-
Kuis Ekonometrik (Quiz3)
Nama : Dede Firmansyah Kelas : 4SE4 Absen : 06 NIM : 09.5918
PEMILIHAN MODEL TERBAIK DENGAN DATA PANEL
Cross Section: 609 perusahaan, Dengan time series : 11 tahun (1998-2008)
Variabel Dependen:
Lny6 : Pertumbuhan Nilai Produksi
Variabel Independen:
Lnl : Pertumbuhan Tenaga Kerja
Lnk : Pertumbuhan Modal
Lnm : Pertumbuhan Bahan Baku
Lnl.lnm : interaksi pertumbuhan Tenaga Kerja dan bahan baku
Tahapan yang dilakukan untuk memperoleh model terbaik dengan menggunakan data
panel :
1. Uji stasioner semua variabel.
2. Jika semua variabel stasioner, maka bentuklah model pool dan model fixed effect
(FEM).
3. Lakukan Chow test, untuk mengetahui apakah FEM lebih baik daripada model pool.
4. Jika FEM lebih baik, bentuk model random effect (REM).
5. Lakukan Hausman test, untuk mengetahui apakah FEM lebih baik daripada REM.
6. Interpretasi model terpilih.
LANGKAH-LANGKAH:
1. Uji Panel Unit Root
Ho : = 1 Data Tidak Stasioner
H1 : < 1 Data Stasioner
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Group unit root test: Summary
Series: LNK_1
Date: 11/22/12 Time: 12:27
Sample: 1998 2008
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -1504.01 0.0000 2422 23800
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -70.0799 0.0000 2422 23800
ADF - Fisher Chi-square 10124.2 0.0000 2422 23800
PP - Fisher Chi-square 11619.5 0.0000 2422 24220 ** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Berdasarkan hasil running, nilai Prob-nya 0,000 berarti keputusan tolak Ho yang berarti Data
stasioner.
2. Estimasi Model Pool
Dependent Variable: LNY6?
Method: Pooled Least Squares
Date: 11/22/12 Time: 12:29
Sample: 1998 2008
Included observations: 11
Cross-sections included: 609
Total pool (balanced) observations: 6699 Variable Coefficient Std. Error t-Statistic Prob. LNL? 1.246456 0.017940 69.47745 0.0000
LNK? 0.062025 0.003465 17.89974 0.0000
LNM? 0.849494 0.003850 220.6464 0.0000
LNL?*LNM? -0.054038 0.000886 -61.00791 0.0000 R-squared 0.861124 Mean dependent var 14.55332
Adjusted R-squared 0.861061 S.D. dependent var 1.645467
S.E. of regression 0.613339 Akaike info criterion 1.860799
Sum squared resid 2518.557 Schwarz criterion 1.864865
Log likelihood -6228.747 Hannan-Quinn criter. 1.862203
Durbin-Watson stat 0.536696
Berdasarkan hasil running data, didapatkan nilai prob untuk setiap variabel bernilai 0,000 yang
artinya signifikan mempengaruhi variabel dependen. Nilai Adjusted R squared nya sebesar
-
0,861061 yang artinya semua variabel independen mampu menjelaskan keragaman variabel
dependen sebesar 86,1% (hubungannya erat).
3. Estimasi model fixed effect
Dependent Variable: LNY6?
Method: Pooled Least Squares
Date: 11/22/12 Time: 12:30
Sample: 1998 2008
Included observations: 11
Cross-sections included: 609
Total pool (balanced) observations: 6699 Variable Coefficient Std. Error t-Statistic Prob. C 5.184910 0.291286 17.80006 0.0000
LNL? 0.384156 0.074592 5.150078 0.0000
LNK? -0.013943 0.002257 -6.177092 0.0000
LNM? 0.612589 0.019257 31.81047 0.0000
LNL?*LNM? -0.009492 0.004726 -2.008421 0.0446
Fixed Effects (Cross)
_1--C -0.311143
_2--C -0.057237
_3--C -0.371483
_4--C -0.235319
_5--C -0.064897
_6--C -0.313765
_7--C 1.192363
_8--C -0.251563
_9--C 0.307043
_10--C -0.124489
_11--C 0.501734
_12--C 0.086628
_13--C 1.062834
_14--C 1.237188
_15--C 0.013940
_16--C 0.010897
_17--C 1.372488
_18--C 0.873449
_19--C 0.866517
_20--C 1.105799
_21--C 1.574967
_22--C 0.601247
_23--C 0.443125
_24--C 0.554908
_25--C 0.286908
_26--C 0.504228
_27--C 0.565101
_28--C 0.450377
_29--C 0.010678
_30--C -0.202960
_31--C -0.168810
_32--C -0.189797
_33--C -0.352233
_34--C -0.208290
_35--C -0.200581
-
_36--C -0.202056
_37--C -0.249777
_38--C 0.332498
_39--C -0.264430
_40--C 0.121460
_41--C 0.144582
_42--C -0.241115
_43--C 0.695245
_44--C -0.442522
_45--C 0.018410
_46--C -0.444950
_47--C -0.320080
_48--C 0.557839
_49--C 0.055970
_50--C 0.109863
_51--C 0.470922
_52--C 0.816575
_53--C 1.631240
_54--C 0.963765
_55--C 1.056274
_56--C 1.287597
_57--C 0.248255
_58--C -0.408844
_59--C -0.221692
_60--C -0.118141
_61--C -0.458936
_62--C -0.426842
_63--C 0.309771
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_65--C -0.389338
_66--C 0.876917
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_71--C 1.366946
_72--C -0.063489
_73--C 1.635633
_74--C -0.326756
_75--C -0.155210
_76--C 0.809747
_77--C 0.776098
_78--C 0.678712
_79--C 1.249317
_80--C 1.248339
_81--C 0.395813
_82--C 0.213060
_83--C -0.709211
_84--C 1.058901
_85--C -0.198225
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_87--C 0.355737
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-
_93--C 0.547614
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_127--C 1.973182
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-
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-
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-
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-
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-
_435--C 2.381745
_436--C 0.957961
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_444--C 0.829202
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-
_492--C 0.113242
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_494--C 0.101397
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_498--C 0.853397
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_522--C 0.965108
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_528--C 0.061448
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_535--C -0.467670
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_539--C 0.018784
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_543--C -1.184762
_544--C 0.076082
_545--C 0.245497
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_548--C -0.269856
-
_549--C -0.321890
_550--C -0.282724
_551--C -0.297394
_552--C -0.510799
_553--C -0.645776
_554--C 0.101909
_555--C -0.140403
_556--C -0.394462
_557--C 1.002770
_558--C 1.000567
_559--C -0.857859
_560--C -0.111638
_561--C -0.345129
_562--C -0.743185
_563--C -0.065123
_564--C 0.343155
_565--C -0.481973
_566--C -0.561113
_567--C -0.552261
_568--C 0.272272
_569--C 0.872004
_570--C -0.186916
_571--C 0.043143
_572--C 0.994476
_573--C 1.260566
_574--C 0.646969
_575--C 1.507807
_576--C -0.224264
_577--C 0.330286
_578--C -0.590978
_579--C -0.327062
_580--C -0.380451
_581--C -0.268169
_582--C -1.193208
_583--C -1.224477
_584--C -1.204214
_585--C -1.186288
_586--C -1.236709
_587--C -0.312401
_588--C -0.258489
_589--C 0.624188
_590--C -0.168450
_591--C 0.124204
_592--C 0.266243
_593--C -0.101975
_594--C 0.316609
_595--C -0.040073
_596--C -0.224412
_597--C -0.492921
_598--C 0.393529
_599--C 0.855090
_600--C 0.314784
_601--C -0.464140
_602--C -0.415891
_603--C -0.592825
_604--C -0.106789
_605--C -0.547365
-
_606--C -0.208726
_607--C -0.299180
_608--C -0.544058
_609--C -0.661338 Effects Specification Cross-section fixed (dummy variables) R-squared 0.959769 Mean dependent var 14.55332
Adjusted R-squared 0.955723 S.D. dependent var 1.645467
S.E. of regression 0.346240 Akaike info criterion 0.803674
Sum squared resid 729.6011 Schwarz criterion 1.426805
Log likelihood -2078.906 Hannan-Quinn criter. 1.018870
F-statistic 237.2386 Durbin-Watson stat 1.437093
Prob(F-statistic) 0.000000 Berdasarkan hasil running model fixed, diperoleh nilai prob untuk variabel lnl, lnk, lnm dan lnl.lnm kurang dari 5%
yang artinya signifikan pada taraf 5 persen. Nilai prob F nya 0,0000 berarti model secala keseluruhan baik.
Bilai Adjusted R Squared nya 0,995723 yang berarti variabel independenmampu menjelaskan keragaman variabel
dependen sebesar 95,57 %.
4. Uji Chow untuk memilih Pooled atau Fixed effect model
Ho : = (pooled)
H1 : minimal ada satu yang berbeda (fixed)
Redundant Fixed Effects Tests
Pool: POOL
Test cross-section fixed effects Effects Test Statistic d.f. Prob. Cross-section F 22.166170 (608,6086) 0.0000
Cross-section Chi-square 7822.091146 608 0.0000
Cross-section fixed effects test equation:
Dependent Variable: LNY6?
Method: Panel Least Squares
Date: 11/22/12 Time: 12:32
Sample: 1998 2008
Included observations: 11
Cross-sections included: 609
Total pool (balanced) observations: 6699 Variable Coefficient Std. Error t-Statistic Prob. C 5.291366 0.237912 22.24090 0.0000
LNL? -0.007396 0.058975 -0.125402 0.9002
LNK? 0.051450 0.003378 15.23260 0.0000
LNM? 0.513297 0.015566 32.97540 0.0000
-
LNL?*LNM? 0.025816 0.003691 6.994813 0.0000 R-squared 0.870680 Mean dependent var 14.55332
Adjusted R-squared 0.870603 S.D. dependent var 1.645467
S.E. of regression 0.591905 Akaike info criterion 1.789805
Sum squared resid 2345.253 Schwarz criterion 1.794887
Log likelihood -5989.951 Hannan-Quinn criter. 1.791560
F-statistic 11267.26 Durbin-Watson stat 0.533866
Prob(F-statistic) 0.000000
Berdasarkan hasil Uji,nilai Prob-nya 0,0000 yang berarti keputusannya Tolak Ho. Sehingga
disimpulkan Model Fixed Lebih baik.
5. Estimasi Model Random Effect
Dependent Variable: LNY6?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/22/12 Time: 12:30
Sample: 1998 2008
Included observations: 11
Cross-sections included: 609
Total pool (balanced) observations: 6699
Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-Statistic Prob. C 5.316836 0.265148 20.05234 0.0000
LNL? 0.245195 0.067252 3.645922 0.0003
LNK? -0.006921 0.002231 -3.101979 0.0019
LNM? 0.573871 0.017431 32.92307 0.0000
LNL?*LNM? 0.005957 0.004224 1.410269 0.1585
Random Effects (Cross)
_1--C -0.189679
_2--C 0.048858
_3--C -0.249644
_4--C -0.125767
_5--C 0.039354
_6--C -0.182256
_7--C 0.715739
_8--C -0.167642
_9--C 0.342517
_10--C -0.054853
_11--C 0.322654
_12--C 0.109652
_13--C 0.693282
_14--C 0.932776
_15--C 0.077728
_16--C 0.052814
_17--C 0.884424
_18--C 0.640104
_19--C 0.336187
_20--C 0.626493
_21--C 1.153912
_22--C 0.463351
_23--C 0.455032
-
_24--C 0.451153
_25--C 0.335868
_26--C 0.486695
_27--C 0.539253
_28--C 0.403386
_29--C 0.074942
_30--C -0.116410
_31--C -0.086069
_32--C -0.101350
_33--C -0.250297
_34--C -0.120443
_35--C -0.110457
_36--C -0.115283
_37--C -0.158050
_38--C 0.340558
_39--C -0.217720
_40--C 0.189881
_41--C 0.219216
_42--C -0.255645
_43--C 0.201413
_44--C -0.360141
_45--C 0.068955
_46--C -0.340070
_47--C -0.212016
_48--C 0.524691
_49--C 0.050822
_50--C 0.140277
_51--C 0.411268
_52--C 0.848953
_53--C 1.547587
_54--C 1.000808
_55--C 1.059820
_56--C 1.273538
_57--C 0.130596
_58--C -0.316987
_59--C -0.179248
_60--C -0.066900
_61--C -0.358239
_62--C -0.341620
_63--C 0.257371
_64--C -0.287164
_65--C -0.279952
_66--C 0.847472
_67--C 0.019897
_68--C -0.445216
_69--C 0.016571
_70--C 0.604533
_71--C 0.965425
_72--C -0.072084
_73--C 1.566475
_74--C -0.215765
_75--C -0.077516
_76--C 0.779384
_77--C 0.735448
_78--C 0.585322
_79--C 0.865343
_80--C 0.913169
-
_81--C 0.415091
_82--C 0.245597
_83--C -0.577930
_84--C 0.839142
_85--C -0.148309
_86--C -0.188023
_87--C 0.197488
_88--C -0.247683
_89--C 0.033097
_90--C -0.294957
_91--C -0.060733
_92--C -0.041056
_93--C 0.588756
_94--C 0.371274
_95--C -0.261367
_96--C -0.322832
_97--C -0.261076
_98--C -0.339041
_99--C -0.288977
_100--C -0.366119
_101--C -0.125422
_102--C -0.052150
_103--C -0.191222
_104--C 0.584705
_105--C -0.454009
_106--C -0.361087
_107--C -0.233259
_108--C 0.712287
_109--C 0.082445
_110--C -0.102573
_111--C -0.128571
_112--C 0.157724
_113--C -0.279606
_114--C -0.007778
_115--C -0.644324
_116--C -0.785570
_117--C -0.112616
_118--C -0.728698
_119--C -0.209099
_120--C -0.345939
_121--C -0.504267
_122--C 0.070306
_123--C 0.500364
_124--C 0.150209
_125--C 0.001501
_126--C 0.787844
_127--C 1.918171
_128--C 0.614387
_129--C 2.307999
_130--C -0.167996
_131--C -0.108416
_132--C -0.244265
_133--C -0.254161
_134--C -0.075345
_135--C -0.611166
_136--C -0.575441
_137--C 0.019884
-
_138--C -0.212571
_139--C -0.029154
_140--C 0.242975
_141--C -0.434497
_142--C -0.244974
_143--C -0.062574
_144--C 0.815705
_145--C 0.414714
_146--C 1.338786
_147--C 0.341881
_148--C 0.381879
_149--C 1.160149
_150--C -0.433054
_151--C -0.294091
_152--C 0.083512
_153--C 0.116993
_154--C -0.415767
_155--C 0.371758
_156--C -0.292622
_157--C 0.200386
_158--C -0.174719
_159--C -0.308997
_160--C -0.578294
_161--C -0.211314
_162--C -0.527753
_163--C -0.505527
_164--C -0.182827
_165--C -0.484987
_166--C -0.474487
_167--C -0.309462
_168--C -0.621132
_169--C -0.462037
_170--C -0.262812
_171--C -0.300164
_172--C -0.293823
_173--C -0.455544
_174--C 0.623613
_175--C -0.901391
_176--C -0.259685
_177--C -0.055475
_178--C -0.695712
_179--C -0.456255
_180--C -0.332048
_181--C 0.475556
_182--C -0.558571
_183--C 0.324320
_184--C -0.543492
_185--C -0.229887
_186--C 0.380946
_187--C 0.160270
_188--C -0.265550
_189--C 0.137559
_190--C 0.083172
_191--C -0.048028
_192--C -0.166666
_193--C 1.257008
_194--C 1.565785
-
_195--C 0.978749
_196--C 1.059309
_197--C 1.346650
_198--C 1.968736
_199--C 0.975090
_200--C 1.226617
_201--C 1.212087
_202--C 1.179457
_203--C 0.563175
_204--C 1.551555
_205--C 1.107057
_206--C -0.071787
_207--C -0.165796
_208--C -0.246480
_209--C -0.257136
_210--C 0.072695
_211--C -0.126264
_212--C -0.307257
_213--C 0.332810
_214--C 0.124909
_215--C 0.335069
_216--C -0.678606
_217--C -0.355543
_218--C -0.275072
_219--C -0.395013
_220--C -0.479588
_221--C -0.373046
_222--C -0.460204
_223--C -0.050184
_224--C -0.183506
_225--C -0.257963
_226--C -0.224535
_227--C -0.183629
_228--C -0.155248
_229--C -0.276785
_230--C -0.079482
_231--C -0.078125
_232--C -0.117332
_233--C -0.249049
_234--C -0.741088
_235--C -0.289896
_236--C -0.221951
_237--C -0.420377
_238--C 0.077570
_239--C 1.498425
_240--C -0.341248
_241--C -0.358592
_242--C -0.320044
_243--C -0.362942
_244--C 0.183889
_245--C 0.239482
_246--C -0.220198
_247--C 0.056050
_248--C -0.116934
_249--C 0.694592
_250--C -0.420643
_251--C -0.058905
-
_252--C -0.268901
_253--C -0.259468
_254--C 0.672536
_255--C -0.374557
_256--C 0.410513
_257--C 0.490187
_258--C -0.573500
_259--C -0.270607
_260--C -0.202068
_261--C -0.172077
_262--C -0.719701
_263--C 0.200842
_264--C 0.117833
_265--C 0.081517
_266--C 0.231806
_267--C -0.187231
_268--C -0.082989
_269--C 0.501732
_270--C -0.139343
_271--C 0.123537
_272--C -0.354990
_273--C -0.000785
_274--C 0.266373
_275--C 0.167507
_276--C -0.187843
_277--C 0.123458
_278--C 0.160498
_279--C 0.027802
_280--C 0.136000
_281--C 0.219154
_282--C 0.242425
_283--C 0.222034
_284--C -0.251822
_285--C 0.067014
_286--C 0.220447
_287--C -0.116378
_288--C 0.190947
_289--C 0.017573
_290--C 0.085480
_291--C -0.516269
_292--C 0.038568
_293--C 0.232162
_294--C -0.220836
_295--C 0.523660
_296--C 0.226151
_297--C -0.221207
_298--C 0.026332
_299--C 0.117585
_300--C -0.040458
_301--C -0.453551
_302--C -0.002787
_303--C 0.279677
_304--C 0.148551
_305--C 0.193846
_306--C 0.006090
_307--C 0.352635
_308--C -0.162069
-
_309--C 0.237681
_310--C -0.167491
_311--C -0.486426
_312--C -0.238806
_313--C 0.064933
_314--C -0.214497
_315--C -0.399722
_316--C -0.524198
_317--C -0.389468
_318--C -0.322458
_319--C -0.650253
_320--C -0.366224
_321--C -0.549933
_322--C -0.561973
_323--C -0.337836
_324--C -0.462661
_325--C -0.595283
_326--C -0.628049
_327--C -0.235926
_328--C -0.407264
_329--C -0.318313
_330--C -0.547824
_331--C -0.134087
_332--C -0.369739
_333--C -0.230728
_334--C -0.306904
_335--C -0.572982
_336--C -0.174771
_337--C -0.313157
_338--C 0.297128
_339--C -0.164216
_340--C -0.078249
_341--C 0.289353
_342--C 0.050040
_343--C 0.197711
_344--C -0.281425
_345--C 0.876840
_346--C 0.581071
_347--C 0.848047
_348--C 1.004258
_349--C 0.742372
_350--C 0.754551
_351--C 0.686144
_352--C 1.080089
_353--C 0.815801
_354--C -0.209670
_355--C -0.117652
_356--C -0.128733
_357--C -0.267025
_358--C -0.124245
_359--C -0.444391
_360--C -0.371650
_361--C -0.053954
_362--C -0.029403
_363--C -0.044913
_364--C -0.192154
_365--C -0.456759
-
_366--C -0.118222
_367--C -0.301347
_368--C -0.148621
_369--C 0.076063
_370--C -0.195661
_371--C -0.056484
_372--C 0.096248
_373--C -0.462593
_374--C -0.182601
_375--C -0.118439
_376--C -0.255106
_377--C -0.479383
_378--C -0.419147
_379--C -0.616429
_380--C -0.212886
_381--C -0.404553
_382--C -0.403394
_383--C -0.358292
_384--C -0.344975
_385--C -0.339921
_386--C -0.393334
_387--C -0.222702
_388--C -0.411151
_389--C -0.407513
_390--C -0.547055
_391--C -0.404229
_392--C -0.536178
_393--C -0.220558
_394--C -0.344413
_395--C -0.126327
_396--C 0.234951
_397--C -0.314213
_398--C -0.344131
_399--C 0.283524
_400--C -0.376585
_401--C 0.076366
_402--C -0.053038
_403--C 0.780698
_404--C -0.241613
_405--C -0.413931
_406--C -0.285234
_407--C 0.050591
_408--C 0.314623
_409--C 0.181076
_410--C -0.152984
_411--C 0.165932
_412--C -0.506642
_413--C -0.010571
_414--C -0.482239
_415--C -0.009013
_416--C -0.176625
_417--C 0.647050
_418--C -0.320564
_419--C 0.231783
_420--C -0.299250
_421--C 0.548044
_422--C 0.112544
-
_423--C -0.356891
_424--C 0.117879
_425--C -0.617046
_426--C -0.481139
_427--C -0.394200
_428--C -0.459455
_429--C -0.289167
_430--C 1.049399
_431--C 0.244713
_432--C -0.087905
_433--C 0.110535
_434--C -0.061876
_435--C 2.288821
_436--C 0.481395
_437--C 0.400369
_438--C 0.794689
_439--C -0.028829
_440--C 0.050946
_441--C 0.031424
_442--C 1.043950
_443--C 0.475768
_444--C 0.861633
_445--C -0.126634
_446--C 0.066889
_447--C -0.106291
_448--C 0.108498
_449--C -0.096332
_450--C -0.734768
_451--C 0.586629
_452--C -0.002224
_453--C -0.181122
_454--C 0.961022
_455--C -0.049357
_456--C 0.027224
_457--C -0.089732
_458--C -0.010206
_459--C -0.076548
_460--C -0.072904
_461--C -0.193003
_462--C -0.372826
_463--C -0.536407
_464--C -0.552797
_465--C -0.438736
_466--C -0.396154
_467--C -0.197067
_468--C -0.232138
_469--C -0.343588
_470--C -0.242000
_471--C 0.728592
_472--C -0.155514
_473--C -0.131655
_474--C 0.104927
_475--C -0.393985
_476--C -0.321644
_477--C -0.179524
_478--C -0.419417
_479--C 1.081922
-
_480--C -0.227148
_481--C 0.018499
_482--C -0.233649
_483--C -0.016377
_484--C -0.301038
_485--C 0.182383
_486--C -0.068509
_487--C -0.098396
_488--C -0.025602
_489--C 0.021627
_490--C 0.028292
_491--C -0.228504
_492--C 0.150935
_493--C -0.039649
_494--C 0.135255
_495--C 0.142000
_496--C -0.537937
_497--C -0.507267
_498--C 0.599024
_499--C -0.103604
_500--C -0.121653
_501--C -0.100126
_502--C -0.129663
_503--C -0.117507
_504--C 0.230016
_505--C -0.377227
_506--C 0.762124
_507--C -0.278855
_508--C -0.384539
_509--C -0.453325
_510--C -0.631404
_511--C -0.587654
_512--C -0.359893
_513--C -0.196528
_514--C -0.956774
_515--C 0.543543
_516--C -0.324832
_517--C 0.449577
_518--C -0.009772
_519--C 1.602317
_520--C -0.077932
_521--C -0.089272
_522--C 0.488942
_523--C -0.192500
_524--C -0.261554
_525--C -0.398616
_526--C -0.401091
_527--C -0.261273
_528--C -0.052159
_529--C -0.040009
_530--C -0.172350
_531--C 1.530347
_532--C 0.050288
_533--C -0.468640
_534--C -0.445580
_535--C -0.392292
_536--C -0.113851
-
_537--C -0.555710
_538--C -0.003232
_539--C 0.075909
_540--C -0.187686
_541--C -0.528059
_542--C -1.004142
_543--C -1.000211
_544--C 0.050992
_545--C 0.272211
_546--C -0.265298
_547--C 0.006864
_548--C -0.204336
_549--C -0.230381
_550--C -0.187220
_551--C -0.255259
_552--C -0.513512
_553--C -0.528115
_554--C 0.086814
_555--C -0.050504
_556--C -0.282668
_557--C 1.036663
_558--C 1.010665
_559--C -0.708337
_560--C -0.008518
_561--C -0.258304
_562--C -0.607316
_563--C 0.014708
_564--C 0.307899
_565--C -0.397982
_566--C -0.436758
_567--C -0.407928
_568--C 0.250395
_569--C 0.921228
_570--C -0.073177
_571--C 0.007619
_572--C 0.736297
_573--C 0.820618
_574--C 0.310343
_575--C 1.485276
_576--C -0.406031
_577--C 0.194441
_578--C -0.472579
_579--C -0.241239
_580--C -0.378441
_581--C -0.180449
_582--C -1.006841
_583--C -1.034704
_584--C -1.015253
_585--C -0.996719
_586--C -1.041958
_587--C -0.252755
_588--C -0.201556
_589--C 0.335026
_590--C -0.075975
_591--C 0.179817
_592--C 0.310371
_593--C -0.030818
-
_594--C 0.345351
_595--C 0.015672
_596--C -0.143721
_597--C -0.374675
_598--C 0.351372
_599--C 0.387998
_600--C 0.221807
_601--C -0.423075
_602--C -0.393354
_603--C -0.494990
_604--C -0.077050
_605--C -0.450047
_606--C -0.174078
_607--C -0.190160
_608--C -0.419237
_609--C -0.531972 Effects Specification
S.D. Rho Cross-section random 0.407762 0.5811
Idiosyncratic random 0.346240 0.4189 Weighted Statistics R-squared 0.713837 Mean dependent var 3.609520
Adjusted R-squared 0.713666 S.D. dependent var 0.668035
S.E. of regression 0.357467 Sum squared resid 855.3774
F-statistic 4174.558 Durbin-Watson stat 1.237359
Prob(F-statistic) 0.000000 Unweighted Statistics R-squared 0.855829 Mean dependent var 14.55332
Sum squared resid 2614.576 Durbin-Watson stat 0.404811
Berdasarkan hasil running model, maka diperoleh niai prob. untuk variabel lnl, lnk, dan lnm sebesar 0,0000
sehingga signifikan pada taraf 5 persen, sedangkan untuk variabel interaksi lnl.lnm prob-nya 0,1585 yang
berarti tidak signifikan.
6. Uji Hausmann memilih model fixed atau random effect Ho : Corr (Xit, Uit) = 0
H1 : Corr (Xit, Uit) 0
Correlated Random Effects - Hausman Test
Pool: POOL
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 445.168641 4 0.0000
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Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob. LNL? 0.384156 0.245195 0.001041 0.0000
LNK? -0.013943 -0.006921 0.000000 0.0000
LNM? 0.612589 0.573871 0.000067 0.0000
LNL?*LNM? -0.009492 0.005957 0.000004 0.0000
Cross-section random effects test equation:
Dependent Variable: LNY6?
Method: Panel Least Squares
Date: 11/22/12 Time: 12:31
Sample: 1998 2008
Included observations: 11
Cross-sections included: 609
Total pool (balanced) observations: 6699 Variable Coefficient Std. Error t-Statistic Prob. C 5.184910 0.291286 17.80006 0.0000
LNL? 0.384156 0.074592 5.150078 0.0000
LNK? -0.013943 0.002257 -6.177092 0.0000
LNM? 0.612589 0.019257 31.81047 0.0000
LNL?*LNM? -0.009492 0.004726 -2.008421 0.0446 Effects Specification Cross-section fixed (dummy variables) R-squared 0.959769 Mean dependent var 14.55332
Adjusted R-squared 0.955723 S.D. dependent var 1.645467
S.E. of regression 0.346240 Akaike info criterion 0.803674
Sum squared resid 729.6011 Schwarz criterion 1.426805
Log likelihood -2078.906 Hannan-Quinn criter. 1.018870
F-statistic 237.2386 Durbin-Watson stat 1.437093
Prob(F-statistic) 0.000000
Berdasarkan hasil running model, diperoleh nilai prob sebesar 0,0000 berarti keputusannya
Tolak Ho. Sehingga Model Fixed lebih baik dibanding model random.
KESIMPULAN:
Model yang terbaik adalah model fixed effect :
Lny6it =( 5,18491 + )* + 0,384156LnLit* - 0,013943LnKit* + 0,612589LnMit*
0,009492LnL.LnMit*
*signifikanpada taraf 5 persen
= Koefisien effect
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i= perusahaan 1(_1--C), perusahaan 2(_2--C),,, perusahaan 609(_609--C),
Misalkan kita interpretasi untuk perusahaan 1, ().
Lny611 =( 5,18491 +(- 0.311143))* + 0,384156LnL* - 0,013943LnK* + 0,612589LnM*
0,009492LnL.LnM*
Lny611=4,873767* + 0,384156LnL* - 0,013943LnK* + 0,612589LnM* 0,009492LnL.LnM*
Interpretasi:
1. 0, Jika terjadi pertumbuhan modal, tenaga kerja, bahan baku dan interaksi antara tenaga
kerja dan bahan baku baik antar perusahaan maupun antarwaktu, maka perusahaan 1 akan
mendapat pengaruh individu terhadap pertumbuhan nilai produksi sebesar 4,873767
persen.
2. 1, Jika terjadi pertumbuhan tenaga kerja sebesar 1 persen dan faktor laninnya dianggap
tetap maka akan menaikkan pertumbuhan nilai produksi perusahaan 1 sebesar 0,384156
persen.
3. 2, Jika terjadi pertumbuhan modal sebesar 1 persen dan faktor lainnya dianggap tetap
maka akan menurunkan pertumbuhan nilai produksi perusahaan 1 sebesar 0,013943
persen.
4. 3, Jika terjadi pertumbuhan bahan baku sebesar 1 persen dan faktor lainnya tetap maka
akan menaikkan pertumbuhan nilai produksi perusahaan 1 sebesar 0,612589 persen.
5. Variabel interaksi antara ln L dan ln M, signifikan secara statistik dengan koefisien sebesar
0.009492. Hal ini mengakibatkan adanya efek parsial baik ln L terhadap ln M ataupun
sebaliknya. Sebagai contoh, jika tenaga kerja meningkat sebesar 1 persen dan variabel
independen lainnya diasumsikan tetap maka nilai produksi akan meningkat sebesar
0,612589 + 0.009492 = 0,622081 persen secara keseluruhan akibat adanya efek parsial ln L
terhadap ln M. Jika bahan baku meningkat 1 persen dan variabel independen lainnya
diasumsikan tetap maka nilai produksi akan meningkat sebesar 0,384156 +0.009492 =
0,393648 persen secara keseluruhan akibat adanya efek parsial ln M terhadap ln L.