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
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
Universitas Sumatera Utara
Lampiran 6 Analisis Regresi Linear Sederhana Data Panel
1. Metode Analisis Regresi Linear Sederhana Data Panel
a. Metode Common Effect Model CEM
Dependent Variable: BETA? Method: Pooled Least Squares
Date: 063016 Time: 22:21 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
Y? -0.003109
0.003280 -0.947874
0.3474 C
1.102058 0.179066
6.154462 0.0000
R-squared 0.016366 Mean dependent var
0.943071 Adjusted R-squared
-0.001850 S.D. dependent var 0.468792
S.E. of regression 0.469225 Akaike info criterion
1.359593 Sum squared resid
11.88931 Schwarz criterion 1.431927
Log likelihood -36.06861 Hannan-Quinn criter.
1.387637 F-statistic
0.898465 Durbin-Watson stat 1.422297
ProbF-statistic 0.347416
b. Metode Fixed Effect Model FEM
Dependent Variable: BETA? Method: Pooled Least Squares
Date: 063016 Time: 22:21 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
Y? -0.007687
0.003359 -2.288274
0.0273 C
1.336131 0.180302
7.410518 0.0000
Fixed Effects Cross _AALI--C
-0.334478 _ADRO--C
0.405211 _AKRA--C
-0.656518 _ASII--C
-0.127111 _CPIN--C
-0.006904 _INDF--C
0.120911 _INTP--C
0.556509
Universitas Sumatera Utara
_ITMG--C -0.183047
_KLBF--C -0.273757
_LSIP--C 0.005168
_PTBA--C 0.040173
_SMGR--C -0.141664
_UNTR--C 0.282729
_UNVR--C 0.312779
Effects Specification Cross-section fixed dummy variables
R-squared 0.429480 Mean dependent var
0.943071 Adjusted R-squared
0.234669 S.D. dependent var 0.468792
S.E. of regression 0.410114 Akaike info criterion
1.279173 Sum squared resid
6.895943 Schwarz criterion 1.821678
Log likelihood -20.81684 Hannan-Quinn criter.
1.489501 F-statistic
2.204592 Durbin-Watson stat 2.398051
ProbF-statistic 0.024964
c. Metode Random Effect Model REM
Dependent Variable: BETA? Method: Pooled EGLS Cross-section random effects
Date: 063016 Time: 22:22 Sample: 2011 2014
Included observations: 4 Cross-sections included: 14
Total pool balanced observations: 56 Swamy and Arora estimator of component variances
Variable Coefficient
Std. Error t-Statistic
Prob. Y?
-0.004927 0.003072
-1.603894 0.1146
C 1.195009
0.174336 6.854615
0.0000 Random Effects Cross
_AALI--C -0.161789
_ADRO--C 0.197444
_AKRA--C -0.304563
_ASII--C -0.069518
_CPIN--C 0.006027
_INDF--C 0.061511
_INTP--C 0.238722
_ITMG--C -0.076399
_KLBF--C -0.116327
_LSIP--C 0.000623
_PTBA--C 0.031694
_SMGR--C -0.056472
_UNTR--C 0.104839
_UNVR--C 0.144206
Effects Specification S.D.
Rho
Universitas Sumatera Utara
Cross-section random 0.194995
0.1844 Idiosyncratic random
0.410114 0.8156
Weighted Statistics R-squared
0.043094 Mean dependent var 0.683408
Adjusted R-squared 0.025374 S.D. dependent var
0.427258 S.E. of regression
0.421803 Sum squared resid 9.607551
F-statistic 2.431880 Durbin-Watson stat
1.728047 ProbF-statistic
0.124732 Unweighted Statistics
R-squared 0.010772 Mean dependent var
0.943071 Sum squared resid
11.95692 Durbin-Watson stat 1.388509
2. Pemilihan Model Analisis Regresi Linear Sederhana Data Panel
