UJI CHOW

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 71.168506 (21,84) 0.0000

Cross-section Chi-square 322.678177 21 0.0000

Dari hasil uji chow yang membandingkan CEM/FEM yang harus dipilih adalah FEM karena nilai
Prob kecil dari 0,05

UJI HAUSMAN (FEM/REM)

Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 3.870451 4 0.4238

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X1 0.002513 0.000535 0.000001 0.0857

X2 -0.461562 -0.585901 0.007121 0.1406
X3 0.756651 0.057306 0.489749 0.3176
X4 0.099496 0.072447 0.000786 0.3346

Di atas 0,05 berarti yang dipilih REM

UJI LM (Lagrange Multiplier)

Lagrange Multiplier Tests for Random Effects
Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided
(all others) alternatives

Test Hypothesis
Cross-section Time Both

Breusch-Pagan 186.9891 1.947995 188.9371

(0.0000) (0.1628) (0.0000)

Honda 13.67440 -1.395706 8.682345

(0.0000) (0.9186) (0.0000)

King-Wu 13.67440 -1.395706 4.190573

(0.0000) (0.9186) (0.0000)

Standardized Honda 14.85492 -1.170040 6.426821

(0.0000) (0.8790) (0.0000)

Standardized King-Wu 14.85492 -1.170040 2.160076

(0.0000) (0.8790) (0.0154)

Gourieroux, et al. -- -- 186.9891

(0.0000)

Ketentuannya adalah kita lihat Breusch-pagan.

Dari hasil output di atas dapat dilihat bahwa nilai Prob.Breusch-pagan (BP) sebesar 0,0000 lebih
kecil dari Alpha 0,05 sehinggah menolak hipotesis nol. Jadi berdasarkan Uji LM, model yang
terbaik digunakan adalah model dengan menggunakan REM.

UJI ASUMSI KLASIIK

1.MULTIKOLINEARITAS
X1 X2 X3 X4
X1 1 -0.3049270... -0.1418858... -0.2299567...
X2 -0.3049270... 1 0.40566042... 0.63267118...
X3 -0.1418858... 0.40566042... 1 0.14582358...
X4 -0.2299567... 0.63267118... 0.14582358... 1

Hasil uji multikolinearitas menunjukan tidak terdapat nilai korelasi yang tinggi antar variable
bebas tidak melebihi 0,90, sehinggah dapat disimpulkan tidak terdapat multikolinearitas antar
variabel bebas.
2.REGRESI BERGANDA
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 03/31/23 Time: 22:57
Sample: 2016 2020
Periods included: 5
Cross-sections included: 22
Total panel (balanced) observations: 110
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C 58.79267 10.23416 5.744749 0.0000

X1 0.000535 0.005931 0.090174 0.9283
X2 -0.585901 0.161487 -3.628157 0.0004
X3 0.057306 0.565742 0.101293 0.9195
X4 0.072447 0.145417 0.498202 0.6194

Effects Specification
S.D. Rho

Cross-section random 6.369852 0.9413

Idiosyncratic random 1.590468 0.0587

Weighted Statistics

R-squared 0.123290 Mean dependent var 2.475387

Adjusted R-squared 0.089891 S.D. dependent var 1.666135
S.E. of regression 1.589486 Sum squared resid 265.2790
F-statistic 3.691483 Durbin-Watson stat 2.325314
Prob(F-statistic) 0.007472

Unweighted Statistics

R-squared 0.249933 Mean dependent var 22.30609

Sum squared resid 4285.306 Durbin-Watson stat 0.143947

PERSAMAAN REGRESI

Y= 58+0,00-0,58+0,05+0,07
CHOW TEST

Redundant Fixed Effects Tests

Equation: Untitled
Test period fixed effects

Effects Test Statistic d.f. Prob.

Period F 0.192369 (4,101) 0.9419

Period Chi-square 0.834869 4 0.9337

CEM

HAUSMAN

Correlated Random Effects - Hausman Test

Equation: Untitled
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 3.870451 4 0.4238

REM

LM

Test Hypothesis
Cross-section Time Both

Breusch-Pagan 186.9891 1.947995 188.9371

(0.0000) (0.1628) (0.0000)

Honda 13.67440 -1.395706 8.682345

(0.0000) (0.9186) (0.0000)

King-Wu 13.67440 -1.395706 4.190573

(0.0000) (0.9186) (0.0000)

Standardized Honda 14.85492 -1.170040 6.426821

(0.0000) (0.8790) (0.0000)

Standardized King-Wu 14.85492 -1.170040 2.160076

(0.0000) (0.8790) (0.0154)

Gourieroux, et al. -- -- 186.9891

(0.0000)

REM
1.ml

X1 X2 X3 X4
1 -0.3049270... -0.1418858... -0.2299567...
-0.3049270... 1 0.40566042... 0.63267118...
-0.1418858... 0.40566042... 1 0.14582358...
-0.2299567... 0.63267118... 0.14582358... 1

=tidak ml