Umrotul Irfiana, NIM. 15610045 (2019) ANALISIS REGRESI DATA PANEL DINAMIS MENGGUNAKAN GENERALIZED METHOD OF MOMENT ARELLANO AND BOND. Skripsi thesis, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA YOGYAKARTA.
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Text (ANALISIS REGRESI DATA PANEL DINAMIS MENGGUNAKAN GENERALIZED METHOD OF MOMENT ARELLANO AND BOND)
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Text (ANALISIS REGRESI DATA PANEL DINAMIS MENGGUNAKAN GENERALIZED METHOD OF MOMENT ARELLANO AND BOND)
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Abstract
The dynamic panel data model is a panel data model based on dynamic concepts, when a variable is not only determined by variables at the same time, but is also determined by variables in the previous time. The dynamic model is characterized by the lag of the dependent variable which correlates with the error between the independent variables. This causes the Ordinary Least Square (OLS) estimator to be biased and inconsistent. Therefore another estimation method is needed, one of them is the Generalized Method of Moment Arellano and Bond. This method produces an unbiased, consistent and efficient estimator. As an application of this method, a case study of the Human Development Index (HDI) of the previous period, School Length Expetancy (SLE), Life Expectancy (LE) and Expenditures per Capita (EC) on the Human Development Index of the period concerned in 34 Provinces in Indonesia . Data is processed and analyzed using Microsoft Excel and Stata 14.2 software. The dynamic panel data regression model formed using Generalized Method of Moment Arellano and Bond in a case study of factors affecting the human development index is . ̂ , 1 1 2 3 0,3274785 14,60093 1,39871 0,5280059 0,0006773 =Yit X it X it X it . Goodness of the model with MSE (Mean Square error) is as big as 5,85989.
| Item Type: | Thesis (Skripsi) |
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| Additional Information: | Dr. Epha Diana Supandi, M.Sc. |
| Uncontrolled Keywords: | Dynamic panel data model, Arellano and Bond GMM Method, Human Development Index (HDI), School Lenght Expectancy (SLE), Life Expectancy (LE), Expenditures per Capita (EC). |
| Subjects: | Matematika |
| Divisions: | Fakultas Sains dan Teknologi > Matematika (S1) |
| Depositing User: | Drs. Mochammad Tantowi, M.Si. |
| Date Deposited: | 03 Jan 2020 09:44 |
| Last Modified: | 03 Jan 2020 09:44 |
| URI: | http://digilib.uin-suka.ac.id/id/eprint/37198 |
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