NPF -0.483218
0.155904 -3.099464
0.0024 FDR
-0.379108 0.773409
-0.490178 0.6249
BOPO -8.393402
0.751604 -11.16732
0.0000 R-squared
0.733440 Mean dependent var 2.328832
Adjusted R-squared 0.724168 S.D. dependent var
1.174329 S.E. of regression
0.616754 Akaike info criterion 1.912081
Sum squared resid 43.74434 Schwarz criterion
2.028226 Log likelihood
-109.7249 Hannan-Quinn criter. 1.959248
F-statistic 79.10556 Durbin-Watson stat
0.892035 ProbF-statistic
0.000000
b. Hasil Estimasi FEM
Tabel. 4.15 Dependent Variable: ROE
Dependent Variable: ROE Method: Panel Least Squares
Date: 053016 Time: 19:48 Sample: 2011Q1 2015Q4
Periods included: 20 Cross-sections included: 6
Total panel balanced observations: 120 Variable
Coefficient Std. Error
t-Statistic Prob.
C 39.34773
4.711539 8.351353
0.0000 CAR
-1.356337 0.351211
-3.861891 0.0002
NPF -0.441703
0.144904 -3.048243
0.0029 FDR
0.269226 0.768633
0.350266 0.7268
BOPO -7.643939
0.709208 -10.77814
0.0000 Effects Specification
Cross-section fixed dummy variables R-squared
0.811072 Mean dependent var 2.328832
Adjusted R-squared 0.795614 S.D. dependent var
1.174329 S.E. of regression
0.530903 Akaike info criterion 1.651180
Sum squared resid 31.00436 Schwarz criterion
1.883471 Log likelihood
-89.07079 Hannan-Quinn criter. 1.745514
F-statistic 52.47028 Durbin-Watson stat
1.210513 ProbF-statistic
0.000000
c. Hasil Estimasi REM
Tabel. 4.16 Dependent Variable: ROE
Dependent Variable: ROE Method: Panel EGLS Cross-section random effects
Date: 053016 Time: 19:48 Sample: 2011Q1 2015Q4
Periods included: 20 Cross-sections included: 6
Total panel balanced observations: 120 Swamy and Arora estimator of component variances
Variable Coefficient
Std. Error t-Statistic
Prob. C
40.89495 4.540715
9.006278 0.0000
CAR -1.420662
0.342656 -4.146027
0.0001 NPF
-0.449336 0.142542
-3.152296 0.0021
FDR 0.120993
0.745207 0.162361
0.8713 BOPO
-7.799757 0.697004
-11.19041 0.0000
Effects Specification S.D.
Rho Cross-section random
0.284673 0.2233
Idiosyncratic random 0.530903
0.7767 Weighted Statistics
R-squared 0.714757 Mean dependent var
0.896346 Adjusted R-squared
0.704836 S.D. dependent var 0.987366
S.E. of regression 0.536426 Sum squared resid
33.09164 F-statistic
72.04127 Durbin-Watson stat 1.139608
ProbF-statistic 0.000000
Unweighted Statistics R-squared
0.726790 Mean dependent var 2.328832
Sum squared resid 44.83554 Durbin-Watson stat
0.841107
5. Uji Pemilihan Model Regresi Panel Variabel Dependen ROE
Untuk membandingan model mana yang terbaik antara ke tiga model di atas maka kita dapat mengujinya dengan tiga cara, yaitu: Uji Chow, Uji Hausman
dan Uji Langrange Multiplier LM.
