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  • Regresi Data Panel KLP 4 Putri

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    Made Putri Dewi
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    1. The document reports the results of regression analyses using panel data from 9 cross-sections over 4 time periods. Dummy variables were included to test for differences between cross-sections. 2. A Wald test rejected the null hypothesis that the coefficients on the dummy variables were equal, indicating differences between cross-sections. 3. A pooled model and fixed effects model were estimated. The fixed effects model was preferred as it produced smaller standard errors and had a higher R-squared and F-statistic.

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    REGRESI DATA PANEL KLP 4 PUTRI

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    1. The document reports the results of regression analyses using panel data from 9 cross-sections over 4 time periods. Dummy variables were included to test for differences between cross-sections. 2. A Wald test rejected the null hypothesis that the coefficients on the dummy variables were equal, indicating differences between cross-sections. 3. A pooled model and fixed effects model were estimated. The fixed effects model was preferred as it produced smaller standard errors and had a higher R-squared and F-statistic.

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

    Regresi Data Panel KLP 4 Putri

    Uploaded by

    Made Putri Dewi
    1. The document reports the results of regression analyses using panel data from 9 cross-sections over 4 time periods. Dummy variables were included to test for differences between cross-sections. 2. A Wald test rejected the null hypothesis that the coefficients on the dummy variables were equal, indicating differences between cross-sections. 3. A pooled model and fixed effects model were estimated. The fixed effects model was preferred as it produced smaller standard errors and had a higher R-squared and F-statistic.

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    of 5

    1.

    REGRESI VARIABEL DUMMY

    Dependent Variable: TK
    Method: Panel Least Squares
    Date: 03/24/22 Time: 13:25
    Sample: 2017 2020
    Periods included: 4
    Cross-sections included: 9
    Total panel (balanced) observations: 36

    Variable Coefficient Std. Error t-Statistic Prob.  

    D1 216782.9 654838.1 0.331048 0.7435


    D2 312109.9 688577.5 0.453268 0.6544
    D3 356700.8 724741.8 0.492176 0.6271
    D4 337837.5 698290.4 0.483807 0.6329
    D5 172261.9 649286.6 0.265309 0.7930
    D6 214197.6 631035.2 0.339438 0.7372
    D7 299736.7 603149.4 0.496953 0.6237
    D8 382336.2 649193.8 0.588940 0.5614
    D9 516772.9 752667.6 0.686588 0.4989
    PDRB 1.861010 0.980886 1.897274 0.0699
    W -0.001565 0.024885 -0.062908 0.9504
    IPM -1128.997 9918.737 -0.113825 0.9103

    R-squared 0.993851    Mean dependent var 272678.9


    Adjusted R-squared 0.991033    S.D. dependent var 123700.5
    S.E. of regression 11714.01    Akaike info criterion 21.83616
    Sum squared resid 3.29E+09    Schwarz criterion 22.36400
    Log likelihood -381.0509    Hannan-Quinn criter. 22.02039
    Durbin-Watson stat 2.319362
    2. UJI WALD TEST

    Wald Test:
    Equation: Untitled

    Test Statistic Value df Probability

    F-statistic  88.80695 (8, 24)  0.0000


    Chi-square  710.4556  8  0.0000

    Null Hypothesis: C(1)=C(2), C(2)=C(3), C(3)=C(4),


            C(4)=C(5), C(5)=C(6), C(6)=C(7), C(7)=C(8),
    C(8)=C(9)
    Null Hypothesis Summary:

    Normalized Restriction (= 0) Value Std. Err.

    C(1) - C(2) -95326.96  35520.24


    C(2) - C(3) -44590.87  46369.56
    C(3) - C(4)  18863.28  36985.02
    C(4) - C(5)  165575.6  51944.12
    C(5) - C(6) -41935.72  20107.49
    C(6) - C(7) -85539.07  30355.37
    C(7) - C(8) -82599.54  48903.23
    C(8) - C(9) -134436.7  104378.9

    Restrictions are linear in coefficients.


    3. ESTIMASI POOLED MODEL

    Dependent Variable: TK
    Method: Panel Least Squares
    Date: 03/24/22 Time: 13:46
    Sample: 2017 2020
    Periods included: 4
    Cross-sections included: 9
    Total panel (balanced) observations: 36

    Variable Coefficient Std. Error t-Statistic Prob.  

    C 220360.9 234422.2 0.940017 0.3543


    PDRB 6.835599 1.073312 6.368697 0.0000
    W -0.056028 0.045155 -1.240792 0.2237
    IPM 95.48590 3486.135 0.027390 0.9783

    R-squared 0.811823    Mean dependent var 272678.9


    Adjusted R-squared 0.794182    S.D. dependent var 123700.5
    S.E. of regression 56119.44    Akaike info criterion 24.81279
    Sum squared resid 1.01E+11    Schwarz criterion 24.98874
    Log likelihood -442.6302    Hannan-Quinn criter. 24.87420
    F-statistic 46.01769    Durbin-Watson stat 0.219311
    Prob(F-statistic) 0.000000
    4. MODEL FIXED EFFECT

    Dependent Variable: TK
    Method: Panel Least Squares
    Date: 03/24/22 Time: 13:49
    Sample: 2017 2020
    Periods included: 4
    Cross-sections included: 9
    Total panel (balanced) observations: 36

    Variable Coefficient Std. Error t-Statistic Prob.  

    C 312081.8 672259.9 0.464228 0.6467


    PDRB 1.861010 0.980886 1.897274 0.0699
    W -0.001565 0.024885 -0.062908 0.9504
    IPM -1128.997 9918.737 -0.113825 0.9103

    Effects Specification

    Cross-section fixed (dummy variables)

    R-squared 0.993851    Mean dependent var 272678.9


    Adjusted R-squared 0.991033    S.D. dependent var 123700.5
    S.E. of regression 11714.01    Akaike info criterion 21.83616
    Sum squared resid 3.29E+09    Schwarz criterion 22.36400
    Log likelihood -381.0509    Hannan-Quinn criter. 22.02039
    F-statistic 352.6376    Durbin-Watson stat 2.319362
    Prob(F-statistic) 0.000000
    5. CHOW TEST

    Redundant Fixed Effects Tests


    Equation: Untitled
    Test cross-section fixed effects

    Effects Test Statistic   d.f.  Prob. 

    Cross-section F 88.806952 (8,24) 0.0000


    Cross-section Chi-square 123.158726 8 0.0000

    Cross-section fixed effects test equation:


    Dependent Variable: TK
    Method: Panel Least Squares
    Date: 03/24/22 Time: 13:51
    Sample: 2017 2020
    Periods included: 4
    Cross-sections included: 9
    Total panel (balanced) observations: 36

    Variable Coefficient Std. Error t-Statistic Prob.  

    C 220360.9 234422.2 0.940017 0.3543


    PDRB 6.835599 1.073312 6.368697 0.0000
    W -0.056028 0.045155 -1.240792 0.2237
    IPM 95.48590 3486.135 0.027390 0.9783

    R-squared 0.811823    Mean dependent var 272678.9


    Adjusted R-squared 0.794182    S.D. dependent var 123700.5
    S.E. of regression 56119.44    Akaike info criterion 24.81279
    Sum squared resid 1.01E+11    Schwarz criterion 24.98874
    Log likelihood -442.6302    Hannan-Quinn criter. 24.87420
    F-statistic 46.01769    Durbin-Watson stat 0.219311
    Prob(F-statistic) 0.000000

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