai thay đổi P-value = 0.0901 > 0.05 => Chấp nhận H0 => Vậy mơ hình có phương sai khơng đổi Heteroskedasticity Test: White F-statistic Obs*R-squared Scaled explained SS 1.762549 13.60475 10.29313 Prob F(8,131) Prob Chi-Square(8) Prob Chi-Square(8) 0.0901 0.0927 0.2451 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 11/30/18 Time: 23:11 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C WEIGHT^2 SPORT^2 YME^2 FEMALE^2 TPCN^2 WEIGHT*FEMALE^2 YME*TPCN^2 SPORT*FEMALE*TPCN^2 -28.42899 0.002767 -0.125516 0.001608 -27.32591 -22.63836 0.545985 0.074268 0.625584 32.97027 0.002598 0.081701 0.001298 23.76221 172.0090 0.424865 1.089737 1.751231 -0.862261 1.065016 -1.536290 1.239096 -1.149973 -0.131612 1.285080 0.068153 0.357225 0.3901 0.2888 0.1269 0.2175 0.2522 0.8955 0.2010 0.9458 0.7215 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.097177 0.042043 20.98843 57707.38 -620.1563 1.762549 0.090095 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 16.25362 21.44406 8.987946 9.177052 9.064793 2.051371 Câu 5: Kiểm định RESET H0: Mơ hình có dạng hàm H1: Mơ hình có dạng hàm sai Kiểm định RESET với y^2, y^3 Ta có kết kiểm định: P-value = 0.2205 > 0.05 => Chấp nhận H0 => Mơ hình có dạng hàm Ramsey RESET Test Equation: HQ9 Specification: Y C WEIGHT SPORT YME FEMALE TPCN WEIGHT *FEMALE YME*TPCN SPORT*FEMALE*TPCN Omitted Variables: Powers of fitted values from to F-statistic Likelihood ratio Value 1.529727 3.281575 df (2, 129) Sum of Sq 52.71723 2275.507 2222.790 df 131 129 Probability 0.2205 0.1938 F-test summary: Test SSR Restricted SSR Unrestricted SSR Mean Squares 26.35861 17.37029 17.23093 LR test summary: Restricted LogL Unrestricted LogL Value -393.8335 -392.1927 Unrestricted Test Equation: Dependent Variable: Y Method: Least Squares Date: 11/30/18 Time: 23:11 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C 4479.079 WEIGHT 15.61165 SPORT 12.55692 YME 22.23049 FEMALE -1363.595 TPCN 348.5250 WEIGHT*FEMALE 13.54479 YME*TPCN -1.683508 SPORT*FEMALE*TPCN 54.63719 FITTED^2 -0.471384 FITTED^3 0.000971 4582.027 16.75623 13.44646 23.74157 1451.771 393.3379 14.37504 1.939820 58.86532 0.493966 0.000984 0.977532 0.931692 0.933846 0.936353 -0.939263 0.886070 0.942244 -0.867868 0.928173 -0.954283 0.985942 0.3301 0.3532 0.3521 0.3508 0.3494 0.3772 0.3478 0.3871 0.3551 0.3417 0.3260 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.737435 0.717081 4.151016 2222.790 -392.1927 36.23075 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 161.2714 7.804115 5.759896 5.991025 5.853820 1.906693 Kiểm định RESET với y^2, y^3, y^4 Ta có kết kiểm định: Ramsey RESET Test Equation: HQ9 Specification: Y C WEIGHT SPORT YME FEMALE TPCN WEIGHT *FEMALE YME*TPCN SPORT*FEMALE*TPCN Omitted Variables: Powers of fitted values from to F-statistic Likelihood ratio Value 2.506354 7.991487 df (3, 128) Sum of Sq 126.2530 2275.507 2149.254 df 131 128 Probability 0.0620 0.0462 F-test summary: Test SSR Restricted SSR Unrestricted SSR Mean Squares 42.08432 17.37029 16.79105 LR test summary: P-value = 0.0620 > 0.05 => Chấp nhận H0 => Mơ hình có dạng hàm Restricted LogL Unrestricted LogL Value -393.8335 -389.8378 Unrestricted Test Equation: Dependent Variable: Y Method: Least Squares Date: 11/30/18 Time: 23:14 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C WEIGHT SPORT YME FEMALE TPCN WEIGHT*FEMALE YME*TPCN SPORT*FEMALE*TPCN FITTED^2 FITTED^3 FITTED^4 236917.1 696.9899 560.2583 990.1660 -60616.68 17342.38 601.8456 -86.79819 2457.571 -30.48415 0.119872 -0.000176 111159.0 326.0060 262.0471 463.1065 28349.42 8129.529 281.4684 40.71580 1149.675 14.34943 0.056823 8.42E-05 2.131335 2.137966 2.138006 2.138096 -2.138198 2.133257 2.138235 -2.131806 2.137623 -2.124416 2.109548 -2.092774 0.0350 0.0344 0.0344 0.0344 0.0344 0.0348 0.0344 0.0349 0.0344 0.0356 0.0368 0.0383 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.746122 0.724304 4.097688 2149.254 -389.8378 34.19804 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 161.2714 7.804115 5.740540 5.992680 5.843002 1.850616 Câu 6: Chạy mơ hình tất biến khảo sát, ta mơ hình: Mơ hình bị đa cộng tuyến biến với nên ta phải bỏ bớt số biến + Biến GPA chạy hồi quy đơn, hồi quy tất biến khơng có ý nghĩa thống kê với mức ý nghĩa 5% + Tương tự với Biến ACE + Biến Tunau Dependent Variable: Y Method: Least Squares Date: 12/01/18 Time: 21:25 Sample: 140 Included observations: 140 Variable Coefficient Std Error t-Statistic Prob C ACE FEMALE GPA KVS MN KVS TT MILK MONEY SLEEP SPORT TPCN TUNAU WEIGHT YBA YME 0.717515 -0.003877 -0.079977 -0.000252 0.007945 0.013118 0.006176 0.001808 0.004758 0.001683 0.020553 -0.011023 0.002741 0.181103 0.296690 0.166337 0.003165 0.010250 0.000432 0.007798 0.012838 0.002693 0.001749 0.002787 0.001404 0.012016 0.007472 0.000492 0.061817 0.077001 4.313622 -1.224878 -7.803037 -0.583756 1.018835 1.021795 2.293247 1.033704 1.707124 1.198341 1.710425 -1.475353 5.568628 2.929679 3.853060 0.0000 0.2229 0.0000 0.5604 0.3102 0.3089 0.0235 0.3033 0.0903 0.2331 0.0897 0.1426 0.0000 0.0040 0.0002 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.759132 0.732155 0.040389 0.203911 258.5686 28.13978 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 1.612714 0.078041 -3.479551 -3.164375 -3.351473 1.758282 T H A N K S