Regresi Logistik Ordinal

Regresi ordinal adalah Y-nya terdiri atas data ordinal

Dependent Variable: TKS1

Method: Least Squares
Date: 11/23/17 Time: 21:34
Sample: 1 104
Included observations: 104

Variable Coefficient Std. Error t-Statistic Prob.

C 4.312688 0.625559 6.894137 0.0000

X1 5.694210 3.103095 1.835010 0.0696
X2 -4.351417 3.008833 -1.446214 0.1514
X3 -7.870601 2.658551 -2.960485 0.0039
X4 -2.113370 0.761600 -2.774910 0.0066
X5 -0.389362 0.963744 -0.404009 0.6871
X6 -0.469411 0.732991 -0.640406 0.5235
X7 0.044607 0.090487 0.492961 0.6232
X8 3.261485 2.339848 1.393888 0.1666

R-squared 0.437798 Mean dependent var 2.461538

Adjusted R-squared 0.390455 S.D. dependent var 1.214181
S.E. of regression 0.947952 Akaike info criterion 2.813537
Sum squared resid 85.36819 Schwarz criterion 3.042378
Log likelihood -137.3039 Hannan-Quinn criter. 2.906247
F-statistic 9.247306 Durbin-Watson stat 2.138502
Prob(F-statistic) 0.000000

persamaan regresi ini tidak tepat karena y berupa variable ordinal.

Seharusnya regresi ordinal

Dependent Variable: TKS

Method: ML - Ordered Logit (Quadratic hill climbing)
Date: 11/23/17 Time: 21:41
Sample: 1 104
Included observations: 104
Number of ordered indicator values: 4
Convergence achieved after 11 iterations
Covariance matrix computed using second derivatives

Variable Coefficient Std. Error z-Statistic Prob.

X1 -28.76652 19.51157 -1.474331 0.1404

X2 23.61501 19.37023 1.219140 0.2228
X3 38.78749 16.85909 2.300688 0.0214
X4 7.007220 2.665854 2.628509 0.0086
X5 -2.810816 3.370964 -0.833831 0.4044
X6 1.547570 2.168942 0.713514 0.4755
X7 0.196994 0.308056 0.639475 0.5225
X8 -0.581791 5.510362 -0.105581 0.9159
 Limit Points

LIMIT_2:C(9) 4.547247 2.216848 2.051222 0.0402

LIMIT_3:C(10) 6.234312 2.267114 2.749889 0.0060
LIMIT_4:C(11) 7.627340 2.300081 3.316118 0.0009

Pseudo R-squared 0.323599 Akaike info criterion 2.046029

Schwarz criterion 2.325724 Log likelihood -95.39349
Hannan-Quinn criter. 2.159341 Restr. log likelihood -141.0309
LR statistic 91.27481 Avg. log likelihood -0.917245
Prob(LR statistic) 0.000000

Persamaan regresi :
p1 + p2 + p3 + p4 = 1
1
ln ( ) = 7.627 + 28.767 +
11

Pengaruh variable x4 terhadap kesehatan bank

1
ln ( ) = 7.627 7.007 = 14.634
1 1
Pengaruh variable x4 terhadap kesehatan bank hanya sebesar 4,4109 %

Tugas Regresi Ordinal!