Hasil Common Effect Model
Dependent Variable: Y
Method: Panel Least Squares
Date: 08/01/19 Time: 21:00
Sample: 2014 2017
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Variable Coefficient Std. Error t-Statistic Prob.
C 1.175134 0.742761 1.582116 0.1171
X1 -0.003128 0.025903 -0.120751 0.9042
X2 -0.209676 0.020425 -10.26567 0.0000
X3 2.012677 0.394643 5.099998 0.0000
R-squared 0.576089 Mean dependent var 0.772502
Adjusted R-squared 0.562266 S.D. dependent var 0.592687
S.E. of regression 0.392131 Akaike info criterion 1.006330
Sum squared resid 14.14651 Schwarz criterion 1.113178
Log likelihood -44.30384 Hannan-Quinn criter. 1.049520
F-statistic 41.67558 Durbin-Watson stat 0.786831
Prob(F-statistic) 0.000000
Hasil Fixed Effect Model
Dependent Variable: Y
Method: Panel EGLS (Cross-section weights)
Date: 08/01/19 Time: 21:02
Sample: 2014 2017
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -1.369703 1.384504 -0.989309 0.3260
X1 0.084607 0.047495 1.781391 0.0792
X2 -0.087011 0.010315 -8.435268 0.0000
X3 -0.460381 0.354425 -1.298952 0.1983
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.960359 Mean dependent var 1.536660
Adjusted R-squared 0.945421 S.D. dependent var 1.508122
S.E. of regression 0.228648 Sum squared resid 3.607326
F-statistic 64.29267 Durbin-Watson stat 2.089092
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.875647 Mean dependent var 0.772502
Sum squared resid 4.149835 Durbin-Watson stat 1.906648
Hasil Random Effect Model
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 08/01/19 Time: 21:04
Sample: 2014 2017
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 0.499570 1.137920 0.439021 0.6617
X1 0.020679 0.039552 0.522836 0.6023
X2 -0.152999 0.023079 -6.629301 0.0000
X3 0.744042 0.481240 1.546094 0.1255
Effects Specification
S.D. Rho
Cross-section random 0.287615 0.5822
Idiosyncratic random 0.243630 0.4178
Weighted Statistics
R-squared 0.299145 Mean dependent var 0.301274
Adjusted R-squared 0.276291 S.D. dependent var 0.311246
S.E. of regression 0.264780 Sum squared resid 6.449985
F-statistic 13.08942 Durbin-Watson stat 1.335350
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.499085 Mean dependent var 0.772502
Sum squared resid 16.71625 Durbin-Watson stat 0.515246
Pemilihan Model Regresi Data Panel
Hasil Uji Chow < 0.05 = Fixed Effect Model
Redundant Fixed Effects Tests
Equation: FEM
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 28.154384 (23,69) 0.0000
Hasil Uji Lagrange Multiplier < 0.05 = Random Effect Model
Lagrange Multiplier Tests for Random Effects
Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided
(all others) alternatives
Test Hypothesis
Cross-section Time Both
Breusch-Pagan 27.62142 0.706057 28.32748
(0.0000) (0.4008) (0.0000)
Hasil Uji Hausman < 0.05 = Fixed Effect Model
Correlated Random Effects - Hausman Test
Equation: REM
Test cross-section random effects
Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.
Cross-section random 19.666463 3 0.0002
Uji Asumsi Klasik
Hasil Uji Normalitas
Hasil Uji Multikolinearitas
X1 X2 X3
X1 1.000000 -0.009955 0.227338
X2 -0.009955 1.000000 0.077454
X3 0.227338 0.077454 1.000000
Hasil Uji Heteroskedastisitas dg cross-section weights
Dependent Variable: RESABS
Method: Panel EGLS (Cross-section weights)
Date: 08/02/19 Time: 06:25
Sample: 2014 2017
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -1.511515 0.843721 -1.791486 0.0776
X1 0.059323 0.029297 2.024863 0.0568
X2 -0.019235 0.006258 -3.073893 0.0530
X3 -0.101179 0.156530 -0.646386 0.5202
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.952502 Mean dependent var 0.276946
Adjusted R-squared 0.934604 S.D. dependent var 0.506432
S.E. of regression 0.108619 Sum squared resid 0.814072
F-statistic 53.21842 Durbin-Watson stat 2.618150
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.606220 Mean dependent var 0.135873
Sum squared resid 0.936225 Durbin-Watson stat 2.300701