Lampiran 4 Metode Analisis Data Panel
1. Analisis Regresi Linear Berganda Data Panel a. Metode
Common Effects Model
Dependent Variable: LOGDPR? Method: Pooled Least Squares
Date: 070316 Time: 16:03 Sample: 2010 2014
Included observations: 5 Cross-sections included: 32
Total pool balanced observations: 160 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDAR? 0.146570
0.157430 0.931014
0.3533 LOGCR?
0.127161 0.108045
1.176921 0.2410
LOGROA? 0.233049
0.068220 3.416120
0.0008 LOGPER?
0.150772 0.065537
2.300553 0.0228
LOGTIE? 0.103993
0.040706 2.554705
0.0116 C
1.212923 1.116736
1.086132 0.2791
R-squared 0.338572 Mean dependent var
3.826403 Adjusted R-squared
0.317097 S.D. dependent var 0.558953
S.E. of regression 0.461907 Akaike info criterion
1.329872 Sum squared resid
32.85714 Schwarz criterion 1.445191
Log likelihood -100.3898 Hannan-Quinn criter.
1.376699 F-statistic
15.76589 Durbin-Watson stat 1.440237
ProbF-statistic 0.000000
b. Metode Fixed Effect Model
Dependent Variable: LOGDPR? Method: Pooled Least Squares
Date: 070316 Time: 16:03 Sample: 2010 2014
Included observations: 5 Cross-sections included: 32
Total pool balanced observations: 160 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDAR? -0.323140
0.278069 -1.162088
0.2474 LOGCR?
-0.121007 0.225318
-0.537049 0.5922
LOGROA? 0.164853
0.132657 1.242705
0.2163 LOGPER?
0.129498 0.089550
1.446098 0.1507
LOGTIE? 0.012925
0.068869 0.187673
0.8514 C
4.751132 2.154364
2.205352 0.0293
Fixed Effects Cross _INTP--C
-0.277536 _SMCB--C
-0.036900
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_SMGR--C 0.001864
_TOTO--C 0.085600
_ARNA--C -0.354055
_AMFG--C 0.238311
_LION--C -0.227550
_LMSH--C -0.325601
_CPIN--C -0.054922
_JPFA--C -0.196981
_ASII--C 0.011933
_AUTO--C 0.084952
_GDYR--C -0.351428
_SMSM--C 0.349566
_GJTL--C 0.296088
_IKBI--C 0.135160
_SCCO--C -0.062267
_BATA--C 0.003818
_INDF--C 0.270831
_MLBI--C 0.266608
_DLTA--C 0.334615
_ROTI--C -0.395536
_SKLT--C -0.654366
_GGRM--C 0.008397
_HSMP--C 0.653458
_KLBF--C -0.177387
_DVLA--C -0.185484
_KAEF--C -0.353779
_TSPC--C -0.232904
_MERK--C 0.478067
_TCID--C 0.198739
_UNVR--C 0.468692
Effects Specification Cross-section fixed dummy variables
R-squared 0.526176 Mean dependent var
3.826403 Adjusted R-squared
0.387496 S.D. dependent var 0.558953
S.E. of regression 0.437451 Akaike info criterion
1.383806 Sum squared resid
23.53767 Schwarz criterion 2.094939
Log likelihood -73.70444 Hannan-Quinn criter.
1.672572 F-statistic
3.794176 Durbin-Watson stat 1.986252
ProbF-statistic 0.000000
Universitas Sumatera Utara
c. Metode Random Effect Model
Dependent Variable: LOGDPR? Method: Pooled EGLS Cross-section random effects
Date: 070316 Time: 16:03 Sample: 2010 2014
Included observations: 5 Cross-sections included: 32
Total pool balanced observations: 160 Swamy and Arora estimator of component variances
Variable Coefficient
Std. Error t-Statistic
Prob. LOGDAR?
0.076697 0.174935
0.438430 0.6617
LOGCR? 0.091851
0.122252 0.751321
0.4536 LOGROA?
0.234974 0.075926
3.094760 0.0023
LOGPER? 0.157118
0.068332 2.299322
0.0228 LOGTIE?
0.090740 0.044614
2.033887 0.0437
C 1.669480
1.255513 1.329719
0.1856 Random Effects Cross
_INTP--C -0.127800
_SMCB--C 0.078858
_SMGR--C -0.001305
_TOTO--C -0.014674
_ARNA--C -0.093581
_AMFG--C 0.104587
_LION--C -0.036034
_LMSH--C -0.050684
_CPIN--C -0.073347
_JPFA--C -0.058996
_ASII--C -0.017120
_AUTO--C 0.100361
_GDYR--C -0.072572
_SMSM--C 0.120131
_GJTL--C 0.145269
_IKBI--C 0.099925
_SCCO--C -0.003150
_BATA--C -0.000901
_INDF--C 0.133819
_MLBI--C 0.028432
_DLTA--C 0.086491
_ROTI--C -0.130774
_SKLT--C -0.176957
_GGRM--C 0.012989
_HSMP--C 0.107883
_KLBF--C -0.091730
_DVLA--C -0.045714
_KAEF--C -0.133376
_TSPC--C -0.125441
_MERK--C 0.081807
_TCID--C 0.074358
_UNVR--C 0.079248
Effects Specification S.D.
Rho Cross-section random
0.156511 0.1135
Universitas Sumatera Utara
Idiosyncratic random 0.437451
0.8865 Weighted Statistics
R-squared 0.260996 Mean dependent var
2.987888 Adjusted R-squared
0.237002 S.D. dependent var 0.501198
S.E. of regression 0.437795 Sum squared resid
29.51635 F-statistic
10.87769 Durbin-Watson stat 1.592133
ProbF-statistic 0.000000
Unweighted Statistics R-squared
0.337398 Mean dependent var 3.826403
Sum squared resid 32.91545 Durbin-Watson stat
1.427717
Universitas Sumatera Utara
Lampiran 5 Penentuan Model Analisis Data Panel
a. Redundant Fixed Effects Pemilihan Model Antara CEM dengan FEM
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