Analisa Regresi Linear

Sederhana
1
A
nalisis nalisa regresi merupakan salah satu metode untuk menentukan
hubungan sebab-akibat antara variabel bebas / independent variable (X)
dengan variabel terikat / dependent variable (Y). Bentuk dasar persamaan
regresi linear sederhana sebagai berikut :

Formulasi persamaan Regresi linier Sederhana sebagai berikut :

Y = a + bX + 

Dimana :
Y = Nilai yang diramalkan
a = Konstansta
b = Koefesien regresi
X = Variabel bebas
 = Nilai Residu

Formulasi koefisien b :

n( XY )  ( X )( Y )
b
n( X 2 )  ( X ) 2

Formulasi koefisien a :

a
 Y  b( X )
n

Ilustrasi

Diketahui data penjualan dan promosi yang dilakukan oleh perusahaan-

perusahaan di Kabupaten Malang. Data tersebut sebagai berikut :

Regresi Linear Sederhana 1

 N 1 2 3 4 5 6 7 8 9 10

Y 3.500 3.000 4.500 4.000 5.000 5.100 4.100 4.400 4.300 3.500

X 800 600 1.500 900 1.100 1.300 700 900 800 800

Penyelesaian :

1. Perhitungan formulasi persamaan regresi linear sederhana

N Y X XY X2 Y2

1 3.500 800 2.800.000 640.000 12.250.000

2 3.000 600 1.800.000 360.000 9.000.000

3 4.500 1.500 6.750.000 2.250.000 20.250.000

4 4.000 900 3.600.000 810.000 16.000.000

5 5.000 1.100 5.500.000 1.210.000 25.000.000

6 5.100 1.300 6.630.000 1.690.000 26.010.000

7 4.100 700 2.870.000 490.000 16.810.000

8 4.400 900 3.960.000 810.000 19.360.000

9 4.300 800 3.440.000 640.000 18.490.000

10 3.500 800 2.800.000 640.000 12.250.000

 41.400 9.400 40.150.000 9.540.000 175.420.000

Formulasi koefisien b :

n( XY)  ( X)( Y)

b
n( X 2 )  ( X) 2

2 Analisa Regresi Linear Sederhana

 (10 x 40.150.000 )  (41.400 x 9.400)
b  1,75
(10 x 9.540.000)  9.400 2

Formulasi koefisien a :

a
 Y  b( X )
n

41.400  (1,75 x 9.400)

a  2.492,33
10
Dengan demikian formulasi persamaan linear sederhana diperoleh sebagai
berikut :

Y = 2.492,33 + 1,75X

2. Perhitungan Koefisien Determinasi

N Y X Ypred (Y-Ypred)2 (Y-Yrata)2

1 3.500 800 3.894,60 155.710,95 409.600,00

2 3.000 600 3.544,03 295.973,09 1.299.600,00

3 4.500 1.500 5.121,59 386.375,26 129.600,00

4 4.000 900 4.069,89 4.884,10 19.600,00

5 5.000 1.100 4.420,45 335.872,93 739.600,00

6 5.100 1.300 4.771,02 108.226,05 921.600,00

7 4.100 700 3.719,32 144.918,65 1.600,00

8 4.400 900 4.069,89 108.975,01 67.600,00

9 4.300 800 3.894,60 164.347,32 25.600,00

10 3.500 800 3.894,60 155.710,95 409.600,00

 41.400 9.400 41.400,00 1.860.994,32 4.024.000,00

3 Analisa Regresi Linear Sederhana

 a. Koefesien Determinasi

∑( − )
=1−
∑( − )

. . ,
=1− = 0,537526=53,75%
. . ,

b. Koefesien Determinasi Disesuaikan (adjusted)

(1 − )
= −
− −1

( , )
= 0,537526 − =0,460447=46,05%
3. Kesalahan Baku Estimasi

Se 
 (Y  Yˆ ) 2

nk

1.860.994, 32
Se   482,311
10  2

4. Standar Error Koefesien Regresi

Se
Sb 
( X ) 2
X  2

n
482,311
Sb   0,575
9400 2
9.540.000 
10

5. t Uji

1,75
= = 3,049
0,575

4 Analisa Regresi Linear Sederhana

Soal-soal :

1
Diketahui hasil observasi terhadap 10 orang mahasiswa Fakultas Ekonomi
Universitas Islam Malang antara prestasi belajar dan motivasi belajar
sebagai berikut :

Responden 1 2 3 4 5 6 7 8 9 10

Motivasi 69 60 69 80 64 63 68 60 84 85

Prestasi 80 69 80 92 73 72 78 70 97 98

Penyelesaian :

1. Perhitungan formulasi persamaan regresi linear sederhana

Resp Y X XY X2 Y2

1 .............. .............. .......................... .......................... ..........................

2 .............. .............. .......................... .......................... ..........................

3 .............. .............. .......................... .......................... ..........................

4 .............. .............. .......................... .......................... ..........................

5 .............. .............. .......................... .......................... ..........................

6 .............. .............. .......................... .......................... ..........................

7 .............. .............. .......................... .......................... ..........................

8 .............. .............. .......................... .......................... ..........................

9 .............. .............. .......................... .......................... ..........................

10 .............. .............. .......................... .......................... ..........................

 .............. .............. .......................... .......................... ..........................

5 Analisa Regresi Linear Sederhana

 Formulasi koefisien b :

n( XY)  ( X)( Y)

b
n( X 2 )  ( X) 2

................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Formulasi koefisien a :

a
 Y  b( X )
n

................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Dengan demikian formulasi persamaan linear sederhana diperoleh sebagai

berikut :

................................................................................................................................

................................................................................................................................

2. Perhitungan Koefisien Determinasi

N Y X Ypred (Y-Ypred)2 (Y-Yrata)2

1 ................ ................ ........................... ............................ ...........................

6 Analisa Regresi Linear Sederhana

N Y X Ypred (Y-Ypred)2 (Y-Yrata)2

2 ................ ................ ........................... ............................ ...........................

3 ................ ................ ........................... ............................ ...........................

4 ................ ................ ........................... ............................ ...........................

5 ................ ................ ........................... ............................ ...........................

6 ................ ................ ........................... ............................ ...........................

7 ................ ................ ........................... ............................ ...........................

8 ................ ................ ........................... ............................ ...........................

9 ................ ................ ........................... ............................ ...........................

10 ................ ................ ........................... ............................ ...........................

 ................ ................ ........................... ............................ ...........................

a. Koefesien Determinasi

∑( − )
=1−
∑( − )

................................................................................................................................

................................................................................................................................

b. Koefesien Determinasi Disesuaikan (adjusted)

(1 − )
= −
− −1

..........................................................................................................................

..........................................................................................................................

..........................................................................................................................

7 Analisa Regresi Linear Sederhana

3. Kesalahan Baku Estimasi

Se 
 (Y  Yˆ ) 2

nk

................................................................................................................................

................................................................................................................................

4. Standar Error Koefesien Regresi

Se
Sb 
( X ) 2
X2
n

................................................................................................................................

................................................................................................................................

5. t Uji

................................................................................................................................

................................................................................................................................

2
Diketahui harga saham dan price earning ratio dari sebuah perusahaan
yang terdaftar di Bursa Efek sebagai berikut :

Tahun 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Harga 9960 9000 10740 9900 10800 10500 12000 9840 9960 13080
PER 5,88 3,936 6,06 4,8 7,164 5,088 9,6 8,94 8,964 15,216

Penyelesaian :

1. Perhitungan formulasi persamaan regresi linear sederhana

8 Analisa Regresi Linear Sederhana

 Resp Y X XY X2 Y2

1 .............. .............. .......................... .......................... ..........................

2 .............. .............. .......................... .......................... ..........................

3 .............. .............. .......................... .......................... ..........................

4 .............. .............. .......................... .......................... ..........................

5 .............. .............. .......................... .......................... ..........................

6 .............. .............. .......................... .......................... ..........................

7 .............. .............. .......................... .......................... ..........................

8 .............. .............. .......................... .......................... ..........................

9 .............. .............. .......................... .......................... ..........................

10 .............. .............. .......................... .......................... ..........................

 .............. .............. .......................... .......................... ..........................

Formulasi koefisien b :

n( XY)  ( X)( Y)

b
n( X 2 )  ( X) 2

................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Formulasi koefisien a :

a
 Y  b( X )
n

9 Analisa Regresi Linear Sederhana

 ................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Dengan demikian formulasi persamaan linear sederhana diperoleh sebagai

berikut :

................................................................................................................................

................................................................................................................................

2. Perhitungan Koefisien Determinasi

N Y X Ypred (Y-Ypred)2 (Y-Yrata)2

1 ................ ................ ........................... ............................ ...........................

2 ................ ................ ........................... ............................ ...........................

3 ................ ................ ........................... ............................ ...........................

4 ................ ................ ........................... ............................ ...........................

5 ................ ................ ........................... ............................ ...........................

6 ................ ................ ........................... ............................ ...........................

7 ................ ................ ........................... ............................ ...........................

8 ................ ................ ........................... ............................ ...........................

9 ................ ................ ........................... ............................ ...........................

10 ................ ................ ........................... ............................ ...........................

 ................ ................ ........................... ............................ ...........................

10 Analisa Regresi Linear Sederhana

 a. Koefesien Determinasi

∑( − )
=1−
∑( − )

................................................................................................................................

................................................................................................................................

b. Koefesien Determinasi Disesuaikan (adjusted)

(1 − )
= −
− −1

..........................................................................................................................

..........................................................................................................................

3. Kesalahan Baku Estimasi

Se 
 (Y  Yˆ ) 2

nk

................................................................................................................................

................................................................................................................................

4. Standar Error Koefesien Regresi

Se
Sb 
( X ) 2
X  2

................................................................................................................................

................................................................................................................................

5. t Uji

11 Analisa Regresi Linear Sederhana

 ................................................................................................................................

................................................................................................................................

3
Diketahui data hasil observasi terhadap pengaruh partisipasi anggaran
terhadap kinerja manajerial pada perusahaan “X”. Hasil observasi diperoleh
data sebagai berikut :

Obs 1 2 3 4 5 6 7 8 9 10
Partisipasi
3 2 2 3 4 4 4 4 2 4
Anggaran
Kinerja
4 3 3 3 3 4 3 4 3 4
Manajerial

Penyelesaian :

1. Perhitungan formulasi persamaan regresi linear sederhana

Resp Y X XY X2 Y2

1 .............. .............. .......................... .......................... ..........................

2 .............. .............. .......................... .......................... ..........................

3 .............. .............. .......................... .......................... ..........................

4 .............. .............. .......................... .......................... ..........................

5 .............. .............. .......................... .......................... ..........................

6 .............. .............. .......................... .......................... ..........................

7 .............. .............. .......................... .......................... ..........................

8 .............. .............. .......................... .......................... ..........................

9 .............. .............. .......................... .......................... ..........................

10 .............. .............. .......................... .......................... ..........................

12 Analisa Regresi Linear Sederhana

 Resp Y X XY X2 Y2

 .............. .............. .......................... .......................... ..........................

Formulasi koefisien b :

n( XY)  ( X)( Y)

b
n( X 2 )  ( X) 2

................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Formulasi koefisien a :

a
 Y  b( X )
n

................................................................................................................................

................................................................................................................................

................................................................................................................................

................................................................................................................................

Dengan demikian formulasi persamaan linear sederhana diperoleh sebagai

berikut :

................................................................................................................................

................................................................................................................................

2. Perhitungan Koefisien Determinasi

13 Analisa Regresi Linear Sederhana

N Y X Ypred (Y-Ypred)2 (Y-Yrata)2

1 ................ ................ ........................... ............................ ...........................

2 ................ ................ ........................... ............................ ...........................

3 ................ ................ ........................... ............................ ...........................

4 ................ ................ ........................... ............................ ...........................

5 ................ ................ ........................... ............................ ...........................

6 ................ ................ ........................... ............................ ...........................

7 ................ ................ ........................... ............................ ...........................

8 ................ ................ ........................... ............................ ...........................

9 ................ ................ ........................... ............................ ...........................

10 ................ ................ ........................... ............................ ...........................

 ................ ................ ........................... ............................ ...........................

a. Koefesien Determinasi

∑( − )
=1−
∑( − )

................................................................................................................................

................................................................................................................................

b. Koefesien Determinasi Disesuaikan (adjusted)

(1 − )
= −
− −1

..........................................................................................................................

..........................................................................................................................

14 Analisa Regresi Linear Sederhana

3. Kesalahan Baku Estimasi

Se 
 (Y  Yˆ ) 2

nk

................................................................................................................................

................................................................................................................................

4. Standar Error Koefesien Regresi

Se
Sb 
( X ) 2
X2
n

................................................................................................................................

................................................................................................................................

5. t Uji

................................................................................................................................

................................................................................................................................

15 Analisa Regresi Linear Sederhana

1. Regresi Linier Sederhana
2. Regresi Linier Berganda
3. Transformasi
4. Otokorelasi (Uji Durbin Watson, UjiBreusch-Godfrey Pagan, Prosedur Cochrane-
Orcutt)
5. Heterokedastisitas (Uji Park, UjiGlejser, Uji White, UjiBreusch-Godfrey Pagan, Regresi
Weight Least Square )
6. Multikolinier (Regresi Principal Componen, Regresi Ridge)
7. Regresi Stepwise
8. Analisis Residual (Outlier Detection)
9. Regresi Linier Dengan Data Kategori
10. RegresiLogistik
11. Korelasi Pearson, Rank Spearman, Tau Kendall, DerajatAsosiasi Gamma,
DerajatAsosiasi Somers, KorelasiJaspen, Korelasi Point Biserial, Korelasi Eta,
KorelasiBiserial, DerajatAsosiasi Theta, DerajatAsosiasi Cramer, DerajatAsosiasi
Phi Dan DerajatAsosiasi Lambda

16 Analisa Regresi Linear Sederhana