LAMPIRAN Langkah-Langkah Pemilihan Model Regresi Data Panel

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Dependent Variable: LOG(MISKIN) Method: Panel Least Squares Date: 12/06/11 Time: 18:16 Sample: 2005 2009

Periods included: 5 Cross-sections included: 8

Total panel (balanced) observations: 40

Variable Coefficient Std. Error t-Statistic Prob.

C 12.40080 1.872750 6.621707 0.0000

LOG(PDRB) 0.145885 0.114857 1.270151 0.2124

LOG(MYS) -5.157553 0.400902 -12.86487 0.0000 SHARE_PERTANIAN -0.027868 0.005025 -5.545917 0.0000 LOG(PENGANGGURAN) 0.054077 0.053468 1.011393 0.3188 R-squared 0.847999 Mean dependent var 2.530722 Adjusted R-squared 0.830628 S.D. dependent var 0.459488 S.E. of regression 0.189102 Akaike info criterion -0.376595 Sum squared resid 1.251581 Schwarz criterion -0.165485 Log likelihood 12.53190 Hannan-Quinn criter. -0.300264 F-statistic 48.81555 Durbin-Watson stat 0.470897 Prob(F-statistic) 0.000000

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Hasil Fixed Effect

Dependent Variable: LOG(MISKIN) Method: Panel Least Squares Date: 12/06/11 Time: 18:16 Sample: 2005 2009

C 10.98810 1.465929 7.495657 0.0000 LOG(PDRB) -0.489244 0.139912 -3.496797 0.0016 LOG(MYS) -1.040229 0.524818 -1.982073 0.0574 SHARE_PERTANIAN -0.004925 0.003915 -1.257805 0.2189 LOG(PENGANGGURAN) 0.038281 0.025106 1.524771 0.1385 Effects Specification Cross-section fixed (dummy variables)

R-squared 0.990465 Mean dependent var 2.530722 Adjusted R-squared 0.986719 S.D. dependent var 0.459488 S.E. of regression 0.052953 Akaike info criterion -2.795490 Sum squared resid 0.078513 Schwarz criterion -2.288826 Log likelihood 67.90980 Hannan-Quinn criter. -2.612296 F-statistic 264.4081 Durbin-Watson stat 1.411928 Prob(F-statistic) 0.000000

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Hasil Random Effect

Dependent Variable: LOG(MISKIN)

Method: Panel EGLS (Cross-section random effects) Date: 12/06/11 Time: 18:16

Sample: 2005 2009 Periods included: 5 Cross-sections included: 8

Swamy and Arora estimator of component variances

C 9.498533 1.311218 7.244055 0.0000 LOG(PDRB) -0.203844 0.115235 -1.768952 0.0856 LOG(MYS) -2.052676 0.435154 -4.717122 0.0000 SHARE_PERTANIAN -0.005554 0.003581 -1.551038 0.1299 LOG(PENGANGGURAN) 0.066210 0.023160 2.858769 0.0071 Effects Specification S.D. Rho Cross-section random 0.233854 0.9512 Idiosyncratic random 0.052953 0.0488 Weighted Statistics

R-squared 0.562943 Mean dependent var 0.254971 Adjusted R-squared 0.512994 S.D. dependent var 0.089857 S.E. of regression 0.062708 Sum squared resid 0.137629 F-statistic 11.27028 Durbin-Watson stat 1.069881 Prob(F-statistic) 0.000006

Unweighted Statistics

R-squared 0.455705 Mean dependent var 2.530722 Sum squared resid 4.481749 Durbin-Watson stat 0.032855

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1. Uji Common Effect dengan Fixed Effect

Signifikansi Model Fixed Effect

Ho : α1= α2 =…=αi (intersep sama)

H1 : sekurang-kurangnya ada 1 intersep yang berbeda

Wilayah kritis : F

(0,05; 7;28 )

= 2,36

Statistik Uji F:

59.76427

Keputusan : Tolak H

0

Kesimpulan :

Model Fixed Effect lebih baik daripada Common Effect pada α = 5 persen,

intersep untuk tiap kabupaten/kota tidak sama.

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H

0

: model Random Effect lebih baik daripada Fixed Effect

H1 : model Fixed Effect lebih baik daripada Random Effect

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 18.082184 4 0.0012

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob. LOG(PDRB) -0.489244 -0.203844 0.006296 0.0003 LOG(MYS) -1.040229 -2.052676 0.086075 0.0006 SHARE_PERTANIAN -0.004925 -0.005554 0.000003 0.6912 LOG(PENGANGGURAN) 0.038281 0.066210 0.000094 0.0040

Cross-section random effects test equation: Dependent Variable: LOG(MISKIN) Method: Panel Least Squares Date: 12/06/11 Time: 18:23 Sample: 2005 2009

R-squared 0.990465 Mean dependent var 2.530722 Adjusted R-squared 0.986719 S.D. dependent var 0.459488 S.E. of regression 0.052953 Akaike info criterion -2.795490 Sum squared resid 0.078513 Schwarz criterion -2.288826 Log likelihood 67.90980 Hannan-Quinn criter. -2.612296 F-statistic 264.4081 Durbin-Watson stat 1.411928 Prob(F-statistic) 0.000000

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Karena nilai probabilitas Chi-Square berdasarkan hasil estimasi diperoleh

probabilitas sebesar 0,0012 yang berarti tolak Ho.

Kesimpulan : model Fixed Effect lebih baik daripada Random Effect.

3. Uji Asumsi Homoskedastisitas

Untuk medeteksi adanya heteroskedastisitas dapat menggunakan metode

General Least Square (Cross section Weight) yaitu dengan membandingkan sum

square Residual pada Weighted Statistics dengan sum square Residual

Unweighted Statistics. Jika sum square Residual pada Weighted Statistics lebih

kecil dari sum square Residual Unweighted Statistics, maka terjadi

heteroskedastisitas.

Hasil

output

memperlihatkan

adanya

indikasi

heteroskedastisitas.

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Method: Panel EGLS (Cross-section weights) Date: 12/06/11 Time: 18:24

Linear estimation after one-step weighting matrix

Weighted Statistics

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Treatment pelanggaran ini dapat dilakukan dengan mengestimasi GLS

dengan white-heteroscedasticity. Berdasarkan prosedur di atas, maka hasil

estimasi Fixed Effect sebagai berikut:

Method: Panel EGLS (Cross-section weights) Date: 12/06/11 Time: 18:25

Linear estimation after one-step weighting matrix

White cross-section standard errors & covariance (d.f. corrected)

Weighted Statistics

4. Uji Asumsi Autokolerasi

Hasil estimasi menunjukkan nilai statistic Durbin Watson sebesar

1,785111. Nilai Durbin Watson tersebut berada pada interval dU < DW < 4-dU

(1.721 < 1,785111 < 2.279). Hal ini menunjukkan tidak adanya autokolerasi.

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5. Uji Multikolinieritas

Berdasarkan matriks korelasi pearson antar variabel independen terlihat bahwa

korelasi antarvariabel kurang dari 0,8, sehingga dapat disimpulkan model telah

memenuhi asumsi terbebas dari multikolinieritas.

Variabel

PDRB

MYS

Share_Pertanian

Pengangguran

PDRB

1 MYS

0,347285

1 Share_Pertanian

-0,580666

-0,749964

1 Pengangguran

0,612862

0,590386

-0,698824

1

6. Uji Normalitas.

Hasil uji normalitas pada Eviews 6.0 sebagai berikut:

Berdasarkan nilai probabilitas Jarque-Bera yang lebih besar dari taraf nyata lima

persen, dapat disimpulkan bahwa error term terdistribusi dengan normal.

0 1 2 3 4 5 6 -0.05 0.00 0.05 0.10

Series: Standardized Residuals Sample 2005 2009 Observations 40 Mean 9.02e-18 Median 0.002639 Maximum 0.090148 Minimum -0.085441 Std. Dev. 0.044246 Skewness 0.090564 Kurtosis 2.305704 Jarque-Bera 0.858091 Probability 0.651130