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Download miễn phí Thực hành assignment
Anh/Chị hãy kiểm định xem có sự khác biệt về chi tiêu giáo dục trung bình giữa thành thị và nông thôn hay không?
- mở biến educex_1
- chọn View/Descriptive Statistics & Tests/Equality Tests by Classification
- xuất hiện hộp thoại Tests By Classification:
- trong Series/Group for classify: nhập URBAN06
- trong Test equality of: chọn Mean ( kiểm định trung bình ) /OK, có kết quả sau
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Tóm tắt nội dung tài liệu:
gXác định mô hình hồi quy phù hợp: (không chắc chắn)
ls salary c bonus othercom compens age edu prof tenure exper value profit sales
có bảng kết quả hồi quy sau:
Dependent Variable: SALARY
Method: Least Squares
Date: 05/21/09 Time: 02:05
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.41E-12
8.48E-13
1.668228
0.1035
BONUS
-1.000000
2.74E-16
-3.65E+15
0.0000
OTHERCOM
-1.000000
2.41E-15
-4.16E+14
0.0000
COMPENS
1.000000
1.27E-16
7.87E+15
0.0000
AGE
-9.43E-15
1.38E-14
-0.683261
0.4986
EDU
-6.18E-14
1.31E-13
-0.472206
0.6395
PROF
-9.82E-14
2.48E-14
-3.960393
0.0003
TENURE
8.39E-16
6.15E-15
0.136488
0.8922
EXPER
-5.10E-16
9.80E-15
-0.052002
0.9588
VALUE
1.21E-16
2.80E-16
0.431854
0.6683
PROFIT
-2.36E-16
2.12E-16
-1.115079
0.2718
SALES
0.000000
1.57E-17
0.000000
1.0000
R-squared
1.000000
Mean dependent var
920.1200
Adjusted R-squared
1.000000
S.D. dependent var
697.6053
S.E. of regression
4.18E-13
Sum squared resid
6.64E-24
F-statistic
1.24E+31
Durbin-Watson stat
1.842031
Prob(F-statistic)
0.000000
-> các hệ số b5, b6, b8,b9,b10,b11,b12 không có ý nghĩa thống kê ở mức ý nghĩa 11%
kiểm định Wald:
từ kết quả hồi quy-> view/Coefficient Tests/ Wald-Coefficient Restrictions/ gõ c(5)=c(6)=c(8)=c(9)=c(10)=c(11)=c(12)=0 (giả thiết Ho), ta có bảng:
Wald Test:
Equation: Untitled
Test Statistic
Value
df
Probability
F-statistic
0.303039
(7, 38)
0.9481
Chi-square
2.121275
7
0.9528
Null Hypothesis Summary:
Normalized Restriction (= 0)
Value
Std. Err.
C(5)
-9.43E-15
1.38E-14
C(6)
-6.18E-14
1.31E-13
C(8)
8.39E-16
6.15E-15
C(9)
-5.10E-16
9.80E-15
C(10)
1.21E-16
2.80E-16
C(11)
-2.36E-16
2.12E-16
C(12)
0.000000
1.57E-17
Restrictions are linear in coefficients.
p-value của F-statistic lớn (0.9481)-> chấp nhận Ho (cả age, edu, tenure, exper, value, profit, salé x8,x9,x10,x11,x12 đồng thời không ảnh hưởng đến Y)
Hồi quy salary theo bonus, othercom, compens, prof:
ls salary c bonus othercom compens prof
Dependent Variable: SALARY
Method: Least Squares
Date: 05/21/09 Time: 10:25
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
7.72E-13
1.45E-13
5.305148
0.0000
BONUS
-1.000000
2.00E-16
-5.00E+15
0.0000
OTHERCOM
-1.000000
1.84E-15
-5.45E+14
0.0000
COMPENS
1.000000
8.75E-17
1.14E+16
0.0000
PROF
-8.90E-14
2.06E-14
-4.322178
0.0001
R-squared
1.000000
Mean dependent var
920.1200
Adjusted R-squared
1.000000
S.D. dependent var
697.6053
S.E. of regression
3.72E-13
Sum squared resid
6.24E-24
F-statistic
4.30E+31
Durbin-Watson stat
1.807065
Prob(F-statistic)
0.000000
-> mô hình hôi quy:
Salary = 7.72E-13 – bonus – othercom + compens – 8.90E-14
Các kiểm định cần thiết:
Kiểm định phương sai thay đổi:
B1: Vẽ đồ thị salary theo bonus:
Quick/Graph/ bonus salary
B2: ước lượng lại mô hình
ls salary c bonus othercom compens prof
Dependent Variable: SALARY
Method: Least Squares
Date: 05/21/09 Time: 10:25
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
7.72E-13
1.45E-13
5.305148
0.0000
BONUS
-1.000000
2.00E-16
-5.00E+15
0.0000
OTHERCOM
-1.000000
1.84E-15
-5.45E+14
0.0000
COMPENS
1.000000
8.75E-17
1.14E+16
0.0000
PROF
-8.90E-14
2.06E-14
-4.322178
0.0001
R-squared
1.000000
Mean dependent var
920.1200
Adjusted R-squared
1.000000
S.D. dependent var
697.6053
S.E. of regression
3.72E-13
Sum squared resid
6.24E-24
F-statistic
4.30E+31
Durbin-Watson stat
1.807065
Prob(F-statistic)
0.000000
B3: Vẽ đồ thị phần dư theo giá trị ước lượng của salary
Từ kết quả hồi quy, chọn View/Representative, rồi copy phương trình hồi quy, ra cửa sổ lệnh và ước lượng như sau:
genr salaryhat= 7.71731845292e-13 - 1*BONUS - 1*OTHERCOM + 1*COMPENS - 8.90013815418e-14*PROF
Vẽ đồ thị:
Quick/Graph/ salaryhat resid
có phương sai thay đổi
B4: kiểm định thống kê
Từ bảng kết quả hồi quy-> view/Residual Tests/ Heteroskedasticity Tests/
* nếu chọn Breusch-Pagan-Godfrey -> ta có bảng:
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
4.920500
Prob. F(4,45)
0.0022
Obs*R-squared
15.21443
Prob. Chi-Square(4)
0.0043
Scaled explained SS
23.41351
Prob. Chi-Square(4)
0.0001
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/21/09 Time: 10:56
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
4.29E-26
8.36E-26
0.513627
0.6100
BONUS
-9.18E-29
1.15E-28
-0.799212
0.4284
OTHERCOM
-2.83E-27
1.05E-27
-2.681876
0.0102
COMPENS
2.17E-28
5.03E-29
4.322641
0.0001
PROF
-6.06E-27
1.18E-26
-0.512163
0.6110
R-squared
0.304289
Mean dependent var
1.25E-25
Adjusted R-squared
0.242448
S.D. dependent var
2.46E-25
S.E. of regression
2.14E-25
Sum squared resid
2.06E-48
F-statistic
4.920500
Durbin-Watson stat
2.394366
Prob(F-statistic)
0.002235
* nếu chọn Harvey -> ta có bảng :
Heteroskedasticity Test: Harvey
F-statistic
2.092208
Prob. F(4,45)
0.0976
Obs*R-squared
7.840561
Prob. Chi-Square(4)
0.0976
Scaled explained SS
5.869265
Prob. Chi-Square(4)
0.2091
Test Equation:
Dependent Variable: LRESID2
Method: Least Squares
Date: 05/21/09 Time: 11:01
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-57.35134
0.726762
-78.91346
0.0000
BONUS
0.000305
0.000999
0.304804
0.7619
OTHERCOM
-0.011447
0.009172
-1.248043
0.2185
COMPENS
0.000462
0.000437
1.056523
0.2964
PROF
-0.254434
0.102877
-2.473194
0.0172
R-squared
0.156811
Mean dependent var
-58.56495
Adjusted R-squared
0.081861
S.D. dependent var
1.941512
S.E. of regression
1.860349
Akaike info criterion
4.174044
Sum squared resid
155.7404
Schwarz criterion
4.365247
Log likelihood
-99.35111
Hannan-Quinn criter.
4.246855
F-statistic
2.092208
Durbin-Watson stat
1.975815
Prob(F-statistic)
0.097553
* nếu chọn Glejser -> ta có bảng:
Heteroskedasticity Test: Glejser
F-statistic
3.681065
Prob. F(4,45)
0.0112
Obs*R-squared
12.32687
Prob. Chi-Square(4)
0.0151
Scaled explained SS
12.27461
Prob. Chi-Square(4)
0.0154
Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 05/21/09 Time: 11:02
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
3.28E-13
8.01E-14
4.093779
0.0002
BONUS
-4.69E-17
1.10E-16
-0.426069
0.6721
OTHERCOM
-1.98E-15
1.01E-15
-1.962031
0.0560
COMPENS
1.44E-16
4.82E-17
2.995479
0.0044
PROF
-2.46E-14
1.13E-14
-2.172259
0.0351
R-squared
0.246537
Mean dependent var
2.73E-13
Adjusted R-squared
0.179563
S.D. dependent var
2.26E-13
S.E. of regression
2.05E-13
Sum squared resid
1.89E-24
F-statistic
3.681065
Durbin-Watson stat
2.093847
Prob(F-statistic)
0.011219
nếu chọn arch-> ta có bảng :
Heteroskedasticity Test: ARCH
F-statistic
0.058717
Prob. F(1,47)
0.8096
Obs*R-squared
0.061140
Prob. Chi-Square(1)
0.8047
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/21/09 Time: 11:05
Sample (adjusted): 2 50
Included observations: 49 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.28E-25
4.00E-26
3.201934
0.0024
RESID^2(-1)
-0.035390
0.146048
-0.242317
0.8096
R-squared
0.001248
Mean dependent var
1.24E-25
Adjusted R-squared
-0.020002
S.D. dependent var
2.48E-25
S.E. of regression
2.51E-25
Sum squared resid
2.95E-48
F-statistic
0.058717
Durbin-Watson stat
2.000941
Prob(F-statistic)
0.809589
* nếu chọn white -> ta có bảng:
Heteroskedasticity Test: White
F-statistic
62.57475
Prob. F(14,35)
0.0000
Obs*R-squared
48.07913
Prob. Chi-Square(14)
0.0000
Scaled explained SS
73.98905
Prob. Chi-Square(14)
0.0000
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/21/09 Time: 11:08
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
5.27E-25
5.66E-26
9.315531
0.0000
BONUS
5.10E-28
1.69E-28
3.009395
0.00...