96
Adjusted R-squared 0.998324 S.D. dependent var
1.863814 S.E. of regression
0.076300 Akaike info criterion -2.019979 Sum squared resid
0.273619 Schwarz criterion -1.083339
Log likelihood 109.7792 Hannan-Quinn criter. -1.645025
F-statistic 1529.967 Durbin-Watson stat
2.174899 ProbF-statistic
0.000000
Sumber
:
Hasil Penelitian 2016 data diolah
2.3 Uji Chow
Redundant Fixed Effects Tests Pool: DPANEL_PUTRI
Test cross-section fixed effects
97
Effects Test Statistic
d.f. Prob.
Cross-section F 3.741190
25,47 0.0000
Cross-section Chi-square 85.431188
25 0.0000
Cross-section fixed effects test equation: Dependent Variable: Y?
Method: Panel Least Squares Date: 011116 Time: 06:42
Sample: 2012 2014 Included observations: 3
Cross-sections included: 26 Total pool balanced observations: 78
Variable Coefficient Std. Error
t-Statistic Prob.
DPKX1? 1.004598
0.007264 138.3048
0.0000 CARX2?
-0.002173 0.001448 -1.501233
0.1377 NPLX3?
-0.005709 0.012036 -0.474325
0.6367 LDRX4?
0.011742 0.001229
9.557108 0.0000
SBIX5? 0.007437
0.011568 0.642943
0.5223 C
-1.312438 0.266720 -4.920651
0.0000 R-squared
0.996941 Mean dependent var 30.93179
Adjusted R-squared 0.996729 S.D. dependent var
1.863814 S.E. of regression
0.106596 Akaike info criterion -1.565733 Sum squared resid
0.818119 Schwarz criterion -1.384448
Log likelihood 67.06360 Hannan-Quinn criter. -1.493162
F-statistic 4693.660 Durbin-Watson stat
0.820706 ProbF-statistic
0.000000
Sumber: Hasil Penelitian 2016 data diolah
2.4 Random Effect Model REM
Dependent Variable: Y? Method: Pooled EGLS Cross-section random effects
98
Date: 011116 Time: 06:43 Sample: 2012 2014
Included observations: 3 Cross-sections included: 26
Total pool balanced observations: 78 Swamy and Arora estimator of component variances
Variable Coefficient Std. Error
t-Statistic Prob.
DPKX1? 1.000304
0.010144 98.61455
0.0000 CARX2?
-0.001944 0.001667 -1.166019
0.2475 NPLX3?
-0.001484 0.014320 -0.103635
0.9177 LDRX4?
0.011767 0.001439
8.177623 0.0000
SBIX5? 0.007914
0.008647 0.915238
0.3631 C
1.196109 0.344711
3.469892 0.0009
Random Effects Cross
_1—C 0.021538
_2—C 0.051879
_3—C 0.008322
_4—C 0.011908
_5—C 0.009772
_6—C 0.003212
_7—C -0.131417
_8—C 0.011192
_9—C -0.075209
_10—C 0.004766
_11—C 0.203590
_12—C 0.022395
_13—C 0.009731
_14—C 0.025661
_15—C -0.020209
_16—C 0.066229
_17—C -0.000571
_18—C -0.011837
_19—C 0.024328
_20—C 0.007070
_21—C 0.004069
_22—C -0.151019
_23—C -0.048225
_24—C -0.005312
_25—C -0.031309
_26—C -0.010556
Effects Specification S.D.
Rho
99
Cross-section random 0.078603
0.5149 Idiosyncratic random
0.076300 0.4851
Weighted Statistics R-squared
0.993816 Mean dependent var 15.12234
Adjusted R-squared 0.993387 S.D. dependent var
0.946071 S.E. of regression
0.076938 Sum squared resid 0.426196
F-statistic 2314.183 Durbin-Watson stat
1.555169 ProbF-statistic
0.000000 Unweighted Statistics
R-squared 0.996917 Mean dependent var
30.93179 Sum squared resid
0.824744 Durbin-Watson stat 0.803651
Sumber: Hasil Penelitian 2016 data diolah
2.5 Uji Hausman
