Analisis Perbandingan Regresi Komponen Utama dan Regresi Ridge untuk Mengatasi Masalah Multikolinieritas pada Model Regresi Linier Berganda

Teks penuh

(1)

Lampiran 1 Contoh Data Ilustrasi Kasus 1

Tabel 3.1 Data rata-rata jam kerja dan faktor-faktor yang mempengaruhinya

No.

= average hours worked during the year

= average hourly wage (dollars)

= average yearly earnings of spouse (dollars)

= average yearly earnings of other family members (dollars)

= average yearly nonearned income (dollars)

= average family asset holdings (bank account, etc) (dollars)

= average age of respondent

(2)

Lampiran 2 Contoh Data Ilustrasi Kasus 2

Tabel 3.10 Data Mengenai Produsen Kabel Telepon untuk Memprediksi

Penjualan kepada pelanggan selama periode 1968-1983

= annual sales in MPF, million paired feet

= gross national product (GNP), $ bilions

= housing starts, thousands of units

(3)

Lampiran 3 Menentukan parameter regresi linier berganda (Contoh Ilustrasi Kasus 1)

No.

1. 4.652.649 8,439 1.256.641 84.681 144.400 52.562.500 1.482,250 5,476 110,25 6.266,085 2.417.997 627.687 2. 4.726.276 8,821 1.272.384 90.601 158.404 59.969.536 1.544,490 5,452 110,25 6.456,780 2.452.272 654.374 3. 4.251.844 5,523 1.473.796 106.276 34.225 9.412.624 1.608,010 8,128 79,21 4.845,700 2.503.268 672.212 4. 4.456.321 6,305 1.447.209 2.401 13.689 2.663.424 501,760 1,343 132,25 5.300,721 2.539.533 103.439 5. 4.553.956 7,790 1.026.169 352.836 532.900 161.544.100 3.329,290 1,510 77,44 5.955,994 2.161.742 1.267.596 6. 4.774.225 9,242 1.288.225 82.369 145.924 59.382.436 1.489,960 6,770 114,49 6.642,400 2.479.975 627.095 7. 4.884.100 10,381 1.210.000 87.025 224.676 87.198.244 1.521,000 4,783 125,44 7.120,620 2.431.000 651.950 8. 4.431.025 6,215 1.392.400 96.100 65.025 22.372.900 1.592,010 6,843 86,49 5.247,765 2.483.900 652.550 9. 5.139.289 8,054 1.684.804 63.504 185.761 69.172.489 1.513,210 4,097 123,21 6.433,746 2.942.566 571.284 10. 4.862.025 5,551 783.225 69.696 139.129 46.090.521 1.505,440 7,086 90,25 5.194,980 1.951.425 582.120 11. 4.498.641 8,538 1.565.001 107.584 97.344 34.892.649 1.584,040 5,230 106,09 6.197,562 2.653.371 695.688 12. 4.447.881 6,245 1.456.849 120.409 73.441 25.694.761 1.576,090 10,195 79,21 5.270,391 2.545.563 731.823 13. 4.443.664 7,818 1.073.296 90.000 67.081 21.288.996 1.459,240 4,162 84,64 5.893,968 2.183.888 632.400 14. 4.190.209 6,017 1.471.369 88.209 19.321 3.948.169 1.624,090 6,477 82,81 5.021,291 2.483.011 607.959 15. 4.726.276 12,831 1.301.881 171.396 248.004 104.837.121 1.600,000 4,260 136,89 7.787,268 2.480.534 900.036 16. 4.272.489 8,462 3.258.025 84.100 57.121 19.704.721 1.528,810 5,295 110,25 6.012,903 3.730.935 599.430 17. 4.661.281 6,305 1.155.625 83.521 94.864 31.595.641 1.544,490 6,180 90,25 5.421,249 2.320.925 623.951 18. 5.094.049 6,330 1.194.649 30.976 153.664 53.187.849 1.436,410 4,170 102,01 5.678,612 2.466.901 397.232 19. 3.940.225 2,025 305.809 145.161 21.316 3.481.956 1.648,360 14,692 43,56 2.824,655 1.097.705 756.285 20. 4.769.856 13,220 1.190.281 84.681 313.600 126.337.600 1.528,810 5,420 134,56 7.941,024 2.382.744 635.544

(4)

No.

1. 819.660 15.638.250 83.044,5 5.047,380 22.648,5 3256,505 845,355 1103,9 21061,25 111,8425 6,7977 2. 865.252 16.835.456 85.438,2 5.076,290 22.827,0 3350,16 893,97 1182,06 22999,68 116,721 6,93495 3. 381.470 6.326.216 82.686,2 5.878,762 18.351,8 2852,9 766,1 434,75 7209,8 94,235 6,69985 4. 246.987 3.445.152 47.286,4 2.446,649 24.276,5 3020,733 123,039 293,787 4097,952 56,2464 2,910249 5. 1.557.820 27.123.140 123.131,8 2.622,686 18.779,2 2827,283 1657,854 2037,43 35473,61 161,0407 3,430139 6. 834.670 16.837.610 84.341,0 5.685,370 23.379,5 3450,4 872,48 1161,28 23426,24 117,344 7,91008 7. 1.047.540 20.636.980 86.190,0 4.833,270 24.752,0 3544,2 950,49 1527,228 30087,036 125,658 7,046514 8. 536.775 9.956.650 83.989,5 5.506,680 19.576,5 2941,74 772,83 635,715 11791,89 99,4707 6,521688 9. 977.077 18.854.639 88.186,3 4.588,408 25.163,7 3683,724 715,176 1223,178 23603,646 110,3982 5,744112 10. 822.465 14.969.745 85.554,0 5.869,710 20.947,5 2085,06 621,984 878,788 15994,884 91,4128 6,271672 11. 661.752 12.528.747 84.415,8 4.850,727 21.846,3 3655,422 958,416 911,664 17260,254 116,2956 6,682614 12. 571.539 10.690.521 83.727,3 6.734,037 18.770,1 3016,293 867,153 677,229 12667,431 99,2103 7,979307 13. 545.972 9.726.312 80.525,6 4.300,320 19.393,6 2896,656 838,8 724,164 12900,744 106,8072 5,70384 14. 284.533 4.067.389 82.494,1 5.209,615 18.627,7 2975,489 728,541 340,967 4874,111 98,8559 6,242885 15. 1.082.652 22.259.586 86.960,0 4.487,136 25.435,8 4087,062 1482,948 1783,836 36676,098 143,28 7,393248 16. 494.013 9.175.413 80.819,7 4.756,167 21.703,5 5250,745 843,61 695,251 12913,051 113,7419 6,693609 17. 664.972 12.135.739 84.848,7 5.367,274 20.510,5 2699,325 725,679 773,388 14114,331 98,6823 6,242346 18. 884.744 16.460.301 85.540,3 4.608,794 22.795,7 2749,988 442,816 986,272 18349,188 95,3564 5,137672 19. 289.810 3.704.010 80.591,0 7.608,505 13.101,0 786,919 542,163 207,758 2655,318 57,7738 5,454359 20. 1.223.040 24.548.160 85.394,4 5.084,352 25.334,4 3966,876 1058,076 2036,16 40868,64 142,1676 8,464608

(5)

No.

1. 30,503 326.211 425.980 8.127.250 43.158,5 2.623,140 11.770,5 110.580 2.109.750 11.203,5 680,940 2. 31,185 339.528 448.944 8.735.232 44.330,4 2.633,880 11.844,0 119.798 2.330.944 11.829,3 702,835 3. 20,915 395.764 224.590 3.724.552 48.681,4 3.461,114 10.804,6 60.310 1.000.168 13.072,6 929,426 4. 28,877 58.947 140.751 1.963.296 26.947,2 1.394,277 13.834,5 5.733 79.968 1.097,6 56,791 5. 24,561 601.722 739.490 12.875.230 58.450,1 1.244,977 8.914,4 433.620 7.549.740 34.273,8 730,026 6. 32,528 325.745 433.570 8.746.310 43.811,0 2.953,270 12.144,5 109.634 2.211.622 11.078,2 746,774 7. 36,086 324.500 521.400 10.271.800 42.900,0 2.405,700 12.320,0 139.830 2.754.710 11.505,0 645,165 8. 23,185 365.800 300.900 5.581.400 47.082,0 3.086,880 10.974,0 79.050 1.466.300 12.369,0 810,960 9. 31,502 327.096 559.438 10.795.466 50.492,2 2.627,152 14.407,8 108.612 2.095.884 9.802,8 510,048 10. 22,382 233.640 330.105 6.008.265 34.338,0 2.355,870 8.407,5 98.472 1.792.296 10.243,2 702,768 11. 30,097 410.328 390.312 7.389.657 49.789,8 2.861,037 12.885,3 102.336 1.937.496 13.054,4 750,136 12. 22,241 418.829 327.097 6.118.283 47.917,9 3.853,951 10.742,3 94.037 1.758.943 13.775,9 1.107,971 13. 25,723 310.800 268.324 4.780.104 39.575,2 2.113,440 9.531,2 77.700 1.384.200 11.460,0 612,000 14. 22,322 360.261 168.607 2.410.231 48.883,9 3.087,085 11.038,3 41.283 590.139 11.969,1 755,865 15. 41,909 472.374 568.218 11.682.699 45.640,0 2.355,024 13.349,7 206.172 4.238.946 16.560,0 854,496 16. 30,545 523.450 431.395 8.012.395 70.575,5 4.153,305 18.952,5 69.310 1.287.310 11.339,0 667,290 17. 23,855 310.675 331.100 6.042.575 42.247,5 2.672,450 10.212,5 89.012 1.624.469 11.357,7 718,454 18. 25,412 192.368 428.456 7.971.249 41.424,7 2.231,906 11.039,3 68.992 1.283.568 6.670,4 359,392 19. 9,392 210.693 80.738 1.031.898 22.451,8 2.119,649 3.649,8 55.626 710.946 15.468,6 1.460,373 20. 42,178 317.481 610.960 12.262.840 42.658,1 2.539,848 12.655,6 162.960 3.270.840 11.378,1 677,448

(6)

No.

1. 3.055,5 2.755.000 14.630,0 889,200 3.990,0 279.125,0 16.965,000 76.125,0 90,090 404,250 24,570 2. 3.160,5 3.082.112 15.641,4 929,330 4.179,0 304.339,2 18.082,240 81.312,0 91,766 412,650 24,518 3. 2.901,4 567.580 7.418,5 527,435 1.646,5 123.026,8 8.746,868 27.305,2 114,325 356,890 25,374 4. 563,5 190.944 2.620,8 135,603 1.345,5 36.556,8 1.891,488 18.768,0 25,962 257,600 13,329 5. 5.227,2 9.278.300 42.121,0 897,170 6.424,0 733.367,0 15.620,590 111.848,0 70,913 507,760 10,815 6. 3.070,9 2.943.692 14.745,2 993,964 4.087,4 297.451,6 20.051,012 82.454,2 100,437 413,020 27,841 7. 3.304,0 4.426.212 18.486,0 1.036,638 5.308,8 364.182,0 20.422,206 104.585,6 85,293 436,800 24,494 8. 2.883,0 1.206.150 10.174,5 667,080 2.371,5 188.727,0 12.373,680 43.989,0 104,378 371,070 24,329 9. 2.797,2 3.584.627 16.765,9 872,344 4.784,1 323.531,3 16.833,608 92.318,7 78,734 431,790 22,466 10. 2.508,0 2.532.297 14.472,4 992,926 3.543,5 263.413,2 18.072,318 64.495,5 103,286 368,600 25,289 11. 3.378,4 1.842.984 12.417,6 713,544 3.213,6 235.098,6 13.509,309 60.842,1 91,023 409,940 23,556 12. 3.088,3 1.373.699 10.758,7 865,303 2.411,9 201.239,3 16.185,317 45.114,1 126,762 353,330 28,418 13. 2.760,0 1.195.026 9.893,8 528,360 2.382,8 176.254,8 9.412,560 42.448,8 77,928 351,440 18,768 14. 2.702,7 276.193 5.601,7 353,755 1.264,9 80.076,1 5.056,915 18.081,7 102,564 366,730 23,160 15. 4.843,8 5.099.022 19.920,0 1.027,872 5.826,6 409.560,0 21.133,296 119.796,3 82,560 468,000 24,149 16. 3.045,0 1.060.921 9.344,9 549,939 2.509,5 173.564,9 10.214,139 46.609,5 89,969 410,550 24,161 17. 2.745,5 1.731.268 12.104,4 765,688 2.926,0 220.905,3 13.973,806 53.399,5 97,700 373,350 23,617 18. 1.777,6 2.858.856 14.856,8 800,464 3.959,2 276.404,7 14.892,306 73.659,3 77,392 382,790 20,624 19. 2.514,6 272.436 5.927,6 559,618 963,6 75.759,6 7.152,378 12.315,6 155,620 267,960 25,298 20. 3.375,6 6.294.400 21.896,0 1.303,680 6.496,0 439.484,0 26.166,720 130.384,0 91,025 453,560 27,005

(7)

Lampiran 4 Menentukan parameter regresi linier berganda

(Contoh Ilustrasi Kasus 2)

No

(8)

No

1

7.441,40

7.569,70

1.581.486,48

3.786,48

6.100,44

6.205,62

5.412,96

8.720,88

8.871,24

20,88

21,24

34,22

2

52.608,40

35.334,00

1.603.851,96

3.775,80

7.227,96

4.854,60

5.203,45

9.960,89

6.690,15

23,45

15,75

30,15

3

68.787,60

34.393,80

1.542.840,44

5.376,50

9.032,52

4.516,26

7.174,00

12.052,32

6.026,16

42,00

21,00

35,28

4

46.481,40

31.487,40

2.254.427,00

6.645,00

6.866,50

4.651,50

12.213,60

12.620,72

8.549,52

37,20

25,20

26,04

5

46.083,60

41.816,60

2.764.732,88

6.558,16

6.323,94

5.738,39

13.220,48

12.748,32

11.567,92

30,24

27,44

26,46

6

51.259,20

43.440,00

2.524.216,50

6.051,50

7.286,50

6.175,00

10.015,11

12.059,01

10.219,50

28,91

24,50

29,50

7

68.338,00

29.807,00

1.621.987,82

6.819,68

11.447,32

4.992,98

7.458,64

12.519,86

5.460,79

52,64

22,96

38,54

8

47.188,00

17.068,00

1.394.668,00

10.219,55

11.301,62

4.087,82

9.860,00

10.904,00

3.944,00

79,90

28,90

31,96

9

43.452,00

25.347,00

1.950.985,00

9.786,70

9.151,20

5.338,20

11.819,50

11.052,00

6.447,00

55,44

32,34

30,24

10

49.005,00

33.412,50

2.614.490,86

9.328,90

8.795,82

5.997,15

13.732,60

12.947,88

8.828,10

46,20

31,50

29,70

11

71.440,00

36.660,00

2.811.412,56

8.395,20

10.633,92

5.456,88

12.055,80

15.270,68

7.836,27

45,60

23,40

29,64

12

99.110,00

41.140,00

2.465.072,04

8.589,60

15.174,96

6.299,04

10.331,40

18.252,14

7.576,36

63,60

26,40

46,64

13

97.446,00

25.506,00

1.921.948,60

10.661,04

22.062,43

5.774,73

9.345,60

19.340,20

5.062,20

107,28

28,08

58,11

14

127.405,00

23.792,50

1.661.330,00

11.478,28

25.070,98

4.681,93

8.360,00

18.260,00

3.410,00

126,16

23,56

51,46

15

129.832,50

4.451,40

1.550.395,80

13.728,24

26.113,50

895,32

9.558,80

18.182,50

623,40

161,00

5,52

10,50

16

126.768,00

11.884,50

1.842.480,00

13.511,52

24.566,40

2.303,10

10.560,00

19.200,00

1.800,00

140,80

13,20

24,00

(9)

Lampiran 5 Transformasi Data Kasus 1

Transformasi Variabel Pengamatan (Variabel Asal) ke Bentuk Variabel Baku

No. Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8

(10)

Lampiran 6 Transformasi Data Kasus 2

Transformasi Variabel Pengamatan (Variabel Asal) ke Bentuk Variabel Baku

No.

Z1

Z2

Z3

Z4

Z5

(11)

Lampiran 7 Nilai Residual dan MSE Contoh Ilustrasi Kasus 1

Regresi Komponen Utama Regresi Ridge

No No

1. 2156,2458 0,754 0,569 1. 2163,655619 -6,6556185 44,29726 2. 2160,7211 13,279 176,330 2. 2167,413677 6,5863235 43,37966 3. 2092,515 -30,515 931,167 3. 2069,722979 -7,7229789 59,6444 4. 2151,8291 -40,829 1.667,014 4. 2153,409359 -42,4093586 1798,554 5. 2183,0591 -49,059 2.406,794 5. 2159,665162 -25,6651616 658,7005 6. 2159,392 25,608 655,769 6. 2170,960408 14,0395922 197,1101 7. 2186,4078 23,592 556,594 7. 2201,999321 8,0006787 64,01086 8. 2113,4565 -8,457 71,513 8. 2104,397393 0,6026071 0,363135 9. 2178,9097 88,090 7.759,895 9. 2198,174897 68,8251034 4736,895 10. 2116,0909 88,909 7.904,827 10. 2164,115108 40,8848922 1671,574 11. 2150,628 -29,628 877,817 11. 2124,858211 -3,8582113 14,88579 12. 2101,4403 7,560 57,149 12. 2094,234469 14,7655308 218,0209 13. 2126,6613 -18,661 348,246 13. 2103,608302 4,391698 19,28701 14. 2097,1024 -50,102 2.510,247 14. 2062,670991 -15,670991 245,58 15. 2207,3387 -33,339 1.111,469 15. 2178,951847 -4,9518466 24,52078 16. 2161,2167 -94,217 8.876,782 16. 2105,569655 -38,5696554 1487,618 17. 2121,4351 37,565 1.411,125 17. 2130,849829 28,1501711 792,4321 18. 2148,5591 108,441 11.759,425 18. 2200,2072 56,7928002 3225,422 19. 1997,7127 -12,713 161,613 19. 2028,485239 -43,4852392 1890,966 20. 2210,2789 -26,279 690,581 20. 2235,685095 -51,6850952 2671,349

Jumlah 49.934,925 Jumlah 19864,61

(12)

Lampiran 8 Nilai Residual dan MSE Contoh Ilustrasi Kasus 2

Regresi Komponen Utama Regresi Ridge

No No

1 6.412,964 -5.129,964 26.316.534 1 5.379,303 -4096,3 16.779.701 2 7.746,946 105,054 11.036,41 2 6.605,165 1246,835 1.554.599 3 8.067,878 121,121 14.670,47 3 6.190,121 1998,879 3.995.519 4 7.314,075 182,924 33.461,41 4 7.708,188 -211,188 44.600,38 5 8.325,735 208,264 43.374,14 5 8.520,066 13,93438 194,1669 6 8.215,736 472,264 223.033,4 6 8.002,459 685,5409 469.966,4 7 7.252,673 17,326 300,2152 7 6.346,384 923,6161 853.066,7 8 5.316,544 -296,543 87.938,11 8 5.261,456 -241,456 58.300,77 9 6.274,957 -239,956 57.579,17 9 6.259,169 -224,169 50.251,68 10 7.207,023 217,9768 47.513,89 10 7.803,427 -378,427 143.207,3 11 9.185,055 214,945 46.201,48 11 9.084,866 315,1342 99.309,58 12 8.963,865 386,135 149.100,3 12 8.057,869 1292,131 1.669.603 13 6.783,905 -243,904 59.489,41 13 7.081,699 -541,699 293.437,8 14 7.409,697 265,3033 70.385,86 14 7.143,659 531,3409 282.323,2 15 7.367,558 51,441 2.646,252 15 8.303,655 -884,655 782.614,3 16 7.879,753 43,246 1.870,268 16 8.349,491 -426,491 181.894,5

Jumlah 27.165.134 Jumlah 27.258.588

Figur

Tabel 3.1 Data rata-rata jam kerja dan faktor-faktor yang mempengaruhinya

Tabel 3.1

Data rata-rata jam kerja dan faktor-faktor yang mempengaruhinya p.1
Tabel 3.10  Data Mengenai Produsen Kabel Telepon untuk Memprediksi

Tabel 3.10

Data Mengenai Produsen Kabel Telepon untuk Memprediksi p.2

Referensi

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