Scribd Logo
Upload

Welcome to Scribd!

  • Bahan Bab 4

    Uploaded by

    ridho
    22 views4 pages
    1. The document discusses tests for classical assumptions in linear regression analysis, including normality, heteroskedasticity, and multicollinearity. 2. The results of the normality tests on the variables show that they satisfy the normality assumption. The heteroskedasticity and multicollinearity tests also show that the model satisfies those assumptions. 3. A linear regression is estimated with the variables log_x1, log_x2, and log_x3 to explain log_y. The regression results show that log_x2 is statistically significant while log_x1 and log_x3 are not.

    Original Description:

    Original Title

    BAHAN BAB 4 (1)

    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
    1. The document discusses tests for classical assumptions in linear regression analysis, including normality, heteroskedasticity, and multicollinearity. 2. The results of the normality tests on the variables show that they satisfy the normality assumption. The heteroskedasticity and multicollinearity tests also show that the model satisfies those assumptions. 3. A linear regression is estimated with the variables log_x1, log_x2, and log_x3 to explain log_y. The regression results show that log_x2 is statistically significant while log_x1 and log_x3 are 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
    22 views4 pages

    Bahan Bab 4

    Uploaded by

    ridho
    1. The document discusses tests for classical assumptions in linear regression analysis, including normality, heteroskedasticity, and multicollinearity. 2. The results of the normality tests on the variables show that they satisfy the normality assumption. The heteroskedasticity and multicollinearity tests also show that the model satisfies those assumptions. 3. A linear regression is estimated with the variables log_x1, log_x2, and log_x3 to explain log_y. The regression results show that log_x2 is statistically significant while log_x1 and log_x3 are 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 4

    BAHAN BAB 4

    A. UJI ASUMSI KLASIK

    1. UJI NORMALITAS

    Skewness/Kurtosis tests for Normality

    ------ joint ------

    Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2

    -------------+---------------------------------------------------------------

    log_y | 40 0.8586 0.2752 1.29 0.5248

    log_x1 | 40 0.1592 0.5393 2.52 0.2834

    log_x2 | 40 0.0545 0.1037 5.94 0.0514

    log_x3 | 40 0.0278 0.6294 4.99 0.0826


    1

    2. UJI HETEROSKEDASTISITAS

    Cameron & Trivedi's decomposition of IM-test

    Source | chi2 df p

    ---------------------+-----------------------------

    Heteroskedasticity | 14.66 9 0.1008

    Skewness | 3.97 3 0.2647

    Kurtosis | 1.38 1 0.2394

    ---------------------+-----------------------------

    Total | 20.01 13 0.0949

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

    Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

    Ho: Constant variance

    Variables: fitted values of log_y

    chi2(1) = 0.49

    Prob > chi2 = 0.4840


    2

    3. UJI MULTIKOLINEARITAS

    Variable | VIF 1/VIF

    -------------+----------------------

    log_x3 | 1.06 0.940463

    log_x1 | 1.06 0.941300

    log_x2 | 1.05 0.953590

    -------------+----------------------

    Mean VIF | 1.06


    3

    REGRESI LINEAR

    Source | SS df MS Number of obs = 40


    -------------+---------------------------------- F(3, 36) = 2.81
    Model | 24.4510176 3 8.1503392 Prob > F = 0.0533
    Residual | 104.49165 36 2.90254584 R-squared = 0.1896
    -------------+---------------------------------- Adj R-squared = 0.1221
    Total | 128.942668 39 3.30622225 Root MSE = 1.7037

    ------------------------------------------------------------------------------
    log_y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
    -------------+----------------------------------------------------------------
    log_x1 | -2.685957 1.577964 -1.70 0.097 -5.886217 .514302
    log_x2 | 2.12379 .9388767 2.26 0.030 .2196596 4.02792
    log_x3 | -1.089231 1.083615 -1.01 0.322 -3.286904 1.108442
    _cons | -9.593531 1.612795 -5.95 0.000 -12.86443 -6.322632
    ------------------------------------------------------------------------------

    ROA = a + b1DKI+b2KA+b3KM+e

    Y = -9,593 – 2,685X1 + 2,123X2 – 1,089X3 + e

    You might also like