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    This document summarizes the results of tests on cross-section fixed effects and random effects for an equation. The cross-section fixed effects F-test and Chi-square test both show significant effects. The Hausman test compares the fixed and random effects models and shows the random effects are not appropriate with a chi-square statistic of 26.526771 and probability of 0.0002, indicating the fixed effects model is preferred.

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    Attchd ГГ !!!!

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    23 views2 pages
    This document summarizes the results of tests on cross-section fixed effects and random effects for an equation. The cross-section fixed effects F-test and Chi-square test both show significant effects. The Hausman test compares the fixed and random effects models and shows the random effects are not appropriate with a chi-square statistic of 26.526771 and probability of 0.0002, indicating the fixed effects model is preferred.

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    This document summarizes the results of tests on cross-section fixed effects and random effects for an equation. The cross-section fixed effects F-test and Chi-square test both show significant effects. The Hausman test compares the fixed and random effects models and shows the random effects are not appropriate with a chi-square statistic of 26.526771 and probability of 0.0002, indicating the fixed effects model is preferred.

    Copyright:

    © All Rights Reserved
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    Download as docx, pdf, or txt
    23 views2 pages

    Attchd ГГ !!!!

    Uploaded by

    Ugi Dwiki P
    This document summarizes the results of tests on cross-section fixed effects and random effects for an equation. The cross-section fixed effects F-test and Chi-square test both show significant effects. The Hausman test compares the fixed and random effects models and shows the random effects are not appropriate with a chi-square statistic of 26.526771 and probability of 0.0002, indicating the fixed effects model is preferred.

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    LAMPIRAN

    Uji Chow

    Redundant Fixed Effects Tests


    Equation: Untitled
    Test cross-section fixed effects

    Effects Test Statistic d.f. Prob.

    Cross-section F 30.731774 (33,130) 0.0000


    Cross-section Chi-square 369.729866 33 0.0000

    Cross-section fixed effects test equation:


    Dependent Variable: Y1FV
    Method: Panel Least Squares
    Date: 09/29/17 Time: 06:28
    Sample: 2012 2016
    Periods included: 5
    Cross-sections included: 34
    Total panel (balanced) observations: 170

    Variable Coefficient Std. Error t-Statistic Prob.

    X1LTL -4.503150 2.851899 -1.579000 0.1163


    X2TL -34.00981 6.554144 -5.189055 0.0000
    X3FS 21.74308 3.498624 6.214753 0.0000
    X4FG -1.898177 0.566290 -3.351950 0.0010
    X5VOC -21.15675 3.500281 -6.044302 0.0000
    X6AT 2.747108 0.467047 5.881865 0.0000
    C -6.103265 2.142010 -2.849317 0.0049

    R-squared 0.464760 Mean dependent var 3.272189


    Adjusted R-squared 0.445058 S.D. dependent var 3.784752
    S.E. of regression 2.819429 Akaike info criterion 4.951250
    Sum squared resid 1295.716 Schwarz criterion 5.080371
    Log likelihood -413.8563 Hannan-Quinn criter. 5.003646
    F-statistic 23.58942 Durbin-Watson stat 0.489364
    Prob(F-statistic) 0.000000

    Uji Hausmann

    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 26.526771 6 0.0002

    Cross-section random effects test comparisons:


    Variable Fixed Random Var(Diff.) Prob.

    X1LTL 0.449505 -3.102100 3.539891 0.0591


    X2TL -2.362104 -4.088308 1.626975 0.1760
    X3FS 1.380162 3.275534 0.277731 0.0003
    X4FG -0.058423 -0.267509 0.003092 0.0002
    X5VOC -1.448445 -2.845352 0.243135 0.0046
    X6AT 1.263562 1.695951 0.028540 0.0105

    Cross-section random effects test equation:


    Dependent Variable: Y1FV
    Method: Panel Least Squares
    Date: 09/29/17 Time: 06:31
    Sample: 2012 2016
    Periods included: 5
    Cross-sections included: 34
    Total panel (balanced) observations: 170

    Variable Coefficient Std. Error t-Statistic Prob.

    C 2.733816 4.743397 0.576341 0.5654


    X1LTL 0.449505 3.181698 0.141278 0.8879
    X2TL -2.362104 4.152290 -0.568868 0.5704
    X3FS 1.380162 2.012111 0.685927 0.4940
    X4FG -0.058423 0.249120 -0.234516 0.8150
    X5VOC -1.448445 2.000788 -0.723938 0.4704
    X6AT 1.263562 0.400882 3.151952 0.0020

    Effects Specification

    Cross-section fixed (dummy variables)

    R-squared 0.939185 Mean dependent var 3.272189


    Adjusted R-squared 0.920941 S.D. dependent var 3.784752
    S.E. of regression 1.064177 Akaike info criterion 3.164604
    Sum squared resid 147.2213 Schwarz criterion 3.902439
    Log likelihood -228.9913 Hannan-Quinn criter. 3.464009
    F-statistic 51.47790 Durbin-Watson stat 1.640695
    Prob(F-statistic) 0.000000

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