Regression

Descriptive Statistics
Mean Std. Deviation N
Y 4.2497 .39391 90
X1 4.2170 .56564 90
X2 3.8711 .61099 90
Z 4.1333 .44216 90
Moderator 15.3183 3.01495 90

Model Summaryb
Adjusted R Std. Error of the Change Statistics
Model R R Square Square Estimate R Square Change F Change df1 df2 Sig. F Change
1 .680a .463 .437 .29546 .463 18.300 4 85 .000
a. Predictors: (Constant), Moderator, X1, Z, X2
b. Dependent Variable: Y

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 6.390 4 1.597 18.300 .000b
Residual 7.420 85 .087
Total 13.810 89
a. Dependent Variable: Y
b. Predictors: (Constant), Moderator, X1, Z, X2
 Coefficientsa
Unstandardized Standardized
Coefficients Coefficients 95.0% Confidence Interval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF
1 (Constant) 1.728 .321 5.376 .000 1.089 2.367
X1 .171 .065 .245 2.631 .010 .042 .299 .489 .274 .209 .730 1.370
X2 .161 .063 .249 2.551 .013 .035 .286 .532 .267 .203 .662 1.512
Z .176 .086 .197 2.053 .043 .006 .346 .498 .217 .163 .684 1.462
Moderator .030 .013 .227 2.360 .021 .005 .055 .495 .248 .188 .686 1.457
a. Dependent Variable: Y

Coefficient Correlationsa
Model Moderator X1 Z X2
1 Correlations Moderator 1.000 .025 -.239 -.428
X1 .025 1.000 -.386 -.222
Z -.239 -.386 1.000 -.114
X2 -.428 -.222 -.114 1.000
Covariances Moderator .000 2.003E-5 .000 .000
X1 2.003E-5 .004 -.002 -.001
Z .000 -.002 .007 -.001
X2 .000 -.001 -.001 .004
a. Dependent Variable: Y
 Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) X1 X2 Z Moderator
1 1 4.948 1.000 .00 .00 .00 .00 .00
2 .025 14.134 .04 .09 .02 .02 .67
3 .013 19.814 .03 .01 .97 .04 .26
4 .009 23.407 .34 .84 .01 .05 .03
5 .005 30.446 .60 .06 .01 .89 .04
a. Dependent Variable: Y

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 3.6345 4.6976 4.2497 .26795 90
Std. Predicted Value -2.296 1.672 .000 1.000 90
Standard Error of Predicted .035 .126 .067 .020 90
Value
Adjusted Predicted Value 3.6217 4.7083 4.2532 .26682 90
Residual -.71291 .54875 .00000 .28874 90
Std. Residual -2.413 1.857 .000 .977 90
Stud. Residual -2.499 1.894 -.006 1.004 90
Deleted Residual -.77597 .57040 -.00354 .30502 90
Stud. Deleted Residual -2.581 1.923 -.007 1.013 90
Mahal. Distance .249 15.246 3.956 3.030 90
Cook's Distance .000 .191 .011 .024 90
Centered Leverage Value .003 .171 .044 .034 90
a. Dependent Variable: Y
 HASIL NORMALITAS

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 90
Normal Parametersa,b Mean .0000000
Std. Deviation .28874010
Most Extreme Differences Absolute .087
Positive .062
Negative -.087
Test Statistic .087
Asymp. Sig. (2-tailed) .091c
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
HASIL HETEROSKEDASTISITAS