Common effect

Dependent Variable: Y
Method: Panel Least Squares
Date: 05/14/19 Time: 23:00
Sample: 2003 2017
Periods included: 15
Cross-sections included: 5
Total panel (balanced) observations: 75

Variable Coefficient Std. Error t-Statistic Prob.

C -37399.33 2832.281 -13.20467 0.0000

X1 60517.13 4351.422 13.90744 0.0000
X2 4.91E-08 1.84E-08 2.666763 0.0095
X3 -9.92E-09 1.91E-09 -5.183377 0.0000
X4 -1382.958 482.8633 -2.864078 0.0055

R-squared 0.935724 Mean dependent var 3741.867

Adjusted R-squared 0.932052 S.D. dependent var 2745.436
S.E. of regression 715.6505 Akaike info criterion 16.04860
Sum squared resid 35850899 Schwarz criterion 16.20310
Log likelihood -596.8226 Hannan-Quinn criter. 16.11029
F-statistic 254.7654 Durbin-Watson stat 0.342900
Prob(F-statistic) 0.000000

Fixed effect

Dependent Variable: Y
Method: Panel Least Squares
Date: 05/14/19 Time: 23:06
Sample: 2003 2017
Periods included: 15
Cross-sections included: 5
Total panel (balanced) observations: 75

Variable Coefficient Std. Error t-Statistic Prob.

C -34982.31 3373.415 -10.37000 0.0000

X1 56992.31 5176.856 11.00906 0.0000
X2 2.68E-08 1.86E-08 1.440826 0.1544
X3 -6.01E-09 2.88E-09 -2.085751 0.0409
X4 -2364.711 650.7254 -3.633961 0.0005

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.955697 Mean dependent var 3741.867

Adjusted R-squared 0.950327 S.D. dependent var 2745.436
S.E. of regression 611.8886 Akaike info criterion 15.78314
Sum squared resid 24710905 Schwarz criterion 16.06124
Log likelihood -582.8679 Hannan-Quinn criter. 15.89419
F-statistic 177.9672 Durbin-Watson stat 0.511209
Prob(F-statistic) 0.000000
Chow test

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 7.438412 (4,66) 0.0001

Cross-section Chi-square 27.909299 4 0.0000

Cross-section fixed effects test equation:

Dependent Variable: Y
Method: Panel Least Squares
Date: 05/14/19 Time: 23:08
Sample: 2003 2017
Periods included: 15
Cross-sections included: 5
Total panel (balanced) observations: 75

Variable Coefficient Std. Error t-Statistic Prob.

C -37399.33 2832.281 -13.20467 0.0000

X1 60517.13 4351.422 13.90744 0.0000
X2 4.91E-08 1.84E-08 2.666763 0.0095
X3 -9.92E-09 1.91E-09 -5.183377 0.0000
X4 -1382.958 482.8633 -2.864078 0.0055

R-squared 0.935724 Mean dependent var 3741.867

Adjusted R-squared 0.932052 S.D. dependent var 2745.436
S.E. of regression 715.6505 Akaike info criterion 16.04860
Sum squared resid 35850899 Schwarz criterion 16.20310
Log likelihood -596.8226 Hannan-Quinn criter. 16.11029
F-statistic 254.7654 Durbin-Watson stat 0.342900
Prob(F-statistic) 0.000000

Cross-section Chi-square” kolom Prob.

Haussman test, karena

(Dalam lingkaran merah gambar di atas). Di mana

dalam tutorial ini nilainya adalah 0,0000. Cara
interprestasi Chow Test berdasarkan nilai tersebut.
Yaitu jika nilai Prob. Cross-section Chi-square <
0,05 maka kita akan memilih fixed effect dari
pada common effect. Dan sebaliknya jika nilainya >
0,05 maka kita akan memilih common
effect daripada fixed effect
Hasil output random effect
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 05/14/19 Time: 23:16
Sample: 2003 2017
Periods included: 15
Cross-sections included: 5
Total panel (balanced) observations: 75
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -37399.33 2421.630 -15.44387 0.0000

X1 60517.13 3720.511 16.26581 0.0000
X2 4.91E-08 1.57E-08 3.118984 0.0026
X3 -9.92E-09 1.64E-09 -6.062356 0.0000
X4 -1382.958 412.8531 -3.349759 0.0013

Effects Specification
S.D. Rho

Cross-section random 0.003320 0.0000

Idiosyncratic random 611.8886 1.0000

Weighted Statistics

R-squared 0.935724 Mean dependent var 3741.867

Adjusted R-squared 0.932052 S.D. dependent var 2745.436
S.E. of regression 715.6505 Sum squared resid 35850899
F-statistic 254.7654 Durbin-Watson stat 0.342900
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.935724 Mean dependent var 3741.867

Sum squared resid 35850899 Durbin-Watson stat 0.342900
Haussman 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 29.753648 4 0.0000

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X1 56992.30... 60517.127... 12957636.... 0.3275

X2 0.000000 0.000000 0.000000 0.0245
X3 -0.000000 -0.000000 0.000000 0.0994
X4 -2364.71...-1382.958218 252995.87... 0.0510

Cross-section random effects test equation:

Dependent Variable: Y
Method: Panel Least Squares
Date: 05/14/19 Time: 23:18
Sample: 2003 2017
Periods included: 15
Cross-sections included: 5
Total panel (balanced) observations: 75

Variable Coefficient Std. Error t-Statistic Prob.

C -34982.31 3373.415 -10.37000 0.0000

X1 56992.31 5176.856 11.00906 0.0000
X2 2.68E-08 1.86E-08 1.440826 0.1544
X3 -6.01E-09 2.88E-09 -2.085751 0.0409
X4 -2364.711 650.7254 -3.633961 0.0005

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.955697 Mean dependent var 3741.867

Adjusted R-squared 0.950327 S.D. dependent var 2745.436
S.E. of regression 611.8886 Akaike info criterion 15.78314
Sum squared resid 24710905 Schwarz criterion 16.06124
Log likelihood -582.8679 Hannan-Quinn criter. 15.89419
F-statistic 177.9672 Durbin-Watson stat 0.511209
Prob(F-statistic) 0.000000
 Kesimpulan yang harus kita buat saat selesai
melakukan hausman test dengan eviews adalah:

1. Jika Hausman Test menerima H1 atau p value <

0,05 maka metode yang kita pilih adalah fixed
effect.
2. Jika Hausman Test menerima H0 atau p value
> 0,05 maka metode yang kita pilih adalah
random effect. Kemudian kita lanjutkan dengan
uji Lagrangian Multiplier untuk menentukan
apakah kita tetap memilih Random effect
ataukah Common effect.
Uji asumsi klasik
Uji normalitas
8
Series: Standardized Residuals
7 Sample 2003 2017
6
Observations 75

5 Mean 1.21e-14
Median 14.44700
4
Maximum 1762.010
3 Minimum -1476.760
Std. Dev. 577.8678
2 Skewness 0.409051
1
Kurtosis 3.855243

0 Jarque-Bera 4.377281
-1200 -800 -400 0 400 800 1200 1600 Probability 0.112069

p robbaility >5% jadi norml

Uji hetero

Fhitung> alpha (0,05) yaitu 0,1226, sehingga H1 ditolak H0 diterima (tidak ada masalah pada
heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey
Null hypothesis: Homoskedasticity

F-statistic 1.865675 Prob. F(4,85) 0.1239

Obs*R-squared 7.263934 Prob. Chi-Square(4) 0.1226
Scaled explained SS 6.183242 Prob. Chi-Square(4) 0.1859

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/15/19 Time: 13:39
Sample: 1 90
Included observations: 90

Variable Coefficient Std. Error t-Statistic Prob.

C 4547074. 3653923. 1.244436 0.2168

X1 -5386418. 5744043. -0.937740 0.3510
X2 2.80E-05 2.82E-05 0.990302 0.3248
X3 -3.66E-06 2.96E-06 -1.234022 0.2206
X4 636344.5 684957.2 0.929028 0.3555

R-squared 0.080710 Mean dependent var 844990.8

Adjusted R-squared 0.037450 S.D. dependent var 1173921.
S.E. of regression 1151730. Akaike info criterion 30.80538
Sum squared resid 1.13E+14 Schwarz criterion 30.94426
Log likelihood -1381.242 Hannan-Quinn criter. 30.86139
F-statistic 1.865675 Durbin-Watson stat 1.054136
Prob(F-statistic) 0.123922

Uji multikoloniearitas

1.000000 0.271885 -0.180432 0.873123

0.271885 1.000000 0.503122 0.034829
-0.180432 0.503122 1.000000 -0.494332
0.873123 0.034829 -0.494332 1.000000

<0,80 maka terbebas dari multikolonieritas

Variance Inflation Factors

Date: 05/16/19 Time: 08:51
Sample: 2003 2077
Included observations: 75

Coefficient Uncentered Centered

Variable Variance VIF VIF

X2 7.30E-26 5.159265 1.763454

X3 6.03E-28 6.353601 2.068886
X4 2.53E-05 5.125006 4.505969
Y 7.61E-13 11.91818 4.134366
C 9.25E-06 6.754626 NA

Nilai centered variable X1, x2, x3, x4 kurang dari 10 sehingga terbebas dari multikoloniearitas
Uji autokorelasi

Nilai DW = 0,511209

K =4

N =75

Dl = 1.5151

Du = 1.7390

4-du = 2.261

4-dl =2,4849

0 Dl Du 4-DU 4-Dl 4

l ul
Terdpat autokorelasi positif