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Klik menu econometric > Linier Panel Model > Panel
Estimation and diagnosis model
Pada Dependen variabel: select NP
Pada Regressors: select K_AUD, K_IND, dan UK
Pada type of panel model estimator pilih pooling dan
Pada type of effect in model pilih twoways
Berikut hasil outpunya:
Twoways effects Pooling Model
Call:
plm(formula = NP ~ K_AUD + K_IND + UK, data = Dataset, effect = "twoways",
model = "pooling")
Balanced Panel: n=5, T=5, N=25
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-1.830 -0.781 -0.125 0.293 4.040
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
(Intercept) -6.134655 3.378708 -1.8157 0.083726 .
K_AUD 2.808153 2.214165 1.2683 0.218583
K_IND 12.931823 3.883847 3.3296 0.003182 **
UK 0.094687 0.184124 0.5143 0.612443
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Total Sum of Squares: 52.604
Residual Sum of Squares: 34.305
F-statistic: 3.73402 on 3 and 21 DF, p-value: 0.026995
Pada Model Fix, slope tetap, untuk intersep beda antar individu
Pada type of panel model estimator pilih fix dan
Pada type of effect in model pilih oneways
Berikut hasil outpunya:
> PanelModel.2<- plm(NP~K_AUD+K_IND+UK,data=Dataset,model= "within",
+ effect="individual")
> summary(PanelModel.2)
Oneway (individual) effect Within Model
Call:
plm(formula = NP ~ K_AUD + K_IND + UK, data = Dataset, effect = "individual",
model = "within")
Balanced Panel: n=5, T=5, N=25
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-2.4900 -0.3980 -0.0191 0.3020 3.3800
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
K_AUD 1.87784 4.14993 0.4525 0.6566
K_IND 2.09627 16.37727 0.1280 0.8997
UK 0.74465 1.51775 0.4906 0.6300
Total Sum of Squares: 25.455
Residual Sum of Squares: 24.446
F-statistic: 0.233798 on 3 and 17 DF, p-value: 0.87156
> fixef(PanelModel.2,type="level")
1 2 3 4 5
-1.953005 -4.022337 -4.689343 -4.055559 -7.927587
Untuk Model Random
Pada type of panel model estimator pilih random dan
Pada type of effect in model pilih twoways
> PanelModel.3<- plm(NP~K_AUD+K_IND+UK,data=Dataset,model= "random",
+ effect="twoways")
> summary(PanelModel.3)
Twoways effects Random Effect Model
(Swamy-Arora's transformation)
Call:
plm(formula = NP ~ K_AUD + K_IND + UK, data = Dataset, effect = "twoways",
model = "random")
Balanced Panel: n=5, T=5, N=25
Effects:
var std.dev share
idiosyncratic 0.84795 0.92084 0.795
individual 0.15081 0.38835 0.141
time 0.06737 0.25955 0.063
theta : 0.2725 (id) 0.154 (time) 0.0878 (total)
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-1.710 -0.561 -0.104 0.287 3.810
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
(Intercept) -4.937867 3.756465 -1.3145 0.20286
K_AUD 2.227142 2.476596 0.8993 0.37870
K_IND 11.237481 4.354077 2.5809 0.01743 *
UK 0.076919 0.212785 0.3615 0.72135
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Total Sum of Squares: 36.065
Residual Sum of Squares: 27.318
F-statistic: 2.24141 on 3 and 21 DF, p-value: 0.11325
Untuk Pemilihan Model Antra pool dan random
Econometric > Linier Panel Model >hausmant specification test
Hausman Test
data: NP ~ K_AUD + K_IND + UK
chisq = 5.8357, df = 3, p-value = 0.1199
alternative hypothesis: one model is inconsistent
Sehingga yang terpilih adalah model pool/common
Econometric > Linier Panel Model >Breuch pagan test
Lagrange Multiplier Test - two-ways effects (Breusch-Pagan)
data: NP ~ K_AUD + K_IND + UK
chisq = 9.24, df = 2, p-value = 0.009853
alternative hypothesis: significant effects
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