III 83.41
2.18 1.34
112.46 1.01
17.07 IV 87.02
1.03 0.72
90.40 0.77
35.21 2014
I 76.79
1.45 0.20
112.84 0.94
29.01 II
78.40 1.64
0.61 140.48
0.57 10.49
III 80.50
1.82 1.06
111.79 0.43
18.20 IV 82.72
1.99 1.58
94.04 0.29
22.43
B. Hasil Eviews
1. Chow Test
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects Effects Test
Statistic d.f.
Prob. Cross-section F
9.181251 7,139
0.0000 Cross-section Chi-square
57.768374 7
0.0000 Cross-section fixed effects test equation:
Dependent Variable: DAR Method: Panel Least Squares
Date: 080615 Time: 20:01 Sample: 2010Q2 2014Q4
Periods included: 19 Cross-sections included: 8
Total panel balanced observations: 152 Variable
Coefficient Std. Error
t-Statistic Prob.
ROA -0.211485
0.306649 -0.689663
0.4915 NOM
0.983542 0.425328
2.312433 0.0222
FDR -0.046293
0.071055 -0.651510
0.5157 NPF
0.737497 0.163091
4.522005 0.0000
VAP -0.211919
0.077043 -2.750653
0.0067 C
93.75862 7.267787
12.90057 0.0000
R-squared 0.310681 Mean dependent var
87.14987 Adjusted R-squared
0.287074 S.D. dependent var 2.581492
S.E. of regression 2.179680 Akaike info criterion
4.434907 Sum squared resid
693.6470 Schwarz criterion 4.554271
Log likelihood -331.0529 Hannan-Quinn criter.
4.483397 F-statistic
13.16067 Durbin-Watson stat 0.995124
ProbF-statistic 0.000000
2. Hausman Test
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
29.046661 5
0.0000 Cross-section random effects test comparisons:
Variable Fixed
Random VarDiff.
Prob. ROA
-0.238170 -0.224451
0.002100 0.7647
NOM 0.585868
0.754149 0.002500
0.0008 FDR
0.039205 0.003315
0.000409 0.0758
NPF -0.281473
0.270689 0.011418
0.0000 VAP
0.019469 -0.110725
0.000759 0.0000
Cross-section random effects test equation: Dependent Variable: DAR
Method: Panel Least Squares Date: 080615 Time: 20:02
Sample: 2010Q2 2014Q4 Periods included: 19
Cross-sections included: 8 Total panel balanced observations: 152
Variable Coefficient
Std. Error t-Statistic
Prob. C
83.46946 7.113991
11.73314 0.0000
ROA -0.238170
0.272885 -0.872788
0.3843 NOM
0.585868 0.370933
1.579445 0.1165
FDR 0.039205
0.069546 0.563721
0.5739 NPF
-0.281473 0.200477
-1.404012 0.1625
VAP 0.019469
0.076367 0.254943
0.7991 Effects Specification
Cross-section fixed dummy variables R-squared
0.528627 Mean dependent var 87.14987
Adjusted R-squared 0.487933 S.D. dependent var
2.581492 S.E. of regression
1.847285 Akaike info criterion 4.146957
Sum squared resid 474.3323 Schwarz criterion
4.405579 Log likelihood
-302.1687 Hannan-Quinn criter. 4.252018
F-statistic 12.99030 Durbin-Watson stat
1.344517 ProbF-statistic
0.000000
3. Uji Asumsi Klasik
