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Selasa, 31 Maret 2009

Pengujian Multikolinieritas


Dalam Model regresi linier dengan estimator OLS terdapat salah satu asumsi tidak adanya multikollieritas. Konsekuensi adanya multicollinearity yang tinggi adalah (a) meskipun masih BLUE, namun estimator OLS mempunyai varians dan covarians yg besar à sulit utk menentukan estimasi yg tepat; (b) konfiden interval lebih melebar.

Mendeteksi gejala multikolinieritas R square, signifikansii, maupun Tolerance (TOL) dan variance inflation factor (VIF).
Download materi lebih lengkap klik Pengujian Multikolinieritas. Silahkan komentari atau dapat kita diskusikan pada Blog Forum Diskusi Ekonometrika.
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16 komentar:

Kurniawan Ali F mengatakan...

Salam kenal juga Pak...:D

Paman Gober Jualan VCC mengatakan...

Linknya sudah diadd di Laskar BloggerTerima kasih

buJaNG mengatakan...

Wah nggak paham saya apa itu multikolinieritas

al_butuuny mengatakan...

Pak, saya mau nanya. Bagaimana c cara mengetahui Multikolinearitas itu sempurna maupun tidak sempurna? Bagaimana pula agar Multikolinearitas itu menjadi sempurna ?

eko marwannto mengatakan...

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Stock Tips mengatakan...

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