+Edy Sugianto F0316029

Indira Stevi I. F0316047

Intan Ayu M. F0316049

1. A. Uji Nilai Selisih Mutlak

2.
Model Summary
Adjusted R
Model R R Square Square Std. Error of the Estimate
1 ,745a ,555 ,547 1475096,561701777400000
a. Predictors: (Constant), AbsX1_X2, Zscore: Price / earnings ratio - close,
Zscore(TobinsQ)

 Uji Koefisien Determinasi

Tampilan output SPSS ini menunjukkan nilai adjusted r squre cukup rendah 55,5%% yang berarti
variabilitis MarketCaptitalization yang dapat dijelaskan oleh variable ZPrice / earnings ratio -
close, ZTobinsQ dan, AbsX1_X2 sekitar 55,5% dan sisanya 44,5% dijelaskan oleh variable lain
diluar model ini. Jadi dapat disimpulkan model cukup baik.
 Uji Signifikasi Simultan

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 439832966324577,250 3 146610988774859,100 67,379 ,000b
Residual 352497398347793,750 162 2175909866344,406
Total 792330364672371,000 165
a. Dependent Variable: Market capitalisation
mil IDR
b. Predictors: (Constant), AbsX1_X2, Zscore: Price / earnings ratio - close, Zscore(TobinsQ)

Hasil Anova atau F test menunjukkan bahwa nilai F hitung sebesar 67,379 dengan tingkat
signifikasi 0.000 jauh dibawah 0.05. hal berarti bahwa variable independen, ZPrice / earnings ratio
- close, ZTobinsQ dan AbsX1_X2 secara bersama-sama atau silmultan mempengaruhi Market
Capitalization.
 Uji signifikasi parameter individual

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 1963672,933 207901,940 9,445 ,000
Zscore: Price / earnings 1337049,082 171692,564 ,610 7,787 ,000
ratio - close
Zscore(TobinsQ) 1686673,859 203009,075 ,797 8,308 ,000
AbsX1_X2 -1047296,588 268864,773 -,472 -3,895 ,000
a. Dependent Variable: Market capitalisation
mil IDR

Hasil tampilan output SPSS jelas menunjukkan bahwa secara individu variable ZEarning After
Tax memberikan nilai koefisien 1337049,082 dengan probabilitas signifikan 0.000. variable
ZTobinsQ memberikan nilai koefisien 1686673,859 dengan probabilitas signifikansi 0,000. Kedua
variable ini dapat disimpulkan berpengaruh terhadap Market Capitalisation. Variable moderating
AbsX1_X2 ternyata juga signifikan yaitu dengan probabilitas signifikansi 0,000 dan jauh dibawah
0,05. Temuan ini menunjukkna bahwa variable Price / earnings ratio - close memang merupakan
variable modetaring.

3. Uji Residual

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -24006,732 3453,163 -6,952 ,000
TobinsQ 20961,608 2081,915 ,572 10,068 ,000
a. Dependent Variable: Market price - year end
IDR

Jelas bahwa walaupun variable Market Capitalisation signifikan, dan nilai koefisien parameternya
positif, maka dapat disimpulkan bahwa variable Price / earnings ratio – close merupakan variable
modetaring. Price / earnings ratio – close.
4. Menentukan jenis moderator
Quasi moderator

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 ,403a ,163 ,158 22144,16022
a. Predictors: (Constant), Market capitalisation
mil IDR
b. Dependent Variable: AbsRes_1

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 19601091740,274 1 19601091740,274 39,973 ,000b
Residual 101014949386,158 206 490363831,972
Total 120616041126,433 207
a. Dependent Variable: AbsRes_1
b. Predictors: (Constant), Market capitalisation
mil IDR

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .018 .009 1.927 .055
Earnings after tax 3.329E-10 .000 .327 5.357 .000
th IDR
a. Dependent Variable: ROA
Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .393a .154 .144 .082265786700
000
a. Predictors: (Constant), Price / earnings ratio - close, Earnings after
tax
th IDR
 ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .209 2 .104 15.427 .000b
Residual 1.144 169 .007
Total 1.353 171
a. Dependent Variable: ROA
b. Predictors: (Constant), Price / earnings ratio - close, Earnings after tax
th IDR

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .084 .007 11.305 .000
Earnings after tax 1.277E-10 .000 .229 3.216 .002
th IDR
Price / earnings ratio - close .000 .000 -.291 -4.072 .000
a. Dependent Variable: ROA

Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .402a .162 .147 .082148163600
000
a. Predictors: (Constant), interaksi, Price / earnings ratio - close,
Earnings after tax
th IDR

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .219 3 .073 10.809 .000b
Residual 1.134 168 .007
Total 1.353 171
a. Dependent Variable: ROA
b. Predictors: (Constant), interaksi, Price / earnings ratio - close, Earnings after tax
th IDR
 Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .081 .008 10.495 .000
Earnings after tax 1.098E-10 .000 .197 2.596 .010
th IDR
Price / earnings ratio - close .000 .000 -.300 -4.189 .000
interaksi 6.982E-12 .000 .092 1.218 .225
a. Dependent Variable: ROA

Dengan membandingkan ketiga regresi ini diperoleh informasi bahwa β2≠0 (signifikan) dan
β3=0 (tidak signifikan) maka dapat disimpulkan bahwa variable price / earnings ratio – close
merupakan bukan variable quasi modetaror.
5. Menentukan Total Effect

Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .130a .017 .011 158875263.200
000020000000
a. Predictors: (Constant), Price / earnings ratio - close

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 7405782074000 1 7405782074000 2.934 .089b
0000.000 0000.000
Residual 4291029372000 170 2524134925000
000000.000 0000.000
Total 4365087193000 171
000000.000
a. Dependent Variable: Earnings after tax
th IDR
b. Predictors: (Constant), Price / earnings ratio - close

Coefficientsa
Standardized
Model Unstandardized Coefficients Coefficients t Sig.
 B Std. Error Beta
1 (Constant) 65576661.550 13455080.760 4.874 .000
Price / earnings ratio - close -214139.352 125016.490 -.130 -1.713 .089
a. Dependent Variable: Earnings after tax
th IDR

Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .393a .154 .144 .082265786700
000
a. Predictors: (Constant), Price / earnings ratio - close, Earnings after
tax
th IDR

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .209 2 .104 15.427 .000b
Residual 1.144 169 .007
Total 1.353 171
a. Dependent Variable: ROA
b. Predictors: (Constant), Price / earnings ratio - close, Earnings after tax
th IDR

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .084 .007 11.305 .000
Earnings after tax 1.277E-10 .000 .229 3.216 .002
th IDR
Price / earnings ratio - close .000 .000 -.291 -4.072 .000
a. Dependent Variable: ROA
6. Sobel Test
Run MATRIX procedure:

Error # 34 in column 20. Text: bootstrp.sav

SPSS Statistics cannot access a file with the given file specification. The
file specification is either syntactically invalid, specifies an invalid
drive, specifies a protected directory, specifies a protected file, or
specifies a non-sharable file.
Execution of this command stops.

*************************************************************************

Preacher And Hayes (2004) SPSS Script For Simple Mediation

Written by Andrew F. Hayes, The Ohio State University

http://www.comm.ohio-state.edu/ahayes/

VARIABLES IN SIMPLE MEDIATION MODEL

Y Earnings
X ROA
M Priceear

DESCRIPTIVES STATISTICS AND PEARSON CORRELATIONS

Mean SD Earnings ROA Priceear
Earnings 55546799 159771167 1.0000 .2672 -.1303
ROA .0787 .0889 .2672 1.0000 -.3204
Priceear 46.8380 97.1831 -.1303 -.3204 1.0000

SAMPLE SIZE
172

DIRECT And TOTAL EFFECTS

Coeff s.e. t Sig(two)
b(YX) 480102774 132771507 3.6160 .0004
b(MX) -350.1009 79.3906 -4.4099 .0000
b(YM.X) -81765.07 128491.08 -.6363 .5254
b(YX.M) 451476745 140405953 3.2155 .0016

INDIRECT EFFECT And SIGNIFICANCE USING NORMAL DISTRIBUTION

Value s.e. LL 95 CI UL 95 CI Z Sig(two)
Effect 28626029 46581484 -62673679 119925738 .6145 .5389

BOOTSTRAP RESULTS For INDIRECT EFFECT

Data Mean s.e. LL 95 CI UL 95 CI LL 99 CI UL 99 CI
Effect 28626029 28835716 33881223 -23253693 114635379 -39582896 147449094

NUMBER OF BOOTSTRAP RESAMPLES

1000

FAIRCHILD ET AL. (2009) VARIANCE IN Y ACCOUNTED FOR BY INDIRECT EFFECT:

.0147

********************************* NOTES **********************************

------ END MATRIX -----
Hasil SPSS teerlihat jelas bahwa variable interaksi memberikan koefisien -9.633 dan signifikan pada 0.000
yang berarti variable operating rev. adalah pure moderator.