Dejan Statistik PDF

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Nim
/METHOD=ENTER Car Npl Roa Roe Ldr.
Regression
Notes
Output Created 29-JAN-2019 09:42:41

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 138
Missing Value Handling Definition of Missing User-defined missing values are

treated as missing.
Cases Used Statistics are based on cases with
no missing values for any variable
used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R
ANOVA
/NOORIGIN
/DEPENDENT Nim
/METHOD=ENTER Car Npl Roa
Roe Ldr.
Resources Processor Time 00:00:00.22
Elapsed Time 00:00:00.21
Memory Required 2668 bytes
Additional Memory
Required for Residual Plots 0 bytes
[DataSet0]
Page 1
Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
a. Dependent Variable: net interest margin
b. All requested variables entered.
Model Summary
Adjusted R Std. Error of the

Model R R Square Square Estimate
1 .290a .084 .049 3.29264
a. Predictors: (Constant), loan to deposit ratio, return on equity, credit adequacy, non performing, return on asset
ANOVAa
Sum of
Model Squares df Mean Square F Sig.
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
b. Predictors: (Constant), loan to deposit ratio, return on equity, credit adequacy, non performing, return on asset
Page 2
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113
non performing .020 .028 .075 .702 .484
return on asset .298 .128 .271 2.326 .022
return on equity .006 .013 .049 .461 .646
loan to deposit ratio -.001 .001 -.139 -1.400 .164
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Nim
/METHOD=ENTER Car Npl Roa Roe Ldr
/RESIDUALS DURBIN.
Regression
Page 3
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
/RESIDUALS DURBIN.
Additional Memory
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Page 4
Model Summaryb

Model R R Square Square Estimate Durbin-Watson
a
1 .290 .084 .049 3.29264 1.649
b. Dependent Variable: net interest margin
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
Coefficientsa
Standardized
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113
non performing .020 .028 .075 .702 .484
return on asset .298 .128 .271 2.326 .022
return on equity .006 .013 .049 .461 .646
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Residual -6.87567 11.42983 .00000 3.23154 137
Std. Predicted Value -4.171 4.732 .000 1.000 137
Std. Residual -2.088 3.471 .000 .981 137
Page 5
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Nim
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN.
Regression
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
/SCATTERPLOT=(*SRESID ,
*ZPRED)
/RESIDUALS DURBIN.
Additional Memory
Page 6
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Model Summaryb

a
1 .290 .084 .049 3.29264 1.649
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
Page 7
Coefficientsa
Standardized
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113
non performing .020 .028 .075 .702 .484
return on asset .298 .128 .271 2.326 .022
return on equity .006 .013 .049 .461 .646

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Standard Error of Predicted
Value .292 3.097 .523 .450 137
Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

Residual -6.87567 11.42983 .00000 3.23154 137
Std. Residual -2.088 3.471 .000 .981 137
Stud. Residual -2.587 6.376 .014 1.111 137
Deleted Residual -10.54962 40.78484 .15162 4.80437 137
Stud. Deleted Residual -2.645 7.648 .025 1.178 137
Mahal. Distance .074 119.337 4.964 15.847 137
Cook's Distance .000 18.797 .148 1.606 137
Centered Leverage Value .001 .877 .036 .117 137
Charts
Page 8
Scatterplot
Dependent Variable: net interest margin
7.5
Regression Studentized Residual
5.0
2.5
0.0
-2.5
-5.0 -2.5 0.0 2.5 5.0
Regression Standardized Predicted Value
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Nim
/RESIDUALS DURBIN.
Regression
Page 9
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
*ZPRED)
/RESIDUALS DURBIN.
Additional Memory
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Page 10
Model Summaryb

a
1 .290 .084 .049 3.29264 1.649
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
Coefficientsa
Standardized
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113
non performing .020 .028 .075 .702 .484
return on asset .298 .128 .271 2.326 .022
return on equity .006 .013 .049 .461 .646
Page 11

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Value .292 3.097 .523 .450 137

Residual -6.87567 11.42983 .00000 3.23154 137
Std. Residual -2.088 3.471 .000 .981 137
Stud. Residual -2.587 6.376 .014 1.111 137
Mahal. Distance .074 119.337 4.964 15.847 137
Cook's Distance .000 18.797 .148 1.606 137
Charts
Page 12
Scatterplot
7.5
5.0
2.5
0.0
-2.5
-5.0 -2.5 0.0 2.5 5.0
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Nim
/SCATTERPLOT=(*SRESID ,*ZPRED).
Regression
Page 13
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
*ZPRED).
Additional Memory
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Page 14
Model Summaryb

1 .290a .084 .049 3.29264
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
a
Coefficients
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113 .807 1.239
non performing .020 .028 .075 .702 .484 .609 1.641
return on asset .298 .128 .271 2.326 .022 .517 1.935
return on equity .006 .013 .049 .461 .646 .609 1.641
loan to deposit ratio -.001 .001 -.139 -1.400 .164 .709 1.411
Page 15
a
Collinearity Diagnostics
Variance Proportions
loan to deposit
Model Dimension Eigenvalue Condition Index (Constant) credit adequacy non performing return on asset return on equity ratio
1 1 2.720 1.000 .04 .03 .03 .02 .03 .02
2 1.483 1.354 .00 .09 .06 .05 .06 .07
3 .817 1.825 .04 .27 .00 .01 .00 .45
4 .450 2.457 .03 .15 .47 .07 .18 .20
5 .364 2.734 .38 .42 .07 .00 .38 .04
6 .166 4.045 .52 .05 .36 .84 .35 .22

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Value .292 3.097 .523 .450 137

Residual -6.87567 11.42983 .00000 3.23154 137
Std. Residual -2.088 3.471 .000 .981 137
Stud. Residual -2.587 6.376 .014 1.111 137
Mahal. Distance .074 119.337 4.964 15.847 137
Cook's Distance .000 18.797 .148 1.606 137
Charts
Page 16
Scatterplot
7.5
5.0
2.5
0.0
-2.5
-5.0 -2.5 0.0 2.5 5.0
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Nim
/RESIDUALS HISTOGRAM(ZRESID).
Regression
Page 17
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
*ZPRED)
/RESIDUALS HISTOGRAM
(ZRESID).
Additional Memory
Page 18
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Model Summaryb

1 .290a .084 .049 3.29264
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
Page 19
a
Coefficients
Standardized
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113 .807 1.239
non performing .020 .028 .075 .702 .484 .609 1.641
return on asset .298 .128 .271 2.326 .022 .517 1.935
return on equity .006 .013 .049 .461 .646 .609 1.641
a
loan to deposit
1 1 2.720 1.000 .04 .03 .03 .02 .03 .02
2 1.483 1.354 .00 .09 .06 .05 .06 .07
3 .817 1.825 .04 .27 .00 .01 .00 .45
4 .450 2.457 .03 .15 .47 .07 .18 .20
5 .364 2.734 .38 .42 .07 .00 .38 .04
6 .166 4.045 .52 .05 .36 .84 .35 .22

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Value .292 3.097 .523 .450 137

Residual -6.87567 11.42983 .00000 3.23154 137
Std. Residual -2.088 3.471 .000 .981 137
Stud. Residual -2.587 6.376 .014 1.111 137
Mahal. Distance .074 119.337 4.964 15.847 137
Cook's Distance .000 18.797 .148 1.606 137
Charts
Page 20
Histogram
Mean = 5.86E-16
25 Std. Dev. = 0.981
N = 137
20
Frequency
15
10
0
-2 0 2 4
Regression Standardized Residual
Page 21
Scatterplot
7.5
5.0
2.5
0.0
-2.5
-5.0 -2.5 0.0 2.5 5.0
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Nim
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).
Regression
Page 22
Notes

Comments
Filter <none>
Weight <none>
Split File <none>
File 138

treated as missing.
used.
Syntax REGRESSION
/MISSING LISTWISE
ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Nim
Roe Ldr
*ZPRED)
/RESIDUALS HISTOGRAM
(ZRESID) NORMPROB(ZRESID).
Additional Memory
Page 23
Variables Variables
1 loan to
deposit ratio,
return on
equity, credit
adequacy, . Enter
non
performing,
return on
assetb
Model Summaryb

1 .290a .084 .049 3.29264
ANOVAa
Sum of
1 Regression 130.803 5 26.161 2.413 .040b
Residual 1420.231 131 10.841
Total 1551.034 136
Page 24
a
Coefficients
Standardized
1 (Constant) 4.774 .463 10.307 .000
credit adequacy .006 .004 .148 1.595 .113 .807 1.239
non performing .020 .028 .075 .702 .484 .609 1.641
return on asset .298 .128 .271 2.326 .022 .517 1.935
return on equity .006 .013 .049 .461 .646 .609 1.641
a
loan to deposit
1 1 2.720 1.000 .04 .03 .03 .02 .03 .02
2 1.483 1.354 .00 .09 .06 .05 .06 .07
3 .817 1.825 .04 .27 .00 .01 .00 .45
4 .450 2.457 .03 .15 .47 .07 .18 .20
5 .364 2.734 .38 .42 .07 .00 .38 .04
6 .166 4.045 .52 .05 .36 .84 .35 .22

Predicted Value 1.7890 10.5208 5.8797 .98071 137
Value .292 3.097 .523 .450 137

Residual -6.87567 11.42983 .00000 3.23154 137
Std. Residual -2.088 3.471 .000 .981 137
Stud. Residual -2.587 6.376 .014 1.111 137
Mahal. Distance .074 119.337 4.964 15.847 137
Cook's Distance .000 18.797 .148 1.606 137
Charts
Page 25
Histogram
Mean = 5.86E-16
25 Std. Dev. = 0.981
N = 137
20
Frequency
15
10
0
-2 0 2 4
Regression Standardized Residual
Page 26
Normal P-P Plot of Regression Standardized Residual
1.0
0.8
Expected Cum Prob
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0
Observed Cum Prob
Page 27
Scatterplot
7.5
5.0
2.5
0.0
-2.5
-5.0 -2.5 0.0 2.5 5.0
Page 28

Dejan Statistik PDF

Diunggah oleh

Informasi Dokumen

Judul Asli

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

Dejan Statistik PDF

Diunggah oleh

Hak Cipta:

Format Tersedia

REGRESSION

Output Created 29-JAN-2019 09:42:41

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

Output Created 29-JAN-2019 09:48:54

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

Minimum Maximum Mean Std. Deviation N

Output Created 29-JAN-2019 09:51:04

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

Minimum Maximum Mean Std. Deviation N

Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

-5.0 -2.5 0.0 2.5 5.0

Regression Standardized Predicted Value

Output Created 29-JAN-2019 09:58:56

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

Minimum Maximum Mean Std. Deviation N

Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

-5.0 -2.5 0.0 2.5 5.0

Regression Standardized Predicted Value

Output Created 29-JAN-2019 10:00:12

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

a. Dependent Variable: net interest margin

a. Dependent Variable: net interest margin

Minimum Maximum Mean Std. Deviation N

Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

-5.0 -2.5 0.0 2.5 5.0

Regression Standardized Predicted Value

Output Created 29-JAN-2019 10:00:48

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

a. Dependent Variable: net interest margin

a. Dependent Variable: net interest margin

Minimum Maximum Mean Std. Deviation N

Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

Regression Standardized Residual

-5.0 -2.5 0.0 2.5 5.0

Regression Standardized Predicted Value

Output Created 29-JAN-2019 10:01:33

Missing Value Handling Definition of Missing User-defined missing values are

Adjusted R Std. Error of the

a. Dependent Variable: net interest margin

a. Dependent Variable: net interest margin

Minimum Maximum Mean Std. Deviation N

Adjusted Predicted Value -25.5848 12.0422 5.7281 2.92558 137

Regression Standardized Residual

Observed Cum Prob

-5.0 -2.5 0.0 2.5 5.0

Regression Standardized Predicted Value

Anda mungkin juga menyukai