2017
DOI: 10.24042/ajpm.v8i1.1014
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Uji Park Dan Uji Breusch Pagan Godfrey Dalam Pendeteksian Heteroskedastisitas Pada Analisis Regresi

Abstract: Homoskedastisitas is one of the conditions are fulfilled classical assumptions in the regression analysis, if not met this means homoskedastisitas error variance is not constant ABSTRAKHomoskedastisitas merupakan salah satu syarat asumsi klasik terpenuhi dalam analisis regresi, jika homoskedastisitas tidak terpenuhi ini berarti varian error tidak konstan dan dikatakan terjadi masalah heteroskedastisitas. Uji Park dan uji Breusch Pagan Godfrey adalah uji statistik untuk mendeteksi ada tidaknya masalah heteroske… Show more

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Cited by 10 publications
(11 citation statements)
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“…Then it must fail to reject so that the assumption test is met. A heteroscedasticity test is carried out to test whether the regression model has an inequality or similarity of residual variance from one observation to another observation [3]. The method used to test heteroscedasticity is the Breusch Pagan test.…”
Section: Assumption Testmentioning
confidence: 99%
“…Then it must fail to reject so that the assumption test is met. A heteroscedasticity test is carried out to test whether the regression model has an inequality or similarity of residual variance from one observation to another observation [3]. The method used to test heteroscedasticity is the Breusch Pagan test.…”
Section: Assumption Testmentioning
confidence: 99%
“…Hasil uji autokorelasi menggunakan uji Breusch-Godfrey Serial Correlation LM Test menunjukkan nilai p dari nilai Obs*Rsquared = 0,4433 dimana > 0,05 sehingga terima H0 atau yang berarti tidak ada masalah autokorelasi serial (Andriani, 2017).…”
Section: Uji Autokorelasiunclassified
“…In addition, the normality test can be carried out with one sample Kolmogorov-Smirnov as evidenced by a significance value of > 0.05 . (Andriani, 2017) . According to (Andriani, 2017) , the glejser test is one way to detect the presence or absence of heteroscedasticity in a regression, where the glejser test proposes to regress the absolute residual value of the independent variable.…”
Section: B) Reality Testmentioning
confidence: 99%
“…(Andriani, 2017) . According to (Andriani, 2017) , the glejser test is one way to detect the presence or absence of heteroscedasticity in a regression, where the glejser test proposes to regress the absolute residual value of the independent variable. To detect the presence or absence of heteroscedasticity, it can be done by looking at the presence or absence of certain patterns on the scatterplot graph between SRESID and ZPRED.…”
Section: B) Reality Testmentioning
confidence: 99%