UJI MODEL

UJI CHOW (FEM)

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 2.079347 (39,237) 0.0005

Cross-section Chi-square 82.400763 39 0.0001

Cross-section fixed effects test equation:

Dependent Variable: ROA
Method: Panel Least Squares
Date: 09/27/23 Time: 12:33
Sample: 2016 2022
Periods included: 7
Cross-sections included: 40
Total panel (balanced) observations: 280

Variable Coefficient Std. Error t-Statistic Prob.

C -0.015588 0.036354 -0.428784 0.6684

KM -0.012740 0.031575 -0.403472 0.6869
KI -0.016949 0.027222 -0.622630 0.5340
KA 0.011947 0.007193 1.660852 0.0979

R-squared 0.012903 Mean dependent var 0.017737

Adjusted R-squared 0.002174 S.D. dependent var 0.130670
S.E. of regression 0.130528 Akaike info criterion -1.220280
Sum squared resid 4.702342 Schwarz criterion -1.168355
Log likelihood 174.8393 Hannan-Quinn criter. -1.199453
F-statistic 1.202608 Durbin-Watson stat 0.524233
Prob(F-statistic) 0.309160
 UJI HAUSMAN (REM)
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 6.940461 3 0.0738

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

KM -0.003451 -0.010537 0.000298 0.6816

KI -0.054490 -0.026952 0.001058 0.3973
KA -0.017941 0.005168 0.000086 0.0128

Cross-section random effects test equation:

Dependent Variable: ROA
Method: Panel Least Squares
Date: 09/27/23 Time: 12:34
Sample: 2016 2022
Periods included: 7
Cross-sections included: 40
Total panel (balanced) observations: 280

Variable Coefficient Std. Error t-Statistic Prob.

C 0.121286 0.058108 2.087238 0.0379

KM -0.003451 0.036782 -0.093831 0.9253
KI -0.054490 0.045016 -1.210451 0.2273
KA -0.017941 0.012477 -1.437999 0.1518

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.264552 Mean dependent var 0.017737

Adjusted R-squared 0.134220 S.D. dependent var 0.130670
S.E. of regression 0.121585 Akaike info criterion -1.235997
Sum squared resid 3.503534 Schwarz criterion -0.677798
Log likelihood 216.0396 Hannan-Quinn criter. -1.012103
F-statistic 2.029824 Durbin-Watson stat 0.694494
Prob(F-statistic) 0.000512

UJI LM (REM)

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 9.725657 0.237052 9.962710

(0.0018) (0.6263) (0.0016)

Honda 3.118599 -0.486880 1.860906

(0.0009) (0.6868) (0.0314)

King-Wu 3.118599 -0.486880 0.685491

(0.0009) (0.6868) (0.2465)

Standardized Honda 3.493439 -0.251896 -2.733407

(0.0002) (0.5994) (0.9969)

Standardized King-Wu 3.493439 -0.251896 -2.727300

(0.0002) (0.5994) (0.9968)

Gourieroux, et al. -- -- 9.725657

(0.0028)
UJI ASUMSI KLASIK

1. NORMALITAS
200
Series: Standardized Residuals
Sample 2016 2022
160 Observations 280

120 Mean 9.39e-18

Median -0.007492
Maximum 1.688167
80 Minimum -0.189356
Std. Dev. 0.130053
40 Skewness 11.01211
Kurtosis 132.5200

0 Jarque-Bera 201372.4
-0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6
Probability 0.000000

NILAI P 00 (<0,05) DATA TIDAK NORMAL

Berdasarkan data diatas dimana nilai <0,05 maka dapat disimpulkan data tidak berdistribusi
normal. Tetapi, berdasarkan asumsi Teorema Limit Pusat untuk data dengan sampel besar >35, distribusi
sampel dianggap normal. Pernyataan tersebut menunjukkan bahwa meskipun uji normalitas
menunjukkann seluruh data tidak berdistribusi normal karena ukuran observasi lebih dari 35, namun
data tersebut dianggap normal.

2. MULTIKOLINERITAS

ROA KM KI KA
ROA 1.000000 -0.015351 -0.046834 0.106333
KM -0.015351 1.000000 -0.269708 -0.008102
KI -0.046834 -0.269708 1.000000 -0.144067
KA 0.106333 -0.008102 -0.144067 1.000000

Tidak terkena multi, karena menunjukkan bahwa tidak ada variabeeel independen yang memiliki
koefisien korelasi >0,98. Hasil tersebut menunjukkan bahwa tidak terjadi multikolinearitas antar variabel
independen, dan dapat disimpulkan bahwa tidak terdapat gejala multikolinearitas antar variabel pada
model regresi pada penelitian ini.

UJI HIPOTESIS

1. UJI t

2. UJI r2
3. UJI f