Multicollinearity Test Classical Assumption Test

46 b. Normality Test in Statistics Normality test graphically can be misleading if not carefully look at it. Therefore it is recommended to complete normality test graphically statistical normality test Ghozali, 2011:163. In addition to seeing the normal curve P-plot, the normality test can also be performed using the Kolmogorov- Smirnov test. In Kolmogorov Smirnov test the hypotheses that apply are: H = Samples derived from data or population v normally distributed. Ha = Samples derived from data or populations that are not normally distributed. In this test if sig. 0,05 then the data is not distributed normally. However, if the value of sig. 0,05 then normally distributed data Santoso, 2011:193-196.

2. Multicollinearity Test

Multicollinearity test aims to test whether the regression model found a correlation between free variables of service quality, sales promotion, and customer satisfaction. In the regression model is a good should not happen correlation between independent variables Ghozali, 2011:105. 47 A good regression model should not happen correlation between independent variables. If the independent variables are correlated, then these variables are not orthogonal. Orthogonal variable is the independent variable correlation values between the members of the independent variables equal to zero. To detect the presence or absence multicollinearity in the regression model are as follows: a. The value of R 2 generated by an empirical regression model estimate is very high, but individually many independent variables were not significantly affecting the dependent variable. b. Analyze the correlation matrix of the independent variables. If there is correlation between the independent variables are quite high generally above 0,90, then this is an indication of multicollinearity . The absence of a high correlation between the independent variable does not mean free of multicollinearity . Multicollinearity may be due to the combined effect of two or more independent variables. c. Multicollinearity can also be seen from: 1 The value of tolerance and the opponent; 2 Variance Inflation Factor VIF. Both these measurements indicate each independent variable which explained by other independent variable. In simple terms each independent variable the dependent 48 variable and regressed against other independent variables. Tolerance measures the variability of independent variables was chosen that are not explained by other independent variable. So a low tolerance value equal to the value of a high VIF for VIF = 1Tolerance. Value cutoff commonly used to indicate the presence multicollinearity is the tolerance value 10 or equal to VIF 10 Ghazali, 2011:106.

3. Heteroskedasticity