Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI
Raupong Raupong
Department of Statistics, Hasanuddin University, Indonesia
Mathematics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Pendekatan Minimum Variance Quadratic Unbiased Estimation dalam Analisis Regresi Data Panel dengan Pendugaan Komponen Galat Dua Arah Menggunakan Metode Biggers Andi Atirah Arumtiwi; Raupong Raupong; Siswanto Siswanto
Jurnal Matematika, Statistika dan Komputasi Vol. 21 No. 2 (2025): JANUARY 2025
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v21i2.37325

Abstract

Panel data that have missing observations can be known as incomplete panel data. The model used is a two-way error component. The missing data estimation used is the Biggers method. This study aims to model the incomplete panel data regression of two-way error components on Manufacturing Company Stock Return data. The method used for estimating the error variance component is Minimum Variance Quadratic Unbiased Estimation (MIVQUE) with parameter estimation using Maximum Likelihood (ML). The method was applied to IDX data for 10 companies from 2014-2021. The results obtained using the MIVQUE method are σ ̂_v^2= 0.1142, σ ̂_μ^2=-0.0107, and σ ̂_λ^2=0.0068, for the ML method produces β ̂_0=0.0304719 〖 β ̂〗_1= -0.021107, and β ̂_2=0.0087936. Based on these methods, if there is an increase in the Debt to Equity Ratio, there is a decrease in the value of stock returns, and vice versa for Net Profit Margin.
Co-Authors Andi Atirah Arumtiwi Siswanto Siswanto