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- Restarting R session...
- > Panel <- read.csv("C:/Users/betau/OneDrive/Documents/Data Shellen Persamaan 1.csv")
- > View(data)
- > Panel <- read.csv("C:/Users/betau/OneDrive/Documents/Data Shellen Persamaan 1.csv")
- > View(data)
- > View(Panel)
- > str(Panel)
- 'data.frame': 140 obs. of 23 variables:
- $ ï..Kabupaten.Kota : chr "Merauke" "Merauke" "Merauke" "Merauke" ...
- $ Tahun : int 2014 2015 2016 2017 2018 2014 2015 2016 2017 2018 ...
- $ kab.kota : int 1 1 1 1 1 2 2 2 2 2 ...
- $ tahun : int 1 2 3 4 5 1 2 3 4 5 ...
- $ lnPAD : num 4.94 4.98 5.11 5.08 4.94 4.14 4.31 4.25 4.33 4.33 ...
- $ lnDAU : num 7.06 7.1 7.12 7.14 7.11 6.41 6.46 6.57 6.59 6.57 ...
- $ lnDAK : num 5.27 5.68 5.17 5.23 5.72 4.82 5.34 5.56 5.11 5.43 ...
- $ lnDOK : num 4.63 4.63 4.63 4.63 4.63 4.96 4.76 4.76 4.76 4.76 ...
- $ lnBM : num 6.27 6.49 5.74 6.08 6.14 5.68 6.16 5.92 5.87 5.65 ...
- $ lnPDRB : num 8.88 8.94 9.02 9.09 9.17 8.2 8.26 8.3 8.36 8.42 ...
- $ PAD..dlm.miliar. : num 139 146 166 161 140 ...
- $ DAU..dlm.miliar. : num 1161 1216 1233 1257 1220 ...
- $ DAK..dlm.miliar. : num 194 292 177 186 306 ...
- $ Dana.Otsus..dlm.miliar. : num 103 103 103 103 103 ...
- $ Belanja.Modal..dlm.miliar. : num 529 658 312 439 462 ...
- $ PDRB.atas.harga.konstan..dlm.miliar.: num 7169 7662 8249 8865 9584 ...
- $ PAD : num 1.39e+11 1.46e+11 1.66e+11 1.61e+11 1.40e+11 ...
- $ DAU : num 1.16e+12 1.22e+12 1.23e+12 1.26e+12 1.22e+12 ...
- $ DAK : num 1.94e+11 2.92e+11 1.77e+11 1.86e+11 3.06e+11 ...
- $ Dana.Otsus : num 1.03e+11 1.03e+11 1.03e+11 1.03e+11 1.03e+11 ...
- $ Belanja.Modal : num 5.29e+11 6.58e+11 3.12e+11 4.39e+11 4.62e+11 ...
- $ PDRB.atas.harga.konstan..dlm.juta. : num 7169283 7662491 8249368 8864810 9583662 ...
- $ kemiskinan.t.1 : num 11.1 11.1 10.8 10.5 10.3 ...
- > class(Panel)
- [1] "data.frame"
- > summary(Panel)
- ï..Kabupaten.Kota Tahun kab.kota tahun
- Length:140 Min. :2014 Min. : 1.00 Min. :1
- Class :character 1st Qu.:2015 1st Qu.: 7.75 1st Qu.:2
- Mode :character Median :2016 Median :14.50 Median :3
- Mean :2016 Mean :14.50 Mean :3
- 3rd Qu.:2017 3rd Qu.:21.25 3rd Qu.:4
- Max. :2018 Max. :28.00 Max. :5
- lnPAD lnDAU lnDAK lnDOK
- Min. :0.240 Min. :6.01 Min. :3.950 Min. :4.460
- 1st Qu.:2.453 1st Qu.:6.34 1st Qu.:4.710 1st Qu.:4.610
- Median :2.980 Median :6.46 Median :5.010 Median :4.660
- Mean :3.173 Mean :6.48 Mean :4.978 Mean :4.684
- 3rd Qu.:3.830 3rd Qu.:6.61 3rd Qu.:5.247 3rd Qu.:4.750
- Max. :5.840 Max. :7.14 Max. :5.750 Max. :5.140
- lnBM lnPDRB PAD..dlm.miliar. DAU..dlm.miliar.
- Min. :3.820 Min. : 6.310 Min. : 1.27 Min. : 405.6
- 1st Qu.:5.390 1st Qu.: 6.680 1st Qu.: 11.59 1st Qu.: 566.8
- Median :5.675 Median : 7.200 Median : 19.74 Median : 639.9
- Mean :5.648 Mean : 7.550 Mean : 45.69 Mean : 668.4
- 3rd Qu.:5.940 3rd Qu.: 8.065 3rd Qu.: 46.03 3rd Qu.: 740.4
- Max. :6.710 Max. :11.220 Max. :342.13 Max. :1257.4
- DAK..dlm.miliar. Dana.Otsus..dlm.miliar. Belanja.Modal..dlm.miliar.
- Min. : 52.06 Min. : 86.51 Min. : 45.53
- 1st Qu.:111.12 1st Qu.:100.60 1st Qu.:219.49
- Median :150.24 Median :105.69 Median :290.91
- Mean :156.38 Mean :108.79 Mean :307.53
- 3rd Qu.:190.31 3rd Qu.:115.50 3rd Qu.:378.55
- Max. :315.37 Max. :171.14 Max. :818.74
- PDRB.atas.harga.konstan..dlm.miliar. PAD
- Min. : 550.8 Min. :1.266e+09
- 1st Qu.: 797.5 1st Qu.:1.159e+10
- Median : 1340.4 Median :1.974e+10
- Mean : 4977.9 Mean :4.569e+10
- 3rd Qu.: 3172.5 3rd Qu.:4.603e+10
- Max. :74249.7 Max. :3.421e+11
- DAU DAK Dana.Otsus
- Min. :4.056e+11 Min. :5.206e+10 Min. :8.651e+10
- 1st Qu.:5.668e+11 1st Qu.:1.111e+11 1st Qu.:1.006e+11
- Median :6.399e+11 Median :1.502e+11 Median :1.057e+11
- Mean :6.684e+11 Mean :1.564e+11 Mean :1.088e+11
- 3rd Qu.:7.404e+11 3rd Qu.:1.903e+11 3rd Qu.:1.155e+11
- Max. :1.257e+12 Max. :3.154e+11 Max. :1.711e+11
- Belanja.Modal PDRB.atas.harga.konstan..dlm.juta. kemiskinan.t.1
- Min. :4.553e+10 Min. : 550805 Min. :10.35
- 1st Qu.:2.195e+11 1st Qu.: 797495 1st Qu.:23.48
- Median :2.909e+11 Median : 1340423 Median :30.57
- Mean :3.075e+11 Mean : 4977946 Mean :29.24
- 3rd Qu.:3.786e+11 3rd Qu.: 3172476 3rd Qu.:37.59
- Max. :8.187e+11 Max. :74249680 Max. :45.74
- > library(plm)
- > model = lnPDRB ~ lnPAD + lnDAU + lnDAK + lnDOK + lnBM
- > pls1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="pooling")
- > summary(pls1)
- Pooling Model
- Call:
- plm(formula = model, data = Panel, model = "pooling", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -2.024444 -0.324724 0.034791 0.342125 1.472272
- Coefficients:
- Estimate Std. Error t-value Pr(>|t|)
- (Intercept) 16.673475 2.621483 6.3603 2.94e-09 ***
- lnPAD 0.856225 0.055384 15.4597 < 2.2e-16 ***
- lnDAU -0.268246 0.286485 -0.9363 0.3507863
- lnDAK -0.074029 0.154251 -0.4799 0.6320623
- lnDOK -1.882617 0.533979 -3.5256 0.0005788 ***
- lnBM -0.162223 0.146989 -1.1036 0.2717286
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 175.81
- Residual Sum of Squares: 52.973
- R-Squared: 0.69869
- Adj. R-Squared: 0.68745
- F-statistic: 62.1447 on 5 and 134 DF, p-value: < 2.22e-16
- > fem1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="within")
- > summary(fem1)
- Oneway (individual) effect Within Model
- Call:
- plm(formula = model, data = Panel, model = "within", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -0.1769784 -0.0341254 -0.0021206 0.0317282 0.1678521
- Coefficients:
- Estimate Std. Error t-value Pr(>|t|)
- lnPAD -0.0040548 0.0129684 -0.3127 0.755144
- lnDAU 1.1263201 0.1230779 9.1513 4.243e-15 ***
- lnDAK 0.0480050 0.0211373 2.2711 0.025143 *
- lnDOK 0.0612013 0.0967789 0.6324 0.528486
- lnBM -0.0802444 0.0220876 -3.6330 0.000432 ***
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 1.0632
- Residual Sum of Squares: 0.38151
- R-Squared: 0.64116
- Adj. R-Squared: 0.53384
- F-statistic: 38.2362 on 5 and 107 DF, p-value: < 2.22e-16
- > rem1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="random")
- > summary(rem1)
- Oneway (individual) effect Random Effect Model
- (Swamy-Arora's transformation)
- Call:
- plm(formula = model, data = Panel, model = "random", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Effects:
- var std.dev share
- idiosyncratic 0.003565 0.059712 0.012
- individual 0.290374 0.538863 0.988
- theta: 0.9505
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -0.1374105 -0.0549282 -0.0048105 0.0426738 0.3465637
- Coefficients:
- Estimate Std. Error z-value Pr(>|z|)
- (Intercept) 0.421187 1.228833 0.3428 0.731784
- lnPAD 0.010017 0.016584 0.6040 0.545821
- lnDAU 1.115347 0.153500 7.2661 3.7e-13 ***
- lnDAK 0.044897 0.026927 1.6674 0.095443 .
- lnDOK 0.023345 0.124012 0.1882 0.850683
- lnBM -0.082010 0.028283 -2.8997 0.003736 **
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 1.4912
- Residual Sum of Squares: 0.79352
- R-Squared: 0.46788
- Adj. R-Squared: 0.44803
- Chisq: 117.824 on 5 DF, p-value: < 2.22e-16
- > # Uji Haussman, jika signifikan maka fem lebih baik
- > phtest(fem1, rem1)
- Hausman Test
- data: model
- chisq = 2.0743, df = 5, p-value = 0.8388
- alternative hypothesis: one model is inconsistent
- > plmtest(pls1, type="bp")
- Lagrange Multiplier Test - (Breusch-Pagan) for balanced panels
- data: model
- chisq = 94.5, df = 1, p-value < 2.2e-16
- alternative hypothesis: significant effects
- > # ujia Heterokedastistas
- > library(lmtest)
- Loading required package: zoo
- Attaching package: ‘zoo’
- The following objects are masked from ‘package:base’:
- as.Date, as.Date.numeric
- > install.packages(zoo)
- Error in install.packages : 'match' requires vector arguments
- > install.packages('zoo')
- Error in install.packages : Updating loaded packages
- Restarting R session...
- > install.packages("zoo")
- WARNING: Rtools is required to build R packages but is not currently installed. Please download and install the appropriate version of Rtools before proceeding:
- https://cran.rstudio.com/bin/windows/Rtools/
- Installing package into ‘C:/Users/betau/Documents/R/win-library/4.1’
- (as ‘lib’ is unspecified)
- trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.1/zoo_1.8-9.zip'
- Content type 'application/zip' length 1038767 bytes (1014 KB)
- downloaded 1014 KB
- package ‘zoo’ successfully unpacked and MD5 sums checked
- The downloaded binary packages are in
- C:\Users\betau\AppData\Local\Temp\RtmpsDcFiY\downloaded_packages
- > # ujia Heterokedastistas
- > library(lmtest)
- Loading required package: zoo
- Attaching package: ‘zoo’
- The following objects are masked from ‘package:base’:
- as.Date, as.Date.numeric
- > bptest(rem1)
- Error in x$terms %||% attr(x, "terms") %||% stop("no terms component nor attribute") :
- no terms component nor attribute
- > # ujia Heterokedastistas
- > library(lmtest)
- > bptest(rem1)
- Error in x$terms %||% attr(x, "terms") %||% stop("no terms component nor attribute") :
- no terms component nor attribute
- > # uji korelasi
- > pbgtest(rem1)
- Error in pbgtest(rem1) : could not find function "pbgtest"
- > # penanganan dengan robust covarian
- > coeftest(rem1, vcovHC(rem1, "arellano"))
- Error in vcovHC(rem1, "arellano") : could not find function "vcovHC"
- >
- > fem1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="within")
- Error in plm(model, data = Panel, index = c("ï..Kabupaten.Kota", "Tahun"), :
- could not find function "plm"
- > summary(fem1)
- Length Class Mode
- coefficients 5 -none- numeric
- vcov 25 -none- numeric
- residuals 140 pseries numeric
- df.residual 1 -none- numeric
- formula 3 Formula call
- model 6 pdata.frame list
- assign 6 -none- numeric
- args 6 -none- list
- aliased 5 -none- logical
- call 5 -none- call
- Restarting R session...
- > Panel <- read.csv("C:/Users/betau/OneDrive/Documents/Data Shellen Persamaan 1.csv")
- > View(Panel)
- > str(Panel)
- 'data.frame': 140 obs. of 23 variables:
- $ ï..Kabupaten.Kota : chr "Merauke" "Merauke" "Merauke" "Merauke" ...
- $ Tahun : int 2014 2015 2016 2017 2018 2014 2015 2016 2017 2018 ...
- $ kab.kota : int 1 1 1 1 1 2 2 2 2 2 ...
- $ tahun : int 1 2 3 4 5 1 2 3 4 5 ...
- $ lnPAD : num 4.94 4.98 5.11 5.08 4.94 4.14 4.31 4.25 4.33 4.33 ...
- $ lnDAU : num 7.06 7.1 7.12 7.14 7.11 6.41 6.46 6.57 6.59 6.57 ...
- $ lnDAK : num 5.27 5.68 5.17 5.23 5.72 4.82 5.34 5.56 5.11 5.43 ...
- $ lnDOK : num 4.63 4.63 4.63 4.63 4.63 4.96 4.76 4.76 4.76 4.76 ...
- $ lnBM : num 6.27 6.49 5.74 6.08 6.14 5.68 6.16 5.92 5.87 5.65 ...
- $ lnPDRB : num 8.88 8.94 9.02 9.09 9.17 8.2 8.26 8.3 8.36 8.42 ...
- $ PAD..dlm.miliar. : num 139 146 166 161 140 ...
- $ DAU..dlm.miliar. : num 1161 1216 1233 1257 1220 ...
- $ DAK..dlm.miliar. : num 194 292 177 186 306 ...
- $ Dana.Otsus..dlm.miliar. : num 103 103 103 103 103 ...
- $ Belanja.Modal..dlm.miliar. : num 529 658 312 439 462 ...
- $ PDRB.atas.harga.konstan..dlm.miliar.: num 7169 7662 8249 8865 9584 ...
- $ PAD : num 1.39e+11 1.46e+11 1.66e+11 1.61e+11 1.40e+11 ...
- $ DAU : num 1.16e+12 1.22e+12 1.23e+12 1.26e+12 1.22e+12 ...
- $ DAK : num 1.94e+11 2.92e+11 1.77e+11 1.86e+11 3.06e+11 ...
- $ Dana.Otsus : num 1.03e+11 1.03e+11 1.03e+11 1.03e+11 1.03e+11 ...
- $ Belanja.Modal : num 5.29e+11 6.58e+11 3.12e+11 4.39e+11 4.62e+11 ...
- $ PDRB.atas.harga.konstan..dlm.juta. : num 7169283 7662491 8249368 8864810 9583662 ...
- $ kemiskinan.t.1 : num 11.1 11.1 10.8 10.5 10.3 ...
- > class(Panel)
- [1] "data.frame"
- > summary(Panel)
- ï..Kabupaten.Kota Tahun kab.kota tahun lnPAD lnDAU lnDAK
- Length:140 Min. :2014 Min. : 1.00 Min. :1 Min. :0.240 Min. :6.01 Min. :3.950
- Class :character 1st Qu.:2015 1st Qu.: 7.75 1st Qu.:2 1st Qu.:2.453 1st Qu.:6.34 1st Qu.:4.710
- Mode :character Median :2016 Median :14.50 Median :3 Median :2.980 Median :6.46 Median :5.010
- Mean :2016 Mean :14.50 Mean :3 Mean :3.173 Mean :6.48 Mean :4.978
- 3rd Qu.:2017 3rd Qu.:21.25 3rd Qu.:4 3rd Qu.:3.830 3rd Qu.:6.61 3rd Qu.:5.247
- Max. :2018 Max. :28.00 Max. :5 Max. :5.840 Max. :7.14 Max. :5.750
- lnDOK lnBM lnPDRB PAD..dlm.miliar. DAU..dlm.miliar. DAK..dlm.miliar.
- Min. :4.460 Min. :3.820 Min. : 6.310 Min. : 1.27 Min. : 405.6 Min. : 52.06
- 1st Qu.:4.610 1st Qu.:5.390 1st Qu.: 6.680 1st Qu.: 11.59 1st Qu.: 566.8 1st Qu.:111.12
- Median :4.660 Median :5.675 Median : 7.200 Median : 19.74 Median : 639.9 Median :150.24
- Mean :4.684 Mean :5.648 Mean : 7.550 Mean : 45.69 Mean : 668.4 Mean :156.38
- 3rd Qu.:4.750 3rd Qu.:5.940 3rd Qu.: 8.065 3rd Qu.: 46.03 3rd Qu.: 740.4 3rd Qu.:190.31
- Max. :5.140 Max. :6.710 Max. :11.220 Max. :342.13 Max. :1257.4 Max. :315.37
- Dana.Otsus..dlm.miliar. Belanja.Modal..dlm.miliar. PDRB.atas.harga.konstan..dlm.miliar. PAD
- Min. : 86.51 Min. : 45.53 Min. : 550.8 Min. :1.266e+09
- 1st Qu.:100.60 1st Qu.:219.49 1st Qu.: 797.5 1st Qu.:1.159e+10
- Median :105.69 Median :290.91 Median : 1340.4 Median :1.974e+10
- Mean :108.79 Mean :307.53 Mean : 4977.9 Mean :4.569e+10
- 3rd Qu.:115.50 3rd Qu.:378.55 3rd Qu.: 3172.5 3rd Qu.:4.603e+10
- Max. :171.14 Max. :818.74 Max. :74249.7 Max. :3.421e+11
- DAU DAK Dana.Otsus Belanja.Modal PDRB.atas.harga.konstan..dlm.juta.
- Min. :4.056e+11 Min. :5.206e+10 Min. :8.651e+10 Min. :4.553e+10 Min. : 550805
- 1st Qu.:5.668e+11 1st Qu.:1.111e+11 1st Qu.:1.006e+11 1st Qu.:2.195e+11 1st Qu.: 797495
- Median :6.399e+11 Median :1.502e+11 Median :1.057e+11 Median :2.909e+11 Median : 1340423
- Mean :6.684e+11 Mean :1.564e+11 Mean :1.088e+11 Mean :3.075e+11 Mean : 4977946
- 3rd Qu.:7.404e+11 3rd Qu.:1.903e+11 3rd Qu.:1.155e+11 3rd Qu.:3.786e+11 3rd Qu.: 3172476
- Max. :1.257e+12 Max. :3.154e+11 Max. :1.711e+11 Max. :8.187e+11 Max. :74249680
- kemiskinan.t.1
- Min. :10.35
- 1st Qu.:23.48
- Median :30.57
- Mean :29.24
- 3rd Qu.:37.59
- Max. :45.74
- > library(plm)
- > model = lnPDRB ~ lnPAD + lnDAU + lnDAK + lnDOK + lnBM
- > pls1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="pooling")
- > summary(pls1)
- Pooling Model
- Call:
- plm(formula = model, data = Panel, model = "pooling", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -2.024444 -0.324724 0.034791 0.342125 1.472272
- Coefficients:
- Estimate Std. Error t-value Pr(>|t|)
- (Intercept) 16.673475 2.621483 6.3603 2.94e-09 ***
- lnPAD 0.856225 0.055384 15.4597 < 2.2e-16 ***
- lnDAU -0.268246 0.286485 -0.9363 0.3507863
- lnDAK -0.074029 0.154251 -0.4799 0.6320623
- lnDOK -1.882617 0.533979 -3.5256 0.0005788 ***
- lnBM -0.162223 0.146989 -1.1036 0.2717286
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 175.81
- Residual Sum of Squares: 52.973
- R-Squared: 0.69869
- Adj. R-Squared: 0.68745
- F-statistic: 62.1447 on 5 and 134 DF, p-value: < 2.22e-16
- > fem1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="within")
- > summary(fem1)
- Oneway (individual) effect Within Model
- Call:
- plm(formula = model, data = Panel, model = "within", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -0.1769784 -0.0341254 -0.0021206 0.0317282 0.1678521
- Coefficients:
- Estimate Std. Error t-value Pr(>|t|)
- lnPAD -0.0040548 0.0129684 -0.3127 0.755144
- lnDAU 1.1263201 0.1230779 9.1513 4.243e-15 ***
- lnDAK 0.0480050 0.0211373 2.2711 0.025143 *
- lnDOK 0.0612013 0.0967789 0.6324 0.528486
- lnBM -0.0802444 0.0220876 -3.6330 0.000432 ***
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 1.0632
- Residual Sum of Squares: 0.38151
- R-Squared: 0.64116
- Adj. R-Squared: 0.53384
- F-statistic: 38.2362 on 5 and 107 DF, p-value: < 2.22e-16
- > rem1 = plm(model, data=Panel, index=c("ï..Kabupaten.Kota","Tahun"), model="random")
- > summary(rem1)
- Oneway (individual) effect Random Effect Model
- (Swamy-Arora's transformation)
- Call:
- plm(formula = model, data = Panel, model = "random", index = c("ï..Kabupaten.Kota",
- "Tahun"))
- Balanced Panel: n = 28, T = 5, N = 140
- Effects:
- var std.dev share
- idiosyncratic 0.003565 0.059712 0.012
- individual 0.290374 0.538863 0.988
- theta: 0.9505
- Residuals:
- Min. 1st Qu. Median 3rd Qu. Max.
- -0.1374105 -0.0549282 -0.0048105 0.0426738 0.3465637
- Coefficients:
- Estimate Std. Error z-value Pr(>|z|)
- (Intercept) 0.421187 1.228833 0.3428 0.731784
- lnPAD 0.010017 0.016584 0.6040 0.545821
- lnDAU 1.115347 0.153500 7.2661 3.7e-13 ***
- lnDAK 0.044897 0.026927 1.6674 0.095443 .
- lnDOK 0.023345 0.124012 0.1882 0.850683
- lnBM -0.082010 0.028283 -2.8997 0.003736 **
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- Total Sum of Squares: 1.4912
- Residual Sum of Squares: 0.79352
- R-Squared: 0.46788
- Adj. R-Squared: 0.44803
- Chisq: 117.824 on 5 DF, p-value: < 2.22e-16
- > # Uji Haussman, jika signifikan maka fem lebih baik
- > phtest(fem1, rem1)
- Hausman Test
- data: model
- chisq = 2.0743, df = 5, p-value = 0.8388
- alternative hypothesis: one model is inconsistent
- > plmtest(pls1, type="bp")
- Lagrange Multiplier Test - (Breusch-Pagan) for balanced panels
- data: model
- chisq = 94.5, df = 1, p-value < 2.2e-16
- alternative hypothesis: significant effects
- > # ujia Heterokedastistas
- > library(lmtest)
- Loading required package: zoo
- Attaching package: ‘zoo’
- The following objects are masked from ‘package:base’:
- as.Date, as.Date.numeric
- > bptest(rem1)
- studentized Breusch-Pagan test
- data: rem1
- BP = 14.6, df = 5, p-value = 0.01222
- > # uji korelasi
- > pbgtest(rem1)
- Breusch-Godfrey/Wooldridge test for serial correlation in panel models
- data: model
- chisq = 53.299, df = 5, p-value = 2.92e-10
- alternative hypothesis: serial correlation in idiosyncratic errors
- > # penanganan dengan robust covarian
- > coeftest(rem1, vcovHC(rem1, "arellano"))
- t test of coefficients:
- Estimate Std. Error t value Pr(>|t|)
- (Intercept) 0.421187 0.970915 0.4338 0.66513
- lnPAD 0.010017 0.014922 0.6713 0.50318
- lnDAU 1.115347 0.111722 9.9832 < 2e-16 ***
- lnDAK 0.044897 0.027370 1.6404 0.10328
- lnDOK 0.023345 0.100759 0.2317 0.81713
- lnBM -0.082010 0.037523 -2.1856 0.03058 *
- ---
- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
- >
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