Tuesday November 1 12:21:34 2022 Page 1

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Statistics/Data Analysis

User: uts 2022 ekonometrika semester 5

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/__ / ____/ / ____/
___/ / /___/ / /___/ 14.2 Copyright 1985-2015 StataCorp LP
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
MP - Parallel Edition College Station, Texas 77845 USA
800-STATA-PC http://www.stata.com
979-696-4600 stata@stata.com
979-696-4601 (fax)

Single-user 8-core Stata perpetual license:

Serial number: 10699393
Licensed to: Andrey

Notes:
1. Unicode is supported; see help unicode_advice.
2. More than 2 billion observations are allowed; see help obs_advice.
3. Maximum number of variables is set to 5000; see help set_maxvar.

1 . *(5 variables, 30 observations pasted into data editor)

2 . regress pertumbuhanekonomiy inflasix1 jumlahuangberedarx2 eksporx3 imporx4

Source SS df MS Number of obs = 30

F(4, 25) = 44.27
Model 202040.156 4 50510.039 Prob > F = 0.0000
Residual 28525.7108 25 1141.02843 R-squared = 0.8763
Adj R-squared = 0.8565
Total 230565.867 29 7950.54713 Root MSE = 33.779

pertumbuhanekonomiy Coef. Std. Err. t P>|t| [95% Conf. Interval]

inflasix1 5.851619 1.915802 3.05 0.005 1.905951 9.797286

jumlahuangberedarx2 -1.165774 .8292535 -1.41 0.172 -2.873654 .5421056
eksporx3 1.642017 .3202609 5.13 0.000 .9824268 2.301606
imporx4 -.4226616 .2445731 -1.73 0.096 -.9263694 .0810461
_cons 30.40812 21.19652 1.43 0.164 -13.24694 74.06318

3 . egen yb = std (pertumbuhanekonomiy)

4 . egen x1b = std (inflasix1)

5 . egen x2b = std (jumlahuangberedarx2)

6 . egen x3b = std (eksporx3)

7 . egen x4b = std (imporx4)

8 . regress yb x1b x2b x3b x4b

Source SS df MS Number of obs = 30

F(4, 25) = 44.27
Model 25.4121082 4 6.35302705 Prob > F = 0.0000
Residual 3.58789274 25 .143515709 R-squared = 0.8763
Adj R-squared = 0.8565
Total 29.0000009 29 1.00000003 Root MSE = .37883

yb Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1b .2309089 .0755989 3.05 0.005 .0752102 .3866077

x2b -.1815496 .1291422 -1.41 0.172 -.447523 .0844238
x3b 1.55006 .3023255 5.13 0.000 .9274085 2.172711
x4b -.440108 .2546684 -1.73 0.096 -.9646074 .0843914
_cons 2.22e-10 .0691654 0.00 1.000 -.1424489 .1424489
 Tuesday November 1 12:21:35 2022 Page 2

9 . regress y x1 x2 x3 x4

Source SS df MS Number of obs = 30

F(4, 25) = 44.27
Model 25.4121082 4 6.35302705 Prob > F = 0.0000
Residual 3.58789274 25 .143515709 R-squared = 0.8763
Adj R-squared = 0.8565
Total 29.0000009 29 1.00000003 Root MSE = .37883

yb Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1b .2309089 .0755989 3.05 0.005 .0752102 .3866077

x2b -.1815496 .1291422 -1.41 0.172 -.447523 .0844238
x3b 1.55006 .3023255 5.13 0.000 .9274085 2.172711
x4b -.440108 .2546684 -1.73 0.096 -.9646074 .0843914
_cons 2.22e-10 .0691654 0.00 1.000 -.1424489 .1424489

10 . regress pertumbuhanekonomiy inflasix1 jumlahuangberedarx2 eksporx3 imporx4

Source SS df MS Number of obs = 30

F(4, 25) = 44.27
Model 202040.156 4 50510.039 Prob > F = 0.0000
Residual 28525.7108 25 1141.02843 R-squared = 0.8763
Adj R-squared = 0.8565
Total 230565.867 29 7950.54713 Root MSE = 33.779

pertumbuhanekonomiy Coef. Std. Err. t P>|t| [95% Conf. Interval]

inflasix1 5.851619 1.915802 3.05 0.005 1.905951 9.797286

jumlahuangberedarx2 -1.165774 .8292535 -1.41 0.172 -2.873654 .5421056
eksporx3 1.642017 .3202609 5.13 0.000 .9824268 2.301606
imporx4 -.4226616 .2445731 -1.73 0.096 -.9263694 .0810461
_cons 30.40812 21.19652 1.43 0.164 -13.24694 74.06318

11 . margins, eyex(pertumbuhanekonomiy inflasix1 jumlahuangberedarx2 eksporx3 imporx4) atmeans

invalid eyex() option;
'pertumbuhanekonomiy' not found in list of covariates
r(322);

12 . margins, eyex(inflasix1 jumlahuangberedarx2 eksporx3 imporx4) atmeans

Conditional marginal effects Number of obs = 30

Model VCE : OLS

Expression : Linear prediction, predict()

ey/ex w.r.t. : inflasix1 jumlahuangberedarx2 eksporx3 imporx4
at : inflasix1 = 6.077 (mean)
jumlahuang~2 = 25.93333 (mean)
eksporx3 = 130.209 (mean)
imporx4 = 155.699 (mean)

Delta-method
ey/ex Std. Err. t P>|t| [95% Conf. Interval]

inflasix1 .1935429 .0636975 3.04 0.006 .0623555 .3247304

jumlahuangberedarx2 -.164545 .1171765 -1.40 0.173 -.4058746 .0767846
eksporx3 1.163672 .2303005 5.05 0.000 .6893591 1.637985
imporx4 -.3581713 .2076041 -1.73 0.097 -.78574 .0693975
 Tuesday November 1 12:21:36 2022 Page 3

13 . regress y x1 x2 x3

Source SS df MS Number of obs = 30

F(3, 26) = 53.91
Model 24.9834927 3 8.32783091 Prob > F = 0.0000
Residual 4.01650818 26 .154481084 R-squared = 0.8615
Adj R-squared = 0.8455
Total 29.0000009 29 1.00000003 Root MSE = .39304

yb Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1b .2401283 .0782383 3.07 0.005 .0793073 .4009494

x2b -.1131188 .1275312 -0.89 0.383 -.375263 .1490254
x3b 1.076293 .1322365 8.14 0.000 .8044769 1.348109
_cons 9.97e-10 .0717591 0.00 1.000 -.147503 .147503

14 . predict ys, residuals

15 . regress x4 x1 x2 x3

Source SS df MS Number of obs = 30

F(3, 26) = 104.91
Model 26.7871638 3 8.9290546 Prob > F = 0.0000
Residual 2.21283629 26 .085109088 R-squared = 0.9237
Adj R-squared = 0.9149
Total 29.0000001 29 1 Root MSE = .29173

x4b Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1b -.0209481 .0580724 -0.36 0.721 -.1403175 .0984214

x2b -.1554864 .0946601 -1.64 0.113 -.350063 .0390902
x3b 1.076478 .0981526 10.97 0.000 .8747225 1.278234
_cons -1.76e-09 .0532632 -0.00 1.000 -.1094841 .1094841

16 . predict x4s, residuals

17 . corr ys x4s
(obs=30)

ys x4s

ys 1.0000
x4s -0.3267 1.0000

18 . pcorr yb x1b x2b x3b x4b

(obs=30)

Partial and semipartial correlations of yb with

Partial Semipartial Partial Semipartial Significance

Variable Corr. Corr. Corr.^2 Corr.^2 Value

x1b 0.5213 0.2149 0.2718 0.0462 0.0053

x2b -0.2707 -0.0989 0.0733 0.0098 0.1721
x3b 0.7159 0.3607 0.5126 0.1301 0.0000
x4b -0.3267 -0.1216 0.1067 0.0148 0.0963

19 .