Total pool unbalanced observations: 142 Cross sections without valid observations dropped
Variable Coefficient
Std. Error t-Statistic
Prob. C
3.773881 0.545296
6.920788 0.0000
CAR? 0.032027
0.021982 1.456955
0.1474 LDR?
0.000675 0.002971
0.227047 0.8207
NPL? -0.348119
0.071308 -4.881910
0.0000 BOPO?
-0.040684 0.005253
-7.744879 0.0000
R-squared 0.468098 Mean dependent var
1.843865 Adjusted R-squared
0.452568 S.D. dependent var 1.077646
S.E. of regression 0.797336 Akaike info criterion
2.419494 Sum squared resid
87.09695 Schwarz criterion 2.523573
Log likelihood -166.7841 Hannan-Quinn criter.
2.461788 F-statistic
30.14151 Durbin-Watson stat 0.946133
ProbF-statistic 0.000000
Sumber: Hasil Penelitian, 2016 Data Diolah
Berdasarkan hasil Uji data panel dengan pengujian Common Effect Model CEM terlihat bahwa secara simultan Uji F Capital Adequacy Ratio, Loan to
Deposit Ratio, Non Performing Loan, dan Beban Operasional Terhadap Pendapatan Operasional berpengaruh positif dan signifikan terhadap Return on
Assets dengan tingkat signifikansi sebesar 0,0000,05. Secara parsial Uji t Non Performing Loan NPL dan Beban Operasional Terhadap Pendapatan
Operasional BOPO berpengaruh negatif signifikan terhadap Return on Assets sedangkan Capital Adequacy Ratio CAR dan Loan to Deposit Ratio LDR tidak
berpengaruh signifikan terhadap Return on Assets ROA pada perusahaan perbankan di Bursa Efek Indonesia periode 2011-2015.
4.2.3.2 Metode Fixed Effects Model FEM
Hasil uji regresi data panel dengan metode Fixed Effects Model FEM dapat dilihat pada Tabel 4.6 berikut:
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Tabel 4.6 Fixed Effect Model
Dependent Variable: ROA? Method: Pooled Least Squares
Date: 100516 Time: 08:44 Sample: 2011 2015
Included observations: 5 Cross-sections included: 29
Total pool unbalanced observations: 142 Cross sections without valid observations dropped
Variable Coefficient
Std. Error t-Statistic
Prob. C
3.269545 0.551575
5.927655 0.0000
CAR? 0.009648
0.019926 0.484174
0.6292 LDR?
-0.001790 0.003270
-0.547243 0.5853
NPL? -0.235512
0.067539 -3.487065
0.0007 BOPO?
-0.021822 0.005887
-3.706904 0.0003
Fixed Effects Cross _AGRO--C
-0.610902 _BABP--C
-1.819982 _BACA--C
-0.608457 _BBCA--C
0.977940 _BBKP--C
-0.037873 _BBNI--C
0.273372 _BBNP--C
-0.419608 _BBRI--C
1.748278 _BCIC--C
0.426745 _BDMN--C
0.000806 _BEKS--C
-0.443492 _BBJR--C
0.646945 _BKSW--C
0.168381 _BMRI--C
0.221746 _BNBA--C
-0.734748 _BNGA--C
-0.219801 _BNII--C
-0.526515 _BNLI--C
-0.018656 _BSIM--C
0.936519 _BBTN--C
0.687580 _BTPN--C
-0.545965 _BVIC--C
-0.280704 _INPC--C
-0.024434 _MAYA--C
-0.190013 _MCOR--C
-0.447233 _MEGA--C
0.518308 _NISP--C
0.487675 _BSWD--C
0.127635 _PNBN--C
-0.733871 Effects Specification
Cross-section fixed dummy variables R-squared
0.769643 Mean dependent var 1.843865
Adjusted R-squared 0.702015 S.D. dependent var
1.077646
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S.E. of regression 0.588265 Akaike info criterion
1.977031 Sum squared resid
37.72005 Schwarz criterion 2.663948
Log likelihood -107.3692 Hannan-Quinn criter.
2.256166 F-statistic
11.38059 Durbin-Watson stat 1.850390
ProbF-statistic 0.000000
Sumber: Hasil Penelitian, 2016 Data Diolah
Berdasarkan hasil Uji data panel dengan metode Fixed Effect Model FEM terlihat bahwa secara simultan Uji F Capital Adequacy Ratio, Loan to
Deposit Ratio, Non Performing Loan, dan Beban Operasional Terhadap Pendapatan Operasional berpengaruh positif dan signifikan terhadap Return on
Assets dengan tingkat signifikansi sebesar 0,0000,05. Secara parsial Uji t Non Performing Loan NPL dan Beban Operasional Terhadap Pendapatan
Operasional BOPO berpengaruh negatif signifikan terhadap Return on Assets sedangkan Capital Adequacy Ratio CAR dan Loan to Deposit Ratio LDR tidak
berpengaruh signifikan terhadap Return on Assets ROA pada perusahaan perbankan di Bursa Efek Indonesia periode 2011-2015.
4.2.3.3 Metode Random Effects Model REM
