Nama : Arifani Septi Ningsih

NIM : 20053006
Mata Kuliah : Ekonometrika
Pertemuan :4

Bukti Pembelajaran

Data Panel :
Y X2 X1
A - 11 475 68 35
A - 12 510 70 45
A - 13 500 75 50
A - 14 498 72 50
B - 11 510 60 32
B - 12 525 64 49
B - 13 560 70 54
B - 14 550 68 52

Common Effect Model :

Dependent Variable: Y
Method: Panel Least Squares
Date: 03/11/23 Time: 16:56
Sample: 2011 2014
Periods included: 4
Cross-sections included: 2
Total panel (balanced) observations: 8
 Variable Coefficient Std. Error t-Statistic Prob.

C 653.4130 96.77590 6.751816 0.0011

X1 3.704555 0.981357 3.774932 0.0130
X2 -4.495203 1.705811 -2.635229 0.0462

Root MSE 13.29643 R-squared 0.743124

Mean dependent var 516.0000 Adjusted R-squared 0.640373
S.D. dependent var 28.04588 S.E. of regression 16.81880
Akaike info criterion 8.762868 Sum squared resid 1414.360
Schwarz criterion 8.792659 Log likelihood -32.05147
Hannan-Quinn criter. 8.561943 F-statistic 7.232317
Durbin-Watson stat 2.623126 Prob(F-statistic) 0.033443

Fixed Effect Model :

Dependent Variable: Y
Method: Panel Least Squares
Date: 03/11/23 Time: 16:58
Sample: 2011 2014
Periods included: 4
Cross-sections included: 2
Total panel (balanced) observations: 8

Variable Coefficient Std. Error t-Statistic Prob.

C 312.1465 153.7885 2.029713 0.1122

X1 0.943184 1.311993 0.718894 0.5120
X2 2.348591 3.014697 0.779047 0.4795

Effects Specification
Cross-section fixed (dummy variables)

Root MSE 8.358672 R-squared 0.898485

Mean dependent var 516.0000 Adjusted R-squared 0.822350
S.D. dependent var 28.04588 S.E. of regression 11.82095
Akaike info criterion 8.084476 Sum squared resid 558.9391
Schwarz criterion 8.124197 Log likelihood -28.33790
Hannan-Quinn criter. 7.816575 F-statistic 11.80107
Durbin-Watson stat 3.156497 Prob(F-statistic) 0.018655

UJI CHOW
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 6.121747 (1,4) 0.0686

Cross-section Chi-square 7.427135 1 0.0064