{"id":24390,"date":"2023-12-06T12:11:04","date_gmt":"2023-12-06T12:11:04","guid":{"rendered":"https:\/\/masterskills.org\/blog\/chi-dinh-mo-hinh-model-specification-trong-mo-hinh-hoi-qui-la-gi.html"},"modified":"2023-12-22T09:45:00","modified_gmt":"2023-12-22T02:45:00","slug":"chi-dinh-mo-hinh-model-specification-trong-mo-hinh-hoi-qui-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/chi-dinh-mo-hinh-model-specification-trong-mo-hinh-hoi-qui-la-gi.html","title":{"rendered":"Ch\u1ec9 \u0111\u1ecbnh m\u00f4 h\u00ecnh (Model specification) trong m\u00f4 h\u00ecnh h\u1ed3i qui l\u00e0 g\u00ec?"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: https:\/\/cvnl.org<\/i><\/p>\n<\/figcaption><\/figure>\n

Ch\u1ec9 \u0111\u1ecbnh m\u00f4 h\u00ecnh<\/font><\/h2>\n

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

Ch\u1ec9 \u0111\u1ecbnh m\u00f4 h\u00ecnh<\/b> trong ti\u1ebfng Anh l\u00e0 Model specification<\/b>.<\/p>\n

Ch\u1ec9 \u0111\u1ecbnh m\u00f4 h\u00ecnh<\/b> l\u00e0 b\u01b0\u1edbc \u0111\u1ea7u ti\u00ean trong x\u00e2y d\u1ef1ng m\u00f4 h\u00ecnh h\u1ed3i qui, bao g\u1ed3m x\u00e1c \u0111\u1ecbnh c\u00e1c bi\u1ebfn v\u00e0 c\u00f4ng th\u1ee9c c\u1ee7a ph\u01b0\u01a1ng tr\u00ecnh tr\u00ecnh h\u1ed3i qui.<\/p>\n

Nguy\u00ean t\u1eafc<\/font><\/h3>\n

– M\u00f4 h\u00ecnh \u0111\u01b0\u1ee3c d\u1ef1a tr\u00ean n\u1ec1n t\u1ea3ng c\u1ee7a l\u00ed lu\u1eadn kinh t\u1ebf chung: Ch\u00fang ta c\u00f3 th\u1ec3 cung c\u1ea5p l\u00ed lu\u1eadn kinh t\u1ebf \u0111\u1eb1ng sau s\u1ef1 l\u1ef1a ch\u1ecdn c\u00e1c bi\u1ebfn. N\u1ebfu \u0111i\u1ec1u ki\u1ec7n n\u00e0y \u0111\u01b0\u1ee3c \u0111\u00e1p \u1ee9ng th\u00ec s\u1ebd l\u00e0m t\u0103ng kh\u1ea3 n\u0103ng m\u00f4 h\u00ecnh s\u1ebd c\u00f3 gi\u00e1 tr\u1ecb d\u1ef1 \u0111o\u00e1n v\u1edbi d\u1eef li\u1ec7u m\u1edbi.<\/p>\n

– D\u1ea1ng h\u00e0m s\u1ed1 c\u1ee7a c\u00e1c bi\u1ebfn trong h\u1ed3i qui ph\u1ea3i ph\u00f9 h\u1ee3p v\u1edbi b\u1ea3n ch\u1ea5t c\u1ee7a c\u00e1c bi\u1ebfn.<\/p>\n

– M\u00f4 h\u00ecnh c\u1ea7n \u0111\u01b0\u1ee3c ph\u00e2n t\u00edch k\u0129 l\u01b0\u1ee1ng, m\u1ed7i bi\u1ebfn trong m\u00f4 h\u00ecnh \u0111\u1ec1u \u0111\u00f3ng vai tr\u00f2 quan tr\u1ecdng.<\/p>\n

– M\u00f4 h\u00ecnh c\u1ea7n \u0111\u01b0\u1ee3c ki\u1ec3m tra xem c\u00f3 vi ph\u1ea1m c\u00e1c gi\u1ea3 \u0111\u1ecbnh h\u1ed3i qui hay kh\u00f4ng, tr\u01b0\u1edbc khi \u0111\u01b0\u1ee3c ch\u1ea5p nh\u1eadn.<\/p>\n

– Tr\u01b0\u1edbc khi \u0111\u01b0\u1ee3c ch\u1ea5p nh\u1eadn, m\u00f4 h\u00ecnh c\u1ea7n \u0111\u01b0\u1ee3c ki\u1ec3m tra t\u00ednh h\u1eefu \u00edch khi \u00e1p d\u1ee5ng ngo\u00e0i t\u1eadp m\u1eabu \u0111ang quan s\u00e1t (out of sample). “Out of sample” trong tr\u01b0\u1eddng h\u1ee3p n\u00e0y \u0111\u1ec1 c\u1eadp \u0111\u1ebfn c\u00e1c quan s\u00e1t (observations) b\u00ean ngo\u00e0i b\u1ed9 d\u1eef li\u1ec7u m\u00e0 m\u00f4 h\u00ecnh \u01b0\u1edbc t\u00ednh. \u0110i\u1ec1u n\u00e0y c\u1ea7n thi\u1ebft v\u00ec 2 hai l\u00ed do:<\/p>\n

+ M\u1ed9t m\u00f4 h\u00ecnh h\u1ee3p l\u00ed c\u00f3 th\u1ec3 kh\u00f4ng ch\u1ea1y t\u1ed1t khi \u00e1p d\u1ee5ng ngo\u00e0i m\u1eabu \u0111ang quan s\u00e1t v\u00ec c\u00e1c m\u1ed1i quan h\u1ec7 kinh t\u1ebf \u0111\u00e3 thay \u0111\u1ed5i \u0111\u00e1ng k\u1ec3 so v\u1edbi th\u1eddi k\u00ec m\u1eabu.<\/p>\n

+ C\u00e1c m\u1ed1i quan h\u1ec7 c\u00f3 th\u1ec3 kh\u00f4ng thay \u0111\u1ed5i nh\u01b0ng m\u00f4 h\u00ecnh ch\u1ec9 gi\u1ea3i th\u00edch m\u1ed9t t\u1eadp d\u1eef li\u1ec7u c\u1ee5 th\u1ec3.<\/p>\n

Sai h\u00e0m s\u1ed1 c\u1ee7a m\u00f4 h\u00ecnh<\/font><\/span><\/h3>\n

Khi \u01b0\u1edbc t\u00ednh h\u1ed3i qui, ch\u00fang ta gi\u1ea3 \u0111\u1ecbnh r\u1eb1ng m\u00f4 h\u00ecnh h\u1ed3i qui c\u00f3 d\u1ea1ng h\u00e0m s\u1ed1 ch\u00ednh x\u00e1c. Gi\u1ea3 \u0111\u1ecbnh n\u00e0y c\u00f3 th\u1ec3 b\u1ecb vi ph\u1ea1m trong c\u00e1c tr\u01b0\u1eddng h\u1ee3p sau:<\/p>\n

– M\u1ed9t ho\u1eb7c nhi\u1ec1u bi\u1ebfn quan tr\u1ecdng c\u00f3 th\u1ec3 b\u1ecb b\u1ecf s\u00f3t trong h\u1ed3i qui.<\/p>\n

– M\u1ed9t ho\u1eb7c nhi\u1ec1u bi\u1ebfn h\u1ed3i qui c\u00f3 th\u1ec3 c\u1ea7n ph\u1ea3i \u0111\u01b0\u1ee3c bi\u1ebfn \u0111\u1ed5i tr\u01b0\u1edbc khi \u01b0\u1edbc t\u00ednh h\u1ed3i qui (v\u00ed d\u1ee5: l\u1ea5y logarit t\u1ef1 nhi\u00ean c\u1ee7a bi\u1ebfn) .<\/p>\n

– M\u00f4 h\u00ecnh h\u1ed3i qui g\u1ed9p c\u00e1c d\u1eef li\u1ec7u kh\u00f4ng n\u00ean g\u1ed9p.<\/p>\n

V\u00ed d\u1ee5, xem x\u00e9t \u1ea3nh h\u01b0\u1edfng c\u1ee7a vi\u1ec7c b\u1ecf qua m\u1ed9t bi\u1ebfn \u0111\u1ed9c l\u1eadp quan tr\u1ecdng kh\u1ecfi m\u00f4 h\u00ecnh h\u1ed3i qui. N\u1ebfu m\u00f4 h\u00ecnh h\u1ed3i quy \u0111\u00fang l\u00e0: Yi<\/sub> = b0<\/sub> + b1<\/sub>X1i<\/sub> + b2<\/sub>X2i<\/sub> + \u03b5i<\/sub><\/p>\n

Tuy nhi\u00ean, m\u00f4 h\u00ecnh \u01b0\u1edbc t\u00ednh l\u00e0: Yi<\/sub> = a0<\/sub> + a1<\/sub>X1i<\/sub> + \u03b5i<\/sub><\/p>\n

N\u1ebfu bi\u1ebfn b\u1ecb b\u1ecf qua (X2<\/sub>) t\u01b0\u01a1ng quan v\u1edbi bi\u1ebfn c\u00f2n l\u1ea1i (X1<\/sub>), th\u00ec ph\u1ea7n sai s\u1ed1 trong m\u00f4 h\u00ecnh s\u1ebd t\u01b0\u01a1ng quan v\u1edbi (X1<\/sub>) v\u00e0 c\u00e1c gi\u00e1 tr\u1ecb \u01b0\u1edbc t\u00ednh c\u1ee7a c\u00e1c h\u1ec7 s\u1ed1 h\u1ed3i qui a0<\/sub> v\u00e0 a1<\/sub> s\u1ebd b\u1ecb sai l\u1ec7ch v\u00e0 kh\u00f4ng nh\u1ea5t qu\u00e1n.<\/p>\n

Ngo\u00e0i ra, c\u00e1c \u01b0\u1edbc t\u00ednh v\u1ec1 sai s\u1ed1 chu\u1ea9n c\u1ee7a c\u00e1c h\u1ec7 s\u1ed1 \u0111\u00f3 c\u0169ng s\u1ebd kh\u00f4ng nh\u1ea5t qu\u00e1n, v\u00ec v\u1eady ch\u00fang ta kh\u00f4ng th\u1ec3 s\u1eed d\u1ee5ng c\u00e1c \u01b0\u1edbc t\u00ednh h\u1ec7 s\u1ed1 c\u0169ng nh\u01b0 c\u00e1c l\u1ed7i ti\u00eau chu\u1ea9n \u01b0\u1edbc t\u00ednh \u0111\u1ec3 th\u1ef1c hi\u1ec7n c\u00e1c ki\u1ec3m tra th\u1ed1ng k\u00ea.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: CFA level II, , Quantitative methods<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Ch\u1ec9 \u0111\u1ecbnh m\u00f4 h\u00ecnh (ti\u1ebfng Anh: Model specification) l\u00e0 b\u01b0\u1edbc \u0111\u1ea7u ti\u00ean trong x\u00e2y d\u1ef1ng m\u00f4 h\u00ecnh h\u1ed3i qui, bao g\u1ed3m x\u00e1c \u0111\u1ecbnh c\u00e1c bi\u1ebfn v\u00e0 c\u00f4ng th\u1ee9c c\u1ee7a ph\u01b0\u01a1ng tr\u00ecnh tr\u00ecnh h\u1ed3i qui.\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\/24390"}],"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=24390"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24390\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=24390"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=24390"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=24390"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}