| dc.contributor |
Fakultas Matematika dan Ilmu Pengetahuan Alam |
|
| dc.creator |
Agustini, Dwi |
|
| dc.creator |
Sunendari, Siti |
|
| dc.date |
2021-01-22 |
|
| dc.date.accessioned |
2021-03-15T03:44:41Z |
|
| dc.date.available |
2021-03-15T03:44:41Z |
|
| dc.identifier |
http://karyailmiah.unisba.ac.id/index.php/statistika/article/view/26148 |
|
| dc.identifier |
10.29313/.v7i1.26148 |
|
| dc.identifier.uri |
http://hdl.handle.net/123456789/28823 |
|
| dc.description |
Abstract. Panel data regression analysis is a method used to model the effect of predictor variables on response variables in several observed sectors from a research object during a certain period of time. To estimate the panel data model, three models are often offered, namely CEM (Common Effect Model), FEM (Fixed Effect Model), and REM (Random Effect Model). In panel data regression, there are several classical assumptions that must be fulfilled, namely the multicollinearity test and heteroscedasticity test. According to some econometrics experts, it is said that, if the panel data that is owned has a greater amount of time (t) than the number of individuals (i), it is advisable to use the Fixed Effect method. Meanwhile, if the panel data that is owned has a smaller amount of time (t) than the number of individuals (i), it is advisable to use the Random Effect method. Panel data analysis is not enough to use OLS because some OLS assumptions such as homocedasticity and no autocorrelation are difficult to fulfill in panel data analysis because there tends to be an influence between individuals and between observation times in the model. To overcome this problem, the Generalized Method of Moment (GMM) method is used to estimate the parameters of the panel data model. GMM is a parameter estimation method whose main focus is minimizing the quadratic function. This thesis discusses the estimation of the panel data regression model with the generalized method moment method in cases of infant mortality (neonatal) in East Lombok regency in 2014-2019. The analysis results show the panel data regression equation with the GMM method as follows: 𝑦̂𝑖𝑡 = -3.429252 + 0.908610 𝑋1𝑖𝑡 - 0.922653 𝑋2𝑖𝑡 + 0.674724 𝑋3𝑖𝑡 + 0.167304 𝑋4𝑖𝑡.Keywords: Panel Data Regression, GMM, Infant Mortality (Neonatal)Abstrak. Analisis regresi data panel merupakan suatu metode yang digunakan untuk memodelkan pengaruh variabel prediktor terhadap variabel respon dalam beberapa sektor yang diamati dari suatu objek penelitian selama periode waktu tertentu. Untuk mengestimasi model data panel, terdapat tiga model yang sering ditawarkan, yaitu CEM (Common Effect Model), FEM (Fixed Effect Model), dan REM (Random Effect Model). Dalam regresi data panel terdapat beberapa asumsi klasik yang harus terpenuhi yaitu uji multikolinieritas dan uji heteroskedastisitas. Menurut beberapa ahli Ekonometri dikatakan bahwa, jika data panel yang dimiliki mempunyai jumlah waktu (t) lebih besar dibandingkan jumlah individu (i), maka disarankan menggunakan metode Fixed Effect. Sedangkan jika data panel yang dimiliki mempunyai jumlah waktu (t) lebih kecil dibandingkan jumlah individu (i), maka disarankan menggunakan metode Random Effect. Analisis data panel tidak cukup menggunakan OLS karena beberapa asumsi OLS seperti homokedastisitas dan tidak ada autokorelasi sulit terpenuhi pada analisa data panel karena cendurung adanya pengaruh antar individu dan antar waktu pengamatan dalam model. Untuk mengatasi hal tersebut digunakan metode Generalized Method of Moment (GMM) yang digunakan untuk menaksir parameter model data panel. GMM adalah metode penaksiran parameter yang fokus utamanya adalah meminimalkan fungsi kuadratik. Skripsi ini membahas mengenai estimasi model regresi data panel dengan metode generalized method moment pada kasus kematian bayi (neonatal) di kabupaten lombok timur tahun 2014-2019. Hasil analisis menunjukkan persamaan regresi data panel dengan metode GMM sebagai berikut : 𝑦̂𝑖𝑡 = -3.429252 + 0.908610 𝑋1𝑖𝑡 - 0.922653 𝑋2𝑖𝑡 + 0.674724 𝑋3𝑖𝑡 + 0.167304 𝑋4𝑖𝑡.Kata kunci: Regresi Data Panel, GMM, Kematian Bayi(Neonatal) |
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| dc.format |
application/pdf |
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| dc.language |
eng |
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| dc.publisher |
Universitas islam Bandung |
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| dc.relation |
http://karyailmiah.unisba.ac.id/index.php/statistika/article/view/26148/pdf |
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| dc.rights |
Copyright (c) 2021 Prosiding Statistika |
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| dc.source |
Prosiding Statistika; Vol 7, No 1, Prosiding Statistika (Februari,2021); 238-244 |
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| dc.source |
Prosiding Statistika; Vol 7, No 1, Prosiding Statistika (Februari,2021); 238-244 |
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| dc.source |
2460-6456 |
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| dc.source |
10.29313/.v7i1 |
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| dc.subject |
Statistika |
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| dc.subject |
Regresi Data Panel, GMM, Kematian Bayi(Neonatal) |
|
| dc.title |
Estimasi Model Regresi Data Panel dengan Metode Generalized Method Moment pada Kasus Kematian Bayi (Neonatal) di Kabupaten Lombok Timur Tahun 2014-2019 |
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| dc.type |
info:eu-repo/semantics/article |
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| dc.type |
info:eu-repo/semantics/publishedVersion |
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| dc.type |
Peer-reviewed Article |
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| dc.type |
Kuantitatif |
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