Mô hình h i quiồ
96.1131 + ( 1.0767) X2i + 0.4128X3i
96.1131 + ( 1.0767) X2i + 0.4128X3i
=
=
∧
i
i
Y
Y
SRF
i
U
∧
+
Kho ng tin c y (ả ậ α=5%)
0.0569
0.76869
0.4848
1.66865
5.2 Kho ng tin c y βả ậ
3
0.4128 - 2.365*0.1505
0.4128 + 2.365*0.1505
88.861
5.2 Kho ng tin c y βả ậ
2
1.0767 - 2.365*0.2503
1.0767 + 2.365*0.2503
96.1131 + 2.365*3.0665
96.1131 - 2.365*3.0665
5.1 Kho ng tin c y βả ậ
1
103.36544
α α
β β β β β
∧ ∧ ∧ ∧
− −
− ≤ ≤ +
( 3) ( 3)
1 1 1 1
1
/2 /2
. ( ) . ( )
n n
se se
t t
β
≤ ≤
1
β
≤ ≤
1
α α
β β β β β
∧ ∧ ∧ ∧
− −
− ≤ ≤ +
( 3) ( 3)
2 2 2 2
2
/2 /2
. ( ) . ( )
n n
se se
t t
β
≤ ≤
2
β
≤ ≤
2
α α
β β β β β
∧ ∧ ∧ ∧
− −
− ≤ ≤ +
( 3) ( 3)
3 3 3 3
3
/2 /2
. ( ) . ( )
n n
se se
t t
β
≤ ≤
3
β
≤ ≤
3
6.1 Ki m đ nh h s βể ị ệ ố
1
2. Tính bi u th c th ng kê tể ứ ố
0
H
0
1. Đ t gi thi t: ặảế
=
o
t
( 3)
/2
n
t
α
−
=
β
β
=
≠
0 1
1 1
: 0
: 0
H
H
0
1
0
1
ˆ ˆ
ˆ
( )
j
tse
β β
β
−
= =