HASIL REGRESI MODEL COMMON

Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/17 Time: 06:52
Sample: 2011 2015
Included observations: 5
Cross-sections included: 10
Total pool (balanced) observations: 50

Variable Coefficient Std. Error t-Statistic Prob.

C -10249237 13355702 -0.767405 0.4468

DPK? 0.840523 0.012866 65.33097 0.0000
CAR? 932904.6 716644.7 1.301767 0.1996
NPL? 1793555. 2551737. 0.702876 0.4858
ROA? -2628982. 2697778. -0.974499 0.3350

R-squared 0.994245 Mean dependent var 1.41E+08

Adjusted R-squared 0.993733 S.D. dependent var 1.71E+08
S.E. of regression 13566180 Akaike info criterion 35.77870
Sum squared resid 8.28E+15 Schwarz criterion 35.96990
Log likelihood -889.4674 Hannan-Quinn criter. 35.85151
F-statistic 1943.418 Durbin-Watson stat 1.124317
Prob(F-statistic) 0.000000
HASIL REGRESI MODEL FIXED EFFECT

Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/17 Time: 06:55
Sample: 2011 2015
Included observations: 5
Cross-sections included: 10
Total pool (balanced) observations: 50

Variable Coefficient Std. Error t-Statistic Prob.

C -26631151 12782454 -2.083415 0.0444

DPK? 1.024846 0.030911 33.15427 0.0000
CAR? -509210.4 613446.9 -0.830081 0.4120
NPL? -796491.5 2935524. -0.271329 0.7877
ROA? 2257418. 3265205. 0.691356 0.4938
Fixed Effects (Cross)
BUKOPIN--C 19953668
BNI--C -28481370
BNP--C 31171416
BRI--C -73578061
BTN--C 31621867
DANAMON--C 23709719
BJB--C 20928370
MANDIRI--C -86537223
BUMI_ARTA--C 31515498
WOORI_SAUDARA--C 29696115

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.997942 Mean dependent var 1.41E+08

Adjusted R-squared 0.997199 S.D. dependent var 1.71E+08
S.E. of regression 9069483. Akaike info criterion 35.11022
Sum squared resid 2.96E+15 Schwarz criterion 35.64559
Log likelihood -863.7556 Hannan-Quinn criter. 35.31410
F-statistic 1342.904 Durbin-Watson stat 2.876723
Prob(F-statistic) 0.000000

Hasil ini dibaca paling terakhir setelah membaca pemilihan model:

Hasil uji regresi diperoleh p untuk uji F yaitu 0,000 (p<0,05) ada pengaruh simultan dpk, car, npl, roa
terhadap penyaluran kredit. Hasil uji t diperoleh p value dpk (p<0,05) dengan koefisien 1,02 (positif)
artinya dpk berpengaruh positif signifikan terhadap penyaluran kredit, sedangkan car, npl, dan roa
(p>0,05) tidak berpengaruh signifikan terhadap penyaluran kredit.

Adjusted R square (koefisien determinasi)=0,997  besarnya pengaruh dpk, car, npl dan roa
terhadap penyaluran kredit sebesar 99,7%
HASIL REGRESI MODEL RANDOM EFFECT

Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/09/17 Time: 06:56
Sample: 2011 2015
Included observations: 5
Cross-sections included: 10
Total pool (balanced) observations: 50
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -3005580. 9946972. -0.302160 0.7639

DPK? 0.853536 0.011005 77.55547 0.0000
CAR? 843612.0 509808.1 1.654764 0.1049
NPL? -799212.0 2107620. -0.379201 0.7063
ROA? -4596641. 2149387. -2.138583 0.0379
Random Effects (Cross)
BUKOPIN--C -1163877.
BNI--C -3198088.
BNP--C -1249175.
BRI--C -174997.4
BTN--C 7729526.
DANAMON--C 6854121.
BJB--C -246365.5
MANDIRI--C -7520207.
BUMI_ARTA--C -2640684.
WOORI_SAUDARA--C 1609747.

Effects Specification
S.D. Rho

Cross-section random 4627993. 0.2066

Idiosyncratic random 9069483. 0.7934

Weighted Statistics

R-squared 0.989818 Mean dependent var 93188735

Adjusted R-squared 0.988913 S.D. dependent var 1.19E+08
S.E. of regression 12497073 Sum squared resid 7.03E+15
F-statistic 1093.669 Durbin-Watson stat 1.265244
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.993973 Mean dependent var 1.41E+08

Sum squared resid 8.67E+15 Durbin-Watson stat 1.025266
PEMILIHAN MODEL

Uji Hausman (Model Fixed effect vs random effect)

Correlated Random Effects - Hausman Test

Pool: POOL01
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 0.000000 4 1.0000

* Cross-section test variance is invalid. Hausman statistic set to zero.

** WARNING: robust standard errors may not be consistent with
assumptions of Hausman test variance calculation.

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

DPK? 1.024846 0.853536 0.002370 0.0004

CAR? -509210.... 843611.98... 79828068... 0.0000
NPL? -796491.... -799211.9... -32920882... NA
ROA? 2257418.... -4596641.... -71492216... NA

Cross-section random effects test equation:

Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/09/17 Time: 09:18
Sample: 2011 2015
Included observations: 5
Cross-sections included: 10
Total pool (balanced) observations: 50
White cross-section standard errors & covariance (d.f. corrected)

Variable Coefficient Std. Error t-Statistic Prob.

C -26631151 11525870 -2.310555 0.0267

DPK? 1.024846 0.053258 19.24302 0.0000
CAR? -509210.4 436865.2 -1.165601 0.2514
NPL? -796491.5 688850.8 -1.156261 0.2552
ROA? 2257418. 1945661. 1.160232 0.2536

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.997942 Mean dependent var 1.41E+08

Adjusted R-squared 0.997199 S.D. dependent var 1.71E+08
S.E. of regression 9069483. Akaike info criterion 35.11022
Sum squared resid 2.96E+15 Schwarz criterion 35.64559
Log likelihood -863.7556 Hannan-Quinn criter. 35.31410
F-statistic 1342.904 Durbin-Watson stat 2.876723
Prob(F-statistic) 0.000000

Hasil uji hausman diperoleh p value 1,000 (paling atas) karena p > 0,05 berarti model fixed effect
lebih baik
Uji Chow test (Model common vs fixed effect)

𝑆𝑆𝐸1 − 𝑆𝑆𝐸2
( )
𝐹= 𝑛−1
𝑆𝑆𝐸2
( )
𝑛. 𝑡 − 𝑛 − 𝑘
8.280.000.000.000.000 − 2.960.000.000.000.000
( 10 − 1 )
𝐹= = 7,589
2.960.000.000.000.000
( )
10.5 − 10 − 2

F-tabel = ⎨ ⍺ ; df (n-1, nT-n-k)⎬

= 5% ; (10 - 1, 10.5 - 10 - 2)
= 5% ; (9, 50 - 10 - 2)
= 5% ; (9, 48) = 2,08

F hitung diperoleh 7,589 > F tabel 2,08 yang berarti signifikan sehingga model fixed effect lebih baik

Kesimpulan: fixed effect vs random effect  fixed effect

Common effect vs fixed effect  fixed effect

Kesimpulan model terbaik fixed effect

UJI ASUMSI

Uji normalitas
RESIDBUK... RESIDBNI RESIDBNP RESIDBRI RESIDBTN RESIDDAN... RESIDBJB RESIDMAND... RESIDBUMI... RESIDWOO...
Mean 7.45E-10 1.30E-09 -5.59E-10 0.000000 3.73E-10 5.59E-10 -1.21E-09 0.000000 1.49E-09 0.000000
Median -280230.1 5189032. -1228266. -1786334. -4315618. -1111877. 1259633. 3001042. -1398822. -179808.3
Maximum 639156.1 10716312 4679884. 29400243 7636435. 4659608. 6391267. 9809497. 4417744. 2971796.
Minimum -400989.1 -15176286 -2637980. -26433102 -5138637. -5225875. -7567482. -15178928 -1603344. -3011558.
Std. Dev. 464718.8 10476409 2877790. 19811419 6552518. 3911332. 6208853. 10913232 2561828. 2666300.
Skewness 0.524187 -0.534307 0.928711 0.249189 0.410070 -0.082947 -0.206829 -0.437157 1.264945 0.035103
Kurtosis 1.491612 1.796103 2.441181 2.505997 1.187374 1.742980 1.353375 1.610596 2.874396 1.335063

Jarque-Bera 0.702984 0.539855 0.783811 0.102587 0.824634 0.334921 0.600518 0.561431 1.336692 0.578530
Probability 0.703638 0.763435 0.675768 0.950000 0.662114 0.845810 0.740626 0.755243 0.512556 0.748814

Sum 3.73E-09 3.73E-09 -3.73E-09 0.000000 3.73E-09 3.73E-09 -7.45E-09 0.000000 7.45E-09 0.000000
Sum Sq. Dev. 8.64E+11 4.39E+14 3.31E+13 1.57E+15 1.72E+14 6.12E+13 1.54E+14 4.76E+14 2.63E+13 2.84E+13

Observations 5 5 5 5 5 5 5 5 5 5

Uji normalitas menggunakan jarque bera diperoleh p> 0,05 pada semua sampel yang berarti data
berdistribusi normal
Uji multikolinearitas

CAR DPK NPL ROA

CAR 1.000000 -0.000726 -0.196475 0.254753
DPK -0.000726 1.000000 -0.292645 0.657084
NPL -0.196475 -0.292645 1.000000 -0.542946
ROA 0.254753 0.657084 -0.542946 1.000000

Koefisien korelasi antar variabel bebas <0,8  tidak terjadi multikolinearitas atau korelasi yg kuat
antar variabel bebas

Uji heteroskedastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 2.691301 Prob. F(4,45) 0.0428

Obs*R-squared 9.652261 Prob. Chi-Square(4) 0.0467
Scaled explained SS 13.19321 Prob. Chi-Square(4) 0.0104

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/09/17 Time: 14:18
Sample: 1 50
Included observations: 50

Variable Coefficient Std. Error t-Statistic Prob.

C -3.05E+13 2.84E+14 -0.107647 0.9148

DPK 442594.7 273254.5 1.619716 0.1123
CAR -5.02E+12 1.52E+13 -0.329569 0.7433
NPL 4.16E+13 5.42E+13 0.767002 0.4471
ROA 6.24E+13 5.73E+13 1.088274 0.2823

R-squared 0.193045 Mean dependent var 1.66E+14

Adjusted R-squared 0.121316 S.D. dependent var 3.07E+14
S.E. of regression 2.88E+14 Akaike info criterion 69.52141
Sum squared resid 3.74E+30 Schwarz criterion 69.71261
Log likelihood -1733.035 Hannan-Quinn criter. 69.59422
F-statistic 2.691301 Durbin-Watson stat 2.011699
Prob(F-statistic) 0.042848

P value variabel dpk, car, npl, dan roa di atas 0,05 yang berarti tidak terjadi heteroskedastisitas

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