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    Uji Asumsi Klasik

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    Lisa Mariyanti
    This document presents the results of classical assumption tests on regression analysis, including normality, multicollinearity, heteroscedasticity, autocorrelation, partial regression coefficients, and the overall F-test. The tests were conducted on variables Y, X1 and X2 using data from 12 observations.

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    Uji Asumsi Klasik

    Uploaded by

    Lisa Mariyanti
    39 views2 pages
    This document presents the results of classical assumption tests on regression analysis, including normality, multicollinearity, heteroscedasticity, autocorrelation, partial regression coefficients, and the overall F-test. The tests were conducted on variables Y, X1 and X2 using data from 12 observations.

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    UJI ASUMSI KLASIK

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    This document presents the results of classical assumption tests on regression analysis, including normality, multicollinearity, heteroscedasticity, autocorrelation, partial regression coefficients, and the overall F-test. The tests were conducted on variables Y, X1 and X2 using data from 12 observations.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    39 views2 pages

    Uji Asumsi Klasik

    Uploaded by

    Lisa Mariyanti
    This document presents the results of classical assumption tests on regression analysis, including normality, multicollinearity, heteroscedasticity, autocorrelation, partial regression coefficients, and the overall F-test. The tests were conducted on variables Y, X1 and X2 using data from 12 observations.

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    UJI ASUMSI KLASIK

    1. Uji Normalitas
    Swekness dan Kurtosis
    Variable Obs Pr(skewness) Pr(kurtosis) Adj chi2(2) Prob>chi2

    Y 12 0.4740 0.0742 4.04 0.1326


    X1 12 0.9123 0.0575 3.98 0.1365
    X2 12 0.1028 0.8830 3.21 0.2010

    2. Uji Multikoliniearitas

    Variable VIF 1/VIF

    X1 1.53 0.652468
    X2 1.53 0.652468

    Mean VIF 1.53

    3. Uji Heteroskedatisitas
    Breusch–Pagan/Cook–Weisberg test for heteroskedasticity
    Assumption: Normal error terms
    Variable: Fitted values of Y

    H0: Constant variance

    chi2(1) = 3.09
    Prob > chi2 = 0.0786
    4. Uji Auto Korelasi
    Durbin–Watson d-statistic( 3, 12) = 2.15959

    5. Analisis Regresi linier berganda

    Source SS df MS Number of obs = 12


    F(2, 9) = 30.04
    Model 282502508 2 141251254 Prob > F = 0.0001
    Residual 42321634.7 9 4702403.86 R-squared = 0.8697
    Adj R-squared = 0.8408
    Total 324824142 11 29529467.5 Root MSE = 2168.5

    Y Coefficient Std. err. t P>|t| [95% conf. interval]

    X1 .0030565 .0008488 3.60 0.006 .0011363 .0049767


    X2 .0030789 .0008999 3.42 0.008 .0010432 .0051145
    _cons -627.9204 1079.863 -0.58 0.575 -3070.741 1814.9

    6. Uji T Parsial
    Y Coefficient Std. err. t P>|t| [95% conf. interval]

    X1 .0030565 .0008488 3.60 0.006 .0011363 .0049767


    X2 .0030789 .0008999 3.42 0.008 .0010432 .0051145
    _cons -627.9204 1079.863 -0.58 0.575 -3070.741 1814.9

    7. Uji F Simultan
    ce SS df MS Number of obs = 12
    F(2, 9) = 30.04
    el 282502508 2 141251254 Prob > F = 0.0001
    al 42321634.7 9 4702403.86 R-squared = 0.8697
    Adj R-squared = 0.8408
    al 324824142 11 29529467.5 Root MSE = 2168.5

    Y Coefficient Std. err. t P>|t| [95% conf. interval]

    X1 .0030565 .0008488 3.60 0.006 .0011363 .0049767


    X2 .0030789 .0008999 3.42 0.008 .0010432 .0051145
    ns -627.9204 1079.863 -0.58 0.575 -3070.741 1814.9

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