Berdasarkan table di atas dapat disimpulkan bahwa dalam penelitian ini tidak mengandung masalah heteroskedastisitas, yang dapat
dilihat dari nilai probabilitas Chi Square sebesar 0.0679 lebih dari nilai α =
5.
4. Uji Autokorelasi
Tabel 4.7
Breusch-Godfrey Serial Correlation LM Test: F-statistic
1.688861 Prob. F2,112 0.1894
ObsR-squared 3.483765 Prob. Chi-Square2
0.1752
Berdasarkan table di atas dapat disimpulkan bahwa dalam penelitian ini tidak mengandung masalah heteroskedastisitas, yang dapat
dilihat dari nilai probabilitas Chi Square sebesar 0.1752 lebih dari nilai α =
5.
D. Estimasi Model Data Panel
1. Estimasi Model Data Panel Variabel Dependen ROA
a. Hasil Estimasi CEM
Tabel. 4.8 Dependent Variable: ROA
Dependent Variable: ROA Method: Panel Least Squares
Date: 053016 Time: 19:34 Sample: 2011Q1 2015Q4
Periods included: 20 Cross-sections included: 6
Total panel balanced observations: 120 Variable
Coefficient Std. Error
t-Statistic Prob.
C 32.82409
3.947354 8.315468
0.0000 CAR
-0.497080 0.314806
-1.579005 0.1171
NPF -0.381640
0.135956 -2.807097
0.0059 FDR
-0.722933 0.674450
-1.071886 0.2860
BOPO -6.254887
0.655435 -9.543105
0.0000
R-squared 0.653838 Mean dependent var
-0.118947 Adjusted R-squared
0.641798 S.D. dependent var 0.898646
S.E. of regression 0.537840 Akaike info criterion
1.638261 Sum squared resid
33.26620 Schwarz criterion 1.754406
Log likelihood -93.29564 Hannan-Quinn criter.
1.685428 F-statistic
54.30370 Durbin-Watson stat 1.091972
ProbF-statistic 0.000000
Sumber: Data Diolah
b. Hasil Estimasi FEM
Tabel. 4.9 Dependent Variable: ROA
Dependent Variable: ROA Method: Panel Least Squares
Date: 053016 Time: 19:34 Sample: 2011Q1 2015Q4
Periods included: 20 Cross-sections included: 6
Total panel balanced observations: 120 Variable
Coefficient Std. Error
t-Statistic Prob.
C 34.22488
4.305576 7.948966
0.0000 CAR
-0.753718 0.320949
-2.348403 0.0206
NPF -0.170614
0.132419 -1.288440
0.2003 FDR
-0.415437 0.702405
-0.591450 0.5554
BOPO -6.762593
0.648100 -10.43449
0.0000 Effects Specification
Cross-section fixed dummy variables R-squared
0.730577 Mean dependent var -0.118947
Adjusted R-squared 0.708533 S.D. dependent var
0.898646 S.E. of regression
0.485158 Akaike info criterion 1.470972
Sum squared resid 25.89164 Schwarz criterion
1.703263 Log likelihood
-78.25834 Hannan-Quinn criter. 1.565307
F-statistic 33.14215 Durbin-Watson stat
1.356573 ProbF-statistic
0.000000
Sumber: Data Diolah
c. Hasil Estimasi REM
Tabel. 4.10 Dependent Variable: ROA
Dependent Variable: ROA Method: Panel EGLS Cross-section random effects
Date: 053016 Time: 19:35 Sample: 2011Q1 2015Q4
