Scribd Logo
Upload

Welcome to Scribd!

  • 15 views

    Uji Normalitas Npar Tests: One-Sample Kolmogorov-Smirnov Test

    Uploaded by

    Ferawati Lasmaroha Manalu
    The document contains statistical tests and analyses of a multiple linear regression model with dependent variable Y and independent variables X1, X2, and X3. [1] Kolmogorov-Smirnov and Durbin-Watson tests found that residuals are approximately normally distributed and independent. [2] Variance Inflation Factor values close to 1 indicate no multicollinearity between independent variables. [3] Regression model is significant with R-square of 0.816, and X2 significantly predicts Y while X1 and X3 do not.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    Uji Normalitas Npar Tests: One-Sample Kolmogorov-Smirnov Test

    Uploaded by

    Ferawati Lasmaroha Manalu
    15 views6 pages
    The document contains statistical tests and analyses of a multiple linear regression model with dependent variable Y and independent variables X1, X2, and X3. [1] Kolmogorov-Smirnov and Durbin-Watson tests found that residuals are approximately normally distributed and independent. [2] Variance Inflation Factor values close to 1 indicate no multicollinearity between independent variables. [3] Regression model is significant with R-square of 0.816, and X2 significantly predicts Y while X1 and X3 do not.

    Original Description:

    Original Title

    Hasil Olah Data

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains statistical tests and analyses of a multiple linear regression model with dependent variable Y and independent variables X1, X2, and X3. [1] Kolmogorov-Smirnov and Durbin-Watson tests found that residuals are approximately normally distributed and independent. [2] Variance Inflation Factor values close to 1 indicate no multicollinearity between independent variables. [3] Regression model is significant with R-square of 0.816, and X2 significantly predicts Y while X1 and X3 do not.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    15 views6 pages

    Uji Normalitas Npar Tests: One-Sample Kolmogorov-Smirnov Test

    Uploaded by

    Ferawati Lasmaroha Manalu
    The document contains statistical tests and analyses of a multiple linear regression model with dependent variable Y and independent variables X1, X2, and X3. [1] Kolmogorov-Smirnov and Durbin-Watson tests found that residuals are approximately normally distributed and independent. [2] Variance Inflation Factor values close to 1 indicate no multicollinearity between independent variables. [3] Regression model is significant with R-square of 0.816, and X2 significantly predicts Y while X1 and X3 do not.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 6

    UJI NORMALITAS

    NPar Tests

    One-Sample Kolmogorov-Smirnov Test

    Unstandardized
    Residual

    N 10
    Mean -4E-7
    a,b
    Normal Parameters 15698049772,748
    Std. Deviation
    32000
    Absolute ,131
    Most Extreme Differences Positive ,131
    Negative -,131
    Kolmogorov-Smirnov Z ,414
    Asymp. Sig. (2-tailed) ,995

    a. Test distribution is Normal.


    b. Calculated from data.
    UJI MULTIKOLONIERITAS

    Coefficientsa

    Model Collinearity Statistics

    Tolerance VIF

    X1 ,990 1,010

    1 X2 ,928 1,078

    X3 ,922 1,085

    a. Dependent Variable: Y
    UJI AUTOKORELASI

    Model Summaryb

    Model Durbin-Watson

    1 2,170a

    a. Predictors: (Constant),
    X3, X1, X2
    b. Dependent Variable: Y

    UJI HETEROKEDASTISITAS
    Regression

    Variables Entered/Removeda

    Model Variables Entered Variables Method


    Removed
    b
    1 X3, X1, X2 . Enter

    a. Dependent Variable: Y
    b. All requested variables entered.

    Model Summaryb

    Model R R Square Adjusted R Square Std. Error of the


    Estimate

    19226105950,023
    1 ,903a ,816 ,724
    41

    a. Predictors: (Constant), X3, X1, X2


    b. Dependent Variable: Y


    ANOVAa

    Model Sum of Squares Df Mean Square F Sig.

    327254837893346
    Regression 9817645136800387000000,000 3 8,853 ,013b
    2600000,000

    369643150001525
    Residual 2217858900009154000000,000 6
    700000,000

    Total 12035504036809542000000,000 9

    a. Dependent Variable: Y

    b. Predictors: (Constant), X3, X1, X2



    Coefficientsa

    Model Unstandardized Coefficients Standardized t Sig.


    Coefficients

    B Std. Error Beta

    (Constant) 73560002134,581 25713136711,223 -2,861 ,029

    X1 1,193 ,644 ,326 1,851 ,114


    1
    X2 73,598 15,445 ,867 4,765 ,003

    X3 -6,669 39,433 -,031 -,169 ,871


    a. Dependent Variable: Y
    Descriptives

    Descriptive Statistics

    N Range Minimum Maximum Sum Mean Std. Deviation Variance

    Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Statistic

    X1 10 27815781298,23 1922997408,00 29738778706,23 99450152511,22 9945015251,1220 3160939825,49814 9995769395,30929 99915405804201920000,000


    X2 10 1357807475,00 967719750,00 2325527225,00 14430613388,00 1443061338,8000 136240462,09259 430830169,68642 185614635112029696,000
    X3 10 450044905,97 190954230,03 640999136,00 3968374455,43 396837445,5430 53526498,37152 169265650,02729 28650860279162232,000
    11564074655,2077 36568814942,6826
    Y 10 119662801061,08 8047421925,60 127710222986,68 418637363015,86 41863736301,5860 1337278226312171400000,000
    0 7
    Valid N (listwise) 10

    You might also like