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  • Lampiran 6: Descriptive Statistics

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    Rismayanti Hamzah
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    The document contains the results of descriptive statistical analysis and classical assumption tests of regression analysis conducted on variables related to enterprise risk management (ERM). Key findings based on the analysis include: 1) The mean, minimum, maximum and standard deviation scores of each variable. 2) Multicollinearity test results show low variable correlations and variance inflation factors below 10. 3) Heteroskedasticity and normality tests did not detect any violations of assumptions. 4) The Durbin-Watson statistic from the autocorrelation test was approximately 2, indicating no autocorrelation. 5) Regression analysis found two independent variables significantly predict the dependent variable ERM.

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    The document contains the results of descriptive statistical analysis and classical assumption tests of regression analysis conducted on variables related to enterprise risk management (ERM). Key findings based on the analysis include: 1) The mean, minimum, maximum and standard deviation scores of each variable. 2) Multicollinearity test results show low variable correlations and variance inflation factors below 10. 3) Heteroskedasticity and normality tests did not detect any violations of assumptions. 4) The Durbin-Watson statistic from the autocorrelation test was approximately 2, indicating no autocorrelation. 5) Regression analysis found two independent variables significantly predict the dependent variable ERM.

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    9 views6 pages

    Lampiran 6: Descriptive Statistics

    Uploaded by

    Rismayanti Hamzah
    The document contains the results of descriptive statistical analysis and classical assumption tests of regression analysis conducted on variables related to enterprise risk management (ERM). Key findings based on the analysis include: 1) The mean, minimum, maximum and standard deviation scores of each variable. 2) Multicollinearity test results show low variable correlations and variance inflation factors below 10. 3) Heteroskedasticity and normality tests did not detect any violations of assumptions. 4) The Durbin-Watson statistic from the autocorrelation test was approximately 2, indicating no autocorrelation. 5) Regression analysis found two independent variables significantly predict the dependent variable ERM.

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    of 6

    96

    Lampiran 6

    Hasil Analisis Deskriptif

    Descriptive Statistics
    N Minimum Maximum Mean Std. Deviation
    AU_INT 123 0 1 .82 .385
    KOMP_DK 123 .25 1.00 .7889 .20655
    KEP_INS 123 .16 .99 .7427 .18720
    KPR 123 0 1 .76 .426
    ERM 123 .63 .95 .8281 .07275
    Valid N (listwise) 123
    97

    Lampiran 7

    Hasil Uji Asumsi Klasik

    1. Hasil Uji Multikolonieritas

    Coefficientsa
    Unstandardized Standardized Collinearity
    Coefficients Coefficients Statistics
    Toleranc
    Model B Std. Error Beta T Sig. e VIF
    1 (Constant) .885 .042 21.033 .000
    AU_INT -.002 .017 -.013 -.142 .887 .900 1.111
    KOMP_D -.014 .031 -.038 -.441 .660 .965 1.036
    K
    KEP_INS -.104 .034 -.267 -3.075 .003 .967 1.034
    KPR .043 .015 .254 2.915 .004 .962 1.039
    a. Dependent Variable: ERM

    Coefficient Correlationsa
    Model KPR KOMP_DK KEP_INS AU_INT
    1 Correlations KPR 1.000 -.029 -.023 -.193
    KOMP_DK -.029 1.000 .024 .186
    KEP_INS -.023 .024 1.000 .181
    AU_INT -.193 .186 .181 1.000
    Covariances KPR .000 -1.308E-5 -1.153E-5 -4.901E-5
    KOMP_DK -1.308E-5 .001 2.473E-5 9.725E-5
    KEP_INS -1.153E-5 2.473E-5 .001 .000
    AU_INT -4.901E-5 9.725E-5 .000 .000
    a. Dependent Variable: ERM
    98

    2. Hasil Uji Heteroskedastisitas

    3. Hasil Uji Normalitas

    One-Sample Kolmogorov-Smirnov Test


    Unstandardized
    Residual
    N 123
    Normal Parametersa,b Mean .0000000
    Std. Deviation .06757642
    Most Extreme Differences Absolute .067
    Positive .039
    Negative -.067
    Test Statistic .067
    Asymp. Sig. (2-tailed) .200c,d
    a. Test distribution is Normal.
    b. Calculated from data.
    c. Lilliefors Significance Correction.
    d. This is a lower bound of the true significance.
    99

    4. Hasil Uji Autokorelasi

    Model Summaryb
    Adjusted R Std. Error of the
    Model R R Square Square Estimate Durbin-Watson
    1 .227a .137 .108 .06871 2.153
    a. Predictors: (Constant), AU_INT, KOMP_DK, KEP_INS, KPR
    b. Dependent Variable: ERM
    100

    Lampiran 8

    Hasil Uji Hipotesis

    1. Hasil Uji Regresi Linear Berganda

    Coefficientsa
    Standardize
    Unstandardized d Collinearity
    Coefficients Coefficients Statistics
    Toleranc
    Model B Std. Error Beta T Sig. e VIF
    1 (Constant .885 .042 21.033 .000
    )
    AU_INT -.002 .017 -.013 -.142 .887 .900 1.111
    KOMP_D -.014 .031 -.038 -.441 .660 .965 1.036
    K
    KEP_INS -.104 .034 -.267 -3.075 .003 .967 1.034
    KPR .043 .015 .254 2.915 .004 .962 1.039
    a. Dependent Variable: ERM

    2. Hasil Uji F (Simultan)

    ANOVAa
    Model Sum of Squares Df Mean Square F Sig.
    1 Regression .089 4 .022 4.689 .002b
    Residual .557 118 .005
    Total .646 122
    a. Dependent Variable: ERM
    b. Predictors: (Constant), KPR, KOMP_DK, KEP_INS, AU_INT
    101

    3. Hasil Uji Statistik t

    Coefficientsa
    Standardiz
    Unstandardized ed Collinearity
    Coefficients Coefficients Statistics
    Toleranc
    Model B Std. Error Beta T Sig. e VIF
    1 (Constan .885 .042 21.033 .000
    t)
    AU_INT -.002 .017 -.013 -.142 .887 .900 1.111
    KOMP_ -.014 .031 -.038 -.441 .660 .965 1.036
    DK
    KEP_IN .104 .034 .267 3.075 .003 .967 1.034
    S
    KPR .043 .015 .254 2.915 .004 .962 1.039
    a. Dependent Variable: ERM

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