Uji Data Panel
Sajikan hasil Common Effects, Fixed Effects, dan Random Effects dengan tabel lengkap, termasuk koefisien, Std. Error, t‑Stat, Prob., serta ringkasan uji pemilihan model (Chow, LM, Hausman).
Panduan Data
Header: id time y x1 x2 …; baris berikutnya data panel (balanced ataupun unbalanced).
Konfigurasi
Input Dataset Panel
Baris pertama opsional sebagai header. Setiap baris = satu observasi panel. Waktu dapat berupa angka atau label.
Status data
Observasi: 12 • Unit: 4 • Regressor: 2
Balanced: Ya
Siap menghitung regresi panel.
Hasil Uji Panel (EViews‑style)
Tabel Data Penelitian
| id | time | y | iklan | rd |
|---|---|---|---|---|
| PT_A | 2020 | 125.5000 | 8.2000 | 4.1000 |
| PT_A | 2021 | 138.7000 | 9.1000 | 4.8000 |
| PT_A | 2022 | 142.3000 | 9.5000 | 5.2000 |
| PT_B | 2020 | 98.4000 | 6.3000 | 2.9000 |
| PT_B | 2021 | 105.2000 | 7.1000 | 3.4000 |
| PT_B | 2022 | 111.8000 | 7.8000 | 3.8000 |
| PT_C | 2020 | 156.9000 | 11.2000 | 6.7000 |
| PT_C | 2021 | 168.4000 | 12.5000 | 7.3000 |
| PT_C | 2022 | 175.1000 | 13.1000 | 7.9000 |
| PT_D | 2020 | 87.6000 | 5.4000 | 2.1000 |
| PT_D | 2021 | 92.3000 | 6 | 2.6000 |
| PT_D | 2022 | 96.7000 | 6.4000 | 2.9000 |
Common Effects (Pooled OLS)
| Dependent Variable | Method | S.E. of regression | Sum squared resid | R-squared | Adj. R-squared | F-statistic | Prob(F-statistic) | Durbin-Watson stat |
|---|---|---|---|---|---|---|---|---|
| y | Panel Least Squares | 4.4088 | 174.9344 | 0.9832 | 0.9795 | 264.0859 | – | 0.7204 |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
|---|---|---|---|---|
| C | 19.4848 | 24.4369 | 0.7973 | – |
| iklan | 13.5128 | 9.3759 | 1.4412 | – |
| rd | -2.2594 | 12.5228 | -0.1804 | – |
Fixed Effects (Cross‑section Fixed)
| Dependent Variable | Method | S.E. of regression | Sum squared resid | R-squared | Adj. R-squared | F-statistic | Prob(F-statistic) |
|---|---|---|---|---|---|---|---|
| y | Panel Least Squares | 0.9748 | 9.5031 | 0.9792 | 0.9771 | 471.0502 | – |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
|---|---|---|---|---|
| iklan | 4.9237 | 2.3554 | 2.0904 | – |
| rd | 7.5881 | 3.4339 | 2.2098 | – |
Random Effects (Cross‑section Random)
| Dependent Variable | Method | S.E. of regression | Sum squared resid | R-squared | Adj. R-squared | F-statistic | Prob(F-statistic) |
|---|---|---|---|---|---|---|---|
| y | Panel Least Squares | 2.6942 | 65.3297 | 0.9806 | 0.9763 | 227.8438 | – |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
|---|---|---|---|---|
| C | 37.9122 | 15.7721 | 2.4037 | – |
| iklan | 6.7114 | 6.0578 | 1.1079 | – |
| rd | 6.6176 | 8.1748 | 0.8095 | – |
Uji Pemilihan Model
| Uji | Statistik | Df | Prob. | Hipotesis |
|---|---|---|---|---|
| Chow (FE vs Common) | 52.2244 | (2, 6) | – | H0: Common Effects memadai; H1: Fixed Effects lebih baik. |
| LM Breusch–Pagan (RE vs Common) | 7.2319 | (1) | – | H0: Common Effects memadai; H1: Random Effects diperlukan. |
| Hausman (FE vs RE) | -61.2944 | (2) | – | H0: Random Effects konsisten; H1: Fixed Effects konsisten → pilih FE. |
Rekomendasi
Model terpilih: Pooled OLS. Pertimbangkan konteks dan teori selain hasil statistik.