This is an outdated version published on 2022-07-01. Read the most recent version.

Estimasi Parameter Model Regresi Data Panel Efek Tetap dengan Metode First Difference

Authors

  • Asti Inayati Magfirah Universitas Hasanuddin
  • Raupong Universitas Hasanuddin
  • Georgina Maria Tinungki Universitas Hasanuddin

Keywords:

First Difference Method, Fixed Effect Model, Generalized Least Square, Human Development Index, Panel Data Regression

Abstract

This study aims to estimate the regression parameters fixed effects panel data model using the first difference method on the influence of Life Expectancy, Average Length of School, and Per capita Expenditure on the Human Development Index of South Sulawesi in 2012 - 2018. The first difference method is used to obtain intercept differences in each district/city explaining the effect of regional differences. The first difference process results in autocorrelation of data so after the first difference is done the generalized least square method is used to estimate the parameters. The results show Life Expectancy, Average Length of School, and Per capita Expenditure has a significant influence on the Human Development Index of South Sulawesi in 2012 - 2018 simultaneously or partially.

Author Biographies

Raupong, Universitas Hasanuddin

Departemen Statistika

Georgina Maria Tinungki, Universitas Hasanuddin

Departemen Statistika

References

Jaya, I. M., dan Sunengsih, N. “Kajian Analisis Regresi dengan Data Panel”. Prosiding Seminar Nasional Penelitian, Pendidikan dan Penerapan MIPA, 51-58, 2009.

Winarno, W. W. “Eviews : Analisis Ekonometrika dan Statistika”. Yogyakarta : Sekolah Tinggi Ilmu Manajemen YKPN, 2007.

Gujarati, D. N. Basic Econometric. New York: McGraw-Hill/Irwin, 2006.

Zivot, E. (2012). Fixed Effects Estimation of Panel Data. 1-19.

Amalia, E. N., Darnah & Sifriyani. Regresi Data Panel dengan Pendekatan Common Effect Model (CEM), Fixed Effect model (FEM) dan Random Effect Model (REM) (Studi Kasus: Persentase Penduduk Miskin Menurut Kabupaten/Kota di Kalimantan Timur Tahun 2015-2018). ESTIMASI: Journal of Statistics and Its Application, 1 (2) : 106-155, 2020.

Hufaini, A. R, Raupong & Ilyas, N. Regresi Model Data Panel Efek Tetap dengan Metode Within Group pada Data Indeks Pembangunan Manusia Propinsi Sulawesi Selatan. ESTIMASI: Journal of Statistics and Its Application, 1 (1) : 10-20, 2020.

Aji, S., & Syarifuddin, D. Identifikasi Tipologi Wilayah Perbatasan Antar Kabupaten/Kota dan Indeks Pembangunan Manusia di Provinsi Jawa Barat. Planologi Unpas, 1-22, 2015.

Nugroho, A., & Rahmawati, D. N. Indeks Pembangunan Manusia 2018. Jakarta: Badan Pusat Statistik, 2018.

Hsiao, C. Analysis of Panel Data. Cambridge: Cambridge University Press, 2003.

Latuconsina, Z. M. Analisis Faktor - Faktor yang Mempengaruhi Indeks Pembangunan Manusia Kabupaten Malang Berbasis Pendekatan Perwilayahan dan Regresi Panel. Journal of Regional and Rural Development Planning, 202-216, 2017.

Muck, J. Econometrics of Panel Data. 1-36, 2018.

Downloads

Published

2022-07-01

Versions

Issue

Vol. 3, No. 2, Juli, 2022 : Estimasi

Section

Articles

License

Copyright

It is the author's responsibility to ensure that his or her submitted work does not infringe any existing copyright. Authors should obtain permission to reproduce or adapt copyrighted material and provide evidence of approval upon submitting the final version of a manuscript.