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
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
33.91741 3.921129
8.649911 0.0000
CAR -0.601522
0.301863 -1.992698
0.0487 NPF
-0.274144 0.127244
-2.154475 0.0333
FDR -0.617903
0.651596 -0.948291
0.3450 BOPO
-6.561755 0.620080
-10.58211 0.0000
Effects Specification S.D.
Rho Cross-section random
0.129179 0.0662
Idiosyncratic random 0.485158
0.9338 Weighted Statistics
R-squared 0.644165 Mean dependent var
-0.076495 Adjusted R-squared
0.631788 S.D. dependent var 0.830373
S.E. of regression 0.503874 Sum squared resid
29.19728 F-statistic
52.04580 Durbin-Watson stat 1.218767
ProbF-statistic 0.000000
Unweighted Statistics R-squared
0.650764 Mean dependent var -0.118947
Sum squared resid 33.56163 Durbin-Watson stat
1.060279
Uji Chow
Tabel. 4.11 Dependent Variable: ROA
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects Effects Test
Statistic d.f.
Prob. Cross-section F
6.266126 5,110
0.0000 Cross-section Chi-square
30.074600 5
0.0000
Cross-section fixed effects test equation: Dependent Variable: ROA
Method: Panel Least Squares Date: 053016 Time: 19:36
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
Uji Hausman Tabel. 4.12 Dependent Variable: ROA
Correlated Random Effects - Hausman Test Equation: Untitled
Test cross-section random effects Test Summary
Chi-Sq. Statistic
Chi-Sq. d.f. Prob.
Cross-section random 13.043927
4 0.0111
Cross-section random effects test comparisons: Variable
Fixed Random
VarDiff. Prob.
CAR -0.753718
-0.601522 0.011887
0.1627 NPF
-0.170614 -0.274144
0.001344 0.0047
FDR -0.415437
-0.617903 0.068795
0.4402 BOPO
-6.762593 -6.561755
0.035534 0.2867
Cross-section random effects test equation: Dependent Variable: ROA
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