Common Efect Model

Dependent Variable: Y
Method: Panel Least Squares
Date: 12/12/23 Time: 15:46
Sample: 2017 2020
Periods included: 4
Cross-sections included: 28
Total panel (unbalanced) observations: 107

Variable Coefficient Std. Error t-Statistic Prob.

C -4.773217 1.196606 -3.988962 0.0001

X3 0.027609 0.006389 4.321362 0.0000
X2 0.007896 0.003306 2.388448 0.0187
X1 0.770134 0.084126 9.154482 0.0000

R-squared 0.599402 Mean dependent var 4.167757

Adjusted R-squared 0.587734 S.D. dependent var 11.06313
S.E. of regression 7.103408 Akaike info criterion 6.795693
Sum squared resid 5197.215 Schwarz criterion 6.895612
Log likelihood -359.5696 Hannan-Quinn criter. 6.836199
F-statistic 51.37183 Durbin-Watson stat 0.278698
Prob(F-statistic) 0.000000
Fixed effect model
Dependent Variable: Y
Method: Panel Least Squares
Date: 12/12/23 Time: 15:51
Sample: 2017 2020
Periods included: 4
Cross-sections included: 28
Total panel (unbalanced) observations: 107

Variable Coefficient Std. Error t-Statistic Prob.

C 1.221436 0.846591 1.442769 0.1532

X3 0.008383 0.003636 2.305729 0.0239
X2 0.004379 0.002651 1.651732 0.1027
X1 0.196300 0.097402 2.015354 0.0474

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.970434 Mean dependent var 4.167757

Adjusted R-squared 0.958763 S.D. dependent var 11.06313
S.E. of regression 2.246579 Akaike info criterion 4.694038
Sum squared resid 383.5810 Schwarz criterion 5.468409
Log likelihood -220.1311 Hannan-Quinn criter. 5.007958
F-statistic 83.15012 Durbin-Watson stat 0.515641
Prob(F-statistic) 0.000000
Uji Chow

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 35.323668 (27,76) 0.0000

Cross-section Chi-square 278.877027 27 0.0000

Cross-section fixed effects test equation:

Dependent Variable: Y
Method: Panel Least Squares
Date: 12/12/23 Time: 16:07
Sample: 2017 2020
Periods included: 4
Cross-sections included: 28
Total panel (unbalanced) observations: 107

Variable Coefficient Std. Error t-Statistic Prob.

C -4.773217 1.196606 -3.988962 0.0001

X3 0.027609 0.006389 4.321362 0.0000
X2 0.007896 0.003306 2.388448 0.0187
X1 0.770134 0.084126 9.154482 0.0000

R-squared 0.599402 Mean dependent var 4.167757

Adjusted R-squared 0.587734 S.D. dependent var 11.06313
S.E. of regression 7.103408 Akaike info criterion 6.795693
Sum squared resid 5197.215 Schwarz criterion 6.895612
Log likelihood -359.5696 Hannan-Quinn criter. 6.836199
F-statistic 51.37183 Durbin-Watson stat 0.278698
Prob(F-statistic) 0.000000
Random Effect Model

Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 12/12/23 Time: 16:21
Sample: 2017 2020
Periods included: 4
Cross-sections included: 28
Total panel (unbalanced) observations: 107
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -0.038628 1.504052 -0.025682 0.9796

X3 0.011964 0.003478 3.439445 0.0008
X2 0.003735 0.002394 1.560239 0.1218
X1 0.414453 0.081934 5.058400 0.0000

Effects Specification
S.D. Rho

Cross-section random 6.732677 0.8998

Idiosyncratic random 2.246579 0.1002

Weighted Statistics

R-squared 0.297381 Mean dependent var 0.738296

Adjusted R-squared 0.276916 S.D. dependent var 2.963592
S.E. of regression 2.509471 Sum squared resid 648.6366
F-statistic 14.53146 Durbin-Watson stat 0.496002
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.452068 Mean dependent var 4.167757

Sum squared resid 7108.674 Durbin-Watson stat 0.045258
Uji Husman
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 26.737312 3 0.0000

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X3 0.008383 0.011964 0.000001 0.0007

X2 0.004379 0.003735 0.000001 0.5720
X1 0.196300 0.414453 0.002774 0.0000

Cross-section random effects test equation:

Dependent Variable: Y
Method: Panel Least Squares
Date: 12/12/23 Time: 16:23
Sample: 2017 2020
Periods included: 4
Cross-sections included: 28
Total panel (unbalanced) observations: 107

Variable Coefficient Std. Error t-Statistic Prob.

C 1.221436 0.846591 1.442769 0.1532

X3 0.008383 0.003636 2.305729 0.0239
X2 0.004379 0.002651 1.651732 0.1027
X1 0.196300 0.097402 2.015354 0.0474

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.970434 Mean dependent var 4.167757

Adjusted R-squared 0.958763 S.D. dependent var 11.06313
S.E. of regression 2.246579 Akaike info criterion 4.694038
Sum squared resid 383.5810 Schwarz criterion 5.468409
Log likelihood -220.1311 Hannan-Quinn criter. 5.007958
F-statistic 83.15012 Durbin-Watson stat 0.515641
Prob(F-statistic) 0.000000