Pemodelan Regresi Seemingly Unrelated Menggunakan Metode Maximum Likelihood pada Data Panel

Authors

  • Nurul Hikmah Departemen Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Hadanuddin, Makassar, 60294, Indonesia
  • Raupong Raupong Departemen Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Hadanuddin, Makassar, 60294, Indonesia
  • Nasrah Sirajang Departemen Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Hadanuddin, Makassar, 60294, Indonesia

DOI:

https://doi.org/10.20956/ejsa.v6i2.34463

Keywords:

Linear Regression, Maximum Likelihood Estimation, Seemingly Unrelated Regression, PCA, Human Development Index

Abstract

This study aims to model and predict the Human Development Index (HDI) values in South Sulawesi Province for the period 2014–2022 using a multiple linear regression approach with the Maximum Likelihood Estimation (MLE) method. Multiple linear regression analysis often encounters multicollinearity issues among independent variables; therefore, Principal Component Analysis (PCA) is employed as a dimensionality reduction technique to eliminate correlations among explanatory variables. In addition, due to the potential correlation of residuals among equations in a multivariate model, the Seemingly Unrelated Regression (SUR) approach is used, which is also estimated using the MLE method. The data utilized in this study is panel data, which offers advantages in obtaining more comprehensive and accurate information regarding the relationships between the analyzed variables. The estimation results of the SUR model indicate that variables such as Life Expectancy (UHH), Mean Years of Schooling (RLS), Expected Years of Schooling (HLS), and Adjusted Per Capita Expenditure have a significant influence on HDI across all districts/cities in South Sulawesi. One of the estimated equations from the SUR model is y22t=81.44+0.670KU122 which illustrates the relationship between the principal component and HDI in a specific region.

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Published

2025-08-04

Issue

Vol. 6, No. 2, Juli, 2025 : Estimasi

Section

Articles

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