Tugas Mata Kuliah Analisis Regresi Evan Susandi Nama NPM : Evan Susandi : 140720130003

Tugas 3 Analisis Regresi Analisis multiple regresi

Diketahui data berikut : No. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 a. b. c. d. Y 5.0 4.8 4.5 4.8 4.5 3.9 3.2 3.3 4.6 4.9 4.0 3.6 5.2 3.8 4.9 4.1 5.1 4.3 4.9 4.6 X 21 20 16 18 16 18 12 12 13 13 17 24 11 10 17 14 14 20 12 11 Z 2.4 2.4 2.4 2.5 3.2 3.1 3.2 2.7 2.7 2.7 2.7 2.8 2.5 2.6 2.0 2.0 2.1 2.1 1.9 2.0

Taksir model regresinya Ujilah apakah persamaan regresi secara keseluruhan berarti Berapa besar variasi Y yang diterangkan oleh X dan Z secara bersama-sama Berapa besar variasi yang diterangkan oleh X bila hanya Z saja dalam model dan berapa oleh Z sesudah X masuk e. Hitung rYX.Z f. Kapankan Anda mengharap rYX.Z=rYX . Berikan alasan jawaban anda secara matematis maupun verbal.

Tugas Mata Kuliah Analisis Regresi Evan Susandi

a. Taksiran model regresi

( X t X ) 1 ( X tY )
Dengan bantuan Minitab manual:
MTB > Copy 'I' 'X' 'Z' M1; SUBC> Varnames. MTB > Name M1 'XZ' MTB > print XZ

Data Display
Matrix XZ 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21 20 16 18 16 18 12 12 13 13 17 24 11 10 17 14 14 20 2.4 2.4 2.4 2.5 3.2 3.1 3.2 2.7 2.7 2.7 2.7 2.8 2.5 2.6 2.0 2.0 2.1 2.1

MTB > Transpose 'XZ' M2 MTB > Name M2 'XZ`' MTB > print 'XZ`'

Data Display
Matrix XZ` 1.0 21.0 2.4 1.0 10.0 2.6 1.0 20.0 2.4 1 17 2 1 14 2 1.0 16.0 2.4 1.0 14.0 2.1 1.0 18.0 2.5 1.0 20.0 2.1 1.0 16.0 3.2 1.0 12.0 1.9 1.0 18.0 3.1 1 11 2 1.0 12.0 3.2 1.0 12.0 2.7 1.0 13.0 2.7 1.0 13.0 2.7 1.0 17.0 2.7 1.0 24.0 2.8 1.0 11.0 2.5

MTB > multiply 'XZ`' 'XZ' M3 MTB > Name M3 'XZ`XZ' MTB > print 'XZ`XZ'

Data Display
Matrix XZ`XZ 20 309 50 309.0 5059.0 774.6 50.00 774.60 128.06

Tugas Mata Kuliah Analisis Regresi Evan Susandi

MTB > multiply 'XZ`' 'XZ' M3 MTB > Name M3 'XZ`XZ' MTB > print 'XZ`XZ'

Data Display
Matrix XZ`XZ 20 309 50 309.0 5059.0 774.6 50.00 774.60 128.06

MTB > Copy 'Y' M5; SUBC> Varnames. MTB > Name M5 'Y_n' MTB > print 'Y_n'

Data Display
Matrix Y_n 5.0 4.8 4.5 4.8 4.5 3.9 3.2 3.3 4.6 4.9 4.0 3.6 5.2 3.8 4.9 4.1 5.1 4.3 4.9 4.6 MTB > multiply 'XZ`' 'Y_n' M6 MTB > Name M6 'XZ`Y_n' MTB > print 'XZ`Y_n'

Data Display
Matrix XZ`Y_n 88.00 1360.20 217.62 MTB > multiply '(XZ`XZ)^-1' 'XZ`Y_n' M7 MTB > Name M7 'b' MTB > print 'b'

Data Display
Matrix b 6.23625 0.00788 -0.78318

Tugas Mata Kuliah Analisis Regresi Evan Susandi Maka didapat taksiran Model Regresi: Y= 6.24 + 0.008 X 0.78 Z

Dengan SPSS:
Model Unstandardized Coefficients B Std. Error .896 .032 .309 .051 -.525 Coefficientsa Standardized t Coefficients Beta 6.958 .246 -2.532 Sig. 95.0% Confidence Interval for B Lower Upper Bound Bound 4.345 -.060 -1.436 8.127 .076 -.131 .995 .995 1.005 1.005 Collinearity Statistics Tolerance VIF

(Constant) 6.236 1 X .008 Z -.783 a. Dependent Variable: Y

.000 .809 .021

b. Ujilah apakah persamaan regresi secara keseluruhan berarti

Dengan bantuan minitab manual:

( X 'Y ) nY 2 JKReg
MTB > transpose 'b' M8 MTB > Name M8 'b`' MTB > print 'b`'

Data Display
Matrix b` 6.23625 0.0078775 -0.783184

MTB > multiply 'b`' 'XZ`Y_n' M9 Answer = 389.0687

JKReg =389.07 20 (19.36)2 = 389.07 387.2 = 1.87

JKTot Y T Y nY 2
MTB > transpose 'Y_n' M10 MTB > Name M10 'Y_n`' MTB > print 'Y_n`'

Data Display
Matrix Y_n` 5 4.3 4.8 4.9 4.5 4.6 4.8 4.5 3.9 3.2 3.3 4.6 4.9 4 3.6 5.2 3.8 4.9 4.1 5.1

MTB > multiply 'Y_n`' 'Y_n' M11 Answer = 394.0200

JKTot = 394.02 20 (19.36)2 = 394.02 387.2 = 6.82

Tugas Mata Kuliah Analisis Regresi Evan Susandi

( X 'Y ) JKRes Y T Y
JKRes = 394.02 389.07 = 4.95

RJKReg = 1.87/2 = 0.94 RJKRes = 4.95/17=0.29 Dengan bantuan SPSS:

Model Regression 1 Residual Total a. Dependent Variable: Y b. Predictors: (Constant), Z, X Sum of Squares 1.869 4.951 6.820 ANOVAa df 2 17 19 Mean Square .934 .291 F 3.208 Sig. .066b

Hipotesis statistiknya: Ho : = 0 (model regresi X, Z terhadap Y tidak berarti) H1 : 0 (model regresi X, Z terhadap Y memiliki arti) Statistik uji: F

RJK reg RJK

0.94 3.2 0.29

Kriteria uji: Tolak H0 jika Fhit Ftab Ftab = F(v1,v2) dimana v1 = 2 dan v2 = n 3=17 = 3.59 Fhit < Ftab maka H0 diterima Kesimpulannya dengan =5% bahwa persamaan regresi tidak berarti

c. Berapa besar variasi Y yang diterangkan oleh X dan Z secara bersama-sama

R2 JK Re g 1.87 0.274 JKTotal 4.95
Model Summaryb Std. Error of the Estimate R Square Change .5397

Model

R Square Adjusted R Square

1 .523a .274 a. Predictors: (Constant), Z, X b. Dependent Variable: Y

.189

F Chang e .274 3.208

Change Statistics df1 df2

Sig. F Change 17 .066

Tugas Mata Kuliah Analisis Regresi Evan Susandi

d. Berapa besar variasi yang diterangkan oleh X bila hanya Z saja dalam model dan berapa oleh Z sesudah X masuk

Bila X terhadap Y
Model Summary Model R R Square Adjusted R Std. Error of the Square Estimate 1 .014a .000 -.055 .6155 a. Predictors: (Constant), X ANOVAa Model Sum of Squares df Mean Square Regression .001 1 .001 1 Residual Total a. Dependent Variable: Y b. Predictors: (Constant), X Model Coefficientsa Unstandardized Coefficients B X a. Dependent Variable: Y 1 (Constant) 4.367 .002 Std. Error .580 .036 .014 Standardized Coefficients Beta t Sig. 6.819 6.820 18 19 .379

F .003

Sig. .955b

7.531 .058

.000 .955

Bila Z terhadap Y
Model Summaryb Model R R Square Adjusted R Std. Error of the Square Estimate 1 .521a .271 .231 .5254 a. Predictors: (Constant), Z b. Dependent Variable: Y ANOVAa Model Sum of Squares df Mean Square Regression 1.851 1 1.851 1 Residual Total a. Dependent Variable: Y b. Predictors: (Constant), Z Model Unstandardized Coefficients B Z a. Dependent Variable: Y 1 (Constant) 6.344 -.778 Std. Error .760 .300 -.521 Coefficientsa Standardized Coefficients Beta t Sig. Collinearity Statistics Tolerance 8.348 -2.590 .000 .019 1.000 1.000 VIF 4.969 6.820 18 19 .276

F 6.706

Sig. .019b

Bila X dan Y terhadap Z

Model Summaryb Model R R Square Adjusted R Std. Error of the Square Estimate 1 .523a .274 .189 .5397 a. Predictors: (Constant), Z, X b. Dependent Variable: Y

Tugas Mata Kuliah Analisis Regresi Evan Susandi

Sum of Squares Regression 1.869 1 Residual 4.951 Total 6.820 a. Dependent Variable: Y b. Predictors: (Constant), Z, X

Model

ANOVAa df 2 17 19

Mean Square .934 .291

F 3.208

Sig. .066b

Model

Unstandardized Coefficients B Std. Error .896 .032 .309

Coefficientsa Standardized Coefficients Beta .051 -.525

Sig.

Collinearity Statistics Tolerance VIF 1.005 1.005

(Constant) 1 X Z a. Dependent Variable: Y

6.236 .008 -.783

6.958 .246 -2.532

.000 .809 .021

.995 .995

R2 karena Z =1.85/6.82=0.271=27.1% R2 karena Z Setelah X Masuk =1.87-0.001/6.82=0.274=27.4%

e. Hitung rYX.Z rYX.Z = 0.523 f. Kapankan Anda mengharap rYX.Z=rYX . Berikan alasan jawaban anda secara matematis maupun verbal.