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Bahan Bab 4 A. Uji Asumsi Klasik 1. Uji Normalitas

1. The document discusses tests for classical assumptions in linear regression analysis, including normality, heteroskedasticity, and multicollinearity. 2. The results of the normality tests on the variables show that they satisfy the normality assumption. The heteroskedasticity and multicollinearity tests also show that the model satisfies those assumptions. 3. A linear regression is estimated with the variables log_x1, log_x2, and log_x3 to explain log_y. The regression results show that log_x2 is statistically significant while log_x1 and log_x3 are not.

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101 views4 pages

Bahan Bab 4 A. Uji Asumsi Klasik 1. Uji Normalitas

1. The document discusses tests for classical assumptions in linear regression analysis, including normality, heteroskedasticity, and multicollinearity. 2. The results of the normality tests on the variables show that they satisfy the normality assumption. The heteroskedasticity and multicollinearity tests also show that the model satisfies those assumptions. 3. A linear regression is estimated with the variables log_x1, log_x2, and log_x3 to explain log_y. The regression results show that log_x2 is statistically significant while log_x1 and log_x3 are not.

Uploaded by

ridho
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BAHAN BAB 4

A. UJI ASUMSI KLASIK

1. UJI NORMALITAS

Skewness/Kurtosis tests for Normality

------ joint ------

Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2

-------------+---------------------------------------------------------------

log_y | 40 0.8586 0.2752 1.29 0.5248

log_x1 | 40 0.1592 0.5393 2.52 0.2834

log_x2 | 40 0.0545 0.1037 5.94 0.0514

log_x3 | 40 0.0278 0.6294 4.99 0.0826


1

2. UJI HETEROSKEDASTISITAS

Cameron & Trivedi's decomposition of IM-test

Source | chi2 df p

---------------------+-----------------------------

Heteroskedasticity | 14.66 9 0.1008

Skewness | 3.97 3 0.2647

Kurtosis | 1.38 1 0.2394

---------------------+-----------------------------

Total | 20.01 13 0.0949

---------------------------------------------------

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance

Variables: fitted values of log_y

chi2(1) = 0.49

Prob > chi2 = 0.4840


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3. UJI MULTIKOLINEARITAS

Variable | VIF 1/VIF

-------------+----------------------

log_x3 | 1.06 0.940463

log_x1 | 1.06 0.941300

log_x2 | 1.05 0.953590

-------------+----------------------

Mean VIF | 1.06


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REGRESI LINEAR

Source | SS df MS Number of obs = 40


-------------+---------------------------------- F(3, 36) = 2.81
Model | 24.4510176 3 8.1503392 Prob > F = 0.0533
Residual | 104.49165 36 2.90254584 R-squared = 0.1896
-------------+---------------------------------- Adj R-squared = 0.1221
Total | 128.942668 39 3.30622225 Root MSE = 1.7037

------------------------------------------------------------------------------
log_y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
log_x1 | -2.685957 1.577964 -1.70 0.097 -5.886217 .514302
log_x2 | 2.12379 .9388767 2.26 0.030 .2196596 4.02792
log_x3 | -1.089231 1.083615 -1.01 0.322 -3.286904 1.108442
_cons | -9.593531 1.612795 -5.95 0.000 -12.86443 -6.322632
------------------------------------------------------------------------------

ROA = a + b1DKI+b2KA+b3KM+e

Y = -9,593 – 2,685X1 + 2,123X2 – 1,089X3 + e

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