Multikolonieritas Dan Autokorelasi (Gede Wirawan - 20011120

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Nama : Gede Wirawan

Nim : 20011120
Jurusan : S1 Manajemen 5C
Matkul : Statistik Manajemen II
Warning # 849 in column 23.    Text: en
The LOCALE subcommand of the SET command has an invalid parameter.    It
could
not be mapped to a valid backend locale.
REGRESSION
    /MISSING LISTWISE
    /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
    /CRITERIA=PIN(.05) POUT(.10)
    /NOORIGIN
    /DEPENDENT INCOME
    /METHOD=ENTER EARNS WEALTH SAVING SIZE
    /RESIDUALS DURBIN
    /CASEWISE PLOT(ZRESID) OUTLIERS(3).

Regression

Notes

Output Created 24-Oct-2022 18:57:01


Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 100
File
Missing Value Handling Definition of Missing User-defined missing values are
treated as missing.
Cases Used Statistics are based on cases with no
missing values for any variable used.
Syntax REGRESSION
    /MISSING LISTWISE
    /STATISTICS COEFF OUTS BCOV
R ANOVA COLLIN TOL
    /CRITERIA=PIN(.05) POUT(.10)
    /NOORIGIN
    /DEPENDENT INCOME
    /METHOD=ENTER EARNS
WEALTH SAVING SIZE
    /RESIDUALS DURBIN
    /CASEWISE PLOT(ZRESID)
OUTLIERS(3).

Resources Processor Time 00:00:00.015

Elapsed Time 00:00:00.009

Memory Required 2308 bytes

Additional Memory Required 0 bytes


for Residual Plots

[DataSet0]

Variables Entered/Removedb

Model Variables Variables


Entered Removed Method
1 SIZE, EARNS, . Enter
SAVING,
dimen

WEALTHa
sion0

a. All requested variables entered.


b. Dependent Variable: INCOME

Model Summaryb

Model Adjusted R Std. Error of the


R R Square Square Estimate Durbin-Watson

dimen
1 .902 a
.814 .807 2.45590 2.061
sion0

a. Predictors: (Constant), SIZE, EARNS, SAVING, WEALTH


b. Dependent Variable: INCOME
Nilai Dw sebesar 2,061, nilai ini akan kita bandingkan dengan nilai tabel dengan
menggunakan nilai signifikansi 5%, jumlah sampel 100 (n) dan jumlah variabel independen 4
(k = 4). Oleh karena nilai DW 2,061 lebih besar dari batas atas du (1.76) dan kurang dari 4-
1,76, maka dapat disimpulkan bahwa Ha ditolak, dan Ho diterima yang menyatakan bahwa
tidak ada autokorelai positif (lihat tabel keputusan) atau dapat disimpulkan tidak terdapat
autokorelasi.

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 2514.175 4 628.544 104.211 .000a

Residual 572.987 95 6.031

Total 3087.162 99

a. Predictors: (Constant), SIZE, EARNS, SAVING, WEALTH


b. Dependent Variable: INCOME

Coefficientsa

Model Standardized
Unstandardized Coefficients Coefficients

B Std. Error Beta t Sig.

1 (Constant) 3.848 .862 4.466 .000

EARNS .840 .069 .771 12.195 .000

WEALTH .059 .019 .179 3.081 .003

SAVING .009 .064 .007 .135 .893

SIZE -.302 .168 -.081 -1.799 .075

a. Dependent Variable: INCOME

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

1 (Constant)

EARNS .488 2.048

WEALTH .581 1.720

SAVING .776 1.289

SIZE .968 1.033

a. Dependent Variable: INCOME

Hasil perhitungan nilai tolerance juga menunjukkan tidak ada variabel independen yang
memiliki nilai tolerance kurang dari 0.10 yang berarti tidak ada korelasi antar variabel yang
nilainya lebih 95%. Sehingga korelasi ini masih dibawah 95% dan dapat dikatakan tidak
terjadi multikolonieritas yang serius. Nilai VIF juga menunjukkan tidak ada nilai yang lebih
besar dari 10. Dengan demikian dapat disimpulkan bahwa tidak ada multikolonieritas antar
variabel independen dalam model regresi.

Coefficient Correlationsa

Model SIZE EARNS SAVING WEALTH

1 Correlations SIZE 1.000 -.072 -.058 .161

EARNS -.072 1.000 -.435 -.620

SAVING -.058 -.435 1.000 .131

WEALTH .161 -.620 .131 1.000

Covariances SIZE .028 -.001 -.001 .001

EARNS -.001 .005 -.002 -.001

SAVING -.001 -.002 .004 .000

WEALTH .001 -.001 .000 .000

a. Dependent Variable: INCOME

Collinearity Diagnosticsa

Model Dimension Variance Proportions

Eigenvalue Condition Index (Constant) EARNS WEALTH

1 1 3.539 1.000 .01 .01 .02

2 .759 2.159 .01 .00 .00

3 .545 2.548 .01 .01 .46


dimen

dimension1

sion0

4 .109 5.693 .01 .92 .52

5 .048 8.575 .96 .06 .00

a. Dependent Variable: INCOME

Collinearity Diagnosticsa

Model Dimension Variance Proportions

SAVING SIZE

1 1 .02 .01

2 .71 .01

3 .07 .03
dimens

dimensio n1

ion0

4 .17 .10

5 .03 .85

a. Dependent Variable: INCOME

Casewise Diagnosticsa
Case Number Std. Residual INCOME Predicted Value Residual

24 3.804 19.36 10.0168 9.34317

45 3.942 24.23 14.5490 9.68102


dimensio n0

a. Dependent Variable: INCOME

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 3.9955 34.2668 9.9413 5.03942 100


Residual -3.36032 9.68102 .00000 2.40577 100
Std. Predicted Value -1.180 4.827 .000 1.000 100
Std. Residual -1.368 3.942 .000 .980 100

a. Dependent Variable: INCOME

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