{"id":24620,"date":"2023-12-06T12:25:23","date_gmt":"2023-12-06T12:25:23","guid":{"rendered":"https:\/\/masterskills.org\/blog\/bien-gia-dummy-variable-trong-phan-tich-hoi-qui-la-gi.html"},"modified":"2023-12-22T09:54:11","modified_gmt":"2023-12-22T02:54:11","slug":"bien-gia-dummy-variable-trong-phan-tich-hoi-qui-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/bien-gia-dummy-variable-trong-phan-tich-hoi-qui-la-gi.html","title":{"rendered":"Bi\u1ebfn gi\u1ea3 (Dummy variable) trong ph\u00e2n t\u00edch h\u1ed3i qui l\u00e0 g\u00ec?"},"content":{"rendered":"
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<\/div>\n
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Medium<\/p>\n<\/div>\n<\/div>\n

Bi\u1ebfn gi\u1ea3 (Dummy variable)<\/font><\/h2>\n

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

Bi\u1ebfn gi\u1ea3<\/b> trong ti\u1ebfng Anh l\u00e0 Dummy variable<\/b>.<\/p>\n

Bi\u1ebfn gi\u1ea3<\/b>\u00a0l\u00e0 bi\u1ebfn \u0111\u1ed9c l\u1eadp \u0111\u01b0\u1ee3c \u0111\u01b0a v\u00e0o m\u00f4 h\u00ecnh h\u1ed3i qui \u0111\u1ec3 gi\u1ea3i th\u00edch c\u00e1c y\u1ebfu t\u1ed1 \u0111\u1ecbnh t\u00ednh (v\u00ed d\u1ee5:\u00a0gi\u1edbi t\u00ednh,<\/span> <\/font>ch\u1ee7ng t\u1ed9c, t\u00f4n gi\u00e1o…).<\/p>\n

Qui t\u1eafc<\/font><\/h3>\n

N\u1ebfu ch\u00fang ta mu\u1ed1n ph\u00e2n bi\u1ec7t gi\u1eefa n lo\u1ea1i, ch\u00fang ta c\u1ea7n n – 1 bi\u1ebfn gi\u1ea3.<\/p>\n

V\u00ed d\u1ee5: Gi\u1ea3 s\u1eed, ch\u00fang ta mu\u1ed1n ki\u1ec3m tra s\u1ef1 kh\u00e1c bi\u1ec7t v\u1ec1 l\u1ee3i nhu\u1eadn c\u1ee7a ch\u1ee9ng kho\u00e1n trong th\u00e1ng M\u1ed9t v\u1edbi nh\u1eefng th\u00e1ng c\u00f2n l\u1ea1i trong n\u0103m. Ta s\u1eed d\u1ee5ng 1 bi\u1ebfn gi\u1ea3 (n – 1 = 2 – 1 = 1) trong m\u00f4 h\u00ecnh h\u1ed3i qui:<\/p>\n

Yt<\/sub> = b0<\/sub> + b1<\/sub>X1t<\/sub> + \u03b5<\/font>t<\/sub><\/font><\/b><\/p>\n

Trong \u0111\u00f3:\u00a0<\/p>\n

– Yt<\/sub>: L\u1ee3i nhu\u1eadn ch\u1ee9ng kho\u00e1n c\u1ee7a th\u00e1ng t<\/p>\n

– b0<\/sub>: Gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a Yt<\/sub> trong c\u00e1c th\u00e1ng kh\u00e1c v\u1edbi th\u00e1ng M\u1ed9t<\/p>\n

– b1<\/sub>:\u00a0Ch\u00eanh l\u1ec7ch gi\u1eefa gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a Yt<\/sub> trong th\u00e1ng M\u1ed9t v\u00e0 gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a Yt<\/sub> trong c\u00e1c th\u00e1ng kh\u00e1c v\u1edbi th\u00e1ng M\u1ed9t<\/p>\n

– X1t<\/sub>: Bi\u1ebfn gi\u1ea3,\u00a0c\u00f3 gi\u00e1 tr\u1ecb 1 cho th\u00e1ng M\u1ed9t v\u00e0 gi\u00e1 tr\u1ecb 0 cho c\u00e1c th\u00e1ng kh\u00e1c trong n\u0103m<\/p>\n

– \u03b5t<\/sub>: Sai s\u1ed1 ng\u1eabu nhi\u00ean.<\/p>\n

V\u00ed d\u1ee5<\/font><\/h3>\n

1) X\u00e9t c\u00e1c y\u1ebfu t\u1ed1 quy\u1ebft \u0111\u1ecbnh hi\u1ec7u qu\u1ea3 \u0111\u1ea7u t\u01b0 ng\u1eafn h\u1ea1n c\u1ee7a c\u1ed5 phi\u1ebfu trong vi\u1ec7c mua b\u00e1n v\u00e0 s\u00e1p nh\u1eadp c\u1ee7a c\u00e1c c\u00f4ng ty Trung Qu\u1ed1c:<\/b><\/p>\n

Bhabra v\u00e0 Huang (2013) \u0111\u00e3 nghi\u00ean c\u1ee9u ph\u1ea3n \u1ee9ng th\u1ecb tr\u01b0\u1eddng trong ng\u1eafn h\u1ea1n \u0111\u1ed1i v\u1edbi c\u00e1c th\u01b0\u01a1ng v\u1ee5 mua b\u00e1n v\u00e0 s\u00e1p nh\u1eadp c\u1ee7a c\u00e1c c\u00f4ng ty Trung Qu\u1ed1c \u0111\u01b0\u1ee3c ni\u00eam y\u1ebft tr\u00ean S\u1edf giao d\u1ecbch ch\u1ee9ng kho\u00e1n Th\u01b0\u1ee3ng H\u1ea3i v\u00e0 S\u1edf giao d\u1ecbch ch\u1ee9ng kho\u00e1n Th\u00e2m Quy\u1ebfn trong kho\u1ea3ng th\u1eddi gian 1997 \u0111\u1ebfn 2007.<\/p>\n

H\u1ecd \u0111\u00e3 s\u1eed d\u1ee5ng\u00a0l\u1ee3i nhu\u1eadn b\u1ea5t th\u01b0\u1eddng t\u00edch l\u0169y<\/font>\u00a0tr\u00ean c\u1ed5 phi\u1ebfu c\u1ee7a ng\u01b0\u1eddi mua trong kho\u1ea3ng th\u1eddi gian t\u1eeb ng\u00e0y ng\u00e0y T0<\/sub>-2 \u0111\u1ebfn ng\u00e0y T0<\/sub>+ 2, trong \u0111\u00f3 ng\u00e0y T0<\/sub> l\u00e0 ng\u00e0y th\u00f4ng b\u00e1o vi\u1ec7c mua b\u00e1n, s\u00e1p nh\u1eadp.<\/p>\n

C\u00e1c bi\u1ebfn \u0111\u1ed9c l\u1eadp trong m\u00f4 h\u00ecnh c\u1ee7a h\u1ecd bao g\u1ed3m c\u00e1c y\u1ebfu t\u1ed1 li\u00ean quan \u0111\u1ebfn doanh nghi\u1ec7p c\u00f3 th\u1ec3 \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn l\u1ee3i nhu\u1eadn c\u1ed5 phi\u1ebfu ng\u1eafn h\u1ea1n:<\/p>\n

– Bi\u00ean l\u1ee3i nhu\u1eadn c\u1ee7a c\u00f4ng ty tr\u01b0\u1edbc khi mua l\u1ea1i<\/p>\n

– T\u1ed1c \u0111\u1ed9 t\u0103ng tr\u01b0\u1edfng doanh thu c\u1ee7a c\u00f4ng ty tr\u01b0\u1edbc khi mua l\u1ea1i<\/p>\n

– S\u1ef1 thay \u0111\u1ed5i \u0111\u00f2n b\u1ea9y t\u00e0i ch\u00ednh (n\u1ee3 tr\u00ean t\u1ed5ng t\u00e0i s\u1ea3n) c\u1ee7a c\u00f4ng ty do vi\u1ec7c mua l\u1ea1i<\/p>\n

– Gi\u00e1 tr\u1ecb th\u1ecb tr\u01b0\u1eddng c\u1ee7a doanh nghi\u1ec7p trong n\u0103m c\u00f4ng b\u1ed1<\/p>\n

– Doanh nghi\u1ec7p c\u00f9ng ng\u00e0nh: Bi\u1ebfn gi\u1ea3 (1 = c\u00e1c c\u00f4ng ty th\u00e2u t\u00f3m v\u00e0 b\u1ecb th\u00e2u t\u00f3m c\u00f9ng ng\u00e0nh, 0 = c\u00f4ng ty kh\u00e1c ng\u00e0nh)<\/p>\n

– Doanh nghi\u1ec7p nh\u00e0 n\u01b0\u1edbc: Bi\u1ebfn gi\u1ea3 (1 = c\u00f4ng ty th\u00e2u t\u00f3m l\u00e0 c\u00f4ng ty \u0111\u01b0\u1ee3c nh\u00e0 n\u01b0\u1edbc, 0 = kh\u00f4ng ph\u1ea3i l\u00e0 c\u00f4ng ty nh\u00e0 n\u01b0\u1edbc)<\/p>\n

– Ti\u1ec1n: Bi\u1ebfn gi\u1ea3 (1 = h\u00ecnh th\u1ee9c thanh to\u00e1n trong giao d\u1ecbch l\u00e0 ti\u1ec1n m\u1eb7t, 0 = h\u00ecnh th\u1ee9c thanh to\u00e1n kh\u00e1c)<\/p>\n

– T\u00ednh xuy\u00ean bi\u00ean gi\u1edbi: Bi\u1ebfn gi\u1ea3 (1 = th\u1ecfa thu\u1eadn xuy\u00ean bi\u00ean gi\u1edbi, 0 = th\u1ecfa thu\u1eadn trong n\u01b0\u1edbc)<\/p>\n

– T\u00ednh t\u01b0 nh\u00e2n: Bi\u1ebfn gi\u1ea3 (1 = c\u00f4ng ty b\u1ecb th\u00e2u t\u00f3m l\u00e0 c\u00f4ng ty t\u01b0 nh\u00e2n \u0111\u1ed9c l\u1eadp, 0 = kh\u00f4ng ph\u1ea3i l\u00e0 c\u00f4ng ty t\u01b0 nh\u00e2n \u0111\u1ed9c l\u1eadp)<\/p>\n

– Th\u00f4ng tin thanh to\u00e1n: Bi\u1ebfn gi\u1ea3 (1 = th\u00f4ng tin thanh to\u00e1n kh\u00f4ng kh\u1ea3 d\u1ee5ng, 0 = th\u00f4ng tin thanh to\u00e1n kh\u1ea3 d\u1ee5ng).<\/p>\n

2) B\u1ea3ng k\u1ebft qu\u1ea3 c\u1ee7a cu\u1ed9c nghi\u00ean c\u1ee9u<\/b><\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Bi\u1ebfn gi\u1ea3<\/th>\n\n
H\u1ec7 s\u1ed1\u00a0<\/span><\/div>\n
(Coefficient)<\/span><\/div>\n<\/th>\n
\n
Tr\u1ecb s\u1ed1 P\u00a0<\/span><\/div>\n
(probability value)<\/span><\/div>\n<\/th>\n<\/tr>\n<\/thead>\n
H\u1ec7 s\u1ed1 ch\u1eb7n<\/td>\n\n

\u22120,0543<\/p>\n<\/td>\n

\n

0,2316<\/p>\n<\/td>\n<\/tr>\n

Bi\u00ean l\u1ee3i nhu\u1eadn<\/td>\n\n

0.0000<\/p>\n<\/td>\n

\n

0.1522<\/p>\n<\/td>\n<\/tr>\n

T\u0103ng tr\u01b0\u1edfng doanh thu<\/td>\n\n

\u22120.0180<\/p>\n<\/td>\n

\n

0.2774<\/p>\n<\/td>\n<\/tr>\n

\n

S\u1ef1 thay \u0111\u1ed5i \u0111\u00f2n b\u1ea9y t\u00e0i ch\u00ednh<\/p>\n<\/td>\n

\n

\u22120.0136<\/p>\n<\/td>\n

\n

0.5887<\/p>\n<\/td>\n<\/tr>\n

Gi\u00e1 tr\u1ecb doanh nghi\u1ec7p<\/td>\n\n

0.0024<\/p>\n<\/td>\n

\n

0.2348<\/p>\n<\/td>\n<\/tr>\n

Doanh nghi\u1ec7p c\u00f9ng ng\u00e0nh<\/td>\n\n

0.0012<\/p>\n<\/td>\n

\n

0.4296<\/p>\n<\/td>\n<\/tr>\n

Doanh nghi\u1ec7p nh\u00e0 n\u01b0\u1edbc<\/td>\n\n

0.0333<\/p>\n<\/td>\n

\n

0.0435<\/p>\n<\/td>\n<\/tr>\n

Ti\u1ec1n m\u1eb7t<\/td>\n\n

0.0041<\/p>\n<\/td>\n

\n

0.7912<\/p>\n<\/td>\n<\/tr>\n

T\u00ednh xuy\u00ean bi\u00ean gi\u1edbi<\/td>\n\n

\u22120.0311<\/p>\n<\/td>\n

\n

0.3376<\/p>\n<\/td>\n<\/tr>\n

T\u00ednh t\u01b0 nh\u00e2n<\/td>\n\n

\u22120.0336<\/p>\n<\/td>\n

\n

0.0204<\/p>\n<\/td>\n<\/tr>\n

Th\u00f4ng tin thanh to\u00e1n<\/td>\n\n

0.0013<\/p>\n<\/td>\n

\n

0.9399<\/p>\n<\/td>\n<\/tr>\n

R2<\/sup><\/td>\n\n

0.2194<\/p>\n<\/td>\n

<\/td>\n<\/tr>\n
T\u1eadp quan s\u00e1t<\/td>\n\n

87<\/p>\n<\/td>\n

<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n

3) Nh\u1eadn x\u00e9t<\/b><\/p>\n

– H\u1ec7 s\u1ed1 c\u1ee7a doanh nghi\u1ec7p nh\u00e0 n\u01b0\u1edbc trong m\u00f4 h\u00ecnh h\u1ed3i qui n\u00e0y l\u00e0 d\u01b0\u01a1ng v\u00e0 c\u00f3\u00a0\u00fd ngh\u0129a th\u1ed1ng k\u00ea<\/font>\u00a0\u1edf m\u1ee9c 0,05 v\u00ec tr\u1ecb s\u1ed1 p nh\u1ecf h\u01a1n 0,05.<\/p>\n

C\u00e1c doanh nghi\u1ec7p nh\u00e0 n\u01b0\u1edbc \u0111\u00f3ng m\u1ed9t vai tr\u00f2 r\u1ea5t quan tr\u1ecdng trong n\u1ec1n kinh t\u1ebf Trung Qu\u1ed1c. C\u00e1c c\u00f4ng ty phi nh\u00e0 n\u01b0\u1edbc l\u00e0 nh\u1eefng \u0111\u1ed1i t\u01b0\u1ee3ng m\u1edbi tham gia v\u00e0o th\u1ecb tr\u01b0\u1eddng Trung Qu\u1ed1c v\u00e0 l\u00e0 c\u00e1c c\u00f4ng ty nh\u1ecf h\u01a1n. H\u1ec7 s\u1ed1 c\u00f3\u00a0\u00fd ngh\u0129a th\u1ed1ng k\u00ea<\/font>\u00a0l\u00e0 trong ng\u1eafn h\u1ea1n, kh\u1ea3 n\u0103ng gi\u00e1 tr\u1ecb c\u00f4ng ty t\u0103ng s\u1ebd l\u1edbn h\u01a1n khi c\u00f4ng ty th\u00e2u t\u00f3m thu\u1ed9c s\u1edf h\u1eefu nh\u00e0 n\u01b0\u1edbc.<\/p>\n

– H\u1ec7 s\u1ed1 c\u1ee7a c\u00e1c c\u00f4ng ty b\u1ecb th\u00e2u t\u00f3m c\u0169ng c\u00f3 \u00fd ngh\u0129a th\u1ed1ng k\u00ea \u1edf m\u1ee9c 0,05 v\u00e0 c\u00f3 gi\u00e1 tr\u1ecb \u00e2m.<\/p>\n

Bhabra v\u00e0 Huang ch\u1ec9 ra r\u1eb1ng ph\u1ea7n l\u1edbn c\u00e1c c\u00f4ng ty b\u1ecb th\u00e2u t\u00f3m trong c\u00e1c th\u01b0\u01a1ng v\u1ee5 trong M&A \u1edf Trung Qu\u1ed1c l\u00e0 c\u00e1c c\u00f4ng ty ch\u01b0a ni\u00eam y\u1ebft, ho\u1eb7c l\u00e0 c\u00e1c c\u00f4ng ty t\u01b0 nh\u00e2n \u0111\u1ed9c l\u1eadp ho\u1eb7c c\u00e1c c\u00f4ng ty con c\u1ee7a c\u00e1c c\u00f4ng ty ni\u00eam y\u1ebft.<\/p>\n

T\u1ea5t c\u1ea3 c\u00e1c c\u00f4ng ty trong m\u1eabu c\u1ee7a h\u1ecd l\u00e0 c\u00f4ng ty con ho\u1eb7c c\u00f4ng ty t\u01b0 nh\u00e2n \u0111\u1ed9c l\u1eadp. T\u00e1c gi\u1ea3 ch\u1ec9 ra r\u1eb1ng do kh\u1ea3 n\u0103ng ti\u1ebfp c\u1eadn d\u1eef li\u1ec7u c\u1ee7a c\u00e1c c\u00f4ng ty t\u01b0 nh\u00e2n \u0111\u1ed9c l\u1eadp h\u1ea1n ch\u1ebf h\u01a1n so v\u1edbi c\u00e1c c\u00f4ng ty con c\u00f3 c\u00f4ng ty m\u1eb9 \u0111\u00e3 ni\u00eam y\u1ebft n\u00ean ch\u00fang c\u00f3\u00a0l\u1ee3i nhu\u1eadn b\u1ea5t th\u01b0\u1eddng t\u00edch l\u0169y<\/font>\u00a0th\u1ea5p h\u01a1n.<\/p>\n

– Trong m\u00f4 h\u00ecnh tr\u00ean, m\u1eb7c d\u00f9 kh\u00f4ng c\u00f3 h\u1ec7 s\u1ed1 n\u00e0o kh\u00e1c c\u00f3 \u00fd ngh\u0129a th\u1ed1ng k\u00ea nh\u01b0ng trong m\u1ed9t s\u1ed1 m\u00f4 h\u00ecnh kh\u00e1c \u0111\u01b0\u1ee3c \u01b0\u1edbc t\u00ednh trong nghi\u00ean c\u1ee9u, t\u00e1c gi\u1ea3 t\u00ecm th\u1ea5y m\u1ed9t s\u1ed1 b\u1eb1ng ch\u1ee9ng cho th\u1ea5y ph\u1ea3n \u1ee9ng c\u1ee7a gi\u00e1 c\u1ed5 phi\u1ebfu t\u00edch c\u1ef1c h\u01a1n khi c\u00f4ng ty th\u00e2u t\u00f3m v\u00e0 b\u1ecb th\u00e2u t\u00f3m trong c\u00f9ng m\u1ed9t ng\u00e0nh v\u00e0 s\u1ef1 thay \u0111\u1ed5i \u0111\u00f2n b\u1ea9y th\u1ea5p.<\/p>\n

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

\n Bi\u1ebfn gi\u1ea3 (ti\u1ebfng Anh: Dummy variable) l\u00e0 bi\u1ebfn \u0111\u1ed9c l\u1eadp \u0111\u01b0\u1ee3c \u0111\u01b0a v\u00e0o m\u00f4 h\u00ecnh h\u1ed3i qui \u0111\u1ec3 gi\u1ea3i th\u00edch c\u00e1c y\u1ebfu t\u1ed1 \u0111\u1ecbnh t\u00ednh ( v\u00ed d\u1ee5: gi\u1edbi t\u00ednh, ch\u1ee7ng t\u1ed9c, t\u00f4n gi\u00e1o…).\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\/24620"}],"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=24620"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24620\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=24620"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=24620"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=24620"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}