147
2. Regresi auxiliary beserta nilai koefisien determinasi Rj
2
Data Awal Setelah Transformasi
1. DAU = b + b
1
DAK + b
2
PAD + b
3
DBH + b
4
BKP 2. DAK = b
+ b
1
DAU + b
2
PAD + b
3
DBH + b
4
BKP 3. PAD = b
+ b
1
DAU + b
2
DAK + b
3
DBH + b
4
BKP 4. DBH = b
+ b
1
DAU + b
2
DAK + b
3
PAD + b
4
BKP 5. BKP = b
+ b
1
DAU + b
2
DAK + b
3
DBH + b
4
PAD Dependent Variable: DAU?
Method: Pooled Least Squares Sample: 2009 2012
Included observations: 4 Cross-sections included: 30
Total pool balanced observations: 120 Variable
Coefficient Std. Error
t-Statistic Prob.
C 4.146513
1.459638 2.840782
0.0053 DAK?
1.674717 0.216252
7.744292 0.0000
PAD? 0.233112
0.070704 3.297025
0.0013 DBH?
0.205286 0.042919
4.783161 0.0000
BKP? 0.076425
0.122649 0.623121
0.5344 R-squared
0.613366 Mean dependent var 19.21522
Adjusted R-squared 0.599918 S.D. dependent var
5.011483 S.E. of regression
3.169867 Akaike info criterion 5.186030
Sum squared resid 1155.526 Schwarz criterion
5.302175 Log likelihood
-306.1618 F-statistic 45.60967
Durbin-Watson stat 1.141727 ProbF-statistic
0.000000
Dependent Variable: DAK? Method: Pooled Least Squares
Sample: 2009 2012 Included observations: 4
Cross-sections included: 30 Total pool balanced observations: 120
Variable Coefficient
Std. Error t-Statistic
Prob. C
3.099735 0.441695
7.017821 0.0000
DAU? 0.204667
0.026428 7.744292
0.0000 PAD?
-0.006982 0.025851
-0.270081 0.7876
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DBH? -0.026228
0.016245 -1.614511
0.1092 BKP?
-0.025553 0.042882
-0.595879 0.5524
R-squared 0.402700 Mean dependent var
6.580344 Adjusted R-squared
0.381925 S.D. dependent var 1.409528
S.E. of regression 1.108139 Akaike info criterion
3.084015 Sum squared resid
141.2169 Schwarz criterion 3.200161
Log likelihood -180.0409 F-statistic
19.38329 Durbin-Watson stat
0.887437 ProbF-statistic 0.000000
Dependent Variable: PAD? Method: Pooled Least Squares
Sample: 2009 2012 Included observations: 4
Cross-sections included: 30 Total pool balanced observations: 120
Variable Coefficient
Std. Error t-Statistic
Prob. C
-1.657539 1.897278
-0.873641 0.3841
DAU? 0.370472
0.112366 3.297025
0.0013 DAK?
-0.090792 0.336167
-0.270081 0.7876
DBH? 0.174539
0.056964 3.064039
0.0027 BKP?
-0.208035 0.153658
-1.353882 0.1784
R-squared 0.332376 Mean dependent var
5.922946 Adjusted R-squared
0.309154 S.D. dependent var 4.807788
S.E. of regression 3.996097 Akaike info criterion
5.649287 Sum squared resid
1836.411 Schwarz criterion 5.765432
Log likelihood -333.9572 F-statistic
14.31313 Durbin-Watson stat
0.716343 ProbF-statistic 0.000000
Dependent Variable: DBH? Method: Pooled Least Squares
Sample: 2009 2012 Included observations: 4
Cross-sections included: 30 Total pool balanced observations: 120
Variable Coefficient
Std. Error t-Statistic
Prob. C
-4.910600 2.961059
-1.658393 0.1000
DAU? 0.808301
0.168989 4.783161
0.0000 DAK?
-0.845042 0.523404
-1.614511 0.1092
PAD? 0.432430
0.141131 3.064039
0.0027 BKP?
0.841218 0.230816
3.644533 0.0004
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149
R-squared 0.458449 Mean dependent var
11.34681 Adjusted R-squared
0.439612 S.D. dependent var 8.402402
S.E. of regression 6.289958 Akaike info criterion
6.556560 Sum squared resid
4549.811 Schwarz criterion 6.672705
Log likelihood -388.3936 F-statistic
24.33825 Durbin-Watson stat
1.582000 ProbF-statistic 0.000000
Dependent Variable: BKP? Method: Pooled Least Squares
Sample: 2009 2012 Included observations: 4
Cross-sections included: 30 Total pool balanced observations: 120
Variable Coefficient
Std. Error t-Statistic
Prob. C
3.424940 1.100718
3.111552 0.0023
DAU? 0.044030
0.070660 0.623121
0.5344 DAK?
-0.120460 0.202155
-0.595879 0.5524
PAD? -0.075415
0.055703 -1.353882
0.1784 DBH?
0.123086 0.033773
3.644533 0.0004
R-squared 0.152087 Mean dependent var
4.428265 Adjusted R-squared
0.122595 S.D. dependent var 2.568602
S.E. of regression 2.406008 Akaike info criterion
4.634588 Sum squared resid
665.7204 Schwarz criterion 4.750734
Log likelihood -273.0753 F-statistic
5.156796 Durbin-Watson stat
0.965647 ProbF-statistic 0.000740
Universitas Sumatera Utara
150
3. Tabel Uji Hausman
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