Multikolinearitas pada Analisis Regresi Linear Ganda
Tahun 1998 Volume 33 Nomor 4
Oleh : Atik Mawarni
class=”MsoNormal”>Tujuan : Untuk menentukan tingkatan multikolinearitas yang mengakibatkan koefisien regresi pada analisis regresi linear ganda mempunyai varians besar, pengujian statisnya tidak bermakna.
Metode : Membetuk analisis regresi linear ganda pada berbagai tingkatan multikolinearitas dengan cara simulasi menggunakan data bangkitan computer.
Hasil : Hasil penelitian menunjukkan untuk tingkatan multikolinearitas yang ditandai faktor inflasi varians (VIF) > 10, varians koefisien regresi cenderung berharga besar, pengujian koefiesn regresi persial cenderung tidak bermakna.
Background : Presence of multicollinearity in multiple linear regression analysis give some effect, that is variance of regression coefficient is large, testing of partial regression coefficient that must be significant to become not significant.
Objective : To determine multicollinearity level that caused regression coefficient of multiple linear regression analysis has large variance, statistical test is not significant.
Method : To construct multiple linear regression analysis in some multicollinearity level with simulation data that generated from computer.
Result : This study showed that for multicollinearity level that signed by variance inflation factor (VIF) > 10, variance of regression coefficient is inclined to be large, testing of partial regression coefficient is inclined to be not significant.