Uji Regresi I

Date: 12/14/21 Time: 06:58

Sample: 2016 2020

PL NP KL

Mean 2.000000 2.110789 3.663333

Median 2.000000 1.930000 3.690000
Maximum 3.000000 18.57000 6.200000
Minimum 1.000000 1.430000 1.000000
Std. Dev. 0.420703 1.595891 1.127194
Skewness 0.000000 9.745272 -0.599360
Kurtosis 5.700000 101.0195 2.861126

Jarque-Bera 34.62750 47441.60 6.917014

Probability 0.000000 0.000000 0.031477

Sum 228.0000 240.6300 417.6200

Sum Sq. Dev. 20.00000 287.7960 143.5739

Observations 114 114 114

Command Effect

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:13
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 1.460177 0.882381 1.654815 0.1008

Y 0.125742 0.360372 0.348923 0.7278
Y1 0.108157 0.134506 0.804103 0.4231

Root MSE 1.590023 R-squared 0.006985

Mean dependent var 2.107965 Adjusted R-squared -0.011070
S.D. dependent var 1.602713 S.E. of regression 1.611560
Akaike info criterion 3.818472 Sum squared resid 285.6837
Schwarz criterion 3.890880 Log likelihood -212.7437
Hannan-Quinn criter. 3.847855 F-statistic 0.386870
Durbin-Watson stat 1.237711 Prob(F-statistic) 0.680100

Fixed Effect
Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:14
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 2.505036 1.027180 2.438751 0.0167

Y -0.155626 0.389682 -0.399366 0.6906
Y1 -0.023421 0.179895 -0.130195 0.8967

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 1.403844 R-squared 0.225919

Mean dependent var 2.107965 Adjusted R-squared 0.014806
S.D. dependent var 1.602713 S.E. of regression 1.590804
Akaike info criterion 3.958784 Sum squared resid 222.6980
Schwarz criterion 4.562188 Log likelihood -198.6713
Hannan-Quinn criter. 4.203639 F-statistic 1.070131
Durbin-Watson stat 1.565961 Prob(F-statistic) 0.393358

Random Effect
Dependent Variable: X
Method: Panel EGLS (Cross-section random effects)
Date: 12/14/21 Time: 11:16
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C 1.480740 0.874322 1.693587 0.0932

Y 0.119069 0.356509 0.333986 0.7390
Y1 0.106150 0.133602 0.794519 0.4286

Effects Specification
S.D. Rho

Cross-section random 0.119014 0.0056

Idiosyncratic random 1.590804 0.9944

Weighted Statistics

Root MSE 1.585466 R-squared 0.006620

Mean dependent var 2.079320 Adjusted R-squared -0.011442
S.D. dependent var 1.597751 S.E. of regression 1.606940
Sum squared resid 284.0482 F-statistic 0.366505
Durbin-Watson stat 1.244076 Prob(F-statistic) 0.693996

Unweighted Statistics

R-squared 0.006980 Mean dependent var 2.107965

Sum squared resid 285.6852 Durbin-Watson stat 1.236947

Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 1.131322 (22,88) 0.3314

Cross-section Chi-square 28.144795 22 0.1709

Cross-section fixed effects test equation:

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:18
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 1.460177 0.882381 1.654815 0.1008

Y 0.125742 0.360372 0.348923 0.7278
Y1 0.108157 0.134506 0.804103 0.4231

Root MSE 1.590023 R-squared 0.006985

Mean dependent var 2.107965 Adjusted R-squared -0.011070
S.D. dependent var 1.602713 S.E. of regression 1.611560
Akaike info criterion 3.818472 Sum squared resid 285.6837
Schwarz criterion 3.890880 Log likelihood -212.7437
Hannan-Quinn criter. 3.847855 F-statistic 0.386870
Durbin-Watson stat 1.237711 Prob(F-statistic) 0.680100

Uji Hausman
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 4.239602 2 0.1201

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

Y -0.155626 0.119069 0.024753 0.0808

Y1 -0.023421 0.106150 0.014513 0.2821

Cross-section random effects test equation:

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:20
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 2.505036 1.027180 2.438751 0.0167

Y -0.155626 0.389682 -0.399366 0.6906
Y1 -0.023421 0.179895 -0.130195 0.8967

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 1.403844 R-squared 0.225919

Mean dependent var 2.107965 Adjusted R-squared 0.014806
S.D. dependent var 1.602713 S.E. of regression 1.590804
Akaike info criterion 3.958784 Sum squared resid 222.6980
Schwarz criterion 4.562188 Log likelihood -198.6713
Hannan-Quinn criter. 4.203639 F-statistic 1.070131
Durbin-Watson stat 1.565961 Prob(F-statistic) 0.393358

UJI Regresi II

Commond Effect
Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 07:46
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 114

Variable Coefficient Std. Error t-Statistic Prob.

C 3.564921 0.520176 6.853304 0.0000

Y -0.017001 0.257464 -0.066033 0.9475
Z 0.062732 0.067872 0.924275 0.3573

Root MSE 1.117895 R-squared 0.007727

Mean dependent var 3.663333 Adjusted R-squared -0.010151
S.D. dependent var 1.127194 S.E. of regression 1.132901
Akaike info criterion 3.113403 Sum squared resid 142.4645
Schwarz criterion 3.185408 Log likelihood -174.4640
Hannan-Quinn criter. 3.142626 F-statistic 0.432209
Durbin-Watson stat 1.452886 Prob(F-statistic) 0.650162

Fixed Effect

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:24
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 3.574344 0.444332 8.044317 0.0000

Y 0.015549 0.216637 0.071773 0.9429
Y1 0.027016 0.060841 0.444040 0.6581

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 0.795698 R-squared 0.501651

Mean dependent var 3.662389 Adjusted R-squared 0.365737
S.D. dependent var 1.132169 S.E. of regression 0.901667
Akaike info criterion 2.823283 Sum squared resid 71.54427
Schwarz criterion 3.426688 Log likelihood -134.5155
Hannan-Quinn criter. 3.068139 F-statistic 3.690955
Durbin-Watson stat 2.653906 Prob(F-statistic) 0.000004

Random Effect
Dependent Variable: X
Method: Panel EGLS (Cross-section random effects)
Date: 12/14/21 Time: 11:25
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C 3.572348 0.462603 7.722274 0.0000

Y 0.008559 0.213705 0.040051 0.9681
Y1 0.036631 0.059008 0.620789 0.5360

Effects Specification
S.D. Rho

Cross-section random 0.734836 0.3991

Idiosyncratic random 0.901667 0.6009

Weighted Statistics

Root MSE 0.882759 R-squared 0.003696

Mean dependent var 1.772224 Adjusted R-squared -0.014419
S.D. dependent var 0.892362 S.E. of regression 0.894715
Sum squared resid 88.05672 F-statistic 0.204008
Durbin-Watson stat 2.159392 Prob(F-statistic) 0.815764

Unweighted Statistics

R-squared 0.006366 Mean dependent var 3.662389

Sum squared resid 142.6485 Durbin-Watson stat 1.332989

Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 3.964686 (22,88) 0.0000

Cross-section Chi-square 77.825722 22 0.0000

Cross-section fixed effects test equation:

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:26
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 3.564230 0.522599 6.820202 0.0000

Y -0.016933 0.258626 -0.065474 0.9479
Y1 0.062632 0.068190 0.918488 0.3604

Root MSE 1.122800 R-squared 0.007701

Mean dependent var 3.662389 Adjusted R-squared -0.010341
S.D. dependent var 1.132169 S.E. of regression 1.138008
Akaike info criterion 3.122626 Sum squared resid 142.4569
Schwarz criterion 3.195035 Log likelihood -173.4284
Hannan-Quinn criter. 3.152009 F-statistic 0.426831
Durbin-Watson stat 1.343239 Prob(F-statistic) 0.653650

Uji Hausman
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 0.533406 2 0.7659

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

Y 0.015549 0.008559 0.001262 0.8440

Y1 0.027016 0.036631 0.000220 0.5165

Cross-section random effects test equation:

Dependent Variable: X
Method: Panel Least Squares
Date: 12/14/21 Time: 11:28
Sample: 2016 2020
Periods included: 5
Cross-sections included: 23
Total panel (unbalanced) observations: 113

Variable Coefficient Std. Error t-Statistic Prob.

C 3.574344 0.444332 8.044317 0.0000

Y 0.015549 0.216637 0.071773 0.9429
Y1 0.027016 0.060841 0.444040 0.6581

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 0.795698 R-squared 0.501651

Mean dependent var 3.662389 Adjusted R-squared 0.365737
S.D. dependent var 1.132169 S.E. of regression 0.901667
Akaike info criterion 2.823283 Sum squared resid 71.54427
Schwarz criterion 3.426688 Log likelihood -134.5155
Hannan-Quinn criter. 3.068139 F-statistic 3.690955
Durbin-Watson stat 2.653906 Prob(F-statistic) 0.000004