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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.
Thus, the general purpose of multiple regression is to
learn more about the relationship between several
independent or predictor variables and a dependent or
output variable.
Suppose that the Yield in a chemical process depends
on Temperature and the Catalyst concentration, a
multiple regression that describe this relationship is,
Y = b0+b1*X1+b2*X2+ (a)
Where Y = Yield.
X1 = Temp:, X2 = Catalyst cont:.
This is multiple linear regression model with 2
regressors.
The term linear is used because equation (a) is a linear
function of the unknown parameters bis.
Regression Models.
Depending on nature of relationship
regression models are two types.
Linear regression model, including
a. Simple-linear regression (one indep:
var.)
b. Multiple-linear regression.
Non-Linear regression model, including
a. Polynomial regression.
b. Exponential regression ,etc.
Types of multiple regression
There are three types of multiple regression, each of
which is designed to answer a different question:
Standard multiple regression is used to evaluate the
relationships between a set of independent variables
and a dependent variable.
Hierarchical, or sequential, regression is used to
examine the relationships between a set of
independent variables and a dependent variable, after
controlling for the effects of some other independent
variables on the dependent variable.
Stepwise, or statistical, regression is used to identify
the subset of independent variables that has the
strongest relationship to a dependent variable.
MODEL
REGRESSI LINIER BERGANDA
Model yg memperlihatkan hubungan antara satu variable
terikat (dependent variable) dgn beberapa variabel bebas
(independent variables).
Sampel :
Yi = b1 + b2 X2i + b3 X3i + + bk Xki
Yi = b1.23 + b12.3 X2i + b13.2 X3i + + bk Xki
b1.23 = intercept, titik potong antara garis regresi
dengan sumbu tegak Y
Nilai perkiraan rata-rata Y kalau X2 = X3 = 0
Y
E(Yi) = 0 + 1 Xi
Yi = 0 + 1 Xi + i
Nilai rata2 Yi :
E(Yi) = 0 + 1 Xi
IX= Yi - E(Yi)
X1 X2 X3
Asumsi-asumsi
Model Regresi Linier Berganda
(Agar hasil estimasi dapat diinterpretasikan dengan baik - BLUE)
Nilai rata-rata disturbance term adalah nol,
E(i) = 0.
Tidak tdpt serial korelasi (otokorelasi) antar i
Cov(i,j) = 0 untuk i j.
Sifat homoskedastisitas:
Var(i) = 2 sama utk setiap i Kesalahan
Pengganggu Mempunyai Varian Sama
Covariance antara i dan setiap var bebas adalah nol.
Cov(i,Xi) = 0
Tidak tdpt multikollinieritas antar variebel bebas.
Model dispesifikasi dengan baik
Interpretasi Persamaan Regresi Berganda
Yi = b1.23 + b12.3 X2i + b13.2 X3i +
E (Yi /X2,X3) = b1.23 + b12.3 X2i + b13.2 X3i
b13.2 mengukur besarnya perubahan Y kalau X3
Berubah sebesar satu satuan, dimana X2 konstan
^ ^ ^
Y X SRF
Y ei
ui
E ( Y) X PRF
^Yi Yi
0 Xi X
Estimasi Koefisien Regresi Parsial
b0 = Yi b1X1i b2 X2i
Standard error of the estimates
Var(2) = 2 / Xi2
2
Se(2) = Var(2) = =
Xi2 Xi2
Xi2
Var(1) = 2
n xi2
Xi2
Se(1) = Var(1) = 2
n xi2
i2
2 = i2 = yi2 22 xi2
n2
(xi yi) 2
= yi2
xi2
ESTIMASI MODEL
REGRESSI LINIER BERGANDA
x21i
var(b1)= 2 se(bi) = var(bi)
(x21i )(x22i ) (x1i x2i)2 Utk i = 0, 1, 2.
x21i
var(b1)= 2
(x21i )(x22i ) (x1i x2i)2
i2 i2 = y2i b1 yi x1i b2 yi
2 = x2i
n3
Koefisien Determinasi
Y 1 + 2 Xi
RSS
TSS TSS = RSS + ESS
ESS
Y ESS RSS
1= +
TSS TSS
(i - Y)2 i2
X = +
(Yi - Y)2 (Yi - Y)2
ESS (i - Y)2
r2 = = Atau:
TSS (Yi - Y)2 xi2
r2 = 22
atau yi2
ESS i2
= 1 = 1 (xi yi) 2
TSS (Yi - Y)2 =
xi2 yi2
Koefisien Korelasi
A NUMERICAL EXAMPLE
ILLUSTRATIVE EXAMPLES
REGRESI LINEAR BERGANDA
Y = 0 + 1 X + 2 X + . + n Xn
Uji Koeff. Xi H0 : i = 0
H1 : i 0
Contoh :
Tujuan untuk mengetahui pengaruh (kontribusi)
proses/ mekanisme yang disusun dalam praktikum terhadap
pencapaian nilai ujian akhir praktikum, yaitu melalui
penilaian atas latihan di kelas dan penilaian atas laporan
praktikum.
Dimana :
Y : Nilai ujian akhir
X1 : Nilai pretest
X2 : Nilai Laporan
Interpretasi Hasil :
Dari hasil di atas selanjutnya dapat disusun persamaan berikut :
Pengujian untuk 1 : H0 : 1 = 0
H1 : 1 0
Pengujian untuk 2 : H0 : 2 = 0
H1 : 2 0
Hasil analisis di atas menunjukkan bahwa model secara
statistik adalah memang dapat digunakan, terbukti dari nilai
F-hit sebesar 73.02 yang signifikan pada tingkat alpha 5%
atau 0.05 Artinya bahwa 0, 1, 2 mempengaruhi secara
nyata terhadap N_Akhir (nilai Akhir).