HASIL REGRESI VARIABEL X1, X2, X3, X4 DENGAN Y1
Dependent Variable: LDR?
Method: Pooled EGLS (Cross-section weights) Date: 02/18/13 Time: 10:44
Sample: 2005 2011 Included observations: 7 Cross-sections included: 21
Total pool (balanced) observations: 147
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 88.13211 8.414658 10.47364 0.0000 CAR? -0.770634 0.265492 -2.902666 0.0044 ROA? 0.426965 0.486830 0.877030 0.3822 NIM? 1.503731 0.692567 2.171243 0.0318 BOPO? -0.140034 0.065319 -2.143850 0.0340 Fixed Effects (Cross)
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.815267 Mean dependent var 94.75318 Adjusted R-squared 0.778926 S.D. dependent var 51.11615 S.E. of regression 9.532020 Sum squared resid 11084.85 F-statistic 22.43388 Durbin-Watson stat 1.546967 Prob(F-statistic) 0.000000
Unweighted Statistics
HASIL REGRESI VARIABEL X1, X2, X3, X4 DENGAN Y2
Dependent Variable: NPL?
Method: Pooled EGLS (Cross-section weights) Date: 02/18/13 Time: 10:46
Sample: 2005 2011 Included observations: 7 Cross-sections included: 21
Total pool (balanced) observations: 147
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 4.300603 1.293168 3.325632 0.0012 CAR? -0.020925 0.030214 -0.692574 0.4899 ROA? -0.098370 0.027238 -3.611480 0.0004 NIM? -0.230246 0.116026 -1.984434 0.0495 BOPO? 0.006821 0.007628 0.894104 0.3730 Fixed Effects (Cross)
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.742208 Mean dependent var 4.204631 Adjusted R-squared 0.691494 S.D. dependent var 2.763598 S.E. of regression 1.725576 Sum squared resid 363.2688 F-statistic 14.63538 Durbin-Watson stat 1.569287 Prob(F-statistic) 0.000000
Unweighted Statistics
