HELLO
TRNG I HC KINH T - LUT
KIM TRA CUI K B MN TON & TKKT
Hc k II.Nm hc 2010 2011
(Khng c s dng ti liu)
Mn: KINH T LNG
Thi lng: 90 pht
M : 01
Cu I (4 im)
1.Xt m hnh hi quy:
Hy cho bit ti sao khi ta a thm bin khng c ngha gii thch vo trong
m hnh th s lm tng kh nng cc bin c ngha tr nn khng c ngha?
2.Theo phng php bnh phng nh nht (OLS), chng ta bit rng:
Hn na, vic chng minh tnh cht i hi thm gi thuyt .Hy cho bit nu
thay gi thuyt trn bng gi thuyt (vi l mt hng s), th vic chng minh
tnh cht cn thc hin c khng? V sao?
4.Gi s chng ta ang xt m hnh hi quy nhm gii thch chi tiu theo thu
nhp ca ngi dn Thnh ph H Ch Minh. Chng ta c b d liu A iu tra t sinh
vin k tc x ca i hc Quc gia. V b d liu B iu tra t c dn qun 3. Khi ,
chnh xc ca c lng theo d liu no s cao hn?
Cu II (6 im)
Mt cng ty kinh doanh sn phm A trn th trng. tm hiu mi quan h gia
Y: s lng sn phm A cng ty bn c trong 1 tun (n v sn phm), P: gi bn 1
sn phm (n v 10 ngn ng), v QC: chi ph cho qung co ca cng ty trong 1
mt tun (n v triu ng), ngi ta tin hng thu thp s liu trong 20 tun
& thc hin c lng m hnh bng Eview, ta c kt qu sau:
Dependent Variable: Y
Method: Least Squares
Date: 06/06/11 Time: 11:29
Sample: 1 20
Included observations: 20
VariableCoefficientStd. Errort-StatisticProb.
C1034.061155.95086.6306870.0000
P-126.575824.23925-5.2219330.0001
QC159.163765.402192.4336150.0270
QC*QC-32.349558.552167-3.7826140.0016
R-squared0.862990 Mean dependent var459.9500
Adjusted R-squared0.837301 S.D. dependent var155.3761
S.E. of regression62.67245 Akaike info criterion11.29058
Sum squared resid62845.38 Schwarz criterion11.48972
Log likelihood-108.9058 F-statistic33.59336
Durbin-Watson stat2.823871 Prob(F-statistic)0.000000
1.Da vo bng kt qu trn hy vit hm hi quy mu.
2.H s ca bin QC*QC c thc s khc 0 hay khng vi mc ngha ?
3.Vi mc ngha , c th ni rng: Trong tun chi ph qung co khng i v gi
1 sn phm tng ln 10 ngn ng th s lng sn phm bn ra trung bnh gim l 120
sn phm hay khng?
4.Hy kim nh s ph hp ca hm hi quy vi mc ngha
5.T kt qu c lng, hy cho bit nu trong tun gi bn khng i, chi ph
cho qung co nn mc no s lng sn phm bn ra l nhiu nht?
6.Ngi ta c lng m hnh sau: (u l sai s ngu nhin), c h s .Vi mc
ngha , hy cho bit m hnh ny ni ln iu g?
Cho bit cc gi tr ti hn:
HT
TRNG B MN DUYT
GING VIN RA
PGS.TS L ANH V
TS.PHM VN CHNG
