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Lampiran 4 Uji Asumsi Klasik
a. Uji Normalitas
2 4
6 8
10 12
14
-40 -30
-20 -10
10 20
30
Series: Residuals Sample 1 168
Observations 168 Mean
-8.12e-15 Median
0.633007 Maximum
35.69892 Minimum
-40.28178 Std. Dev.
17.86165 Skewness
-0.042753 Kurtosis
2.190881 Jarque-Bera
4.633895 Probability
0.098574
-60 -40
-20 20
40 60
-50 -40
-30 -20
-10 10
20 30
40 Quantiles of RESID
Q u
a n
ti le
s o
f N
o rm
a l
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b. Uji Heteroskedastisitas
Heteroskedasticity Test: Glejser F-statistic
1.863305 Prob. F5,162 0.1035
ObsR-squared 9.136165 Prob. Chi-Square5
0.1038 Scaled explained SS
7.160520 Prob. Chi-Square5 0.2090
Test Equation: Dependent Variable: ARESID
Method: Least Squares Date: 071116 Time: 23:59
Sample: 1 168 Included observations: 168
Variable Coefficient
Std. Error t-Statistic
Prob. C
23.41844 7.680381
3.049125 0.0027
SIZE -1.396025
1.241865 -1.124136
0.2626 ROA
0.164032 0.135345
1.211956 0.2273
RISIKO_BISNIS 0.000460
0.000259 1.773586
0.0780 TIE
-0.000136 0.000102
-1.340822 0.1819
P_AKTIVA -0.033913
0.047997 -0.706555
0.4809 R-squared
0.054382 Mean dependent var 14.94900
Adjusted R-squared 0.025196 S.D. dependent var
9.707103 S.E. of regression
9.584032 Akaike info criterion 7.393135
Sum squared resid 14880.30 Schwarz criterion
7.504705 Log likelihood
-615.0233 Hannan-Quinn criter. 7.438415
F-statistic 1.863305 Durbin-Watson stat
1.484019 ProbF-statistic
0.103545
c. Uji Multikolonieritas
Variance Inflation Factors Date: 071116 Time: 23:59
Sample: 1 168 Included observations: 168
Coefficient Uncentered
Centered Variable
Variance VIF
VIF SIZE
5.522008 115.0951
1.154129 ROA
0.065589 2.714358
1.242251 RISIKO_BISNIS
2.41E-07 1.098989
1.095431 TIE
3.69E-08 1.032225
1.025077 P_AKTIVA
0.008249 2.216613
1.218078 C
211.2095 107.8893
NA
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d. Uji Autokorelasi
Dependent Variable: DAR Method: Least Squares
Date: 062616 Time: 11:10 Sample: 1 168
Included observations: 168 Variable
Coefficient Std. Error
t-Statistic Prob.
SIZE 8.354828
2.349895 3.555404
0.0005 ROA
0.286008 0.256104
1.116765 0.2657
RISIKO_BISNIS -0.001609
0.000491 -3.278222
0.0013 TIE
-0.000335 0.000192
-1.742694 0.0833
P_AKTIVA -0.006743
0.090821 -0.074241
0.9409 C
-9.447089 14.53305
-0.650042 0.5166
R-squared 0.141712 Mean dependent var
45.51268 Adjusted R-squared
0.115222 S.D. dependent var 19.27992
S.E. of regression 18.13520 Akaike info criterion
8.668647 Sum squared resid
53279.43 Schwarz criterion 8.780217
Log likelihood -722.1664 Hannan-Quinn criter.
8.713928 F-statistic
5.349586 Durbin-Watson stat 1.549186
ProbF-statistic 0.000140
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Lampiran 5 Metode Analisis Data Panel
a. Metode Common Effect Model
Dependent Variable: DAR? Method: Pooled Least Squares
Date: 071116 Time: 23:55 Sample: 2010 2013
Included observations: 4 Cross-sections included: 42
Total pool balanced observations: 168 Variable
Coefficient Std. Error
t-Statistic Prob.
SIZE? 8.354828
2.349895 3.555404
0.0005 ROA?
0.286008 0.256104
1.116765 0.2657
RISIKO_BISNIS? -0.001609
0.000491 -3.278222
0.0013 TIE?
-0.000335 0.000192
-1.742694 0.0833
P_AKTIVA? -0.006743
0.090821 -0.074241
0.9409 C
-9.447089 14.53305
-0.650042 0.5166
R-squared 0.141712 Mean dependent var
45.51268 Adjusted R-squared
0.115222 S.D. dependent var 19.27992
S.E. of regression 18.13520 Akaike info criterion
8.668647 Sum squared resid
53279.43 Schwarz criterion 8.780217
Log likelihood -722.1664 Hannan-Quinn criter.
8.713928 F-statistic
5.349586 Durbin-Watson stat 1.454913
ProbF-statistic 0.000140
b. Metode Fixed Effect Model
