Common Effect

Dependent Variable: PM
Method: Panel Least Squares
Date: 09/29/21 Time: 19:49
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41

Variable Coefficient Std. Error t-Statistic Prob.  

C -3.247135 2.922573 -1.111053 0.2741

PDRB -1.039122 0.192949 -5.385478 0.0000
PP 1.738878 0.273998 6.346319 0.0000
PMA -0.034971 0.015130 -2.311291 0.0268
PMDN -0.004571 0.022087 -0.206972 0.8372
AK -0.016260 0.029756 -0.546453 0.5882

R-squared 0.677458    Mean dependent var 4.996112

Adjusted R-squared 0.631380    S.D. dependent var 0.156607
S.E. of regression 0.095083    Akaike info criterion -1.733682
Sum squared resid 0.316425    Schwarz criterion -1.482916
Log likelihood 41.54049    Hannan-Quinn criter. -1.642367
F-statistic 14.70259    Durbin-Watson stat 0.749936
Prob(F-statistic) 0.000000

Fixed Effect

Dependent Variable: PM
Method: Panel Least Squares
Date: 09/29/21 Time: 19:51
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41

Variable Coefficient Std. Error t-Statistic Prob.  

C 8.504931 0.581801 14.61828 0.0000

PDRB -0.865524 0.063954 -13.53345 0.0000
PP 0.315556 0.067519 4.673585 0.0001
PMA 0.009031 0.003001 3.008806 0.0054
PMDN -0.003070 0.004555 -0.673964 0.5057
AK 0.002460 0.005553 0.442985 0.6611

Effects Specification

Cross-section fixed (dummy variables)

 R-squared 0.994104    Mean dependent var 4.996112
Adjusted R-squared 0.991867    S.D. dependent var 0.156607
S.E. of regression 0.014123    Akaike info criterion -5.442929
Sum squared resid 0.005784    Schwarz criterion -4.941396
Log likelihood 123.5800    Hannan-Quinn criter. -5.260298
F-statistic 444.4947    Durbin-Watson stat 1.474958
Prob(F-statistic) 0.000000

Random Effect

Dependent Variable: PM
Method: Panel EGLS (Cross-section random effects)
Date: 09/29/21 Time: 19:52
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.  

C 7.337142 0.564683 12.99338 0.0000

PDRB -0.937038 0.057353 -16.33814 0.0000
PP 0.500595 0.063739 7.853815 0.0000
PMA 0.005657 0.002890 1.957282 0.0583
PMDN -0.005830 0.004403 -1.324091 0.1941
AK 0.002436 0.005314 0.458477 0.6494

Effects Specification
S.D.   Rho  

Cross-section random 0.025688 0.7679

Idiosyncratic random 0.014123 0.2321

Weighted Statistics

R-squared 0.685688    Mean dependent var 1.106279

Adjusted R-squared 0.640786    S.D. dependent var 0.062455
S.E. of regression 0.030570    Sum squared resid 0.032708
F-statistic 15.27086    Durbin-Watson stat 0.310199
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.454488    Mean dependent var 4.996112

Sum squared resid 0.535166    Durbin-Watson stat 0.018959

Uji Chow

Redundant Fixed Effects Tests

Equation: Untitled
 Test cross-section fixed effects

Effects Test Statistic   d.f.  Prob. 

Cross-section F 259.567440 (6,29) 0.0000

Cross-section Chi-square 164.079117 6 0.0000

Cross-section fixed effects test equation:

Dependent Variable: PM
Method: Panel Least Squares
Date: 09/29/21 Time: 19:52
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41

Variable Coefficient Std. Error t-Statistic Prob.  

C -3.247135 2.922573 -1.111053 0.2741

PDRB -1.039122 0.192949 -5.385478 0.0000
PP 1.738878 0.273998 6.346319 0.0000
PMA -0.034971 0.015130 -2.311291 0.0268
PMDN -0.004571 0.022087 -0.206972 0.8372
AK -0.016260 0.029756 -0.546453 0.5882

R-squared 0.677458    Mean dependent var 4.996112

Adjusted R-squared 0.631380    S.D. dependent var 0.156607
S.E. of regression 0.095083    Akaike info criterion -1.733682
Sum squared resid 0.316425    Schwarz criterion -1.482916
Log likelihood 41.54049    Hannan-Quinn criter. -1.642367
F-statistic 14.70259    Durbin-Watson stat 0.749936
Prob(F-statistic) 0.000000

Uji Hausman

Correlated Random Effects - Hausman Test

Equation: Untitled
Test cross-section random effects

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

Cross-section random 133.982564 5 0.0000

Cross-section random effects test comparisons:

Variable Fixed   Random  Var(Diff.)  Prob. 

PDRB -0.865524 -0.937038 0.000801 0.0115

PP 0.315556 0.500595 0.000496 0.0000
PMA 0.009031 0.005657 0.000001 0.0000
PMDN -0.003070 -0.005830 0.000001 0.0179
AK 0.002460 0.002436 0.000003 0.9884
 Cross-section random effects test equation:
Dependent Variable: PM
Method: Panel Least Squares
Date: 09/29/21 Time: 19:52
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41

Variable Coefficient Std. Error t-Statistic Prob.  

C 8.504931 0.581801 14.61828 0.0000

PDRB -0.865524 0.063954 -13.53345 0.0000
PP 0.315556 0.067519 4.673585 0.0001
PMA 0.009031 0.003001 3.008806 0.0054
PMDN -0.003070 0.004555 -0.673964 0.5057
AK 0.002460 0.005553 0.442985 0.6611

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.994104    Mean dependent var 4.996112

Adjusted R-squared 0.991867    S.D. dependent var 0.156607
S.E. of regression 0.014123    Akaike info criterion -5.442929
Sum squared resid 0.005784    Schwarz criterion -4.941396
Log likelihood 123.5800    Hannan-Quinn criter. -5.260298
F-statistic 444.4947    Durbin-Watson stat 1.474958
Prob(F-statistic) 0.000000

Uji Lagrange Multiplier (Tidak Digunakan Karna Uji Chow dan Hausman Terpilih Fixed Effect)

Lagrange Multiplier Tests for Random Effects

Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided
        (all others) alternatives

Test Hypothesis
Cross-section Time Both

Breusch-Pagan  30.44835  0.352001  30.80036

(0.0000) (0.5530) (0.0000)

Honda  5.518003  0.593297  4.321341

(0.0000) (0.2765) (0.0000)

King-Wu  5.518003  0.593297  4.158416

(0.0000) (0.2765) (0.0000)

Standardized Honda  7.604482  1.822704  3.273369

(0.0000) (0.0342)
 (0.0005)

Standardized King-Wu  7.604482  1.822704  3.090295

(0.0000) (0.0342) (0.0010)

Gourierioux, et al.* -- --  30.80036

(< 0.01)

*Mixed chi-square asymptotic critical values:

1% 7.289
5% 4.321
10% 2.952

Uji Normalitas

Uji Multikolinieritas

PDRB PP PMA PMDN AK

PDRB 1 0.24730 0.40203 0.06249 -0.16066
PP 0.24730 1 0.56712 0.24520 -0.39563
PMA 0.40203 0.56712 1 0.41431 -0.36137
PMDN 0.06249 0.24520 0.41431 1 -0.05010
AK -0.16066 -0.39563 -0.36137 -0.05010 1

Uji Heteroskedastisitas (Dengan Uji Glejser)

Dependent Variable: RESABS

Method: Panel Least Squares
Date: 09/29/21 Time: 19:55
Sample: 2014 2019
Periods included: 6
Cross-sections included: 7
Total panel (unbalanced) observations: 41
 Variable Coefficient Std. Error t-Statistic Prob.  

C -0.034976 0.278040 -0.125796 0.9008

PDRB 0.033510 0.030564 1.096404 0.2819
PP -0.023111 0.032267 -0.716226 0.4796
PMA 0.002322 0.001434 1.618961 0.1163
PMDN -0.003165 0.002177 -1.453909 0.1567
AK 0.003573 0.002654 1.346608 0.1885

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.431861    Mean dependent var 0.009185

Adjusted R-squared 0.216360    S.D. dependent var 0.007624
S.E. of regression 0.006749    Akaike info criterion -6.919653
Sum squared resid 0.001321    Schwarz criterion -6.418120
Log likelihood 153.8529    Hannan-Quinn criter. -6.737022
F-statistic 2.003985    Durbin-Watson stat 2.342937
Prob(F-statistic) 0.065953