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
Dependent Variable: PER? Method: Pooled EGLS Cross-section random effects
Date: 082816 Time: 15:21 Sample: 2012 2015
Included observations: 4 Cross-sections included: 24
Total pool balanced observations: 96 Swamy and Arora estimator of component variances
Variable Coefficient
Std. Error t-Statistic
Prob. CSR?
0.021168 0.038662
0.547529 0.5854
CAR? 0.069660
0.156851 0.444118
0.6580 NPL?
-0.187227 0.468791
-0.399382 0.6906
NIM? 0.595738
0.212284 2.806323
0.0061 ROE?
0.315010 0.084255
3.738762 0.0003
C 1.895456
3.212169 0.590086
0.5566
Universitas Sumatera Utara
89
Random Effects Cross _AGRO--C
2.378623 _BACA--C
2.159580 _BBCA--C
1.136911 _BBKP--C
-1.909677 _BBNI--C
-2.722205 _BBNP--C
1.283334 _BBRI--C
-5.787538 _BDMN--C
0.104903 _BMRI--C
-2.501935 _BNBA--C
1.165222 _BNGA--C
-1.359872 _BNII--C
0.866165 _BNLI--C
-0.575959 _BSIM--C
-0.368277 _BBTN--C
-1.435601 _BTPN--C
0.347791 _BVIC--C
2.817110 _INPC--C
-0.042120 _MAYA--C
2.429612 _MCOR--C
-0.545531 _MEGA--C
2.285536 _NISP--C
0.423402 _PNBN--C
-0.471825 _SDRA--C
0.322353 Effects Specification
S.D. Rho
Cross-section random 2.398876
0.3600 Idiosyncratic random
3.198404 0.6400
Weighted Statistics R-squared
0.338637 Mean dependent var 6.828044
Adjusted R-squared 0.301895 S.D. dependent var
3.917424 S.E. of regression
3.273113 Sum squared resid 964.1941
F-statistic 9.216533 Durbin-Watson stat
1.587014 ProbF-statistic
0.000000 Unweighted Statistics
R-squared 0.357380 Mean dependent var
12.30969 Sum squared resid
1487.415 Durbin-Watson stat 1.028758
Universitas Sumatera Utara
90
Lampiran 4 Pengujian Hipotesis
a. Uji Signifikansi Simultan Uji F
Dependent Variable: PER? Method: Pooled EGLS Cross-section random effects
Date: 082816 Time: 15:21 Sample: 2012 2015
Included observations: 4 Cross-sections included: 24
Total pool balanced observations: 96 Swamy and Arora estimator of component variances
R-squared 0.338637 Mean dependent var
6.828044 Adjusted R-squared
0.301895 S.D. dependent var 3.917424
S.E. of regression 3.273113 Sum squared resid
964.1941 F-statistic
9.216533 Durbin-Watson stat 1.587014
ProbF-statistic 0.000000
b. Uji Signifikansi Parsial Uji t
