Descriptive Statistics Classic Assumption
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tests. One of the easiest ways to see the normality of residuals is to look at a histogram graph comparing observational data with the distribution of
near-normal distribution. Normal distribution will create a straight line diagonal and plotting residual data will be compared with the diagonal
line. If the residual data distribution is normal, then the line that describes the actual data will follow the diagonal line Ghazali, 2005:110.
b. Multicolinearity Test According to Ghozali 2005:91 stated that multicolinearity test
aimed to test whether regression model is founded correlation among independent variables. To detect the presence or least multicolinearity in
the regression model is as follows: 1 The value of R
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is generated by an empirical regression estimates are very high, but individually variable, independent variables are many
that do not affect the dependent variable. 2 Analyzing the correlation matrix of variables-the independent variable.
If there is a correlation between independent variables is quite high usually above 0.90, then this is an indication of multicollinearity. If
below 0.90, the absence of multicollinearity. 3 Multicollinearity also can be seen from the value of tolerance and
Variance Inflation Factor VIF. Both these measures indicate each independent variable that is explained by other independent variables.
Tolerance measures the independent variables were selected that are not explained by other independent variables. Low tolerance value
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equals to a high VIF value because VIF = 1Tolerance. Value commonly used to indicate the presence multicollinearity is tolerance
value, 0.10 or equal to the value of VIF 10. Each investigator must determine the level of colinearity that it still can be tolerated. For
example, the value of tolerance = 0.10 equal to the level colinearity 0.95 Ghozali, 2005:91.
c. Heteroscedasticity Test Imam Ghozali 2005:105 stated that heteroscedasticity test aimed
to test the regression model. There are differences on forms of observation from one observation to others.
The prediction of heteroscedasticity in a certain model could be seen from the picture of its scatterplot model. In the scatterplot picture
when it says there is no heteroscedasticity if: 1 The dot for the data is spreading above and below or around the
number of 0. 2 The dots are not just grouping only above or below the number of 0.
3 The dots cannot spread like a wide wave and then narrow and again widening.
4 The spread should not have a pattern. One of the heteroscedasticity tests is the Glejser test. Glejser test is
conducted by the regression way between independent variables and the value of absolute residual. If significance value between independent
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variables and absolute residual more than 0.05, so it can be said that there is no heteroscedasticity problem Priyatno, 2012:158.