{"id":23858,"date":"2023-12-06T08:57:13","date_gmt":"2023-12-06T08:57:13","guid":{"rendered":"https:\/\/masterskills.org\/blog\/phan-sai-so-error-term-la-gi-phan-sai-so-cho-ban-biet-dieu-gi.html"},"modified":"2023-12-22T09:09:04","modified_gmt":"2023-12-22T02:09:04","slug":"phan-sai-so-error-term-la-gi-phan-sai-so-cho-ban-biet-dieu-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/phan-sai-so-error-term-la-gi-phan-sai-so-cho-ban-biet-dieu-gi.html","title":{"rendered":"Ph\u1ea7n sai s\u1ed1 (Error Term) l\u00e0 g\u00ec? Ph\u1ea7n sai s\u1ed1 cho b\u1ea1n bi\u1ebft \u0111i\u1ec1u g\u00ec?"},"content":{"rendered":"
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\u1ea2nh minh h\u1ecda: Youtube<\/p>\n<\/figcaption><\/figure>\n

Ph\u1ea7n sai s\u1ed1<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

Ph\u1ea7n sai s\u1ed1<\/b> trong ti\u1ebfng Anh l\u00e0 Error Term.<\/b><\/p>\n

Ph\u1ea7n sai s\u1ed1 <\/b>l\u00e0 m\u1ed9t bi\u1ebfn d\u01b0 \u0111\u01b0\u1ee3c t\u1ea1o ra b\u1edfi m\u1ed9t m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea ho\u1eb7c to\u00e1n h\u1ecdc, \u0111\u01b0\u1ee3c t\u1ea1o ra khi m\u00f4 h\u00ecnh kh\u00f4ng th\u1ec3 hi\u1ec7n \u0111\u1ea7y \u0111\u1ee7 m\u1ed1i quan h\u1ec7 th\u1ef1c t\u1ebf gi\u1eefa c\u00e1c bi\u1ebfn \u0111\u1ed9c l\u1eadp v\u00e0 c\u00e1c bi\u1ebfn ph\u1ee5 thu\u1ed9c. Do k\u1ebft qu\u1ea3 c\u1ee7a m\u1ed1i quan h\u1ec7 kh\u00f4ng ho\u00e0n ch\u1ec9nh n\u00e0y, ph\u1ea7n sai s\u1ed1 l\u00e0 l\u01b0\u1ee3ng ph\u01b0\u01a1ng tr\u00ecnh c\u00f3 th\u1ec3 kh\u00e1c nhau trong qu\u00e1 tr\u00ecnh ph\u00e2n t\u00edch th\u1ef1c nghi\u1ec7m.<\/p>\n

Ph\u1ea7n sai s\u1ed1 c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 ph\u1ea7n d\u01b0, nhi\u1ec5u ho\u1eb7c ph\u1ea7n c\u00f2n l\u1ea1i v\u00e0 \u0111\u01b0\u1ee3c th\u1ec3 hi\u1ec7n kh\u00e1c nhau trong c\u00e1c m\u00f4 h\u00ecnh b\u1eb1ng c\u00e1c ch\u1eef c\u00e1i e, \u03b5, ho\u1eb7c u.<\/p>\n

T\u00ecm hi\u1ec3u v\u1ec1 ph\u1ea7n sai s\u1ed1<\/font><\/h3>\n

M\u1ed9t ph\u1ea7n sai s\u1ed1 \u0111\u1ea1i di\u1ec7n cho bi\u00ean l\u1ed7i trong m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea. N\u00f3 \u0111\u1ec1 c\u1eadp \u0111\u1ebfn t\u1ed5ng c\u00e1c \u0111\u1ed9 l\u1ec7ch trong \u0111\u01b0\u1eddng h\u1ed3i qui, \u0111\u01b0a ra l\u1eddi gi\u1ea3i th\u00edch cho s\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa gi\u00e1 tr\u1ecb l\u00ed thuy\u1ebft c\u1ee7a m\u00f4 h\u00ecnh v\u00e0 k\u1ebft qu\u1ea3 quan s\u00e1t th\u1ef1c t\u1ebf. \u0110\u01b0\u1eddng h\u1ed3i qui \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng l\u00e0m \u0111i\u1ec3m ph\u00e2n t\u00edch khi c\u1ed1 g\u1eafng x\u00e1c \u0111\u1ecbnh m\u1ed1i t\u01b0\u01a1ng quan gi\u1eefa m\u1ed9t bi\u1ebfn \u0111\u1ed9c l\u1eadp v\u00e0 m\u1ed9t bi\u1ebfn ph\u1ee5 thu\u1ed9c.<\/p>\n

S\u1eed d\u1ee5ng ph\u1ea7n sai s\u1ed1 trong c\u00f4ng th\u1ee9c<\/b><\/p>\n

M\u1ed9t ph\u1ea7n sai s\u1ed1 v\u1ec1 c\u01a1 b\u1ea3n c\u00f3 ngh\u0129a l\u00e0 m\u00f4 h\u00ecnh kh\u00f4ng ho\u00e0n to\u00e0n ch\u00ednh x\u00e1c v\u00e0 d\u1eabn \u0111\u1ebfn k\u1ebft qu\u1ea3 kh\u00e1c nhau trong c\u00e1c \u1ee9ng d\u1ee5ng trong \u0111\u1eddi th\u1ef1c. V\u00ed d\u1ee5: gi\u1ea3 s\u1eed c\u00f3 m\u1ed9t h\u00e0m h\u1ed3i quy tuy\u1ebfn t\u00ednh c\u00f3 d\u1ea1ng sau:<\/p>\n

Y=\u03b1X+\u03b2\u03c1+\u03f5<\/p>\n

Trong \u0111\u00f3:<\/p>\n

\u03b1, \u03b2 l\u00e0 c\u00e1c h\u1eb1ng s\u1ed1<\/p>\n

X, \u03c1 l\u00e0 c\u00e1c bi\u1ebfn \u0111\u1ed9c l\u1eadp<\/p>\n

\u03f5 l\u00e0 ph\u1ea7n sai s\u1ed1 Khi Y th\u1ef1c t\u1ebf kh\u00e1c v\u1edbi Y d\u1ef1 ki\u1ebfn ho\u1eb7c Y d\u1ef1 \u0111o\u00e1n trong m\u00f4 h\u00ecnh trong qu\u00e1 tr\u00ecnh ki\u1ec3m tra th\u1ef1c nghi\u1ec7m, th\u00ec ph\u1ea7n sai s\u1ed1 kh\u00f4ng b\u1eb1ng 0, c\u00f3 ngh\u0129a l\u00e0 c\u00f3 c\u00e1c y\u1ebfu t\u1ed1 kh\u00e1c \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn Y.<\/p>\n

Ph\u1ea7n sai s\u1ed1 cho b\u1ea1n bi\u1ebft \u0111i\u1ec1u g\u00ec?<\/font><\/h3>\n

Trong m\u00f4 h\u00ecnh h\u1ed3i qui tuy\u1ebfn t\u00ednh theo d\u00f5i gi\u00e1 c\u1ed5 phi\u1ebfu theo th\u1eddi gian, ph\u1ea7n sai s\u1ed1 l\u00e0 s\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa gi\u00e1 d\u1ef1 ki\u1ebfn t\u1ea1i m\u1ed9t th\u1eddi \u0111i\u1ec3m c\u1ee5 th\u1ec3 v\u00e0 gi\u00e1 th\u1ef1c t\u1ebf \u0111\u01b0\u1ee3c quan s\u00e1t th\u1ea5y. Trong tr\u01b0\u1eddng h\u1ee3p gi\u00e1 l\u00e0 ch\u00ednh x\u00e1c nh\u1eefng g\u00ec \u0111\u00e3 \u0111\u01b0\u1ee3c d\u1ef1 \u0111o\u00e1n t\u1ea1i m\u1ed9t th\u1eddi \u0111i\u1ec3m c\u1ee5 th\u1ec3, gi\u00e1 s\u1ebd r\u01a1i v\u00e0o \u0111\u01b0\u1eddng xu h\u01b0\u1edbng v\u00e0 ph\u1ea7n sai s\u1ed1 s\u1ebd b\u1eb1ng kh\u00f4ng.<\/p>\n

Trong tr\u01b0\u1eddng h\u1ee3p gi\u00e1 kh\u00f4ng r\u01a1i tr\u1ef1c ti\u1ebfp tr\u00ean \u0111\u01b0\u1eddng xu h\u01b0\u1edbng cho th\u1ea5y th\u1ef1c t\u1ebf l\u00e0 bi\u1ebfn ph\u1ee5 thu\u1ed9c, gi\u00e1 b\u1ecb \u1ea3nh h\u01b0\u1edfng b\u1edfi nhi\u1ec1u h\u01a1n ch\u1ec9 l\u00e0 bi\u1ebfn \u0111\u1ed9c l\u1eadp, \u0111\u1ea1i di\u1ec7n cho kho\u1ea3ng th\u1eddi gian tr\u00f4i qua. Ph\u1ea7n sai s\u1ed1 l\u00e0 vi\u1ebft t\u1eaft c\u1ee7a b\u1ea5t k\u00ec \u1ea3nh h\u01b0\u1edfng n\u00e0o \u0111\u01b0\u1ee3c t\u00e1c \u0111\u1ed9ng \u0111\u1ebfn bi\u1ebfn s\u1ed1 gi\u00e1, ch\u1eb3ng h\u1ea1n nh\u01b0 thay \u0111\u1ed5i trong t\u00e2m l\u00ed th\u1ecb tr\u01b0\u1eddng.<\/p>\n

N\u1ebfu m\u1ed9t m\u00f4 h\u00ecnh c\u00f3 hi\u1ec7p ph\u01b0\u01a1ng sai kh\u00f4ng \u0111\u1ed3ng nh\u1ea5t, m\u1ed9t v\u1ea5n \u0111\u1ec1 ph\u1ed5 bi\u1ebfn trong vi\u1ec7c di\u1ec5n gi\u1ea3i c\u00e1c m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea m\u1ed9t c\u00e1ch ch\u00ednh x\u00e1c, th\u00ec n\u00f3 \u0111\u1ec1 c\u1eadp \u0111\u1ebfn m\u1ed9t \u0111i\u1ec1u ki\u1ec7n trong \u0111\u00f3 ph\u01b0\u01a1ng sai c\u1ee7a ph\u1ea7n sai s\u1ed1 trong m\u00f4 h\u00ecnh h\u1ed3i qui r\u1ea5t kh\u00e1c nhau.<\/p>\n

H\u1ed3i qui tuy\u1ebfn t\u00ednh, ph\u1ea7n sai s\u1ed1 v\u00e0 ph\u00e2n t\u00edch ch\u1ee9ng kho\u00e1n<\/font><\/h3>\n

H\u1ed3i qui tuy\u1ebfn t\u00ednh l\u00e0 m\u1ed9t h\u00ecnh th\u1ee9c ph\u00e2n t\u00edch li\u00ean quan \u0111\u1ebfn c\u00e1c xu h\u01b0\u1edbng hi\u1ec7n t\u1ea1i c\u1ee7a m\u1ed9t ch\u1ec9 s\u1ed1 ho\u1eb7c ch\u1ee9ng kho\u00e1n \u0111\u1eb7c bi\u1ec7t, c\u1ee5 th\u1ec3 b\u1eb1ng c\u00e1ch cung c\u1ea5p m\u1ed1i quan h\u1ec7 gi\u1eefa c\u00e1c bi\u1ebfn ph\u1ee5 thu\u1ed9c v\u00e0 bi\u1ebfn \u0111\u1ed9c l\u1eadp, ch\u1eb3ng h\u1ea1n nh\u01b0 gi\u00e1 c\u1ee7a ch\u1ee9ng kho\u00e1n v\u00e0 kho\u1ea3ng th\u1eddi gian tr\u00f4i qua, d\u1eabn \u0111\u1ebfn m\u1ed9t \u0111\u01b0\u1eddng xu h\u01b0\u1edbng c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng nh\u01b0 m\u1ed9t m\u00f4 h\u00ecnh d\u1ef1 \u0111o\u00e1n.<\/p>\n

H\u1ed3i quy tuy\u1ebfn t\u00ednh th\u1ec3 hi\u1ec7n \u0111\u1ed9 tr\u1ec5 \u00edt h\u01a1n so v\u1edbi \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t, v\u00ec ph\u00f9 h\u1ee3p v\u1edbi c\u00e1c \u0111i\u1ec3m d\u1eef li\u1ec7u thay v\u00ec d\u1ef1a tr\u00ean m\u1ee9c trung b\u00ecnh trong d\u1eef li\u1ec7u. \u0110i\u1ec1u n\u00e0y cho ph\u00e9p \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t thay \u0111\u1ed5i nhanh h\u01a1n v\u00e0 \u0111\u1ed9t ng\u1ed9t h\u01a1n m\u1ed9t \u0111\u01b0\u1eddng d\u1ef1a tr\u00ean t\u00ednh s\u1ed1 trung b\u00ecnh c\u1ee7a c\u00e1c \u0111i\u1ec3m d\u1eef li\u1ec7u c\u00f3 s\u1eb5n.<\/p>\n

S\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa ph\u1ea7n sai s\u1ed1 v\u00e0 ph\u1ea7n d\u01b0<\/font><\/h3>\n

M\u1eb7c d\u00f9 ph\u1ea7n sai s\u1ed1 v\u00e0 ph\u1ea7n d\u01b0 th\u01b0\u1eddng \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ed3ng ngh\u0129a, nh\u01b0ng v\u1eabn c\u00f3 m\u1ed9t s\u1ef1 kh\u00e1c bi\u1ec7t ch\u00ednh th\u1ee9c c\u1ea7n ch\u00fa \u00fd. M\u1ed9t ph\u1ea7n sai s\u1ed1 th\u01b0\u1eddng kh\u00f4ng quan s\u00e1t \u0111\u01b0\u1ee3c c\u00f2n ph\u1ea7n d\u01b0 c\u00f3 th\u1ec3 quan s\u00e1t v\u00e0 t\u00ednh to\u00e1n \u0111\u01b0\u1ee3c, l\u00e0m cho vi\u1ec7c \u0111\u1ecbnh l\u01b0\u1ee3ng v\u00e0 h\u00ecnh dung d\u1ec5 d\u00e0ng h\u01a1n nhi\u1ec1u. Trong th\u1ef1c t\u1ebf, trong khi ph\u1ea7n sai s\u1ed1 \u0111\u1ea1i di\u1ec7n cho c\u00e1ch d\u1eef li\u1ec7u quan s\u00e1t kh\u00e1c v\u1edbi c\u00e1c t\u1eadp d\u1eef li\u1ec7u th\u1ef1c t\u1ebf, th\u00ec ph\u1ea7n d\u01b0 th\u1ec3 hi\u1ec7n c\u00e1ch d\u1eef li\u1ec7u quan s\u00e1t kh\u00e1c v\u1edbi t\u1eadp d\u1eef li\u1ec7u m\u1eabu.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Ph\u1ea7n sai s\u1ed1 (ti\u1ebfng Anh: Error Term) l\u00e0 m\u1ed9t bi\u1ebfn d\u01b0 \u0111\u01b0\u1ee3c t\u1ea1o ra b\u1edfi m\u1ed9t m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea ho\u1eb7c to\u00e1n h\u1ecdc, khi m\u00f4 h\u00ecnh kh\u00f4ng th\u1ec3 hi\u1ec7n \u0111\u1ea7y \u0111\u1ee7 m\u1ed1i quan h\u1ec7 th\u1ef1c t\u1ebf gi\u1eefa c\u00e1c bi\u1ebfn \u0111\u1ed9c l\u1eadp v\u00e0 c\u00e1c bi\u1ebfn ph\u1ee5 thu\u1ed9c.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[414],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/23858"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=23858"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/23858\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=23858"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=23858"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=23858"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}