Metode Common Effect Model Metode Fixed Effect Model

87 Lampiran 3 Metode Regresi Linear Berganda Data Panel

a. Metode Common Effect Model

Dependent Variable: PER? Method: Pooled Least Squares Date: 082816 Time: 15:20 Sample: 2012 2015 Included observations: 4 Cross-sections included: 24 Total pool balanced observations: 96 Variable Coefficient Std. Error t-Statistic Prob. CSR? -0.015568 0.037664 -0.413339 0.6803 CAR? 0.123818 0.164729 0.751649 0.4542 NPL? -0.406171 0.406575 -0.999006 0.3205 NIM? 0.598447 0.187296 3.195188 0.0019 ROE? 0.246534 0.077496 3.181253 0.0020 C 3.728023 3.161319 1.179262 0.2414 R-squared 0.381276 Mean dependent var 12.30969 Adjusted R-squared 0.346902 S.D. dependent var 4.936022 S.E. of regression 3.989019 Akaike info criterion 5.665429 Sum squared resid 1432.105 Schwarz criterion 5.825701 Log likelihood -265.9406 Hannan-Quinn criter. 5.730214 F-statistic 11.09213 Durbin-Watson stat 1.137638 ProbF-statistic 0.000000

b. Metode Fixed Effect Model

Dependent Variable: PER? Method: Pooled Least Squares Date: 082816 Time: 15:21 Sample: 2012 2015 Included observations: 4 Cross-sections included: 24 Total pool balanced observations: 96 Variable Coefficient Std. Error t-Statistic Prob. CSR? 0.074429 0.046831 1.589323 0.1167 CAR? 0.013206 0.179437 0.073599 0.9415 NPL? 0.325553 0.682023 0.477334 0.6347 NIM? 0.759812 0.349604 2.173349 0.0333 ROE? 0.448577 0.111724 4.015059 0.0002 C -3.102625 4.272390 -0.726204 0.4702 Fixed Effects Cross _AGRO--C 5.314511 _BACA--C 4.853431 Universitas Sumatera Utara 88 _BBCA--C -0.388879 _BBKP--C -2.010206 _BBNI--C -3.644629 _BBNP--C 1.737677 _BBRI--C -11.39027 _BDMN--C -0.411255 _BMRI--C -4.949216 _BNBA--C 3.404200 _BNGA--C -2.887118 _BNII--C 1.090178 _BNLI--C 0.037329 _BSIM--C -0.324922 _BBTN--C -3.469278 _BTPN--C -1.151003 _BVIC--C 5.340774 _INPC--C 0.898819 _MAYA--C 3.121775 _MCOR--C 0.802640 _MEGA--C 1.457477 _NISP--C 2.277635 _PNBN--C 0.198005 _SDRA--C 0.092327 Effects Specification Cross-section fixed dummy variables R-squared 0.703883 Mean dependent var 12.30969 Adjusted R-squared 0.580132 S.D. dependent var 4.936022 S.E. of regression 3.198404 Akaike info criterion 5.407692 Sum squared resid 685.3957 Schwarz criterion 6.182339 Log likelihood -230.5692 Hannan-Quinn criter. 5.720817 F-statistic 5.687920 Durbin-Watson stat 2.213644 ProbF-statistic 0.000000

c. Metode Random Effect Model