Variabel days dan holiday multicoll (0,79)

REGRESI VERSI 1
 Hasil Regresi 1.A
. reg Attendance Price IMPOR DAYS Libur

Source SS df MS Number of obs = 251

F( 4, 246) = 44.85
Model 2.2548e+11 4 5.6369e+10 Prob > F = 0.0000
Residual 3.0916e+11 246 1.2567e+09 R-squared = 0.4217
Adj R-squared = 0.4123
Total 5.3463e+11 250 2.1385e+09 Root MSE = 35450

Attendance Coef. Std. Err. t P>|t| [95% Conf. Interval]

Price -.5583447 .482138 -1.16 0.248 -1.50799 .3913005

IMPOR 14771.98 5287.287 2.79 0.006 4357.851 25186.1
DAYS 1898.656 356.5845 5.32 0.000 1196.307 2601.004
Libur 1955.913 755.2246 2.59 0.010 468.3818 3443.444
_cons -8942.96 17483.83 -0.51 0.609 -43380.06 25494.14

F tabel = 2.40
 Hasil korelasi regresi versi 1
. corr Price IMPOR DAYS Libur
(obs=251)

Price IMPOR DAYS Libur

Price 1.0000
IMPOR 0.4953 1.0000
DAYS 0.0014 0.1460 1.0000
Libur 0.0266 0.1893 0.7976 1.0000
. vif

Variable VIF 1/VIF

Libur 2.79 0.358295

DAYS 2.75 0.363457
IMPOR 1.38 0.723589
Price 1.33 0.749188

Mean VIF 2.06

. hettest Price IMPOR DAYS Libur

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance
Variables: Price IMPOR DAYS Libur

chi2(4)
Prob > chi2
=
=
360.53
0.0000 Heteroskedasticity
. imtest, white
Test 1.A
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity

chi2(13) = 39.48
Prob > chi2 = 0.0002

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 39.48 13 0.0002

Skewness 14.42 4 0.0061
Kurtosis -6044724.97 1 1.0000

Total -6044671.07 18 1.0000

 Regresi 1.B with robbust
. reg Attendance Price IMPOR DAYS Libur, robust

Linear regression Number of obs = 251

F( 4, 246) = 13.97
Prob > F = 0.0000
R-squared = 0.4217
Root MSE = 35450

Robust
Attendance Coef. Std. Err. t P>|t| [95% Conf. Interval]

Price -.5583447 .269846 -2.07 0.040 -1.089848 -.0268414

IMPOR 14771.98 3951.533 3.74 0.000 6988.825 22555.13
DAYS 1898.656 594.8526 3.19 0.002 727.0017 3070.309
Libur 1955.913 1057.92 1.85 0.066 -127.8244 4039.65
_cons -8942.96 10490.11 -0.85 0.395 -29604.85 11718.93
 Multicoll dan Hettest 1.B
. vif

Variable VIF 1/VIF

Libur 2.79 0.358295

DAYS 2.75 0.363457
IMPOR 1.38 0.723589
Price 1.33 0.749188

Mean VIF 2.06

. hettest Price IMPOR DAYS Libur

hettest not appropriate after robust cluster()
r(498);
Data dari variabel days diganti (days-holidays) untuk mngatasi multicoll
antara variabel days dan holidays.

REGRESI VERSI 2
 Regresi 2.A
Dependent Variable: ATTENDANCE
Method: Least Squares
Date: 02/02/17 Time: 00:04
Sample: 1 251
Included observations: 251

Variable Coefficient Std. Error t-Statistic Prob.

C -8223.296 17474.49 -0.470589 0.6384
PRICE -0.585998 0.482052 -1.215634 0.2253
HOLIDAY 3832.034 522.0976 7.339690 0.0000
IMPORT 15319.92 5275.761 2.903831 0.0040
DAYS 1916.084 359.1188 5.335516 0.0000

R-squared 0.422724 Mean dependent var 19252.55

Adjusted R-squared 0.413337 S.D. dependent var 46244.22
S.E. of regression 35420.26 Akaike info criterion 23.80768
Sum squared resid 3.09E+11 Schwarz criterion 23.87790
Log likelihood -2982.863 Hannan-Quinn criter. 23.83594
F-statistic 45.03477 Durbin-Watson stat 1.974648
Prob(F-statistic) 0.000000
 Hettest 2.A

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 5.054050 Prob. F(4,246) 0.0006

Obs*R-squared 19.06070 Prob. Chi-Square(4) 0.0008

Scaled explained SS 347.4313 Prob. Chi-Square(4) 0.0000

 Hasil korelasi regresi versi 2

ATTENDANCE PRICE DAYS HOLIDAYS IMPORT

ATTENDANCE 1.000000 0.020161 0.503543 0.579711 0.227949

PRICE 0.020161 1.000000 -0.016318 0.026554 0.496933

DAYS 0.503543 -0.016318 1.000000 0.477096 0.073204

HOLIDAYS 0.579711 0.026554 0.477096 1.000000 0.182404

IMPORT 0.227949 0.496933 0.073204 0.182404 1.000000

 REGRESI 2.B (with robbust)
Dependent Variable: ATTENDANCE
Method: Least Squares
Date: 02/02/17 Time: 16:37
Sample: 1 251
Included observations: 251
White heteroskedasticity-consistent standard errors & covariance

Variable Coefficient Std. Error t-Statistic Prob.

C -8223.296 10490.56 -0.783876 0.4339
PRICE -0.585998 0.273034 -2.146248 0.0328
HOLIDAY 3832.034 726.6961 5.273228 0.0000
IMPORT 15319.92 4038.112 3.793831 0.0002
DAYS 1916.084 602.3785 3.180865 0.0017

R-squared 0.422724 Mean dependent var 19252.55

Adjusted R-squared 0.413337 S.D. dependent var 46244.22
S.E. of regression 35420.26 Akaike info criterion 23.80768
Sum squared resid 3.09E+11 Schwarz criterion 23.87790
Log likelihood -2982.863 Hannan-Quinn criter. 23.83594
F-statistic 45.03477 Durbin-Watson stat 1.974648
Prob(F-statistic) 0.00000