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MULTIVARIATE ANALYSIS

Multivariate
analysis

Elaborasi
contingency tables
split correlation analysis
high-order partial correlation
path analysis

Regressi/
Prediksi
multiple regression

Differensiasi
discriminant analysis
manova

Eksplorasi/
identifikasi
factor analysis
cluster analysis

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Elaborasi

• Elaborasi:
Memasukkan
(mengontrol/membuat
konstan) variabel ketiga dalam
analisis hubungan antara
independent vr. dan dependent
vr.
guna merinci hubungan tsb.

• Variabel ketiga:
test factor/variable, intervening
vr.,
antecedent vr., specifying vr.,
dsb.
(tergantung Kerangka Teori)

• Pengontrolan variabel:
membuat konstan suatu vr.
(merubah
suatu variabel menjadi
konstanta)

• Beberapa teknik elaborasi:

1. contingency tables
Elaborasi98/10/28/08
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2. split/differential analysis
3. high-order partial correlation

Kemungkinan Hasil Suatu Elaborasi:

Konstan
Replication

Melemah Explanation
3rd vr = antecedent
vr.
Interpretation
3rd vr = intervening
vr.

Terbelah Specification
3rd vr = specifying vr.

Menguat 3rd vr = suppressor vr.

Antecent Independent Intervening

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Dependent
variable(s) variable(s) variable(s)
variable(s)

Specifying
variable(s)
extraneous
variable(s)

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Elaborasi 1
CONTINGENCY TABLES

Tabel Silang SES dan Konservatisme


( Zero-order Table )
n = 500 Pria & Wanita
SES
Konservatisme Rendah Tinggi
Tinggi 33% 78%
Rendah 67% 22%
100% 100%

Tabel Silang SES dan Konservatisme


Dalam Kelompok Pria
( First-order Table )
n = 300 Pria
SES
Konservatisme Rendah Tinggi
Tinggi 48% 49%
Rendah 52% 51%
100% 100%

Tabel Silang SES dan Konservatisme


Dalam Kelompok Wanita
( First-order Table )
n = 200 Wanita
SES
Konservatisme Rendah Tinggi
Tinggi 13% 81%
Rendah 87% 19%
100% 100%

Elaborasi98/10/28/08
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Elaborasi 1 Contingency Tables

Zero-order Table
LMIDSTAT minat statistik by LMPS minat mps

LMPS
Count ”
Row Pct ”tidak be berminat
Col Pct ”rminat Row
” 1” 2” Total
LMIDSTAT ““““““““•““““““““•““““““““›
1 ” 18 ” 50 ” 68
tidak berminat ” 26.5 ” 73.5 ” 60.7
” 75.0 ” 56.8 ”
š““““““““•““““““““›
2 ” 6 ” 38 ” 44
berminat ” 13.6 ” 86.4 ” 39.3
” 25.0 ” 43.2 ”
–““““““““ン ““““““““˜
Column 24 88 112
Total 21.4 78.6 100.0
Chi-Square Value DF Significance
-------------------- ----------- ----
---------
Continuity Correction 1.90682 1 .16732
Likelihood Ratio 2.73749 1 .09802

Minimum Expected Frequency - 9.429

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08 May 96 SPSS for MS WINDOWS Release 6.0

First-order Tables
( controling for sex )
SEX: 1 pria

LMIDSTAT minat statistik by LMPS minat mps

LMPS Page 1 of 1
Count ”
Row Pct ”tidak be berminat
Col Pct ”rminat Row
” 1” 2” Total
LMIDSTAT ““““““““•““““““““•““““““““›
1 ” 8 ” 24 ” 32
tidak berminat ” 25.0 ” 75.0 ” 55.2
” 100.0 ” 48.0 ”
š““““““““•““““““““›
2 ” ” 26 ” 26
berminat ” ” 100.0 ” 44.8
” ” 52.0 ”
–““““““““ン ““““““““˜
Column 8 50 58
Total 13.8 86.2 100.0
Chi-Square Value DF Significance
-------------------- ----------- ---- ---------
Continuity Correction 5.58407 1 .01812
Likelihood Ratio 10.54857 1 .00116
Fisher's Exact Test: One-Tail .00549
Two-Tail .00630
Minimum Expected Frequency - 3.586
Cells with Expected Frequency < 5 - 2 OF 4 ( 50.0%)

8 May 96 SPSS for MS WINDOWS Release 6.0

Elaborasi98/10/28/08
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First-order Tables
( controling for sex )
SEX: 2 wanita

LMIDSTAT minat statistik by LMPS minat mps

LMPS Page 1 of 1
Count ”
Row Pct ”tidak be berminat
Col Pct ”rminat Row
” 1” 2” Total
LMIDSTAT ““““““““•““““““““•““““““““›
1 ” 10 ” 26 ” 36
tidak berminat ” 27.8 ” 72.2 ” 66.7
” 62.5 ” 68.4 ”
š““““““““•““““““““›
2 ” 6 ” 12 ” 18
berminat ” 33.3 ” 66.7 ” 33.3
” 37.5 ” 31.6 ”
–““““““““ン ““““““““˜
Column 16 38 54
Total 29.6 70.4 100.0
Chi-Square Value DF Significance
------------------- ----------- ---- ---------
Pearson .17763 1 .67342
Continuity Correction .01110 1 .91609
Likelihood Ratio .17574 1 .67506
Mantel-Haenszel test for .17434 1 .67628
linear association

Minimum Expected Frequency - 5.333

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08 May 96 SPSS for MS WINDOWS Release 6.0

Elaborasi 2
SPLIT CORRELATION ANALYSIS

Zero-order Correlation
MIDSTAT MPS

MIDSTAT 1.0000 .5928


( 112) ( 112)
P= . P= .000

MPS .5928 1.0000


( 112) ( 112)
P= .000 P= .

First-order Correlation (controlling for sex)


SEX: 1 pria

MIDSTAT MPS

MIDSTAT 1.0000 .8099


( 58) ( 58)
P= . P= .000

MPS .8099 1.0000


( 58) ( 58)
P= .000 P= .

SEX: 2 wanita
MIDSTAT MPS

MIDSTAT 1.0000 .2321


( 54) ( 54)
P= . P= .091

MPS .2321 1.0000


( 54) ( 54)
P= .091 P= .

Elaborasi98/10/28/08
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Contoh
HIGH-ORDER P A R T I A L CORRELATION
ANALYSIS

Zero-order Correlation Coefficient

MIDSTAT MPS

MIDSTAT 1.0000 .5928


( 112) ( 112)
P= . P= .000

MPS .5928 1.0000


( 112) ( 112)
P= .000 P= .

First-order Partial Correlation Coefficient

Controlling for.. LOGIKA

MPS MIDSTAT

MPS 1.0000 .1687


( 0) ( 109)
P= . P= .077

MIDSTAT .1687 1.0000


( 109) ( 0)
P= .077 P= .

Elaborasi98/10/28/08
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- - Correlation Coefficients
Matrix - -

MIDSTAT MPS LOGIKA

MIDSTAT 1.0000 .5928 .8054


( 112) ( 112) ( 112)
P= . P= .000 P= .000

MPS .5928 1.0000 .6407


( 112) ( 112) ( 112)
P= .000 P= . P= .000

LOGIKA .8054 .6407 1.0000


( 112) ( 112) ( 112)
P= .000 P= .000 P= .

(Coefficient / (Cases) / 2-tailed Significance)

" . " is printed if a coefficient cannot be computed

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Elaborasi 3
HIGH-ORDER PARTIAL CORRELATION
ANALYSIS

• Zero-order Partial Correlation


Coefficient

N∑ xy - (∑x) (∑y)
rxy =

[ N∑x2 - (∑x)2 ] [ N∑y2 - (∑y)2 ]

• First-order Partial Correlation


Coefficient (Controling for A)

rXY - (rXA)(rYA)
rXY/A =
(1- rXA2) (1- rYA2)

• Second-order Partial Correlation


Coefficient (Controling for A and B)

r XY.A - (rXB.A) (rYB.A)


rXY/AB =

(1- rXB.A2) (1- rYB.A2)

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• Third-order Partial Correlation


Coefficient etc. etc.

Uji Signifikansi Statistik


Perbedaan Dua Koefisien Korelasi
(Marascuilo and Serlin, 1988; p.646)

H0 : ρ = 0

r N-2-V
t=
1 - r2

Tolak H0 bila t > tN-2-V; α (two-tailed test)

H0 : ρ = ρ 0
dengan transformasi ke nilai Z

Z = Zr - Z 0
1/ √N-3-V
tolak H0 bila Z ≥ 1.96 (bila ∝ = 0.05)

H0 : ρ 1 = ρ 2
dengan transformasi ke nilai Z

Z r - Z0
Z =
1 + 1

Elaborasi98/10/28/08
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N1-3 N2-3

tolak H0 bila Z ≥ 1.96 (bila ∝ = 0.05)

Simple Regression

• The use of sample statistics to predict


population parameters
• The use of past and current data to predict
future results

linear simple regression equation

y| = a + bx

y-intercept (constant) = the value of y when x


=0

a = y- b(x)

slope =the number of unit changed in y for every


increase (or decrease of one unit in x

N∑ xy -
(∑x) (∑y)
b = =
N ∑x2 - (∑x)2

Elaborasi98/10/28/08
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linear simple regression equation

y| = a + bx

Trend Analysis

The use of past and current data to predict future


results

Tahun Keuntungan per satuan


saham
1989 0.96
1990 1.03
1991 1.23
1992 1.15
1993 1.10
1994 1.40
1995 2.10
1996 ?

2000 ?

Tahu x y x2 y2 xy
n
1989 1 .96 1 .92 .96
1990 2 1.03 4 1.06 2.06
1991 3 1.23 9 1.51 3.69
1992 4 1.15 16 1.32 4.60
1993 5 1.10 25 1.21 5.50
1994 6 1.40 36 1.96 8.40

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1995 7 2.10 49 4.41 14.70


∑x = ∑y = ∑x2 = ∑y2 = ∑xy =
28 8.97 140 12.39 39.91

Trend Analysis

Tahu x y x2 y2 xy
n
1989 1 .96 1 .92 .96
1990 2 1.03 4 1.06 2.06
1991 3 1.23 9 1.51 3.69
1992 4 1.15 16 1.32 4.60
1993 5 1.10 25 1.21 5.50
1994 6 1.40 36 1.96 8.40
1995 7 2.10 49 4.41 14.70
N= ∑x = ∑y = ∑x2 = ∑y2 = ∑xy =
7 28 8.97 140 12.39 39.91

N∑ xy - (∑x) (∑y)
rxy = = 0.81 reject H0 (r0.05;5= 0.75)

[ N∑x2 - (∑x)2 ] [ N∑y2 - (∑y)2 ]

N∑ xy - (∑x) (∑y)
b = = 0.14
N ∑x - (∑x)
2 2

Elaborasi98/10/28/08
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a = y- b(x) = 0.721

y| = a + bx

• Estimasi profit 1996 (tahun ke-8) = y| = a +


bx
= 0.721 + 0.14 ( 8
)
= 1.84

• Estimasi profit 2001 (tahun ke-12) = 0.721


+ 0.14 ( 12 )
= 2.41

Elaborasi98/10/28/08
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13 May 96 SPSS for MS WINDOWS Release 6.0 Page 1

****REGRESSION ****

Listwise Deletion of Missing Data


Equation Number 1 Dependent Variable.. PROFIT
Block Number 1. Method: Enter YEAR

Variable(s) Entered on Step Number


1.. YEAR

Multiple R .80125
R Square .64199
Adjusted R Square .57039
Standard Error .25434

Analysis of Variance
DF Sum of Squares Mean Square
Regression 1 .58003 .58003
Residual 5 .32345 .06469

F = 8.96623 Signif F = .0303

---------------------- Variables in the Equation


--------------

Variable B SE B 95% Confdnce Intrvl B


Beta

YEAR .143929 .048066 .020372 .267485


.801245
(Constant) .705714 .214960 .153151 1.258277

End Block Number 1 All requested variables entered.

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Standard Error of Estimate

Sest = Sy 1 - r2
∑ y2
Sy = - ( y )2 = 0.36
N

Sest = 0.36 1 - ( 0.81)2 = 0.21

Accuracy Limits / Confidence Interval


Limits
( alpha= 0.05 confidence interval = 95%)

AL.95 = y| [ ± 1.96 ) (Sest ) ]


= 1.84 [ ± 1.96 ) ( 0.21 ) ]
= 1.84 ± 0.41

95% confidence y| (1996 profit per satuan saham) = 1.42 ≤ y| ≤ 2.25

Elaborasi98/10/28/08
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12 May 96 SPSS for MS WINDOWS Release 6.0 Page 1

M U LT I PLE R E G R E S S I O N
(Method: Enter)
Equation Number 1 Dependent Variable.. IPK indeks prestasi kumulatif

Block Number 1. Method: Enter


LOGIKA METODE TOEFL TPA STATSOS

Variable(s) Entered on Step Number


1.. STATSOS test statistik
2.. TPA test potensi akademik
3.. TOEFL predict TOEFL
4.. METODE test metodologi riset
5.. LOGIKA test logika

Multiple R .76899
R Square .59135
Adjusted R Square .57208
Standard Error .25410

Analysis of Variance
DF Sum of Squares Mean Square
Regression 5 9.90429 1.98086
Residual 106 6.84428 .06457

F = 30.67831 Signif F = .0000

---------------------- Variables in the Equation -----------------------

Variable B SE B 95% Confdnce Intrvl B Beta

LOGIKA .016074 .006239 .003704 .028443 .289058


METODE 9.01291E-04 .003307 -.005655 .007457 .029872
TOEFL 4.23286E-04 5.8488E-04 -7.36286E-04 .001583 .074931
TPA .003154 5.1792E-04 .002127 .004181 .547330
STATSOS -.034613 .084556 -.202254 .133029 -.044034
(Constant) 1.169435 .179047 .814457 1.524414

----------- in ------------

Variable T Sig T

LOGIKA 2.576 .0114


METODE .273 .7857
TOEFL .724 .4708
TPA 6.090 .0000
STATSOS -.409 .6831
(Constant) 6.531 .0000

Equation Number 1 Dependent Variable.. IPK indeks prestasi kumulatif

End Block Number 1 All requested variables entered

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12 May 96 SPSS for MS WINDOWS Release 6.0 Page 2

M U LT I PLE R E G R E S S I O N
(Method: Stepwise)

Equation Number 1 Dependent Variable.. IPK indeks prestasi


kumulatif

Block Number 1. Method: Stepwise Criteria PIN .0500 POUT


.1000
LOGIKA METODE TOEFL TPA STATSOS

Variable(s) Entered on Step Number


1.. TPA test potensi akademik

Multiple R .72113
R Square .52003
Adjusted R Square .51567
Standard Error .27033

Analysis of Variance
DF Sum of Squares Mean Square
Regression 1 8.70979 8.70979
Residual 110 8.03879 .07308

F = 119.18174 Signif F = .0000

---------------------- Variables in the Equation -----------------------

Variable B SE B 95% Confdnce Intrvl B Beta

TPA .004155 3.8064E-04 .003401 .004910 .721132


(Constant) 1.117701 .158138 .804309 1.431094

----------- in ------------

Variable T Sig T

TPA 10.917 .0000


(Constant) 7.068 .0000

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12 May 96 SPSS for MS WINDOWS Release 6.0 Page 3

* * * * M U L T I P L E R E G R E S S I O N * * * *

Equation Number 1 Dependent Variable.. IPK indeks prestasi


kumulatif

Variable(s) Entered on Step Number


2.. LOGIKA test logika

Multiple R .76642
R Square .58740
Adjusted R Square .57983
Standard Error .25179

Analysis of Variance
DF Sum of Squares Mean Square
Regression 2 9.83814 4.91907
Residual 109 6.91043 .06340

F = 77.58984 Signif F = .0000

--------------------- Variables in the Equation -----------------------

Variable B SE B 95% Confdnce Intrvl B Beta

LOGIKA .015826 .003751 .008391 .023261 .284609


TPA .003483 3.8875E-04 .002712 .004253 .604377
(Constant) 1.230336 .149691 .933652 1.527019

----------- in ------------

Variable T Sig T

LOGIKA 4.219 .0001


TPA 8.959 .0000
(Constant) 8.219 .0000

------------- Variables not in the Equation -------------

Variable Beta In Partial Min Toler T Sig T

METODE .061428 .061758 .417039 .643 .5216


TOEFL .080414 .086330 .475540 .901 .3698
STATSOS -.020683 -.019048 .335437 -.198 .8434

Elaborasi98/10/28/08
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End Block Number 1 PIN = .050 Limits reached.

12 May 96 SPSS for MS WINDOWS Release 6.0 Page 5

Multiple r

r1y2 + r2y2 - 2(r1y r2y r12)


r 12.y =
1 - r122

y = midstat 1 = MPS 2 = Logika

r1y = 0.5928 r2y = 0.6407 r12 = 0.8054

(0.5928)2 + (0.6407)2 - 2[(0.5928)(0.6407)(0.8054)


r 12.y =
1 - (0.8054)2

Elaborasi98/10/28/08
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Multiple Regression

y| = a + b1x1 + b2x2 + . . .

Sy r1y - r2y r12


b1 =
S1 1 - r122

Sy r2y - r1yr12
b2 =
S2 1 - r122

a = y - b1x1 - b2x2

Standard Error of Multiple Estimate

Sm.est = 1 - r 12.y2

AL.95 = y| ± 1.96 (Sm.est)

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