Caùc chuû ñeà öùng duïng trong Kinh teá löôïng

Caùc chuû ñeà öùng duïng trong Kinh teá löôïng

Cac chu e ng dung trong Kinh te lng Chng 7 Bien Gia (Dummy Variables) L. C. Tru. Last updated 23/4/03 Dummy Variables 1 1. nh Ngha : Bien ga (DUMMY) la cac bien nh tnh xac nh s hien dien hay khong hien dien mot thuoc tnh. V du:

Gii tnh: Nam/N Sac toc: Kinh/Khac; Trang/Khac Ton gao: Thien chua giao/ Khac Chien tranh: Co/Khong Mua: Ma/Kho, He/Khac a phng Huyen/Xa A/Khong phai la A L. C. Tru. Last updated 23/4/03 Dummy Variables 2

Cach xac nh ga tr bien ga: 1 = co s hien dien cua thuoc tnh o 0 = khong co s hien dien cua thuoc tnh o V du: Ta co so lieu ve tien lng thang va cac thuoc tnh ve cong viec cua 49 nhan vien tai mot cong ty nh sau (Data 7-2, in Ramanathan, compiled by Susan Wong) L. C. Tru. Last updated 23/4/03 Dummy Variables 3 Data 7-2 Ramu. Variables Wage:

Educ: Exper: ty Age: Gender: Race: Clerical: Maint: Crafts: L. C. Tru. Last updated 23/4/03 Mc lng hang thang ($/thang) So nam hoc t sau lp 8 (nam) So nam a lam viec tai cong (nam) Tuoi Gii tnh (1=nam, 0=n)

Sac toc (1=trang, 0=khac) (1=van phong, 0=khac) (1= bao tr, 0=khac) (1=tay chan, 0=khac) Dummy Variables 4 2. Mo hnh vi bien ga tung o goc (Intercept Dummy) Bien ga tung o goc (Intercept Dummy Variable) Nham lam thay oi tung o goc cua ng hoi qui tach ng hoi qui chung thanh hai ng hoi qui cho hai trng hp (cho nam va n) rieng

biet, nhng khong lam thay oi o doc cua ng hoi qui. Viec a intercept dummy vao mo hnh ta co mo hnh mi nh sau: L. C. Tru. Last updated 23/4/03 Dummy Variables 5 Waget = 0 t + 1Exper + 2Educ + t (7.1) Vi 0 t = 0 + 0 Gender Vay phng trnh hoi qui mi se la: Wage = 0 + 0Gender + 1Exper + 2Educ + t (7.2) (intercept dummy model). Vay phng trnh hoi qui cho hai gii khac

nhau se la: Waget = 0 + 1Exper + 2Educ + t (7.2.1) (gender=0) Waget = (0 + 0 ) + 1Exper + 2Educ + t (7.2.2) (gender=1) L. C. Tru. Last updated 23/4/03 Dummy Variables 6 41.98180184*EXPER + 142.7445636*EDUC L. C. Tru. Last updated 23/4/03

Dummy Variables 7 Mo hnh vi intercept dummy WAGE = 434.820891 + 34.45434245*EXPER + 133.5510702*EDUC + 470.4603715*GENDER L. C. Tru. Last updated 23/4/03 Dummy Variables 8 Bien ga o doc (Slope Dummy)

Yt = 0 t + 1t Xt + t (7.3) (intercept & slope dummy variable model) Trong o: 0t = 0 + 0DUMt (thay oi tung o goc) 1t = 1 + 1DUMt (thay oi o doc) Phng trnh (7.3) tr thanh: Yt = (0 + 0DUMt) + (1 + 1DUMt) Xt + t Hay: Yt = 0 + 0DUMt + 1 Xt + 1DUMt*Xt + t L. C. Tru. Last updated 23/4/03 Dummy Variables 9

Phng trnh hoi qui cho hai nhom rieng biet: Nhom c s (DUM=0): Yt = 0 + 1 Xt + t Nhom so sanh (DUM=1) Yt = 0 + 0DUMt + 1 Xt + 1DUMt*Xt + t Yt = (0 + 0) + (1 + 1)Xt + t L. C. Tru. Last updated 23/4/03 Dummy Variables 10 Thay oi intercept & slope

Y Y 0 + 0 + 1 X 0 + 1 X Thay oi intercept L. C. Tru. Last updated 23/4/03 X Dummy Variables (0 + 0) + (1 + 1) X 0 + 1 X

X Thay oi intercept & slope 11 V du minh hoa: Wage = 0 + 0Gender + 1Exper + 2Educ + 1Gender*Exper + 2Gender*Educ + t (7.4) e co the c lng phng trnh (7.4), ta phai tao ra hai bien mi: Dumexper = Gender*Exper Dumeduc = Gender*Educ Hoac dung bien ong trong Eviews ma khong can phai tao bien mi. Ket qua c lng: L. C. Tru. Last updated 23/4/03

Dummy Variables 12 Ket qua c lng mo hnh 7.4 L. C. Tru. Last updated 23/4/03 Dummy Variables 13 Bay Bien Gia (Dummy Trap) Khi s dung ky thuat bien ga can

het sc lu y rang trong qua trnh tao bien ga (ch mang cac ga tr 0 hoac 1) cho cac loai thuoc tnh khac nhau va khi ta c lng mo hnh co chc cac bien ga nay, rat co the mot cach tnh c ta tao ra hien tng a cong tuyen hoan hao. Ma ket qua la ta khong the xac nh c vector cha cac thong so cua mo hnh. L. C. Tru. Last updated 23/4/03 Dummy Variables 14 V du: Trng hp tao ra m bien gia cho mot s

kien co m thuoc tnh, lay v du trong v du ve tien lng tren. Ta tao ra ong thi hai bien ga la: Gender1: = 0 neu la n, va = 1 neu la nam Bay gi ta tao them mot bien na ngc vi bien Gender1 tren la: Gender2 = 0 neu la nam, va = 1 neu la n Va nh vay neu ta c lng mo hnh Wage = 0 + 1Gender1 + 2Gender2 + 1Exper + 2Educ + t (7.5) Ta se co hien tng a cong tuyen hoan hao, Why? Ban hay th giai thch tai sao. Va khong c lng cac thong so cua mo hnh. Xem ket xuat . L. C. Tru. Last updated 23/4/03 Dummy Variables

15 Ket qua c lng 7.5 L. C. Tru. Last updated 23/4/03 Dummy Variables 16 Bien phu thuoc la bien ga (Dummy Dependent Variable) Neu ta co mot bien phu thuoc la mot bien ga, tc la bien phu thuoc ch nhan hai ga tr 0 va 1 (tng t nh mot bien ga thc s). Chung ta khong the dung phng phap bnh phng be nhat

e c lng ham hoi qui ma phai dung cac phng phap c lng khac e c lng. Nh la: L. C. Tru. Last updated 23/4/03 Dummy Variables 17 Mo hnh xac suat tuyen tnh (LPM) Mo hnh Logit (Logit Model) Mo hnh Probit (Probit Model) Mo hnh Tobit (Tobit Model) Tuy nhien cac mo hnh nay nam ngoai chng trnh cua mon hoc

nay (ch danh cho lp cao hoc) L. C. Tru. Last updated 23/4/03 Dummy Variables 18

Recently Viewed Presentations

  • GY360 Structural Geology Laboratory

    GY360 Structural Geology Laboratory

    All structural geology geometry problems can be reduced to 1 of 3 analytical steps: 1. Find the attitude of the line of intersection between 2 non-parallel planes- "intersecting planes" 2. Find the attitude of the plane containing 2 non-parallel lines-...
  • Photo: Tony Rath Photography, 2014 Photo: Tony Rath

    Photo: Tony Rath Photography, 2014 Photo: Tony Rath

    The Parties request the Court to determine in accordance with applicable rules of international law as specified in Article 38(1) of the Statute of the Court any and all LEGAL claims of Guatemala against Belize to land and insular territories...
  • INEG 3413 Engineering Economic Analysis Fall 2004

    INEG 3413 Engineering Economic Analysis Fall 2004

    Chapter 2 Time Value of Money (TVOM) Example 2.38 Wenfeng Li borrowed $1,000 and paid off the loan in 4.5 years with a single lump sum payment of $1,500.
  • Con Xin Phó Thác - Trung Cang Band

    Con Xin Phó Thác - Trung Cang Band

    Ngàn mây hơi hãy che khắp trời cao. Ánh kim ô vụt lu mờ. Vì con Chúa gánh muôn nỗi khổ đau. Gi ... Xin giúp con đường thiêng liêng theo lối. Quyết từ nay thờ Chúa hết tâm tình....
  • An Overview of the Latest Research in Software Radio

    An Overview of the Latest Research in Software Radio

    An Overview of the Latest Research in Software Radio Dr. Jeffrey H. Reed Bradley Dept. of Electrical and Computer Engineering Virginia Tech [email protected]
  • Medical Ethics

    Medical Ethics

    If terminating a professional relationship give proper and timely notice. AOA Code of Ethics. ... Wined and dined doctors at high-end restaurants and sports bars . Took doctors on fishing trips. ... Hollywood cardiologist's ties with St. Jude sales rep...
  • Columbia River estuary  overview of physical features and

    Columbia River estuary overview of physical features and

    Examples -temperature influences growth and food requirements -salinity influences the smolting process when salmon migrate from fresh to salt water -currents and water depth can affect distribution Regional setting for the Columbia River estuary -water from the largest watershed on...
  • Glass and Soil Chapter 19 Mrs. Svedstrup 1

    Glass and Soil Chapter 19 Mrs. Svedstrup 1

    Fracture lines: Radial and Concentric. Radial fracture lines occur first extending outward from the break point, produced when the opposite side of impact fails first. Concentric fracture lines form a circle about the break point and are produced by the...