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
Sumber: Data Diolah
2. Uji Pemilihan Model Regresi Panel
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.
a. Uji Chow
Uji Chow dilakukan untuk membandingkan model mana yang terbaik antara CE dan FE. Pada tabel uji chow,
Hopotesis: 1. Ho : Common Effect Model
2. H1 : Fixed Effect Model Dasar pengambilan keputusan:
Jika nilai cross section F. 0.05 maka H1 diterima dan Ho ditolak Jika nilai cross section F. 0.05 maka Ho diterima dan H1 ditolak
Jika F statistik F hitung F tabel maka H1 diterima dan Ho ditolak
Jika F statistik F hitung F tabel maka Ho diterima dan H1 ditolak
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
