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  • Uji Statistik Deskriptif

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    Nur Tilarsih
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    1. The document describes statistical tests performed on sample data from 2017 to 2021, including descriptive statistics, normality tests, and regression model selection tests. 2. Chow, Hausman, and Lagrange Multiplier tests were used to select the best regression model between common effect, fixed effect, and random effect models. The tests indicated using a common effect model. 3. Common effect, fixed effect, and random effect regression models were estimated using the data. The common effect model was selected as the best based on the hypothesis testing conducted.

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    1. The document describes statistical tests performed on sample data from 2017 to 2021, including descriptive statistics, normality tests, and regression model selection tests. 2. Chow, Hausman, and Lagrange Multiplier tests were used to select the best regression model between common effect, fixed effect, and random effect models. The tests indicated using a common effect model. 3. Common effect, fixed effect, and random effect regression models were estimated using the data. The common effect model was selected as the best based on the hypothesis testing conducted.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    17 views5 pages

    Uji Statistik Deskriptif

    Uploaded by

    Nur Tilarsih
    1. The document describes statistical tests performed on sample data from 2017 to 2021, including descriptive statistics, normality tests, and regression model selection tests. 2. Chow, Hausman, and Lagrange Multiplier tests were used to select the best regression model between common effect, fixed effect, and random effect models. The tests indicated using a common effect model. 3. Common effect, fixed effect, and random effect regression models were estimated using the data. The common effect model was selected as the best based on the hypothesis testing conducted.

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    © All Rights Reserved
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    of 5

    3.1.

    1 Uji Statistik Deskriptif

    Date: 06/28/22 Time: 14:11


    Sample: 2017 2021

    Y X1 X2 X3

    Mean 0.001718 -0.003740 0.629163 0.057988


    Median -0.000182 -0.000943 0.636215 0.036802
    Maximum 0.166270 0.002231 0.974991 0.753539
    Minimum -0.080190 -0.021695 0.375000 -0.017096
    Std. Dev. 0.038090 0.005575 0.169098 0.102154
    Skewness 1.374167 -1.539300 0.409387 5.416333
    Kurtosis 8.105397 4.630072 2.696127 37.21112

    Jarque-Bera 84.04603 30.33727 1.906822 3219.368


    Probability 0.000000 0.000000 0.385424 0.000000

    Sum 0.103090 -0.224395 37.74981 3.479275


    Sum Sq. Dev. 0.085602 0.001833 1.687054 0.615697

    Observations 60 60 60 60

    3.1.1 Uji Model Regresi data panel

    Ho : Diterima apabila
    Ho : Commond Effect Model cross section F > 0.05
    UJI CHOW UJI CHOW 0,9497 CEM
    H1 : Diterima apabila
    H1 : Fixed Effect Model cross section F < 0.05
    Ho : Diterima apabila
    Ho : Random Effect Model profitabilitas F > 0.05 UJI
    UJI HAUSMAN 0,27875 REM
    H1 : Diterima apabila HAUSMAN
    H1 : Fixed Effect Model profitabilitas F < 0.05
    Ho : Diterima apabila
    Ho : Commond Effect Model brousch pagan F > 0.05
    LM LM 0,0322 REM
    H1 : DItolak apabila
    H1 : Random Effect Model brousch pagan F < 0.05

    1. Uji Chow

    Redundant Fixed Effects Tests


    Equation: Untitled
    Test cross-section fixed effects

    Effects Test Statistic d.f. Prob.

    Cross-section F 0.397975 (11,45) 0.9497


    Cross-section Chi-square 5.570216 11 0.9004
    - MENGGUNAKAN Commond EFFECT Model

    2. 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 3.846912 3 0.2785

    - MENGGUNAKAN RandomEFFECT Model

    3., UJI Langrange Multiplier

    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  4.590312  1.499618  6.089930


    (0.0322) (0.2207) (0.0136)

    3.1.1 Model Regresi Data Panel

    3.1.2 CEM

    Dependent Variable: Y
    Method: Panel Least Squares
    Date: 06/28/22 Time: 20:43
    Sample: 2017 2021
    Periods included: 5
    Cross-sections included: 12
    Total panel (balanced) observations: 60

    Variable Coefficient Std. Error t-Statistic Prob.

    C -0.035098 0.020281 -1.730643 0.0890


    X1 -2.344578 0.875746 -2.677235 0.0097
    X2 0.031937 0.028831 1.107723 0.2727
    X3 0.137173 0.043340 3.165039 0.0025
    R-squared 0.246445    Mean dependent var 0.001718
    Adjusted R-squared 0.206075    S.D. dependent var 0.038090
    S.E. of regression 0.033940    Akaike info criterion -3.864133
    Sum squared resid 0.064506    Schwarz criterion -3.724510
    Log likelihood 119.9240    Hannan-Quinn criter. -3.809519
    F-statistic 6.104789    Durbin-Watson stat 2.768067
    Prob(F-statistic) 0.001143

    3.1.3 FEM

    Dependent Variable: Y
    Method: Panel EGLS (Cross-section weights)
    Date: 06/28/22 Time: 20:44
    Sample: 2017 2021
    Periods included: 5
    Cross-sections included: 12
    Total panel (balanced) observations: 60
    Linear estimation after one-step weighting matrix

    Variable Coefficient Std. Error t-Statistic Prob.

    C -0.029604 0.034100 -0.868139 0.3899


    X1 -3.337787 0.885150 -3.770871 0.0005
    X2 0.018624 0.051582 0.361062 0.7197
    X3 0.122801 0.018500 6.637958 0.0000

    Effects Specification

    Cross-section fixed (dummy variables)

    Weighted Statistics

    R-squared 0.641858    Mean dependent var 0.001874


    Adjusted R-squared 0.530436    S.D. dependent var 0.051229
    S.E. of regression 0.035117    Sum squared resid 0.055493
    F-statistic 5.760610    Durbin-Watson stat 2.646341
    Prob(F-statistic) 0.000003

    Unweighted Statistics

    R-squared 0.304490    Mean dependent var 0.001718


    Sum squared resid 0.059537    Durbin-Watson stat 2.834254

    3.1.4 REM

    4
    Dependent Variable: Y
    Method: Panel EGLS (Cross-section random effects)
    Date: 06/28/22 Time: 20:45
    Sample: 2017 2021
    Periods included: 5
    Cross-sections included: 12
    Total panel (balanced) observations: 60
    Swamy and Arora estimator of component variances

    Variable Coefficient Std. Error t-Statistic Prob.

    C -0.035098 0.021598 -1.625096 0.1098


    X1 -2.344578 0.932624 -2.513958 0.0148
    X2 0.031937 0.030704 1.040166 0.3027
    X3 0.137173 0.046155 2.972012 0.0044

    Effects Specification
    S.D. Rho

    Cross-section random 0.000000 0.0000


    Idiosyncratic random 0.036144 1.0000

    Weighted Statistics

    R-squared 0.246445    Mean dependent var 0.001718


    Adjusted R-squared 0.206075    S.D. dependent var 0.038090
    S.E. of regression 0.033940    Sum squared resid 0.064506
    F-statistic 6.104789    Durbin-Watson stat 2.768067
    Prob(F-statistic) 0.001143

    Unweighted Statistics

    R-squared 0.246445    Mean dependent var 0.001718


    Sum squared resid 0.064506    Durbin-Watson stat 2.768067

    1. Uji Normalitas

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