MULTIVARIATE

STATISTICS
B = BEST
L = LINIER
U = UNBIASED
E = ESTIMATOR
OBJECTIVE:
To test if in regression model have correlation between independent. variables

How to know about Multikolinearity

 R2 value very high (more than 95%), and independent
variables with partial many not significant influences
dependent variable.
 If between independent variables have very strong
corellation
 Tolerance and variance inflation factor (VIF)
Tolerance for measure variability from independent
variable choose not explain by other independent
variable.
VIF =1/Tolerance.
If value of Tolerance < 0,1 atau VIF >10 can make
summary if multicolonierity
 Example:

X1 2 3 5 4 6 2 3 4 5 6
X2 3 4 6 5 7 6 4 5 4 3
Y 5 8 8 9 9 13 6 9 4 3

Y = consumption
X1 = price
X2 = income

Please make multicolinierity from data above

5
 SPSS OUTPUT

Coefficient Correlationsa

Model pendapatan harga

1 Correlations pendapatan 1.000 -.223
harga -.223 1.000
Covariances pendapatan .091 -.018
harga -.018 .073
a. Dependent Variable: keperluan konsumsi

Coefficientsa

Unstandardized Standardized
Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) 2.553 1.626 1.570 .160
harga -1.092 .271 -.552 -4.029 .005 .950 1.052
pendapatan 1.961 .302 .889 6.490 .000 .950 1.052
a. Dependent Variable: keperluan konsumsi
Tolerance >0,1
VIF <10
We can make summary if no multicolonierity
between independent variables.
OBJECTIVE:
to test if in linier regression model have a corellation between
error in t period with error in before periode (t-1).

HOW TO KNOW ABOUT AUTOCORELLATION

1.Uji Durbin Watson (DW test),
2.Uji Langrage Multiplier (LM test), > 100
observasi
3.Uji statistik Q
4.Run Test.
 ^
From data below we get equation: Y  2,5529  1,0921X 1  1,9608 X 2 .
Y = consumption
X1 = price
X2 = income
^ ^
X1 X2 Y Y e=Y- Y et-et-1
2 3 5 6.2511 -1.2511
3 4 8 7.1198 0.8802 2.1313
5 6 8 8.8572 -0.8572 -1.7374
4 5 9 7.9885 1.0115 1.8687
6 7 9 9.7259 -0.7259 -1.7374
2 6 13 12.1335 0.8665 1.5924
3 4 6 7.1198 -1.1198 -1.9863
4 5 9 7.9885 1.0115 2.1313
5 4 4 4.9356 -0.9356 -1.9471
6 3 3 1.8827 1.1173 2.0529

Make Autocorellation from data above

8
 HOW TO DETECT AUTOCORELLATION
Durbin Watson test

Requirement:
“Have intercept in regression model.”
Equation:

SPSS output:

Model Summaryb

Adjusted Std. Error of Durbin-

Model R R Square R Square the Es timate Watson
1 .936a .875 .840 1.18179 3.386
a. Predictors: (Constant), pendapatan, harga
b. Dependent Variable: keperluan konsumsi
 Decision making detect autocorellation:

Ho Hypothesis Decision If
No positive autocorellation Reject 0< d <dl
No positive autocorellation No decision* dl≤ d ≤ du
No negative autocorellation Reject 4-dl< d <4
No negative autocorellation No decision* 4-du ≤d ≤ 4-dl

No autocorellation, positive or Support du< d <4-du

negative

* Need next observation to make decision

 Model Summaryb

Adjusted Std. Error of Durbin-

Model R R Square R Square the Es timate Watson
1 .936a .875 .840 1.18179 3.386
a. Predictors: (Constant), pendapatan, harga
b. Dependent Variable: keperluan konsumsi

d= 3.386
Keputusan:
dl = 0,95
du = 1,54

Because 4-dl< d <4, we can make summary

if no negative or positive autocorellation
OBJECTIVE:
to test if regression model have diversity of residual
variance from one survey to other survey.
HOW TO DETECT HETEROSCEDASITY

1.Scatter plot (dependent prediction value

ZPRED with residual SRESID),
2.Uji Gletjer,
3.Uji Park
4.Uji White.
TO DETECT HETEROSCEDASTISITY
1. Scatter plot

Base for analysis:

1. If have specific pattern, like the points have a

pattern it means have indication for
heteroscedastisity.

2. If not have specific pattern, like the points have

not a pattern it means have not indication for
heteroscedastisity.
analysis steps with spss

1. Open file
2. Choice Plot
3. Addition SRESID variable in Y box
4. Addition ZPRED variable in X box
5. Choice continue
6. Ok
 ^
From example below Y  2,5529  1,0921X 1  1,9608 X 2 .
Y = Consumption
X1 = Price
X2 = Income
X1 X2 Y
2 3 5
3 4 8
5 6 8
4 5 9
6 7 9
2 6 13
3 4 6
4 5 9
5 4 4
6 3 3

Use heteroscedastisity for data above

15
 Scatterplot

Dependent Variable: keperluan konsumsi

1.5

Regression Studentized Residual 1.0

0.5

0.0

-0.5

-1.0

-1.5

-2 -1 0 1 2
Regression Standardized Predicted Value

Have Heteroskedastisitas, because the

points have spesific pattern
Tujuan:
to know about error variable or residual have a
normal distribution.

To detect NORMALITy
1. Grafik analysis (normal P-P plot)
2. Statistic analysis (analisis Z skor skewness dan
kurtosis) one sample Kolmogorov-Smirnov Test.

Hipotesis:
H0: Residual data have normal distribution
H1: Residual data have not normal distribution
 1. Analisis Grafik

1. Buka file
2. Tekan tombol Plot
3. Aktifkan standardized residual plot pada
Histogram dan Normal Probability Plot.
4. Tekan tombol Continue dan abaikan lainnya,lalu
tekan Ok.
 ^
Dari contoh sebelumnya di dapat Y  2,5529  1,0921X 1  1,9608 X 2 .
Y = Pengeluaran konsumsi
X1 = harga
X2 = pendapatan
X1 X2 Y
2 3 5
3 4 8
5 6 8
4 5 9
6 7 9
2 6 13
3 4 6
4 5 9
5 4 4
6 3 3
Buatlah uji normalitas dari data di atas.

19
Analisis.
Model Regresi memenuhi asumsi normalitas,karna:
1.Grafik Histogram memberikan pola distribusi normal.
2. Grafik normal plot terlihat data menyebar di sekitar garis diagonal dan tidak
menjauh dari garis diagonal.
 2. Analisis Statistik

1. Buka file
2. Pilih menu Analyze
3. Pilih Non-parametric test
4. Pilihsub menu 1-sample k-S
5. Pada kotak test variabel list,isikan unstandardized
residual(RES_1),caranya lht pada Uji Gletjer.
6. Aktifkan test distribution pada kotak Normal.
 Output SPSS
One-Sample Kolmogorov-Smirnov Test

Unstandardiz
ed Res idual
N 10
Normal Parameters a,b Mean .0000000
Std. Deviation 1.04224494
Most Extreme Absolute .297
Differences Positive .257
Negative -.297
Kolmogorov-Smirnov Z .940
As ymp. Sig. (2-tailed) .340
a. Test distribution is Normal.
b. Calculated from data.

ANALISIS
Karena Sig >0.05,maka H0 diterima,maka disimpulkan
data residual berdistribusi Normal.
 Linearity is condition if relationship
between dependent and independent
variables have linear (strick line)in
variable range

 Testing is doing with scatter plot

(diagram pencar)

23
 Uji Linearitas Data
Contoh : Uji asumsi linearitas variabel usia – income
Buka file homoskedastisitas
1. Menu Graph  Legacy Dialogs  Scatter/dot
2. Pada kotak SCATTER/DOT, pilih SIMPLE SCATTER, kemudian tekan tombol
DEFINE.
3. Masukkan variabel usia pada sumbu X dan variabel olahraga pada sumbu Y.
4. Abaikan yang lain lalu klik OK.

Cara membuat garis lurus pada grafik yang ada:

1. Letakkan pointer pada grafik dan klik ganda untuk masuk ke CHART EDITOR
2. Klik ikon ADD FIT LINE AT TOTAL, sesaat akan muncul garis regresi
3. Tutup chart editor utk kembali ke output grafik.

24
Uji Linearitas Data
Output: Variabel Usia - Olahraga

25
 Uji Linearitas Data
Contoh : Uji asumsi linearitas variabel Olahraga - Berat
Buka file homoskedastisitas
1. Menu Graph  Legacy Dialogs  Scatter/dot
2. Pada kotak SCATTER/DOT, pilih SIMPLE SCATTER, kemudian tekan tombol
DEFINE.
3. Masukkan variabel berat pada sumbu X dan variabel olahraga pada sumbu Y.
4. Abaikan yang lain lalu klik OK.

Cara membuat garis lurus pada grafik yang ada:

1. Letakkan pointer pada grafik dan klik ganda untuk masuk ke CHART EDITOR
2. Klik ikon ADD FIT LINE AT TOTAL, sesaat akan muncul garis regresi
3. Tutup chart editor utk kembali ke output grafik.

26
Uji Linearitas Data
Output: Variabel Berat - Olahraga

27
Uji Linearitas Data
Kesimpulan:
1. For age and sport variables  have
linearity relationship
2. For weight and sport variables 
have not linearity relationship

28
SELAMAT BELAJAR

Thank You