39 LAMPIRAN
Lampiran 1. Hasil Uji Statistik 1.1. Common Effect Model
1.2. Fixed Effect Model
Dependent Variable: CSDI Method: Panel Least Squares Date: 07/10/22 Time: 19:21 Sample: 2018 2020
Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447
Variable Coefficient Std. Error t-Statistic Prob.
KPT 0.011381 0.019180 0.593376 0.5532
KPTPCIDX 0.398472 0.059248 6.725552 0.0000
LNSIZE 1.09E-09 1.26E-10 8.614253 0.0000
ROA 0.129371 0.034426 3.757998 0.0002
C 0.093516 0.011365 8.228367 0.0000
R-squared 0.267657 Mean dependent var 0.131029 Adjusted R-squared 0.261029 S.D. dependent var 0.104829 S.E. of regression 0.090115 Akaike info criterion -1.964339 Sum squared resid 3.589349 Schwarz criterion -1.918449 Log likelihood 444.0298 Hannan-Quinn criter. -1.946247 F-statistic 40.38548 Durbin-Watson stat 0.609910 Prob(F-statistic) 0.000000
Dependent Variable: CSDI Method: Panel Least Squares Date: 07/10/22 Time: 19:27 Sample: 2018 2020
Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447
Variable Coefficient Std. Error t-Statistic Prob.
KPT 0.040088 0.062664 0.639737 0.5228
KPTPCIDX -0.099200 0.163407 -0.607074 0.5443
LNSIZE 1.11E-09 6.14E-10 1.813608 0.0708
ROA 0.028174 0.031464 0.895423 0.3713
C 0.098427 0.035064 2.807055 0.0053
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.839978 Mean dependent var 0.131029 Adjusted R-squared 0.757246 S.D. dependent var 0.104829 S.E. of regression 0.051649 Akaike info criterion -2.823088 Sum squared resid 0.784295 Schwarz criterion -1.418857 Log likelihood 783.9602 Hannan-Quinn criter. -2.269476 F-statistic 10.15298 Durbin-Watson stat 2.626805 Prob(F-statistic) 0.000000
40 1.3. Random Effect Model
1.4.Uji Chow
1.5.Uji Hausman
Dependent Variable: CSDI
Method: Panel EGLS (Cross-section random effects) Date: 07/10/22 Time: 19:21
Sample: 2018 2020 Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
KPT 0.017808 0.026898 0.662049 0.5083
KPTPCIDX 0.290606 0.080466 3.611550 0.0003 LNSIZE 1.13E-09 1.84E-10 6.147354 0.0000
ROA 0.059511 0.028356 2.098741 0.0364
C 0.095413 0.016159 5.904434 0.0000
Effects Specification
S.D. Rho
Cross-section random 0.073776 0.6711
Idiosyncratic random 0.051649 0.3289
Weighted Statistics
R-squared 0.125443 Mean dependent var 0.049102 Adjusted R-squared 0.117529 S.D. dependent var 0.055502 S.E. of regression 0.052139 Sum squared resid 1.201551 F-statistic 15.84973 Durbin-Watson stat 1.753574 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.255785 Mean dependent var 0.131029 Sum squared resid 3.647533 Durbin-Watson stat 0.577653
Redundant Fixed Effects Tests Equation: MODEL_FEM Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 7.104731 (148,294) 0.0000
Cross-section Chi-square 679.860799 148 0.0000
Cross-section fixed effects test equation:
Dependent Variable: CSDI Method: Panel Least Squares Date: 07/10/22 Time: 19:22 Sample: 2018 2020
Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447
Variable Coefficient Std. Error t-Statistic Prob.
KPT 0.011381 0.019180 0.593376 0.5532
KPTPCIDX 0.398472 0.059248 6.725552 0.0000 LNSIZE 1.09E-09 1.26E-10 8.614253 0.0000
ROA 0.129371 0.034426 3.757998 0.0002
C 0.093516 0.011365 8.228367 0.0000
R-squared 0.267657 Mean dependent var 0.131029 Adjusted R-squared 0.261029 S.D. dependent var 0.104829 S.E. of regression 0.090115 Akaike info criterion -1.964339 Sum squared resid 3.589349 Schwarz criterion -1.918449 Log likelihood 444.0298 Hannan-Quinn criter. -1.946247 F-statistic 40.38548 Durbin-Watson stat 0.609910 Prob(F-statistic) 0.000000
41 1.6.Uji Asumsi Klasik
1.6.1. Uji Normalitas
Correlated Random Effects - Hausman Test Equation: MODEL_REM
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 12.412255 4 0.0145
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
KPT 0.040088 0.017808 0.003203 0.6938
KPTPCIDX -0.099200 0.290606 0.020227 0.0061
LNSIZE 0.000000 0.000000 0.000000 0.9722
ROA 0.028174 0.059511 0.000186 0.0216
Cross-section random effects test equation:
Dependent Variable: CSDI Method: Panel Least Squares Date: 07/10/22 Time: 19:23 Sample: 2018 2020
Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447
Variable Coefficient Std. Error t-Statistic Prob.
C 0.098427 0.035064 2.807055 0.0053
KPT 0.040088 0.062664 0.639737 0.5228
KPTPCIDX -0.099200 0.163407 -0.607074 0.5443
LNSIZE 1.11E-09 6.14E-10 1.813608 0.0708
ROA 0.028174 0.031464 0.895423 0.3713
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.839978 Mean dependent var 0.131029 Adjusted R-squared 0.757246 S.D. dependent var 0.104829 S.E. of regression 0.051649 Akaike info criterion -2.823088 Sum squared resid 0.784295 Schwarz criterion -1.418857 Log likelihood 783.9602 Hannan-Quinn criter. -2.269476 F-statistic 10.15298 Durbin-Watson stat 2.626805 Prob(F-statistic) 0.000000
42 1.6.2. Uji Autokorelasi
1.6.3. Uji Heteroskedasitas
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 61.29105 Prob. F(2,440) 0.0000 Obs*R-squared 97.39770 Prob. Chi-Square(2) 0.0000
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 07/06/22 Time: 14:50 Sample: 1 447
Included observations: 447
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 0.001523 0.010049 0.151538 0.8796
KPT 0.001459 0.016955 0.086077 0.9314
KPTPCIDX -0.080082 0.053307 -1.502299 0.1337 LNSIZE 7.42E-11 1.12E-10 0.661559 0.5086 ROA -0.006482 0.030527 -0.212344 0.8319 RESID(-1) 0.478255 0.047688 10.02892 0.0000 RESID(-2) -0.014028 0.047888 -0.292937 0.7697 R-squared 0.217892 Mean dependent var 9.19E-18 Adjusted R-squared 0.207227 S.D. dependent var 0.089721 S.E. of regression 0.079886 Akaike info criterion -2.200896 Sum squared resid 2.807982 Schwarz criterion -2.136650 Log likelihood 498.9002 Hannan-Quinn criter. -2.175567 F-statistic 20.43035 Durbin-Watson stat 1.982827 Prob(F-statistic) 0.000000
Heteroskedasticity Test: White
F-statistic 6.648465 Prob. F(14,432) 0.0000 Obs*R-squared 79.23785 Prob. Chi-Square(14) 0.0000 Scaled explained SS 342.3432 Prob. Chi-Square(14) 0.0000
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 07/06/22 Time: 14:54 Sample: 1 447
Included observations: 447
Variable Coefficient Std. Error t-Statistic Prob.
C -0.000527 0.006418 -0.082057 0.9346
KPT^2 0.001582 0.022675 0.069787 0.9444 KPT*KPTPCIDX -0.042283 0.106168 -0.398264 0.6906 KPT*LNSIZE -2.19E-10 3.60E-10 -0.609959 0.5422 KPT*ROA -0.003077 0.039528 -0.077851 0.9380
KPT 0.004774 0.025487 0.187312 0.8515
KPTPCIDX^2 -0.336097 0.130503 -2.575388 0.0103 KPTPCIDX*LNSIZE 1.95E-09 6.54E-10 2.983352 0.0030 KPTPCIDX*ROA 0.083850 0.111528 0.751826 0.4526 KPTPCIDX 0.121450 0.075090 1.617394 0.1065 LNSIZE^2 -8.66E-19 3.24E-19 -2.674632 0.0078 LNSIZE*ROA -4.96E-10 9.89E-10 -0.501833 0.6160 LNSIZE 4.75E-10 2.50E-10 1.900153 0.0581
ROA^2 0.005508 0.014383 0.382983 0.7019
ROA 0.006826 0.026980 0.253006 0.8004
R-squared 0.177266 Mean dependent var 0.008032 Adjusted R-squared 0.150603 S.D. dependent var 0.023904 S.E. of regression 0.022031 Akaike info criterion -4.759787 Sum squared resid 0.209670 Schwarz criterion -4.622117 Log likelihood 1078.812 Hannan-Quinn criter. -4.705511 F-statistic 6.648465 Durbin-Watson stat 1.734098 Prob(F-statistic) 0.000000
43 1.7.Panel GLS
Dependent Variable: CSDI
Method: Panel EGLS (Cross-section weights) Date: 07/10/22 Time: 22:46
Sample: 2018 2020 Periods included: 3
Cross-sections included: 149
Total panel (balanced) observations: 447 Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C 0.120385 0.002850 42.24246 0.0000
KPT 0.016355 0.004172 3.920280 0.0001
KPTPCIDX -0.060012 0.012832 -4.676928 0.0000
LNSIZE 3.03E-10 1.16E-10 2.605703 0.0096
ROA 0.004378 0.002283 1.918135 0.0561
Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999873 Mean dependent var 4.029943 Adjusted R-squared 0.999808 S.D. dependent var 14.81895 S.E. of regression 0.042936 Sum squared resid 0.541989 F-statistic 15241.69 Durbin-Watson stat 2.353480 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.838554 Mean dependent var 0.131029 Sum squared resid 0.791278 Durbin-Watson stat 2.611810
