Lampiran 5 Analisis Regresi Linear Berganda Data Panel
1. Metode Analisis Regresi Linear Berganda Data Panel a. Metode Common Effect Model CEM
Dependent Variable: LOGHARGA_SAHAM? Method: Pooled Least Squares
Date: 061516 Time: 15:53 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDPR? 1.611027
0.345521 4.662602
0.0000 LOGDER?
-0.038578 0.173634
-0.222181 0.8250
C 3.068599
1.462708 2.097889
0.0407 R-squared
0.290933 Mean dependent var 9.081527
Adjusted R-squared 0.264176 S.D. dependent var
1.107569 S.E. of regression
0.950075 Akaike info criterion 2.787532
Sum squared resid 47.84009 Schwarz criterion
2.896033 Log likelihood
-75.05090 Hannan-Quinn criter. 2.829598
F-statistic 10.87304 Durbin-Watson stat
1.655054 ProbF-statistic
0.000110
b. Metode Fixed Effect Model FEM
Dependent Variable: LOGHARGA_SAHAM? Method: Pooled Least Squares
Date: 061516 Time: 16:02 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDPR? 1.810965
0.385774 4.694363
0.0000 LOGDER?
-0.335318 0.250452
-1.338851 0.1882
C 3.502711
1.620826 2.161065
0.0367 Fixed Effects Cross
_AALI--C 0.070460
_ADRO--C 0.210165
_AKRA--C -0.636792
_ASII--C 0.523879
_CPIN--C 0.165440
_INDF--C -0.047562
Universitas Sumatera Utara
_INTP--C 0.313462
_ITMG--C -0.358790
_KLBF--C 0.257394
_LSIP--C -0.776199
_PTBA--C 0.381866
_SMGR--C 0.190107
_UNTR--C -1.019871
_UNVR--C 0.726441
Effects Specification Cross-section fixed dummy variables
R-squared 0.450738 Mean dependent var
9.081527 Adjusted R-squared
0.244764 S.D. dependent var 1.107569
S.E. of regression 0.962525 Akaike info criterion
2.996444 Sum squared resid
37.05820 Schwarz criterion 3.575115
Log likelihood -67.90042 Hannan-Quinn criter.
3.220793 F-statistic
2.188331 Durbin-Watson stat 2.022482
ProbF-statistic 0.024570
2. Pemilihan Model Analisis Regresi Linear Berganda Data Panel
a. Uji Chow
Redundant Fixed Effects Tests Pool: MAWAN
Test cross-section fixed effects Effects Test
Statistic d.f.
Prob. Cross-section F
0.895215 13,40
0.5648 Cross-section Chi-square
14.300968 13
0.3530 Cross-section fixed effects test equation:
Dependent Variable: LOGHARGA_SAHAM? Method: Panel Least Squares
Date: 061516 Time: 16:10 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDPR? 1.611027
0.345521 4.662602
0.0000 LOGDER?
-0.038578 0.173634
-0.222181 0.8250
C 3.068599
1.462708 2.097889
0.0407 R-squared
0.290933 Mean dependent var 9.081527
Adjusted R-squared 0.264176 S.D. dependent var
1.107569 S.E. of regression
0.950075 Akaike info criterion 2.787532
Sum squared resid 47.84009 Schwarz criterion
2.896033
Universitas Sumatera Utara
Log likelihood -75.05090 Hannan-Quinn criter.
2.829598 F-statistic
10.87304 Durbin-Watson stat 1.655054
ProbF-statistic 0.000110
3. Pengujian Hipotesis Regresi Linear Berganda Dengan Metode Common Effect Model
