TUGAS #1

ANALISIS REGRESI

PATH ANALYSIS

PENGAJAR:
TOTO WARSA, Ir., M.S.

PENYUSUN:
Ade Setiawan
150220060003

PROGRAM PASCASARJANA
UNIVERSITAS PADJADJARAN
2007
Data
No X1 X2 X3 X4 X5
1 7 26 6 60 78.5
2 1 29 15 52 74.3
3 11 56 8 20 104.3
4 11 31 8 47 87.6
5 7 52 6 33 95.9
6 11 55 9 22 109.2
7 3 71 17 6 102.7
8 1 31 22 44 72.5
9 2 54 18 22 93.1
10 21 47 4 26 115.9
11 1 40 23 34 86.8
12 11 66 9 12 113.3
13 10 68 8 12 109.4
Rataan 7.4615 48.1538 11.7692 30.0000 95.6538
StandarDev 5.8824 15.5609 6.4051 16.7382 14.8726

Standarisasi Data
No X1 X2 X3 X4 X5
1 -0.07846 -1.42369 -0.90072 1.79231 -1.15339
2 -1.09845 -1.23090 0.50440 1.31436 -1.43578
3 0.60153 0.50422 -0.58847 -0.59744 0.58135
4 0.60153 -1.10237 -0.58847 1.01564 -0.54152
5 -0.07846 0.24717 -0.90072 0.17923 0.01655
6 0.60153 0.43996 -0.43235 -0.47795 0.91081
7 -0.75846 1.46818 0.81665 -1.43385 0.47377
8 -1.09845 -1.10237 1.59728 0.83641 -1.55681
9 -0.92845 0.37570 0.97278 -0.47795 -0.17171
10 2.30152 -0.07415 -1.21297 -0.23897 1.36131
11 -1.09845 -0.52400 1.75340 0.23897 -0.59531
12 0.60153 1.14686 -0.43235 -1.07539 1.18649
13 0.43154 1.27539 -0.58847 -1.07539 0.92426

Matriks Korelasi
X1 X2 X3 X4 X5
X1 1
X2 0.228579 1
X3 -0.82413 -0.13924 1
X4 -0.24545 -0.97295 0.029537 1
X5 0.72066 0.816836 -0.51135 -0.82674 1
Path Diagram
X2 p 12 X1
(CH) (N)
p 51
p 52
X5
p 42
(Y)

p 53 p 54
X3 X4
(SM) (SH)
p 43

Analisis
1
Z 2 = e2 ⎫
⎬eksogen
Z 3 = e3 ⎭
1
r21 =
(n − 1)
∑ Z 2 Z1
Z 1 = p12 Z 2 + e1
1
r21 =
(n − 1)
∑ Z 2 Z1
∑ Z 2 [ p12 Z 2 + e1 ]
1
r21 =
(n − 1)
1 1
r21 =
(n − 1)
∑ p12 Z 2 Z 2 +
(n − 1)
∑ Z1e1
1
r21 = p12
(n − 1)
∑ Z2Z2 + 0
r21 = p12 r22 + 0
r21 = p12
p12 = 0.229
2
1
r24 =
(n − 1)
∑ Z2Z4
Z 4 = p 42 Z 2 + p 43 Z 3 + e4
1
r24 =
(n − 1)
∑ Z2Z4
∑ Z 2 [ p 42 Z 2 + p43 Z 3 + e4 ]
1
r24 =
(n − 1)
1 1 1
r24 =
(n − 1)
∑ p 42 Z 2 Z 2 +
(n − 1)
∑ p 43 Z 2 Z 3 +
(n − 1)
∑ Z 2 e4
1 1
r24 = p 42
(n − 1)
∑ Z 2 Z 2 + p 43
(n − 1)
∑ Z2Z3 + 0
r24 = p 42 r22 + p 43 r23 + 0
r24 = p 42 r22 + p 43 r23
- 0.973 = p 42 + (−0.139) p 43
- 0.973 = p 42 − 0.139 p 43 ⎯⎯ ⎯⎯→(2.1)
persamaan

1
r34 =
(n − 1)
∑ Z3Z 4
Z 4 = p 42 Z 2 + p 43 Z 3 + e4
1
r34 =
(n − 1)
∑ Z3Z 4
∑ Z 3 [ p 42 Z 2 + p 43 Z 3 + e4 ]
1
r34 =
(n − 1)
1 1 1
r34 =
(n − 1)
∑ p 42 Z 3 Z 2 +
(n − 1)
∑ p 43 Z 3 Z 3 +
(n − 1)
∑ Z 3 e4
1 1
r34 = p 42
(n − 1)
∑ Z 3 Z 2 + p 43
(n − 1)
∑ Z3Z3 + 0
r34 = p 42 r23 + p 43 r33 + 0
r34 = p 42 r23 + p 43 r33
0.0295 = p 42 (−0.139) + p 43
0.0295 = −0.139 p 42 + p 43 ⎯⎯ ⎯⎯→(2.2)
persamaan

Cara Matriks
- 0.973 = p 42 − 0.139 p 43 ⎯⎯ ⎯⎯→(2.1)
persamaan

0.0295 = −0.139 p 42 + p 43 ⎯⎯ ⎯⎯→(2.2)

persamaan
⎡ 1 − 0.139⎤ ⎡ p 42 ⎤ ⎡- 0.973⎤
=
⎢− 0.139
⎣ 1 ⎥⎦ ⎢⎣ p 43 ⎥⎦ ⎢⎣0.0295⎥⎦
−1
⎡ p 42 ⎤ ⎡ 1 − 0.139⎤ ⎡- 0.973⎤
⎢ p ⎥ = ⎢− 0.139 1 ⎥⎦ ⎢⎣0.0295⎥⎦
⎣ 43 ⎦ ⎣
⎡ p 42 ⎤ ⎡1.01977 0.142 ⎤ ⎡- 0.973⎤
⎢ p ⎥ = ⎢ 0.142 1.01977 ⎥ ⎢0.0295⎥
⎣ 43 ⎦ ⎣ ⎦⎣ ⎦
⎡ p 42 ⎤ ⎡- 0.988⎤
⎢ p ⎥ = ⎢- 0.108⎥
⎣ 43 ⎦ ⎣ ⎦

3
1
r51 =
(n − 1)
∑ Z1 Z 5
Z 5 = p51 Z 1 + p52 Z 2 + p53 Z 3 + p54 Z 4 + e5
1
r51 =
(n − 1)
∑ Z1 Z 5
∑ Z1 [ p51 Z1 + p52 Z 2 + p53 Z 3 + p54 Z 4 + e5 ]
1
=
(n − 1)
1 1 1
=
(n − 1)
∑ p51 Z1 Z1 + (n − 1) ∑ p52 Z1 Z 2 + (n − 1) ∑ p53 Z1 Z 3
1 1
+
(n − 1)
∑ p54 Z 1 Z 4 +
(n − 1)
∑ Z 1e4
1 1 1 1
= p51
(n − 1)
∑ Z 1 Z 1 + p52
(n − 1)
∑ Z 1 Z 2 + p53
(n − 1)
∑ Z 1 Z 3 + p54
(n − 1)
∑ Z1 Z 4 + 0
= p51 r11 + p52 r12 + p53 r13 + p54 r14 + 0
0.721 = p51 + 0.229 p52 − 0.824 p53 − 0.245 p54 ⎯⎯ ⎯⎯→(3.1)
persamaan
 1
r52 =
(n − 1)
∑ Z2Z5
Z 5 = p51 Z 1 + p52 Z 2 + p53 Z 3 + p54 Z 4 + e5
1
r52 =
(n − 1)
∑ Z2Z5
∑ Z 2 [ p51 Z1 + p52 Z 2 + p53 Z 3 + p54 Z 4 + e5 ]
1
=
(n − 1)
1 1 1
=
(n − 1)
∑ p51 Z 2 Z 1 +
(n − 1)
∑ p52 Z 2 Z 2 +
(n − 1)
∑ p53 Z 2 Z 3
1 1
+
(n − 1)
∑ p54 Z 2 Z 4 +
(n − 1)
∑ Z 2 e4
1 1 1 1
= p51
(n − 1)
∑ Z 2 Z1 + p52 (n − 1) ∑ Z 2 Z 2 + p53 (n − 1) ∑ Z 2 Z 3 + p54 (n − 1) ∑ Z 2 Z 4 + 0
= p51 r21 + p52 r22 + p53 r23 + p54 r24 + 0
0.817 = 0.229 p51 + p52 − 0.139 p53 − 0.973 p54 ⎯⎯ ⎯⎯→(3.2)
persamaan

Dengan cara yang sama:

r53 = p51 r31 + p 52 r32 + p53 r33 + p54 r34 + 0
− 0.511 = −0.824 p51 − 0.139 p 52 + p53 + 0.0295 p54 ⎯⎯ ⎯⎯→(3.3)
persamaan

r54 = p51 r41 + p52 r42 + p53 r43 + p54 r44 + 0

− 0.827 = −0.245 p51 − 0.973 p52 + 0.0295 p53 + p54 ⎯⎯ ⎯⎯→(3.4)
persamaan

Sehingga didapatkan 4 persamaan linier, dan apabila dibuat dalam bentuk matriks:
⎡ 1 0.2286 - 0.8241 - 0.2454⎤ ⎡ p51 ⎤ ⎡ 0.7207 ⎤
⎢ 0.2286
⎢ 1 - 0.1392 - 0.9730⎥⎥ ⎢⎢ p52 ⎥⎥ ⎢⎢ 0.8168 ⎥⎥
=
⎢ - 0.8241 - 0.1392 1 0.0295 ⎥ ⎢ p53 ⎥ ⎢ - 0.5113⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎣- 0.2454 - 0.9730 0.0295 1 ⎦ ⎣ p54 ⎦ ⎣- 0.8267 ⎦
−1
⎡ p51 ⎤ ⎡ 1 0.2286 - 0.8241 - 0.2454⎤ ⎡ 0.7207 ⎤
⎢ p ⎥ ⎢ 0.2286 1 - 0.1392 - 0.9730⎥⎥ ⎢⎢ 0.8168 ⎥⎥
⎢ 52 ⎥ = ⎢
⎢ p53 ⎥ ⎢ - 0.8241 - 0.1392 1 0.0295 ⎥ ⎢ - 0.5113⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ p 514 ⎦ ⎣- 0.2454 - 0.9730 0.0295 1 ⎦ ⎣- 0.8267 ⎦
⎡ p51 ⎤ ⎡ 1 0.2286 - 0.8241 - 0.2454⎤ ⎡ 0.7207 ⎤
⎢ p ⎥ ⎢ 0.2286 1 - 0.1392 - 0.9730⎥⎥ ⎢⎢ 0.8168 ⎥⎥
⎢ 52 ⎥ = ⎢
⎢ p53 ⎥ ⎢ - 0.8241 - 0.1392 1 0.0295 ⎥ ⎢ - 0.5113⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣ p 54 ⎦ ⎣- 0.2454 - 0.9730 0.0295 1 ⎦ ⎣- 0.8267 ⎦
⎡ p51 ⎤ ⎡0.709⎤
⎢ p ⎥ ⎢0.727 ⎥
⎢ 52 ⎥ = ⎢ ⎥
⎢ p53 ⎥ ⎢ 0.173⎥
⎢ ⎥ ⎢ ⎥
⎣ p54 ⎦ ⎣0.050⎦

Jadi:

P12 = 0.229
P42 = -0.988
P43 = -0.108
P51 = 0.709
P52 = 0.727
P53 = 0.173
P54 = 0.05