ANALISIS REGRESI KUANTIL

Authors

  • Saidah .
  • Ferra Yanuar
  • Dodi Devianto

DOI:

https://doi.org/10.25077/jmu.5.1.103-107.2016

Abstract

Abstrak. Regresi kuantil dapat digunakan untuk mengatasi keterbatasan regresi linear
dalam menganalisis asumsi yang tidak terpenuhi pada regresi klasik, yaitu varians
error bersifat tidak konstan disebut dengan masalah heteroskedastisitas. Salah satu
cara mendeteksi masalah heteroskedastisitas adalah dengan uji Breusch Bagan Godfrey
(BPG). Data yang akan digunakan pada penelitian ini adalah data sekunder. Untuk pengukuran
kecocokan model yang dihasilkan dilakukan dengan menggunakan koesien determinasi
R
2
pada masing-masing kuantil. Dari analisis yang dilakukan diperoleh bahwa
metode kuantil dapat mengatasi masalah heteroskedastisitas. Model dugaan yang diperoleh
untuk setiap kuantil menghasilkan nilai koesien determinasi (R
2
) yang cukup besar
yaitu lebih dari 90%. Hal ini mengindikasikan bahwa estimator dengan metode kuantil
menghasilkan model yang baik.

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Published

01-03-2016

Issue

Vol. 5 No. 1 (2016)

Section

Articles

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