Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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PHN TCH D LIU BNG PHN MM SPSS 12.0* PHN 2

Cc ni dung chnh trong phn ny: 1. 2. 3. 4. 5. M d liu t tp tin dng text Xem xt s tng quan gia cc bin Hi quy OLS (trng hp n bin) Hi quy OLS (trng hp a bin) Hi quy trong trng hp c hin tng a cng tuyn hon ho

* SPSS 12.0 l sn phm ang k ca SPSS Inc.

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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1. M d liu t tp tin dng text Vo Menu File, Open, Data. Sau , vo mc Files of type chn loi tp tin cn truy xut d liu. y, chng ta quan tm n tp tin dng text (*.txt). HNH 1

Nh p ch n Text (* txt)

V d: Chng ta s m tp tin pm.txt cha d liu v FIRM, VA, K v L thc hnh trong EVIEWS. HNH 2

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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Trc tin, cn ng tp tin ny li (nu nh ang m ra xem). Sau , vo SPSS, chn File, Open, Data. Vo Files of type v chn Text (*.txt). Sau chn tp tin text cn s dng l pm.txt HNH 3

Vic nhp ni dung t tp tin Text tri qua 6 bc. Bc 1 (Hnh 4): Trong Bc 1, SPSS mc nh sn ch No, chng ta ch vic nhp Next. HNH 4

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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Bc 2 (Hnh 5): Trong Bc 2, cn ch dng ch Are variables names included at the top of your file? , ng hi c phi tn bin nm dng u tin ca tp tin khng? Nu phi th nhp Yes, ngc li th No. Trong trng hp ca tp tin pm.txt th dng u tin c cha tn bin nn chng ta nhp vp Yes. Sau , tip tc nhp vo nt Next. HNH 5

Bc 3 (Hnh 6): Ch dng ch The first case of data begins on which line number?, ng hi d liu s bt u t dng th my. Khai bo xong, bm Next. HNH 6
Trong trng hp ny, s 2 s c SPSS

nh sn v dng u tin c khai bo l tn bin

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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Bc 4 (Hnh 7): Ch n cu Which delimiters appear between variables? , ng hi d liu ca cc bin c phn nh bng cch no. Bng Tab, bng khong trng (Space), bng du phy (Comma), du chm phy (Semicolon) hay dng c th no khc (Other). y SPSS thng mc nh ti v tr Space v trong trng hp ca tp tin pm.txt, d liu gia cc bin c phn cch bng khong trng nn chng ta khng cn phi chn g thm m ch vic nhn Next. HNH 7

Bc 5 (Hnh 8): Bc 8 l 1 bc m SPSS cn chng ta xc nhn li xem tn bin v nh dng d liu m SPSS nhn din l ng cha. Nu chng ta mun thay i tn bin khc vi tn gc ca n th s g tn mi vo hp thoi pha di dng ch Variable name, hay mun nh dng d liu li th s vo Data format iu chnh. Cn nu thy khng cn phi thay i g th tip tc nhn Next hoc nhn Finish.

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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HNH 8

Bc 6: Bc 6 ch l 1 bc th tc v chng ta khng cn n ni dung m ch cn nhn Finish. Thc ra, n Bc 5 th chng ta c th nhn Finish kt thc qu trnh nhp d liu t tp tin Text ri.

S liu hin ra trong SPSS sau khi c import t tp tin pm.txt s c dng nh sau: HNH 9

2.

Xem xt quan h tng quan gia cc bin

6

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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xem xt s tng quan gia cc bin, vo Menu Analyze, chn mc Correlation ri chn Bivariate. S xut hin hnh sau: HNH 10 Chn c ba bin VA, L v K ri nhp vo nt a c 3 bin vo Variables ri nhp OK

Kt qu s hin ra trong ca s Output1 nh sau:

Correlations VA VA Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N 1 . 27 .965** .000 27 .975** .000 27 L .965** .000 27 1 . 27 .964** .000 27 K .975** .000 27 .964** .000 27 1 . 27

**. Correlation is significant at the 0.01 level (2-tailed).

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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3.

Hi quy OLS (trng hp n bin)

Sau khi xem xt s tng quan gia cc bin, chng ta tin hnh hi quy VA theo L. bt u, vo menu Analyze, chn mc Regression v chn Linear. HNH 11

a bin VA vo Dependent cn L vo Independent(s). Cch a cc bin sang cc cn chn c trnh by phn 1

Nu mun thu c gi tr d on (Predicted Values) v phn d (Residuals) th nhp vo Save.

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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tnh c gi tr d on, nhp vo

Unstandardized

HNH 12

tnh c gi tr phn d, cng nhp vo

Unstandardized

Sau khi chn xong th nhp vo Continue tr li hp thoi Linear Regression. tin hnh hi quy th nhp OK. Kt qu hi quy s c hin ra ca s Ouput1 nh sau:

Regression
b Variables Entered/Removed

Model 1

Variables Entered La

Variables Removed .

Method Enter

a. All requested variables entered. b. Dependent Variable: VA

Model Summary Model 1 R R Square .965a .930 Adjusted R Square .928 Std. Error of the Estimate 605.74555

a. Predictors: (Constant), L

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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ANOVAb Model 1 Sum of Squares 1.23E+08 9173192 1.32E+08 df 1 25 26 Mean Square 122645979.7 366927.676 F 334.251 Sig. .000a

Regression Residual Total

a. Predictors: (Constant), L b. Dependent Variable: VA

Coefficientsa Unstandardized Coefficients B Std. Error -292.397 185.269 6.533 .357 Standardized Coefficients Beta .965

Model 1

(Constant) L

t -1.578 18.283

Sig. .127 .000

a. Dependent Variable: VA

Trong khi , Sheet cha d liu chnh, s xut hin thm 2 ct d liu mi, ct PRE_1 cha gi tr d on cn ct RES_1 cha gi tr phn d. HNH 13

4.

Hi quy OLS (trng hp a bin)

By gi tin hnh hi quy VA theo K v L, cng bt u t menu Analyze, chn mc Regression v Linear. Bin VA c a vo Dependent, cn K v L cng c a vo Independent(s).

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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HNH 14

Nu mun kim tra hin tng a cng tuyn gia cc bin th chn Statistics

Nu mun thu c gi tr d on th nhp vo Save (ging nh phn hi quy n bin)

Gi s chng ta mun kim tra hin tng a cng tuyn, nhp vo Statistics, hp thoi s hin ra nh sau: HNH 15

Chn Collinearity diagnostics ri nhp Continue tr li hp thoi chnh ca hi quy

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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Sau khi tr li hp thoi chnh ca hi quy, bm OK, kt qu hi quy a bin nh sau:

Regression
b Variables Entered/Removed

Model 1

Variables Entered K, La

Variables Removed .

Method Enter

a. All requested variables entered. b. Dependent Variable: VA

Model Summary Model 1 R R Square .980a .960 Adjusted R Square .956 Std. Error of the Estimate 469.86415

a. Predictors: (Constant), K, L

ANOVAb Model 1 Sum of Squares 1.27E+08 5298536 1.32E+08 df 2 24 26 Mean Square 63260317.93 220772.321 F 286.541 Sig. .000a

Regression Residual Total

a. Predictors: (Constant), K, L b. Dependent Variable: VA

Coefficientsa Unstandardized Coefficients B Std. Error 114.338 173.431 2.338 1.039 .471 .112 Standardized Coefficients Beta .345 .643 Collinearity Statistics Tolerance VIF .071 .071 14.051 14.051

Model 1

t .659 2.250 4.189

(Constant) L K

Sig. .516 .034 .000

a. Dependent Variable: VA
a Collinearity Diagnostics

Model 1

Dimension 1 2 3

Eigenvalue 2.619 .365 .016

Condition Index 1.000 2.681 12.699

Variance Proportions (Constant) L K .03 .00 .01 .51 .00 .03 .46 .99 .97

a. Dependent Variable: VA

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Chng trnh giang day kinh te Fulbright Nien khoa 2006-2007

Cac Phng Phap Phan Tch

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5.

Hi quy trong trng hp c hin tng a cng tuyn hon ho

Gi s trong d liu c thm bin K2 = K 2, thc hin li cc bc nh trong phn 4 trn, chng ta thu c kt qu nh sau:

Regression
Model Summary Model 1 R R Square .980a .960 Adjusted R Square .956 Std. Error of the Estimate 469.86415

a. Predictors: (Constant), k2, L

ANOVAb Model 1 Sum of Squares 1.27E+08 5298536 1.32E+08 df 2 24 26 Mean Square 63260317.93 220772.321 F 286.541 Sig. .000a

Regression Residual Total

a. Predictors: (Constant), k2, L b. Dependent Variable: VA Coefficientsa Unstandardized Coefficients B Std. Error 114.338 173.431 2.338 1.039 .236 .056 Standardized Coefficients Beta .345 .643 Collinearity Statistics Tolerance VIF .071 .071 14.051 14.051

Model 1

t .659 2.250 4.189

(Constant) L k2

Sig. .516 .034 .000

a. Dependent Variable: VA
b Excluded Variables

Model 1

Beta In K .a

t .

Sig. .

Partial Correlation .

Collinearity Statistics Minimum Tolerance Tolerance VIF .000 . .000

a. Predictors in the Model: (Constant), k2, L b. Dependent Variable: VA

Trong trng hp ny, xut hin 1 bng thng bo bin b loi b ra khi m hnh hi quy v c hin tng a cng tuyn hon ho, l bin K. Nguyn tc loi bin ca SPSS l loi bin b hn (v K2 = 2K).

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