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Jawaban Uas Ekonomatrika

- The document contains data from a panel data analysis comparing the common effect model (CEM), fixed effect model (FEM), and random effect model (REM). - The Chow test results show that the FEM is preferred over the CEM since the probability is less than 0.05. - The Hausman test also shows that the FEM is preferred over the REM with a probability less than 0.05. - Therefore, based on the Chow and Hausman tests, the FEM provides the best model for this panel data.

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80 views4 pages

Jawaban Uas Ekonomatrika

- The document contains data from a panel data analysis comparing the common effect model (CEM), fixed effect model (FEM), and random effect model (REM). - The Chow test results show that the FEM is preferred over the CEM since the probability is less than 0.05. - The Hausman test also shows that the FEM is preferred over the REM with a probability less than 0.05. - Therefore, based on the Chow and Hausman tests, the FEM provides the best model for this panel data.

Uploaded by

Kris
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Nama : Suci ikhtiyari rejeki

Kelas : ES III B
NIM : 19.21184

Common Effect Model

Dependent Variable: Y
Method: Panel Least Squares
Date: 01/06/21 Time: 21:53
Sample: 2004 2009
Periods included: 6
Cross-sections included: 26
Total panel (balanced) observations: 156

Variable Coefficient Std. Error t-Statistic Prob.  

C 3279.832 1567.992 2.091741 0.0381


X1 -0.262788 6.147006 -0.042751 0.9660
X2 0.015065 0.009508 1.584428 0.1152
X3 -0.721725 0.437195 -1.650808 0.1009
X4 35.22152 4.327161 8.139636 0.0000

R-squared 0.546954     Mean dependent var 7775.160


Adjusted R-squared 0.534952     S.D. dependent var 7103.924
S.E. of regression 4844.478     Akaike info criterion 19.84059
Sum squared resid 3.54E+09     Schwarz criterion 19.93834
Log likelihood -1542.566     Hannan-Quinn criter. 19.88030
F-statistic 45.57479     Durbin-Watson stat 0.588174
Prob(F-statistic) 0.000000

Fixed Effect Model


Dependent Variable: Y
Method: Panel Least Squares
Date: 01/06/21 Time: 21:54
Sample: 2004 2009
Periods included: 6
Cross-sections included: 26
Total panel (balanced) observations: 156

Variable Coefficient Std. Error t-Statistic Prob.  

C -2256.408 772.8415 -2.919626 0.0042


X1 1.301313 1.254229 1.037540 0.3015
X2 0.033739 0.004470 7.546972 0.0000
X3 3.242293 0.583578 5.555885 0.0000
X4 2.774125 1.026654 2.702103 0.0078

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.994402     Mean dependent var 7775.160


Adjusted R-squared 0.993113     S.D. dependent var 7103.924
S.E. of regression 589.5376     Akaike info criterion 15.76760
Sum squared resid 43791876     Schwarz criterion 16.35411
Log likelihood -1199.872     Hannan-Quinn criter. 16.00581
F-statistic 771.7365     Durbin-Watson stat 1.242791
Prob(F-statistic) 0.000000

Redundant Fixed Effects Tests


Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic   d.f.  Prob. 

Cross-section F 402.817037 (25,126) 0.0000


Cross-section Chi-square 685.387658 25 0.0000

Cross-section fixed effects test equation:


Dependent Variable: Y
Method: Panel Least Squares
Date: 01/06/21 Time: 21:55
Sample: 2004 2009
Periods included: 6
Cross-sections included: 26
Total panel (balanced) observations: 156

Variable Coefficient Std. Error t-Statistic Prob.  

C 3279.832 1567.992 2.091741 0.0381


X1 -0.262788 6.147006 -0.042751 0.9660
X2 0.015065 0.009508 1.584428 0.1152
X3 -0.721725 0.437195 -1.650808 0.1009
X4 35.22152 4.327161 8.139636 0.0000

R-squared 0.546954     Mean dependent var 7775.160


Adjusted R-squared 0.534952     S.D. dependent var 7103.924
S.E. of regression 4844.478     Akaike info criterion 19.84059
Sum squared resid 3.54E+09     Schwarz criterion 19.93834
Log likelihood -1542.566     Hannan-Quinn criter. 19.88030
F-statistic 45.57479     Durbin-Watson stat 0.588174
Prob(F-statistic) 0.000000
Random Effect Model
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 01/06/21 Time: 21:56
Sample: 2004 2009
Periods included: 6
Cross-sections included: 26
Total panel (balanced) observations: 156
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.  

C -1475.132 1197.055 -1.232301 0.2198


X1 1.035618 1.247638 0.830063 0.4078
X2 0.038462 0.004229 9.095702 0.0000
X3 2.270701 0.511261 4.441375 0.0000
X4 3.191196 1.021629 3.123634 0.0021

Effects Specification
S.D.   Rho  

Cross-section random 4877.629 0.9856


Idiosyncratic random 589.5376 0.0144

Weighted Statistics

R-squared 0.558913     Mean dependent var 383.1850


Adjusted R-squared 0.547228     S.D. dependent var 935.9203
5988721
S.E. of regression 629.7651     Sum squared resid 4
F-statistic 47.83395     Durbin-Watson stat 0.946683
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.202443     Mean dependent var 7775.160


Sum squared resid 6.24E+09     Durbin-Watson stat 0.360950

Correlated Random Effects - Hausman Test


Equation: Untitled
Test cross-section random effects

Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob. 

Cross-section random 25.310250 4 0.0000

Cross-section random effects test comparisons:

Variable Fixed   Random  Var(Diff.)  Prob. 

X1 1.301313 1.035618 0.016491 0.0385


X2 0.033739 0.038462 0.000002 0.0011
X3 3.242293 2.270701 0.079176 0.0006
X4 2.774125 3.191196 0.010292 0.0000

Cross-section random effects test equation:


Dependent Variable: Y
Method: Panel Least Squares
Date: 01/06/21 Time: 21:57
Sample: 2004 2009
Periods included: 6
Cross-sections included: 26
Total panel (balanced) observations: 156

Variable Coefficient Std. Error t-Statistic Prob.  

C -2256.408 772.8415 -2.919626 0.0042


X1 1.301313 1.254229 1.037540 0.3015
X2 0.033739 0.004470 7.546972 0.0000
X3 3.242293 0.583578 5.555885 0.0000
X4 2.774125 1.026654 2.702103 0.0078

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.994402     Mean dependent var 7775.160


Adjusted R-squared 0.993113     S.D. dependent var 7103.924
S.E. of regression 589.5376     Akaike info criterion 15.76760
Sum squared resid 43791876     Schwarz criterion 16.35411
Log likelihood -1199.872     Hannan-Quinn criter. 16.00581
F-statistic 771.7365     Durbin-Watson stat 1.242791
Prob(F-statistic) 0.000000

Kesimpulan :

1. Uji Chow

Ho : Model CEM dipilih (Prob > 0,05)

Ha : Model FEM dipilih (Prob < 0,05)

Dari data diatas terlihat nilai Prob < a yaitu sebesar 0,0000 artinya < 0.05 , maka dapat
disimpulkan berdasarkan chow test Model FEM lebih tepat dibandingkan CEM

2. Uji Hausman

Ho : Model REM dipilih (Prob > 0,05)

Ha : Model FEM dipilih (Prob < 0,05)

Dari data diatas terlihat nilai Prob < a yaitu sebesar 0,0000 artinya < 0.05 , maka dapat
disimpulkan berdasarkan hausman test Model FEM lebih tepat dibandingkan REM

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