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Regresi Berganda
Regresi Berganda
REGRESI BERGANDA
Fanny Widadie, S.P, M.Agr
Regression
Regression analysis, in general sense, means the
estimation or prediction of the unknown value of one
variable from the known value of the other variable.
If two variables are significantly correlated, and if
there is some theoretical basis for doing so, it is
possible to predict values of one variable from the
other. This observation leads to a very important
concept known as Regression Analysis.
It is specially used in business and economics to
study the relationship between two or more variables
that are related causally and for the estimation of
demand and supply graphs, cost functions,
production and consumption functions and so on.
Regression Models.
a.
b.
a.
b.
MODEL
REGRESSI LINIER BERGANDA
Model yg memperlihatkan hubungan antara satu variable
terikat (dependent variable) dgn beberapa variabel bebas
(independent variables).
=
=
=
=
Yi
.
0
Y
i = b 0 + b 1 Xi
Variation
in Y
.
.
= 0 + 1 Xi + i
Yi
Systematic
Variation
Random
Variation
.
E(Yi) = 0 + 1 Xi
Yi = 0 + 1 Xi + i
Nilai rata2 Yi :
X1
X2
X3
E(Yi) = 0 + 1 Xi
X
I = Yi - E(Yi)
Asumsi-asumsi
Model Regresi Linier Berganda
(Agar hasil estimasi dapat diinterpretasikan dengan baik - BLUE)
Y X
ei
ui
^Yi
E (Y) X
Yi
Xi
SRF
PRF
(Xi X) (Yi Y)
(Xi X)2
b0 = Y - b1X
dimana
b0 dan b1 nilai penduga untuk 0 dan 1.
X dan Y adlh nilai rata2 pengamatan X dan Y
ESTIMASI MODEL
REGRESSI LINIER BERGANDA
Model:
Yi = 0 + 1 X1i + 2 X2i + i
b1 =
b2 =
b0 = Yi b1X1i b2 X2i
Var(1) =
Se(1) =
2 =
Var(2) =
Xi2
Xi2
Xi2
n xi2
Var(1) =
i2
n2
Xi2
n xi2
i2 = yi2 22 xi2
= yi2
(xi yi) 2
xi2
ESTIMASI MODEL
REGRESSI LINIER BERGANDA
1
var(b0) =
var(b1)=
var(b1)=
2 =
x21i
se(bi) = var(bi)
Utk i = 0, 1, 2.
i2
n3
i2 = y2i b1 yi x1i b2 yi
x2i
Koefisien Determinasi
Y
TSS
1 + 2 Xi
RSS
ESS
ESS
1=
X
r2 =
ESS
TSS
atau
= 1
ESS
TSS
= 1
(Yi - Y)
Atau:
TSS
(i - Y)2
(i - Y)2
(Yi - Y)
TSS
RSS
r2 = 22
i2
(Yi - Y)
i2
(Yi - Y)2
xi2
yi2
(xi yi) 2
xi2 yi2
Koefisien Korelasi
A NUMERICAL EXAMPLE
ILLUSTRATIVE EXAMPLES
Uji Koeff. Xi
H0
0 = 0
H1
0 0
H0
H1
:
:
i = 0
i 0
Contoh :
--------------------- (model 1)
Interpretasi Hasil :
Dari hasil di atas selanjutnya dapat disusun persamaan berikut :
N_Akhir = -25.450 + 0.542 Latihan + 0.771 Laporan
SE
(9.351)
(0.089)
(0.132)
T-Hit.
2.722
6.067
5.828
F-hit = 73,02
Df = 62
R2 = 0.702
Pengujian statistik baik uji keseluruhan (Uji-F) dan uji koefisien variabel dalam
model (Uji-t) memiliki kesamaan dengan analisis regresi linear sederhana.
Hipotesis uji-F adalah : H0
: 0 = 1 = 2 = 0
H1
: 0, 1, 2 0
Sedangkan uji koefisien atau pengujian secara parsial memiliki hipotesis
sebagai berikut :
Pengujian untuk intersep :
H0
: 0 = 0
H1
: 0 0
Pengujian untuk 1
H0
H1
: 1 = 0
: 1 0
Pengujian untuk 2 :
H0
H1
: 2 = 0
: 2 0