Universitatea Valahia Targoviste

Facultatea de Stiinte Economice

Master Contabilitate – Anul I

STUDIU DE CAZ
METODE ECONOMETRICE

2018
1
 Prezentare

Pentru aplicatia de mai jos am prezentat legatura dintre trei variabile , doua cauzale si una
rezultativa.

y - speranta de viata peste 60 de ani - ( variabila rezultativa)

x1 - riscul de diabet ( glicemie) – (variabila cauzala)
x2 -ponderea , venit pentru sanatate in cheltuieli guvernamentale -(variabila cauzala)

Datele din aplicatie provin din Statisticile de Sanatate Mondiala ( www.who.org) Report
2015 , pentru 10 tari din Africa , categoria femei.

TARA X₁ X₂ y X₁² X₂² X₁X₂ X₁y X₂y y2

ALGERIA 14.3 9.8 19 204.49 96.04 140.14 271.7 186.2 361
ANGOLA 11.2 5.6 16 125.44 31.36 62.72 179.2 89.6 256
ETIOPIA 7.2 16.4 19 51.84 268.96 118.08 136.8 311.6 361 1
CAMERUN 8.6 8.5 17 73.96 72.25 73.1 146.2 144.5 289
EGIPT 20.6 5.8 19 424.36 33.64 119.48 391.4 110.2 361
LIBERIA 7.8 13.2 17 60.84 174.24 102.96 132.6 224.4 289 1
LIBIA 17.3 7.9 21 299.29 62.41 136.67 363.3 165.9 441
MAROC 13.1 6 19 171.61 36 78.6 248.9 114 361
NIGERIA 7.5 18 16 56.25 324 135 120 288 256 1
TUNISIA 13.4 13.3 22 179.56 176.89 178.22 294.8 292.6 484 1
TOTAL Σ 121 104.5 185 1647.64 1275.79 1144.97 2284.9 1927 3459

Y = a0 + a1 x1 + a2 x2 + ui

na0  a1  x1  a 2  x2 y

a0  x1  a1  x1  a 2  x1 x2   x1 y
2


a0  x2  a1  x1 x2  a 2  x2   x 2 y
2

A B C
unde : a 0  ; a1  ; a 2 
K K K

2
Se determină parametrii a 0 , a1 , a 2

 y x x 1 2

x y x x x
1
2
1 1 2

a0 
x y x x x
2 1 2
2
2

A
n x x 1 2
K
x x x x
1
2
1 1 2

x x x x
2 1 2
2
2

185 121 104.5

2284.9 1647.64 1144.97
1927 1144.97 1275.79  90424427,353
a0    464,8411
10 121 104.5 194527,577
121 1647.64 1144.97
104.5 1144.97 1275.79
unde,

y x 1 x 2

A x y x 1
2
1 x x 1 2 
x y x x2 1 2 x 2
2

  y x  x2
1
2
2   x1 y  x1 x 2  x 2   x1  x1 x 2  x 2 y 

  x 2  x12  x 2 y   x1  x1 y  x 22   y  x1 x 2  x1 x 2

185 121 104.5

A  2284.9 1647.64 1144 .97 
1927 1144 .97 1275.79

 185  1647.64  1275.79  2284.9  1144 .97  104.5  121 1144 .97  1927 

 104.5  1647.64  1927  121 2284.9  1275.79  185  1144.97  1144 .97 
388877887,586  273386834,0885  266969219,99 
331787738,26  445343715,091  242526915,6665  90424427,353

n x 1 x 2

K  x1 x 2
1 x x 1 2 
x 2 x x 1 2 x 2
2

 n  x12  x22   x1  x1 x 2  x 2   x1  x1 x 2  x 2 

  x 2  x12  x 2   x1  x1  x 22  n x1 x 2  x1 x 2

3
 10 121 104.5
K  121 1647.64 1144.97 
104.5 1144.97 1275.79

 10  1647.64  1275.79  121  1144.97  104.5  121  1144.97  104.5 

 104.5  1647.64  104.5  121  121 1275.79  10  1144.97  1144.97 
 21020426.356  14477573.165  14477573.165 
 17992640.71  18678841.39  13109563.009  194527.577

n y x 2

 x1 x y 1 x x 1 2

a1 
 x2 x y 2 x 2
2

B
n x 1 x 2
K
 x1 x 2
1 x x 1 2

 x2 x x 1 2 x 2
2

10 185 104.5
121 2284.9 1144.97
104.5 1927 1275.79 77799.46
a1    0.3999
10 121 104.5 194527.577
121 1647.64 1144.97
104.5 1144.97 1275.79

n y x 2

B x 1 x y x x
1 1 2 
x 2 x y x 2
2
2

 n x1 y  x 22   x1  x 2 y  x 2   y  x1 x 2  x 2 

  x 2  x1 y  x 2   x1  y  x 22  n  x1 x 2  x 2 y

4
 10 185 104.5
B  121 2284.9 1144 .97 
104.5 1927 1275.79

 10  2284.9  1275.79  121  1927  104.5  185  1144.97  104.5 

 104.5  2284.9  104.5  121 185  1275.79  10  1144.97  1927 
29150525.71  24365951.5  22135132.525 
 24951679.225  28558559.15  22063571.9  77799.46

n x y 1

 x1 x x y 2
1 1

a2 
 x2 x x x y
1 2 2

C
n x x 1 2
K
 x1 x x x 2
1 1 2

 x2 x x x
1 2
2
2

10 121 185
121 1647.64 2284.9
104.5 1144 .97 1927 23578437.47
a2    121.2087
10 121 104.5 194527.577
121 1647.64 1144 .97
104.5 1144 .97 1275.79

n x 1 y
C x 1 x 2
1 x y 1 
x 2 x x 1 2 x y 2

 n  x12  x 2 y   x1  x1 y  x 2   y  x1 x 2  x1 

  y  x12  x 2   x1  x1  x 2 y  n  x1 x 2  x1 y

Y= a0 + a1 x1 + a2 x2 +ui

Y1=(-464.84)+0.4 x 14.3+ 121.20 x 9.8 =728.64

Y2=(-464.84)+0.4 x 11.2 + 121.20 x 5.6 = 218.36
Y3=(-464.84)+0.4 x 7.2 + 121.20 x 16.4 = 1525.72
Y4= (-464.84)+0.4 x 8.6 + 121.20 x 8.5 = 568.80
5
Y5=(-464.84)+0.4 x 20.6 +121.20 x 5.8 = 246.36
Y6=(-464.84)+0.4 x 7.8 + 121.20 x 13.2 = 1138.12
Y7=(-464.84)+0.4 x 17.3 +121.20 x 7.9 = 499.56
Y8=(-464.84)+0.4 x 13.1 +121.20 x 6 = 267.6
Y9=(-464.84)+0.4 x 7.5 + 121.20 x 18 = 1719.76
Y10=(-464.84)+0.4 x 13.4 + 121.20 x13.3 = 1152.48

Σ Y = 8065.4

Coeficientul de corelaţie multiplă Ry/x1/x2 (legătură lineară)

2 2
Ry / x1 / x 2  r yx1
 r yx 2
 2 ryx1  r yx2  rx1 x2

n x 1 y   x 1  y
unde, r yx1 
n x 2
1
2

   x 1   n y 2    y 
2

10 X 2284,9  121 X 185 22849  22385
ryx1  
[10 X 1647,64  (121) ] X 10 X 3468  (185) 
2 2
[16476,4  14641] X [34680 
 
464 464
   0,5077
1835,4 X 455 913,842

n x 2 y   x 2  y
ryx2 
n  x 2
2
2

   x 2   n y 2    y 
2

10 X 1927  104,5 X 185  62,5
ryx2   
2
[10 X 1275,79  (104,5) ] X [10 X 3468  (185) ]
2
1837,65 X 455

62.5
  0,0684
914,402

n x 1 x 2   x 1  x 2
r x1 x 2 
 n x 2
1
2

   x 1   n x 22    x 2 
2

10 X 1144 ,97  121X 104,5  1194 ,8
rx1 x2   
2
[10 X 1647,64  (121) ] X [10 X 1275,79  (104,5) ]
2
3372822,81

 1194 ,8
  0,6505
1836,5246
6
 Corelaţia parţială

ry x x  ry x  rx1 x k ... x k 1
1 2 ... x k 1 k x2 x3 ... xk 1

1  r 1  r
ry x x 
1 2 ... x k 2
y xk x2 ... xk 1
2
x 1 x k ... x k 1 
r yx 1  r yx 2  rx 1 x 2
r yx 1  x 2 
1  r 1  r 
2
yx 2
2
x1 x2

0,5077  (0,0684) X (0,6505) 0,4632 0,4632

ryx1  x2     0,61
2 2
0,9953 X 0,5768 0,7576
(1  (  0,0683) X (1  ( 0,6505) )
Nu exista nici un fel de legatura, valoarea fiind foarte apropiata de 0.

r yx 2  r yx 1  rx 2 x 1
r yx 2  x 1 
1  r 1  r 
2
yx 1
2
x 2 x1

 0,0684  0,5077 X ( 0,6505) 0,2619 0,2619

ryx2  x1     0,400
2 2
0,7422 X 0,5768 0,6543
(1  (0,5077) X (1  ( 0,6505)
Nu exista niciun fel de legatura, valoarea fiind foarte apropiata de 0.