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Analisis Rasio-Rasio Cael Terhadap Prediksi Kondisi Bermasalah Bank Perkreditan Rakyat Dengan Komisaris Independen Sebagai Variabel Moderating Di Sumatera Utara

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(3)

Distribusi Sampel Berdasarkan Kondisi

Kategori Sampel

Jumlah Sampel

f

( % )

BPR Bermasalah

10

19,61

BPRTidak Bermasalah

41

80,39

Total sampel

51

100,00

Deskriptif Data

N

Minimum

Maximum

Mean

Std. Deviasi

CAR

102

-26,25

56,93

16,61

11,83

KAP

102

0,24

35,33

6,80

9,16

PPAP

102

0,14

30,45

3,57

5,18

ROA

102

-31,61

18,13

1,95

7,57

BOPO

102

45,22

323,49

94,75

42,59

LDR

102

42,39

117,92

84,52

16,55

CR

102

8,70

87,32

31,75

17,15

KI

102

0,00

100,00

43,30

43,06

Valid N (listwise)

102

(4)

Logistic Regression

Case Processing Summary

Unweighted Casesa N Percent

Selected Cases Included in Analysis 102 100.0 Missing Cases 0 .0

Total 102 100.0

Unselected Cases 0 .0

Total 102 100.0

(5)

Variables not in the Equation

Score df Sig.

Step 0 Variables X1 14.187 1 .000

X2 45.894 1 .000

X3 44.161 1 .000

X4 34.758 1 .000

X5 31.441 1 .000

X6 5.675 1 .017

X7 4.368 1 .037

Overall Statistics 64.562 7 .000

Block 1: Method = Enter

Iteration Historya,b,c,d

Iteration

-2 Log

likelihood

Coefficients

Constant X1 X2 X3 X4

Step 1 1 51.954 .764 -.009 .062 .072 -.026

2 35.889 2.594 -.024 .088 .100 -.049

3 29.640 4.736 -.051 .108 .114 -.069

4 27.113 7.029 -.107 .125 .121 -.081

5 26.074 9.164 -.201 .139 .109 -.085

6 25.869 10.306 -.265 .150 .100 -.090

7 25.863 10.518 -.277 .152 .100 -.091

8 25.863 10.525 -.277 .152 .100 -.091

9 25.863 10.525 -.277 .152 .100 -.091

a. Method: Enter

b. Constant is included in the model.

c. Initial -2 Log Likelihood: 100.963

(6)

Iteration Historya,b,c,d

d. Estimation terminated at iteration number 9 because parameter estimates changed by less than .001.

Omnibus Tests of Model Coefficients

(7)

Contingency Table for Hosmer and Lemeshow Test Y = .00000 Y = 1.00000

Total Observed Expected Observed Expected

Step 1 9 1 3.284 9 6.716 10

10 1 .087 10 10.913 11

Classification Tablea

Observed

Predicted

Y

Percentage Correct .00000 1.00000

Step 1 Y .00000 81 1 98.8

1.00000 3 17 85.0

Overall Percentage 96.1

a. The cut value is .500

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

Step 1a X1 -.277 .196 1.999 1 .157 .758

X2 .152 .057 7.185 1 .007 1.165

X3 .100 .116 .736 1 .391 1.105

X4 -.091 .093 .960 1 .327 .913

X5 .023 .021 1.215 1 .270 1.023

X6 -.120 .054 4.948 1 .026 .887

X7 -.124 .053 5.447 1 .020 .884

Constant 10.525 6.141 2.938 1 .087 37217.858 a. Variable(s) entered on step 1: X1, X2, X3, X4, X5, X6, X7.

Correlation Matrix

Constant X1 X2 X3 X4 X5

Step 1 Constant 1.000 -.492 .243 -.296 -.164 -.283

X1 -.492 1.000 -.374 .311 -.065 .068

X2 .243 -.374 1.000 -.130 -.030 .227

X3 -.296 .311 -.130 1.000 .102 .255

X4 -.164 -.065 -.030 .102 1.000 .085

X5 -.283 .068 .227 .255 .085 1.000

X6 -.786 .080 -.312 -.039 .118 -.164

(8)

Correlation Matrix X6 X7

Step 1 Constant -.786 -.794

X1 .080 .374

X2 -.312 -.339

X3 -.039 .240

X4 .118 .314

X5 -.164 -.093

X6 1.000 .697

X7 .697 1.000

Step number: 1

Observed Groups and Predicted Probabilities

80 +

+

|

|

|

|

F |

|

R 60 +

+

E |0

|

Q |0

|

U |0

|

E 40 +0

+

N |0

|

C |0

|

Y |0

|

(9)

+

|0

|

|00

1|

|000

1|

Predicted

---+---+---+---+---+---+---+---+---+---

Prob: 0 .1 .2 .3 .4 .5

.6 .7 .8 .9 1

Group:

000000000000000000000000000000000000000000000000001111111111111111

1111111111111111111111111111111111

Predicted Probability is of Membership for 1.00000

The Cut Value is .50

Symbols: 0 - .00000

1 - 1.00000

Each Symbol Represents 5 Cases.

Logistic Regression

Case Processing Summary

Unweighted Casesa N Percent

Selected Cases Included in Analysis 102 100.0

Missing Cases 0 .0

Total 102 100.0

Unselected Cases 0 .0

Total 102 100.0

a. If weight is in effect, see classification table for the total number of cases.

Dependent Variable Encoding Original Value Internal Value

.00000 0

1.00000 1

(10)

Iteration Historya,b,c

(11)

Block 1: Method = Enter

Iteration History

a,b,c,d

Iteration

-2 Log likelihood

Coefficients

Constant X1 X2 X3 X4

Step 1 1 46.466 2.944 -.001 .026 .098 -.019

2 26.249 7.047 -.022 .014 .188 -.006

3 16.002 13.256 -.037 .001 .310 .003

4 9.873 21.417 -.032 .001 .483 .017

5 6.017 35.444 -.073 .017 .704 .069

6 3.004 62.578 -.245 .063 1.019 .212

7 1.206 97.547 -.403 .134 1.577 .401

8 .446 138.672 -.546 .224 2.363 .660

9 .164 180.003 -.682 .309 3.163 .915

10 .061 220.930 -.811 .391 3.968 1.167

11 .022 261.638 -.935 .472 4.785 1.420

12 .008 302.222 -1.053 .553 5.614 1.674

13 .003 342.730 -1.168 .634 6.455 1.932

14 .001 383.194 -1.281 .715 7.302 2.191

15 .000 423.632 -1.392 .796 8.154 2.451

16 .000 464.059 -1.502 .877 9.007 2.711

17 .000 504.478 -1.612 .958 9.862 2.972

18 .000 544.894 -1.722 1.040 10.717 3.233 19 .000 585.308 -1.832 1.121 11.572 3.494 20 .000 625.720 -1.942 1.202 12.428 3.755 a. Method: Enter

b. Constant is included in the model. c. Initial -2 Log Likelihood: 100.963

(12)

Iteration History

a,b,c,d

Iteration

Coefficients

X5 X6 X7 Z X1Z X2Z X3Z

Step 1 1 .006 -.042 -.061 -.040 .000 .001 -.001

2 .017 -.090 -.125 -.068 .000 .002 -.004

3 .031 -.166 -.207 -.100 .000 .003 -.008

4 .055 -.280 -.316 -.129 .000 .004 -.014

5 .084 -.456 -.485 -.183 .001 .006 -.021

6 .112 -.749 -.777 -.278 .002 .009 -.032

7 .151 -1.143 -1.170 -.409 .004 .012 -.048

8 .195 -1.614 -1.634 -.709 .005 .016 -.069

9 .240 -2.089 -2.102 -1.023 .006 .020 -.090

10 .286 -2.563 -2.566 -1.329 .008 .024 -.111 11 .332 -3.036 -3.028 -1.631 .009 .028 -.132 12 .379 -3.511 -3.489 -1.932 .010 .032 -.153 13 .426 -3.986 -3.949 -2.232 .011 .036 -.175 14 .473 -4.462 -4.410 -2.532 .012 .040 -.197 15 .521 -4.938 -4.870 -2.832 .014 .044 -.218 16 .569 -5.414 -5.331 -3.132 .015 .048 -.240 17 .616 -5.891 -5.791 -3.432 .016 .052 -.262 18 .664 -6.367 -6.251 -3.732 .017 .056 -.284 19 .712 -6.843 -6.711 -4.032 .018 .060 -.306 20 .760 -7.320 -7.171 -4.332 .019 .064 -.328 a. Method: Enter

b. Constant is included in the model. c. Initial -2 Log Likelihood: 100.963

(13)

Iteration History

a,b,c,d

d. Estimation terminated at iteration number 20 because maximum iterations has been reached. Final solution cannot be found.

a. Estimation terminated at iteration number 20 because maximum iterations has been reached. Final solution cannot be found.

Hosmer and Lemeshow Test Step Chi-square df Sig.

(14)

Contingency Table for Hosmer and Lemeshow Test Y = .00000 Y = 1.00000

Total Observed Expected Observed Expected

Step 1 1 10 10.000 0 .000 10

2 10 10.000 0 .000 10

3 10 10.000 0 .000 10

4 10 10.000 0 .000 10

5 11 11.000 0 .000 11

6 10 10.000 0 .000 10

7 10 10.000 0 .000 10

8 10 10.000 0 .000 10

9 1 1.000 9 9.000 10

10 0 .000 11 11.000 11

Classification Tablea

Observed

Predicted

Y

Percentage Correct .00000 1.00000

Step 1 Y .00000 82 0 100.0

1.00000 0 20 100.0

Overall Percentage 100.0

a. The cut value is .500

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

Step 1a X1 -1.942 870.795 .000 1 .998 .143

X2 1.202 321.166 .000 1 .997 3.326

X3 12.428 2255.897 .000 1 .996 249656.955

X4 3.755 692.328 .000 1 .996 42.735

X5 .760 139.505 .000 1 .996 2.137

X6 -7.320 709.769 .000 1 .992 .001

X7 -7.171 706.663 .000 1 .992 .001

Z -4.332 1782.298 .000 1 .998 .013

X1Z .019 12.172 .000 1 .999 1.019

X2Z .064 10.197 .000 1 .995 1.066

X3Z -.328 39.893 .000 1 .993 .720

X4Z -.085 9.348 .000 1 .993 .919

X5Z -.014 2.985 .000 1 .996 .986

X6Z .061 19.924 .000 1 .998 1.063

X7Z .058 12.043 .000 1 .996 1.059

(15)

Correlation Matrix

Constant X1 X2 X3 X4 X5

Step 1 Constant 1.000 -.458 .211 .307 .385 -.083

X1 -.458 1.000 -.335 .549 .251 .476

X2 .211 -.335 1.000 .060 .430 .131

X3 .307 .549 .060 1.000 .880 .403

X4 .385 .251 .430 .880 1.000 .403

X5 -.083 .476 .131 .403 .403 1.000

X6 -.907 .112 -.255 -.614 -.641 -.270

X7 -.952 .309 -.165 -.402 -.451 -.132

Z -.867 .235 -.205 -.482 -.548 -.003

X1Z .261 -.704 .168 -.463 -.271 -.397

X2Z -.092 .414 -.705 .138 -.190 .110

X3Z -.279 -.540 -.042 -.966 -.831 -.399

X4Z -.165 -.366 -.348 -.793 -.852 -.510

X5Z .093 -.471 -.111 -.387 -.379 -.943

X6Z .791 -.070 .259 .618 .673 .220

X7Z .877 -.162 .147 .521 .562 .121

Correlation Matrix

X6 X7 Z X1Z X2Z X3Z X4Z X5Z

Step 1 Constant -.907 -.952 -.867 .261 -.092 -.279 -.165 .093

X1 .112 .309 .235 -.704 .414 -.540 -.366 -.471

X2 -.255 -.165 -.205 .168 -.705 -.042 -.348 -.111

X3 -.614 -.402 -.482 -.463 .138 -.966 -.793 -.387

X4 -.641 -.451 -.548 -.271 -.190 -.831 -.852 -.379

X5 -.270 -.132 -.003 -.397 .110 -.399 -.510 -.943

X6 1.000 .933 .857 .009 .027 .582 .463 .244

X7 .933 1.000 .855 -.146 .001 .366 .253 .111

Z .857 .855 1.000 -.071 .260 .359 .191 -.031

X1Z .009 -.146 -.071 1.000 .040 .449 .177 .381

X2Z .027 .001 .260 .040 1.000 -.250 -.095 -.115

X3Z .582 .366 .359 .449 -.250 1.000 .824 .353

X4Z .463 .253 .191 .177 -.095 .824 1.000 .510

X5Z .244 .111 -.031 .381 -.115 .353 .510 1.000

(16)

Correlation Matrix X6Z X7Z

Step 1 Constant .791 .877

X1 -.070 -.162

X2 .259 .147

X3 .618 .521

X4 .673 .562

X5 .220 .121

X6 -.883 -.898

X7 -.823 -.914

Z -.961 -.965

X1Z -.132 .032

X2Z -.297 -.115

X3Z -.492 -.415

X4Z -.339 -.233

X5Z -.192 -.092

X6Z 1.000 .937

X7Z .937 1.000

Step number: 1

Observed Groups and Predicted Probabilities

160 +

+

|

|

|

|

F |

|

R 120 +

+

E |

|

Q |

|

U |

|

E 80 +0

+

(17)

C |0

|

Y |0

|

40 +0

+

|0

|

|0

1|

|0

1|

Predicted

---+---+---+---+---+---+---+---+---+---

Prob: 0 .1 .2 .3 .4 .5

.6 .7 .8 .9 1

Group:

000000000000000000000000000000000000000000000000001111111111111111

1111111111111111111111111111111111

Predicted Probability is of Membership for 1.00000

The Cut Value is .50

Symbols: 0 - .00000

1 - 1.00000

Referensi

Dokumen terkait

Estimation terminated at iteration number 5 because parameter estimates changed by less than .001. Constant is included in

Estimation terminated at iteration number 3 because parameter estimates changed by less than .001.. Constant is included in

Estimation terminated at iteration number 1 because parameter estimates changed by less than .001.. Constant is included in

Estimation terminated at iteration number 5 because parameter estimates changed by less than .001.. Constant is included in

Estimation terminated at iteration number 3 because parameter estimates changed by less than ,001.. Constant is included in

Estimation terminated at iteration number 4 because parameter estimates changed by less than .001.. Constant is included in

Estimation terminated at iteration number 3 because parameter estimates changed by less than .001.. Constant is included in

Estimation terminated at iteration number 3 because parameter estimates changed by less than .001.. Constant is included in