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regresi berganda

# regresi berganda

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01/10/2013

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# 18/08/09 1

18/08/09 2
A. HUBUNGAN LINEAR LBH
DR 2 VARIABEL
Artinya perub 1 var dpengaruhi oleh lbh dr 1 var lain
- Hub fungsional:
Y = f(X
1
, X
2
, X

, !, X
"
#
- \$ers %a&e%a&is:
Y = a ' b
1
X
1
' b
2
X
2
' b

X

' ! ' b
"
X
"
18/08/09
B. KORELASI LINEAR BERGANDA
adl ala& u"ur %ngenai hub (g &)*d an& var &)i"a&
(Y# dg 2 or lbh var bebas (X
1
, X
2
, X

,!, X
"
#
+eera&an or "ua& &d"n(a hub ("ua&, le%ah, or
,in(a&a"an dl% is&ilah "oefisien "orelasi
18/08/09 -
B.1 KOEFISIEN KORELASI
BERGANDA

+oefisien "orelasi linear berganda adalah inde"s or
ang"a (g dguna"an un&u" %)u"ur "eera&an hub an&
var or lbh.

/u%us:

,i %ana: /
Y.12
= "oef. "orelasi linear var
r
Y1
= "oef "orelasi var Y 0 X
1

r
Y2
= "oef "orelasi var Y 0 X
2

r
12
= "oef "orelasi var X
1
0 X
2
2
12
12 2 1
2
2
2
1
12 .
1
2
r
r r r r r
R
Y Y Y Y
Y

− +
=
18/08/09 1
Rumus – rumus:
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
1
2
1
2
2
1 1
1
) ( ) ( ) ( ) (
) )( ( ) (
X X n Y Y n
X Y Y X n
r
Y
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
2
2
2
2
2
2 2
2
) ( ) ( ) ( ) (
) )( ( ) (
X X n Y Y n
X Y Y X n
r
Y
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
2
2
2
2
1
2
1
2 1 2 1
12
) ( ) ( ) ( ) (
) )( ( ) (
X X n X X n
X X X X n
r
18/08/09 2
Contoh So!:
3eorg peneli&i ingin %enge&ahui apa"ah ada
hub pos an& pengel, pendp&an, 0 b("n(a "el.
4&" "perluan &sb, dia%bil sa%pel seb(" 5 /6.
18/08/09 5
"#\$! 1: Hu#un%n ntr &\$n'(tn)
&\$n%\$!urn 'n Bn*+n*
An%%ot K\$!ur%
1 - 2 2 - X
2
11 5 5 10 9 8 1 X
1
9 2 - 5 2 1 Y
788 78 7 87 888 88 8
/u%ah 6angga
Tentukan koefisien korelasi bergandanya!
18/08/09 8
&\$n*\$!\$s,n:
-

2

2
-
1
1
8
9
10
5
5
11

1
2
5
-
2
9
X
1
X
2
X
2
Y X
1
Y X
2
2
X
1
2
Y
2
X
2
X
1
Y
18/08/09 9
189 15 -8 8 -89 212 2 15 -0
20
2-
18
0
1-
28
11
12
11
12
21
8
2-
-1
11
-0
1-
50
28
-2
99
12
9
-
9
-
12
21
21
2-
81
100
-9
-9
121
9
21
2
-9
12
2
81
-

2

2
-
1
1
8
9
10
5
5
11

1
2
5
-
2
9
X
1
X
2
X
2
Y X
1
Y X
2
2
X
1
2
Y
2
X
2
X
1
Y
18/08/09 10
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
1
2
1
2
2
1 1
1
) ( ) ( ) ( ) (
) )( ( ) (
X X n Y Y n
X Y Y X n
r
Y
2 2
1
) 57 ( ) 489 ( 7 ) 40 ( ) 252 ( 7
) 57 ( ) 40 ( ) 348 ( 7
− −

=
Y
r
92 0
93 1!8
15!
= =
18/08/09 11
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
2
2
2
2
2
2 2
2
) ( ) ( ) ( ) (
) )( ( ) (
X X n Y Y n
X Y Y X n
r
Y
2 2
2
) 23 ( ) 83 ( 7 ) 40 ( ) 252 ( 7
) 23 ( ) 40 ( ) 137 ( 7
− −

=
Y
r
42 0
35 92
39
= =
18/08/09 12
∑ ∑ ∑ ∑
∑ ∑ ∑
− −

=
2
2
2
2
2
1
2
1
2 1 2 1
12
) ( ) ( ) ( ) (
) )( ( ) (
X X n X X n
X X X X n
r
2 2
12
) 23 ( ) 83 ( 7 ) 57 ( ) 489 ( 7
) 23 ( ) 57 ( ) 189 ( 7
− −

= r
13 0
12 95
12
= =
18/08/09 1
2
12
12 2 1
2
2
2
1
12 .
1
2
r
r r r r r
R
Y Y Y Y
Y

− +
=
2
2 2
12 .
) 13 0 ( 1
) 13 0 ( ) 42 0 ( ) 92 0 ( 2 ) 42 0 ( ) 92 0 (

− +
=
Y
R
97 0 94 0 = =
18/08/09 1-
B.2 Ko\$-,s,\$n D\$t\$rm,ns,
B\$r%n' .KDB/

+,9 %rp"n "oef "orelasi berganda (g di"uadra&"an

,iguna"an u&" %engu"ur bsrn(a su%bgn dr bbrp
var (X
1
, X
2
, X

, !, X
"
# &hd nai" &urunn(a (variasi# var
Y

:" Y = a ' b
2
X
1
' b
2
X
2
, %" +,9 %engu"ur bsrn(a
su%bgn X
1
0 X
2
&hd nai" &rnn(a (variasi# Y

/u%us:
2
12 Y
R KP KDB = =
18/08/09 11

:" +\$ d"ali"an dg 100; %" a"an dperoleh
persen&ase su%bgn X1 0 X2 &hd nai" &rnn(a
Y

<on&oh 3oal: sa%a dg 6abel 1 di a&as,
a. 6en&u"an nilai +\$
b. =pa ar&in(a
" 100
2
12
x R KP KDB
Y
= =
18/08/09 12
&\$n*\$!\$s,n:

,r *>ban di dpn diperoleh: /
Y.12
= 0,95

+,9 =
= 0,95
2
? 100;
= 0,9-09 ? 100;
= 9-,09;

=r&in(a, nai" &rnn(a (variasi# pengel (Y# (g disbb"an oleh
pendp&an (X
1
# 0 *%l anggo&a "el (X
2
# han(a sebsr
9-,09;, sedang sisan(a 1,91; disebab"an oleh fa"&r2
lain (g &uru& %)pengaruhi pengel (Y#, &&p &d" di%s""an
dl% pers regresi linear b)ganda
" 100
2
12
x R KDB
Y
=
18/08/09 15
B.0 Ko\$- Kor\$!s, &rs,!
=dalah inde"s or ang"a (d dguna"an u&" %ngu"ur
"eera&an 2 var, *" var lainn(a "ons&an, pd hub (g
%liba&"an lbh dr 2 var.

/u%us "oef "orelasi parsial u&" var dir%s"an:
1. +oef "orelasi parsial an& Y dan X1, apabila X
2

"ons&an:
) 1 )( 1 (
.
2
12
2
2
12 2 1
2 . 1
r r
r r r
r
Y
Y Y
Y
− −

=
18/08/09 18
2. +oef "orelasi parsial an& Y 0 X
2
apabila X
1

"ons&an:
. +oef "orelasi parsial an& X
1
0 X
1
, *" Y "ons&an:
) 1 )( 1 (
.
2
12
2
1
12 1 2
1 . 2
r r
r r r
r
Y
Y Y
Y
− −

=
) 1 )( 1 (
.
2
2
2
1
2 1 12
. 12
Y Y
Y Y
Y
r r
r r r
r
− −

=
18/08/09 19
Contoh So!:
,g %)guna"an da&a 6abel 1, &en&u"an:
a. r
Y1.2
b. r
Y2.1
@. r
12.Y
18/08/09 20
&\$n*\$!\$s,n:
,r *>ban @on&oh soal di a&as diperoleh:

r
Y1
= 0,92

r
Y2
= 0,-2

r
12
= 0,1
18/08/09 21
a.
) 1 )( 1 (
.
2
12
2
2
12 2 1
2 . 1
r r
r r r
r
Y
Y Y
Y
− −

=
( ) ( )
2 2
2 . 1
) 13 0 ( 1 ) 42 0 ( 1
) 13 0 ( ) 42 0 ( 92 0
− −

=
Y
r
# 09!
18/08/09 22
b.
) 1 )( 1 (
.
2
12
2
1
12 1 2
1 . 2
r r
r r r
r
Y
Y Y
Y
− −

=
( ) ( )
2 2
1 . 2
) 13 0 ( 1 ) 92 0 ( 1
) 13 0 ( ) 92 0 ( 42 0
− −

=
Y
r
= 0,77
18/08/09 2
@.
) 1 )( 1 (
.
2
2
2
1
2 1 12
. 12
Y Y
Y Y
Y
r r
r r r
r
− −

=
( ) ( )
2 2
. 12
) 42 0 ( 1 ) 92 0 ( 1
) 42 0 ( ) 92 0 ( 13 0
− −

=
Y
r
= - 0,72
18/08/09 2-
<. /AB/A38 C8DA=/ 9A/B=D,=
Adalah reg, d%ana var &)i"a&n(a (Y#
dihbg"an/di*ls"an lbh dr 1 var, &p %sh
%nun*u""an diagra% hub (g linear
9en&" u%u% pers regresi linear b)ganda:
Y = a ' b
1
.X
1
' b
2
.X
2
' !' b
"
.X
"
' e
,i %ana:
Y = variabel &)i"a&
a, b1, b2, b, !, b" = "oef regresi
X1, X2, X, !, X" = var bebas
e = "eslhan p)ganggu
18/08/09 21
N,!, +o\$- ) #1) #2 '(t 't\$ntu+n '% ##r(
1r:
a. Ee&ode +uadra& 6)"@l (Least Squared#
( ) ( ) ( ) ( )
( ) ( ) ( )
2
2 1
2
2
2
1
2 1 2 1
2
2
1
∑ ∑ ∑
∑ ∑ ∑ ∑

=
x x x x
x x y x y x x
b
( ) ( ) ( ) ( )
( ) ( ) ( )
2
2 1
2
2
2
1
2 1 1 2
2
1
2
∑ ∑ ∑
∑ ∑ ∑ ∑

=
x x x x
x x y x y x x
b
n
X b X b Y
a
∑ ∑ ∑
− −
=
2 2 1 1
18/08/09 22
Dmn:
( )
∑ ∑

− =
n
X
X x
2
1 2
1
2
1
( )
∑ ∑

− =
n
X
X x
2
2 2
2
2
2
( )
∑ ∑

− =
n
Y
Y y
2
2 2
18/08/09 25
( ) ( )
∑ ∑
∑ ∑
− =
n
Y X
Y X y x
2
2 2
( ) ( )
∑ ∑
∑ ∑
− =
n
X X
X X x x
2 1
2 1 2 1
( ) ( )
∑ ∑
∑ ∑
− =
n
Y X
Y X y x
1
1 1
18/08/09 28
b. \$ersa%aan Dor%al
∑ ∑ ∑
+ + =
2 2 1 1
. X b X b n a Y
∑ ∑ ∑ ∑
+ + =
2 1 2
2
1 1 1 1
. X X b X b X a Y X
∑ ∑ ∑ ∑
+ + =
2 2 2 1 1 2 2
. X b X X b X a Y X
18/08/09 29
"UGAS:
9r"& ini da&a %engenai inde"s pasar, &ing"a& su"u
bunga, 0 re&urn saha% sebuah perush di 9A: sl%
"urun >a"&u 1992 F 2000.
1,80
22,1
21,8-
12,28
12,29
X2
-19,- -9,1 2000
112,1 2,21 1999
-1,0 -1,-1 1998
-12,12 1,-2 1995
-50,1 2-,28 1992
Y X1 6=H4D
18/08/09 0
&ER"AN2AAN:

9ua&"an persa%aan regresi linear
bergandan(aG

=pa ar&in(aH

9erapa nilai Y *i"a X
1
= 21 dan X
2
= 2-

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