BẢNG SỐ LIỆU:

HER INCOME RATE ROOM TOURIST VISA

1 5.000000 390.0000 14.16800 72200.00 2140.100 2.000000
2 5.000000 413.0000 14.72500 80250.00 2330.800 2.000000
3 5.000000 440.0000 15.28000 92500.00 2628.200 2.000000
4 7.000000 492.0000 15.51000 102510.0 2429.600 4.000000
5 9.000000 558.0000 15.74600 125400.0 2927.800 7.000000
6 10.00000 642.0000 15.85900 145102.0 3467.700 12.00000
7 11.00000 731.0000 15.99400 160500.0 3583.400 12.00000
8 12.00000 842.0000 16.10500 178348.0 4171.500 13.00000
9 12.00000 1070.000 16.30200 202776.0 4253.700 14.00000
10 16.00000 1130.000 17.06500 216675.0 3772.300 14.00000
11 20.00000 1224.000 18.61300 237111.0 5049.800 15.00000
12 23.00000 1408.000 20.51000 256739.0 6014.000 15.00000
13 24.00000 1596.000 20.82800 277661.0 6847.600 15.00000
14 26.00000 1960.000 20.93500 324800.0 7572.300 15.00000
15 29.00000 2052.000 21.09500 332000.0 7874.300 17.00000
16 31.00000 2109.000 21.38800 370000.0 7943.600 22.00000
17 34.00000 2215.000 22.47000 420000.0 10012.70 22.00000
18 35.00000 2385.000 22.54600 508000.0 12922.10 22.00000
19 37.00000 2587.000 22.68600 550000.0 15497.70 24.00000

- Đầu tiên chạy hồi quy log-log

Dependent Variable: LOG(TOURIST)

Method: Least Squares
Date: 10/16/19 Time: 12:43
Sample: 1 19
Included observations: 19

Variable Coefficient Std. Error t-Statistic Prob.

C -9.823119 2.505568 -3.920516 0.0018

LOG(VISA) -0.135773 0.141446 -0.959889 0.3546
LOG(INCOME) -0.320806 0.298118 -1.076103 0.3014
LOG(RATE) 1.378231 1.031367 1.336315 0.2044
LOG(ROOM) 1.450280 0.286530 5.061524 0.0002
LOG(HER) -0.317493 0.410730 -0.772997 0.4534

R-squared 0.984257 Mean dependent var 8.505660

Adjusted R-squared 0.978202 S.D. dependent var 0.591310
S.E. of regression 0.087301 Akaike info criterion -1.786809
Sum squared resid 0.099080 Schwarz criterion -1.488565
Log likelihood 22.97469 Hannan-Quinn criter. -1.736334
F-statistic 162.5541 Durbin-Watson stat 1.409656
Prob(F-statistic) 0.000000

dấu hiệu nhận biết đa cộng tuyến: R^2 >0,9 (cao) và |t|<2 (thấp).

Ta thấy R^2= 0.984257 |t| visa, income, rate, her bé hơn 2, còn của room lớn hơn 2.
 - Chạy hệ số tương quan: (Quick-Group Statistics- correlations- nhập biến, bỏ c)

LOG(TOURIST) LOG(VISA) LOG(INCOME) LOG(RATE) LOG(ROOM) LOG(HER)

LOG(TOURIS) 1.000000 0.832794 0.965875 0.964215 0.978150 0.954911
LOG(VISA) 0.832794 1.000000 0.889982 0.799700 0.913862 0.917617
LOG(INCOME) 0.965875 0.889982 1.000000 0.966224 0.989147 0.988603
LOG(RATE) 0.964215 0.799700 0.966224 1.000000 0.954501 0.966687
LOG(ROOM) 0.978150 0.913862 0.989147 0.954501 1.000000 0.985441
LOG(HER) 0.954911 0.917617 0.988603 0.966687 0.985441 1.000000

INCOME & VISA, ROOM & VISA, HER & VISA, RATE & INCOME, ROOM & INCOME, HER & INCOME, ROOM
& RATE, HER & RATE, HER & ROOM
9 cặp đa cộng tuyến

- Chạy sai phân:

Dependent Variable: D(LOG(TOURIST))

Method: Least Squares
Date: 10/16/19 Time: 14:09
Sample (adjusted): 2 19
Included observations: 18 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.006626 0.091883 -0.072116 0.9437

D(LOG(VISA)) 0.029008 0.168300 0.172359 0.8660
D(LOG(INCOME)) -0.183238 0.461316 -0.397208 0.6982
D(LOG(RATE)) 1.876202 1.093283 1.716117 0.1118
D(LOG(ROOM)) 1.162477 0.639949 1.816516 0.0943
D(LOG(HER)) -0.434626 0.365467 -1.189235 0.2573

R-squared 0.396948 Mean dependent var 0.109991

Adjusted R-squared 0.145676 S.D. dependent var 0.110718
S.E. of regression 0.102336 Akaike info criterion -1.459907
Sum squared resid 0.125672 Schwarz criterion -1.163117
Log likelihood 19.13917 Hannan-Quinn criter. -1.418984
F-statistic 1.579756 Durbin-Watson stat 1.927817
Prob(F-statistic) 0.238874

Biến mất ý nghĩa thống kê => bỏ biến

Bỏ biến mất ý nghĩa thống kê lớn nhất: HER

Chạy mô hình hồi quy loglog k có biến her

Dependent Variable: LOG(TOURIST)

Method: Least Squares
Date: 10/16/19 Time: 14:15
Sample: 1 19
Included observations: 19

Variable Coefficient Std. Error t-Statistic Prob.

C -8.423150 1.706352 -4.936350 0.0002

LOG(VISA) -0.228039 0.074794 -3.048897 0.0087
LOG(INCOME) -0.446653 0.246123 -1.814757 0.0910
LOG(RATE) 0.724905 0.582525 1.244419 0.2338
LOG(ROOM) 1.509322 0.272164 5.545632 0.0001

R-squared 0.983534 Mean dependent var 8.505660

Adjusted R-squared 0.978829 S.D. dependent var 0.591310
S.E. of regression 0.086037 Akaike info criterion -1.847134
Sum squared resid 0.103634 Schwarz criterion -1.598597
Log likelihood 22.54777 Hannan-Quinn criter. -1.805072
F-statistic 209.0532 Durbin-Watson stat 1.487412
Prob(F-statistic) 0.000000

Bỏ biến RATE

Dependent Variable: LOG(TOURIST)

Method: Least Squares
Date: 10/16/19 Time: 14:17
Sample: 1 19
Included observations: 19

Variable Coefficient Std. Error t-Statistic Prob.

C -8.445992 1.737174 -4.861916 0.0002

LOG(VISA) -0.281410 0.062387 -4.510720 0.0004
LOG(INCOME) -0.303507 0.221531 -1.370045 0.1908
LOG(ROOM) 1.611326 0.264230 6.098191 0.0000

R-squared 0.981712 Mean dependent var 8.505660

Adjusted R-squared 0.978055 S.D. dependent var 0.591310
S.E. of regression 0.087597 Akaike info criterion -1.847485
Sum squared resid 0.115097 Schwarz criterion -1.648656
Log likelihood 21.55111 Hannan-Quinn criter. -1.813835
F-statistic 268.4053 Durbin-Watson stat 1.504255
Prob(F-statistic) 0.000000
bỏ biến income

Dependent Variable: LOG(TOURIST)

Method: Least Squares
Date: 10/16/19 Time: 14:18
Sample: 1 19
Included observations: 19

Variable Coefficient Std. Error t-Statistic Prob.

C -6.398729 0.909862 -7.032634 0.0000

LOG(VISA) -0.261407 0.062295 -4.196302 0.0007
LOG(ROOM) 1.267541 0.085015 14.90959 0.0000

R-squared 0.979424 Mean dependent var 8.505660

Adjusted R-squared 0.976852 S.D. dependent var 0.591310
S.E. of regression 0.089965 Akaike info criterion -1.834845
Sum squared resid 0.129500 Schwarz criterion -1.685723
Log likelihood 20.43103 Hannan-Quinn criter. -1.809608
F-statistic 380.7965 Durbin-Watson stat 1.327055
Prob(F-statistic) 0.000000