Hasil Uji Chow Persamaan 1 (IPM)

Redundant Fixed Effects Tests			
Equation: Untitled			
Test cross-section fixed effects		

Effects Test	Statistic  	d.f. 	Prob. 	

Cross-section F	725.784494	(33,164)	0.0000	
Cross-section Chi-square	1013.115809	33	0.0000	

					
Cross-section fixed effects test equation:		
Dependent Variable: IPM			
Method: Panel Least Squares			
Date: 09/10/20   Time: 14:54			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (unbalanced) observations: 203		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

PE	0.025504	0.163024	0.156446	0.8758	
LNGE	1.024889	0.548890	1.867203	0.0634	
LNINV	0.807748	0.305739	2.641949	0.0089	
LNPNDDK	-0.401345	0.420052	-0.955466	0.3405	
MSKN	-0.054483	0.077475	-0.703228	0.4827	
C	53.05012	5.759278	9.211245	0.0000	

R-squared	0.139261	    Mean dependent var	68.89261	
Adjusted R-squared	0.117415	    S.D. dependent var	4.206463	
S.E. of regression	3.951803	    Akaike info criterion	5.615332	
Sum squared resid	3076.500	    Schwarz criterion	5.713259	
Log likelihood	-563.9562	    Hannan-Quinn criter.	5.654950	
F-statistic	6.374621	    Durbin-Watson stat	0.030565	
Prob(F-statistic)	0.000016				

Hasil Uji Chow Persamaan 2 (PE)

Redundant Fixed Effects Tests			
Equation: Untitled			
Test cross-section fixed effects		

Effects Test	Statistic  	d.f. 	Prob. 	

Cross-section F	656.180300	(33,166)	0.0000	
Cross-section Chi-square	995.232804	33	0.0000	

					
Cross-section fixed effects test equation:		
Dependent Variable: PE			
Method: Panel Least Squares			
Date: 09/10/20   Time: 16:28			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (balanced) observations: 204		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

LNGE	0.684505	0.057493	11.90580	0.0000	
LNINV	0.229040	0.032736	6.996607	0.0000	
LNPNDDK	0.216040	0.041172	5.247266	0.0000	
MSKN	-0.013153	0.008073	-1.629282	0.1048	
C	-3.752772	0.612485	-6.127129	0.0000	

R-squared	0.863895	    Mean dependent var	11.80915	
Adjusted R-squared	0.861159	    S.D. dependent var	1.149169	
S.E. of regression	0.428196	    Akaike info criterion	1.165732	
Sum squared resid	36.48697	    Schwarz criterion	1.247058	
Log likelihood	-113.9047	    Hannan-Quinn criter.	1.198630	
F-statistic	315.7769	    Durbin-Watson stat	0.226516	
Prob(F-statistic)	0.000000				

Hasil Uji Hausman  Persamaan 1 (IPM)

Correlated Random Effects - Hausman Test		
Equation: Untitled			
Test cross-section random effects		

Test Summary	Chi-Sq. Statistic	Chi-Sq. d.f.	Prob. 	

Cross-section random	281.167452	5	0.0000	

					
Cross-section random effects test comparisons:	
					
Variable	Fixed  	Random 	Var(Diff.) 	Prob. 	

PE	0.055464	0.097318	0.000008	0.0000	
LNGE	0.941162	2.472983	0.008946	0.0000	
LNINV	0.098189	0.207138	0.000046	0.0000	
LNPNDDK	22.801803	3.868810	1.299055	0.0000	
MSKN	-0.260139	-0.332278	0.000147	0.0000	

					
Cross-section random effects test equation:		
Dependent Variable: IPM			
Method: Panel Least Squares			
Date: 09/10/20   Time: 14:58			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (unbalanced) observations: 203		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

C	-291.0503	17.75827	-16.38956	0.0000	
PEPERKAPITA	0.055464	0.025528	2.172683	0.0312	
LNGE	0.941162	0.186611	5.043434	0.0000	
LNINV	0.098189	0.045988	2.135089	0.0342	
LNPNDDK	22.80180	1.274655	17.88861	0.0000	
MSKN	-0.260139	0.046786	-5.560140	0.0000	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.994146	    Mean dependent var	68.89261	
Adjusted R-squared	0.992790	    S.D. dependent var	4.206463	
S.E. of regression	0.357179	    Akaike info criterion	0.949737	
Sum squared resid	20.92259	    Schwarz criterion	1.586264	
Log likelihood	-57.39831	    Hannan-Quinn criter.	1.207251	
F-statistic	732.9604	    Durbin-Watson stat	0.922913	
Prob(F-statistic)	0.000000				

Hasil Uji Hausman Persamaan 2 (PE)

Correlated Random Effects - Hausman Test		
Equation: Untitled			
Test cross-section random effects		

Test Summary	Chi-Sq. Statistic	Chi-Sq. d.f.	Prob. 	

Cross-section random	106.289501	4	0.0000	

					
Cross-section random effects test comparisons:	
					
Variable	Fixed  	Random 	Var(Diff.) 	Prob. 	

LNGE	0.145963	0.230416	0.000132	0.0000	
LNINV	0.010211	0.015407	0.000001	0.0000	
LNPNDDK	1.670990	0.738340	0.018146	0.0000	
MSKN	-0.011111	-0.015786	0.000003	0.0061	

					
Cross-section random effects test equation:		
Dependent Variable: PE			
Method: Panel Least Squares			
Date: 09/10/20   Time: 16:30			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (balanced) observations: 204		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

C	-15.79272	2.006081	-7.872423	0.0000	
LNGE	0.145963	0.021154	6.900017	0.0000	
LNINV	0.010211	0.005212	1.958945	0.0518	
LNPNDDK	1.670990	0.144334	11.57724	0.0000	
MSKN	-0.011111	0.005334	-2.082934	0.0388	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.998965	    Mean dependent var	11.80915	
Adjusted R-squared	0.998734	    S.D. dependent var	1.149169	
S.E. of regression	0.040892	    Akaike info criterion	-3.389331	
Sum squared resid	0.277583	    Schwarz criterion	-2.771250	
Log likelihood	383.7117	    Hannan-Quinn criter.	-3.139306	
F-statistic	4328.409	    Durbin-Watson stat	0.764783	
Prob(F-statistic)	0.000000				

Hasil Uji Normalitas Persamaan 1 (IPM)

Hasil Uji Normalitas Persamaan 2 (PE)

Hasil Uji Multikolinearitas Persamaan 1 (IPM)

	PE	LNGE	LNINV	LNPNDDK	MSKN	
PE	1	-0.02894824959785643	-0.1025791621001398	0.1567751100404813	-0.1056325121310109	
LNGE	-0.02894824959785643	1	0.6670323947187939	0.7352810724032528	-0.04319509926941213	
LNINV	-0.1025791621001398	0.6670323947187939	1	0.570768425249132	-0.1082746550962622	
LNPNDDK	0.1567751100404813	0.7352810724032528	0.570768425249132	1	0.1570319837696358	
MSKN	-0.1056325121310109	-0.04319509926941213	-0.1082746550962622	0.1570319837696358	1	

Hasil Uji Multikolinearitas Persamaan 2 (PE)

	LNGE	LNINV	LNPNDDK	MSKN	
LNGE	1	0.6703590424324418	0.7537223436794348	-0.04010719463836449	
LNINV	0.6703590424324418	1	0.5821467719127432	-0.1068651069744037	
LNPNDDK	0.7537223436794348	0.5821467719127432	1	0.1528776826168723	
MSKN	-0.04010719463836449	-0.1068651069744037	0.1528776826168723	1	

Hasil Uji Glejser Persamaan 1 (IPM)

Dependent Variable: RESABS			
Method: Panel Two-Stage Least Squares		
Date: 09/10/20   Time: 15:22			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (unbalanced) observations: 203		
Instrument specification: C PEPERKAPITA LNGE LNINV LNPNDDK MSKN	
Constant added to instrument list		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

PE	0.030150	0.012156	2.480268	0.4141	
LNGE	-0.238664	0.088861	-2.685831	0.8080	
LNINV	0.035794	0.021899	1.634516	0.1041	
LNPNDDK	0.090040	0.606952	0.148348	0.8823	
MSKN	-0.038015	0.022279	-1.706321	0.0898	
C	2.455677	8.455943	0.290408	0.7719	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.503005	    Mean dependent var	0.236735	
Adjusted R-squared	0.387848	    S.D. dependent var	0.217385	
S.E. of regression	0.170082	    Sum squared resid	4.744195	
F-statistic	4.367982	    Durbin-Watson stat	2.001684	
Prob(F-statistic)	0.000000	    Second-Stage SSR	4.744195	
Instrument rank	39				

Hasil Uji Glejser Persamaan 2 (PE)

Dependent Variable: RESABS			
Method: Panel Least Squares			
Date: 09/10/20   Time: 16:41			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (unbalanced) observations: 203		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

LNGE	-0.261832	0.089738	-2.917745	0.0540	
LNINV	0.029174	0.022072	1.321776	0.1881	
LNPNDDK	0.274941	0.611704	0.449468	0.6537	
MSKN	-0.036056	0.022610	-1.594721	0.1127	
C	0.147611	8.535015	0.017295	0.9862	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.484363	    Mean dependent var	0.236735	
Adjusted R-squared	0.368735	    S.D. dependent var	0.217385	
S.E. of regression	0.172717	    Akaike info criterion	-0.507199	
Sum squared resid	4.922152	    Schwarz criterion	0.113007	
Log likelihood	89.48068	    Hannan-Quinn criter.	-0.256288	
F-statistic	4.188982	    Durbin-Watson stat	2.056888	
Prob(F-statistic)	0.000000				

Hasil Uji Fixed Effect TSLS Persamaan 1 (IPM)

Dependent Variable: IPM			
Method: Panel Two-Stage Least Squares		
Date: 09/11/20   Time: 15:56			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (unbalanced) observations: 203		
Instrument specification: C PE LNGE LNINV LNPNDDK MSKN	
Constant added to instrument list		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

PE	0.060317	0.023884	2.525446	0.0125	
LNGE	0.991786	0.182013	5.448972	0.0000	
LNINV	0.074512	0.035972	2.071369	0.0399	
LNPNDDK	22.93168	1.267090	18.09792	0.0000	
MSKN	-0.252847	0.046890	-5.392398	0.0000	
C	-300.5281	17.03391	-17.64293	0.0000	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.994191	    Mean dependent var	68.89261	
Adjusted R-squared	0.992845	    S.D. dependent var	4.206463	
S.E. of regression	0.355805	    Sum squared resid	20.76199	
F-statistic	738.6635	    Durbin-Watson stat	0.922536	
Prob(F-statistic)	0.000000	    Second-Stage SSR	20.76199	
Instrument rank	39				

Hasil Uji Fixed Effect OLS Persamaan 2 (PE)

Dependent Variable: PE			
Method: Panel Least Squares			
Date: 09/11/20   Time: 15:59			
Sample: 2013 2018			
Periods included: 6			
Cross-sections included: 34			
Total panel (balanced) observations: 204		

Variable	Coefficient	Std. Error	t-Statistic	Prob.  	

LNGE	0.034614	0.015603	2.218389	0.0279	
LNINV	0.012053	0.004625	2.606286	0.0100	
LNPNDDK	2.126891	0.151792	14.01190	0.0000	
MSKN	-0.019763	0.005826	-3.392413	0.0009	
C	-21.17647	2.135744	-9.915267	0.0000	

	Effects Specification			

Cross-section fixed (dummy variables)		

R-squared	0.998687	    Mean dependent var	11.80915	
Adjusted R-squared	0.998394	    S.D. dependent var	1.149169	
S.E. of regression	0.046051	    Akaike info criterion	-3.151711	
Sum squared resid	0.352038	    Schwarz criterion	-2.533630	
Log likelihood	359.4746	    Hannan-Quinn criter.	-2.901686	
F-statistic	3412.014	    Durbin-Watson stat	1.959031	
Prob(F-statistic)	0.000000