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    This document contains statistical data and analysis from a study with four variables: liquidity, solvency, company size, and financial distress. The Kolmogorov-Smirnov test results show that the residual is normally distributed. The regression model found liquidity, solvency, and company size to be significant predictors of the dependent variable, with R-squared of 0.767. The ANOVA results confirm the regression model is statistically significant.

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    This document contains statistical data and analysis from a study with four variables: liquidity, solvency, company size, and financial distress. The Kolmogorov-Smirnov test results show that the residual is normally distributed. The regression model found liquidity, solvency, and company size to be significant predictors of the dependent variable, with R-squared of 0.767. The ANOVA results confirm the regression model is statistically significant.

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    Download as docx, pdf, or txt
    11 views2 pages

    Regression

    Uploaded by

    Febr S
    This document contains statistical data and analysis from a study with four variables: liquidity, solvency, company size, and financial distress. The Kolmogorov-Smirnov test results show that the residual is normally distributed. The regression model found liquidity, solvency, and company size to be significant predictors of the dependent variable, with R-squared of 0.767. The ANOVA results confirm the regression model is statistically significant.

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    © All Rights Reserved
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    of 2

    Berikut merupakan hasil pengolahan data statistik!

    Saudara diminta untuk mengintepretasikan


    hasil output tersebut dan susun hipotesis dari hasil tersebut!
    Tabel 1

    Variabel Penelitian
    No Keterangan Variabel
    1 Likuiditas
    2 Solvabilitas
    3 Ukuran Perusahaan
    4 Financial Distress
    Tabel 2
    One-Sample Kolmogorov-Smirnov Test
    Unstandardized Resid-
    ual
    N 65
    Normal Parameters a,b
    Mean .0000000
    Std. Devia- .43477148
    tion
    Most Extreme Differ- Absolute .100
    ences Positive .046
    Negative -.100
    Test Statistic .100
    Asymp. Sig. (2-tailed) .169c
    a. Test distribution is Normal.
    b. Calculated from data.
    c. Lilliefors Significance Correction.
    Gambar 1

    Tabel 3
    Coefficientsa
    Unstandardized Co- Standardized Collinearity Statis-
    efficients Coefficients tics
    Model B Std. Error Beta t Sig. Tolerance VIF
    1 (Constant) -1.570 2.146 -.732 .467
    1
    X1 .779 .180 .618 4.320 .000 .186 5.369
    X2 -1.983 .455 -.433 -4.360 .000 .386 2.589
    X3 .080 .061 .153 1.318 .192 .283 3.536
    a. Dependent Variable: Y
    Tabel 4
    Model Summaryb
    Mode Adjusted R Std. Error of the Durbin-Wat-
    l R R Square Square Estimate son
    1 .876 a
    .767 .756 .44533 .721
    a. Predictors: (Constant), X3, X2, X1
    b. Dependent Variable: Y

    Tabel 5
    ANOVAa
    Sum of Mean
    Model Squares Df Square F Sig.
    1 Regression 39.894 3 13.298 67.052 .000b
    Residual 12.098 61 .198
    Total 51.991 64
    a. Dependent Variable: Y
    b. Predictors: (Constant), X3, X2, X1

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