NJMMS
Vol 1, No 1 (2021)

Estimasi Model Regresi Panel Komponen Error Satu Arah dengan Metode Maksimum Likelihood

Dilfi Nila Kharisma (Fakultas Sains dan Teknologi, Universitas Airlangga)



Article Info

Publish Date
14 Mar 2021

Abstract

One way error component panel regression model is regression model using panel data that has double index in its variable to test unobservation  individual effect by taking  individual randomly from one population. The purpose of this final project is to estimated one way error component panel regression model with maximum likelihood method. The result of parameter regression estimation still depends on  and  components so that, the iteration process until obtained the convergent parameter vector is needed to estimated the parameter. Fisher Test is used for testing the absence of individual effect.  Likelihood Ratio Test is used for testing the influence of all of all predictor variables concurrently and each individually.The data for the application of the one way error component panel regression model with maximum likelihood method are human development index in some districs / cities of East Java Province for 2007-2010 as the dependent variable ( ), while predictors variable include: the percentage of opened unemployment rate ( ), the percentage of baby mortality ( ), the percentage of illiteracy for over 15 years old ages. The lack of fit test of one way error component panel regression model for α = 0.05 shows that the model is appropriate and significant predictor variable are  with ,  and error random

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Journal Info

Abbrev

njmms

Publisher

Subject

Biochemistry, Genetics & Molecular Biology Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Mathematics

Description

Nurjati Journal of Mathematics and Mathematical Sciences is a peer-reviewed Open Access journal devoted to publication of original research articles as well as review articles, with emphasis on unsolved problems and open questions in mathematics and mathematical sciences. The Nurjati Journal of ...