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Wednesday 25 March 2015

ANALISIS KORELASI DAN REGRESI LINIER BERGANDA

No.
BST
BMP
JT







X
X
Y
X²
X . X
X . Y
X²
X . Y
1
4,71
1,8
21
22,1841
8,478
98,91
3,24
37,8
441
2
5,09
1,86
19
25,9081
9,4674
96,71
3,4596
35,34
361
3
4,3
1,47
21
18,49
6,321
90,3
2,1609
30,87
441
4
8,26
13,18
20
68,2276
108,8668
165,2
173,7124
263,6
400
5
5,9
3,02
19
34,81
17,818
112,1
9,1204
57,38
361
6
4,66
1,52
20
21,7156
7,0832
93,2
2,3104
30,4
400
7
6,81
2,89
23
46,3761
19,6809
156,63
8,3521
66,47
529
8
6,83
2,45
20
46,6489
16,7335
136,6
6,0025
49
400
9
5,05
2,2
20
25,5025
11,11
101
4,84
44
400
10
5,41
2,32
21
29,2681
12,5512
113,61
5,3824
48,72
441
Total
57,02
32,71
204
339,131
218,11
1164,26
218,5807
663,58
4174
rata
5,702
3,271
20,4
ANALISIS KORELASI DAN REGRESI LINIER BERGANDA.
Penelitian pengaruh berat segar tanaman dan berat malai terhadap jarak tanam padi di daerah Bantul.
Dengan sampel penelitian sebanyak
n  =  10. Data disajikan dalam be3ntuk table berikut :
Ket :    BST = Berat Segar Tanaman, BMP = Berat Malai Padi, JT = Jarak Tanam.
A.    1. Analisis korelasi linear sederhana                                  
a.      korelasi antara variabel X1 dan X2                             
                        n  ƩX X - ƩX ƩX               
rx1 x2 = -------------------------                 
                        √ [ n ƩX² - (ƩX )² ] x [ n ƩX² (ƩX)²]                                             
                                       315,9758                 
r x1 x2 = ----------------------------            
√ 140,0296 x 2338691,303                
                                    315,9758                    
r x1 x2 =-------------------------------                     
                                    18096,57448                                                  
r x1x2  =  0,017460531             
                                   
b.      Korelasi antara variabel X1 dan Y                             
                        n . ƩX y - ƩX Ʃy                  
rx1y =    -------------------------                
                        √ [ n ƩX² - (ƩX )² ] x [ n ƩY² (ƩY)²                                     
                                    10,52              
rx1y =    -------------------------                
√ 140,0296 x 1737051840                             
                                    10,52              
rx1y =    ---------------------------             
                        493192,33                                                      
rx1y =    2,13304E-05   =          2,133
                                   
c.       Korelasi antara variabel X2 dan Y                             
                        n . ƩX y - ƩX Ʃy                  
rx2 y =   -------------------------                
                        √ [ n ƩX² - (ƩX )² ] x [ n ƩY² (ƩY)²                                    
                        -37,04             
rx2y =    -------------------------                
√ 1115,8629 x 1737051840               
                        -37,04             
rx2y =    --------------------------               
                        1392232,633              
            rx2y =    -2,66047E-05  =          -2,6607
2. Analisis korelasi parsial
Dalam model-model normal multivariasi, setiap variabel memiliki hubungan regresi linier dengan variabel yang lain, dimana simpangannya (deviation ) mengikuti distribusi normal.
Pengujian hipotesisinya dapat dilakukan secara langsung melalui table koefisien korelasi pada tingkat 5% dan 1%. Besarnya derajat bebas (db) = (n-3), karena ada 3 variabel.
a.       Korelasi varsial antara X1 dan Y, X2 dianggap kostan.

                  ryx1- (ryx2 . rx1x2)                                                                                   
ryx1. x2        =     ------------------------                                                                                         
                        √ (1 - ryx2²) (1 - rx1x2²)                                                  
            2,133 -  ( -2,6607 x 0,017460531       )                                              
= --------------------------------------------------------------
√ ( 1 - 7,07932449 ) x ( 1        - 0,00030487 )            
2,179457235                                      
=---------- ----------------------                            
      √ -6,077471085 (disederhanakan angka - ditiadakan)    
2,179457235                                                  
=  ---------------------
        √  6,0774
   2,179457235
= ---------------    =  0,884075074        
    2,46524

b.      korelasi parsial antara X dan Y, X dianggap kostan                       
                        ryx2- (ryx1 . rx1x2)
ryx2. x1        =       ------------------------                                                                                         
                        √ (1 - ryx1²) (1 - rx1x2²)                                                                                      
            -2,6607 -  ( 2,133 x 0,017460531       )                                              
= -----------------------------------------------------------------
√ ( 1 - 4,549689          ) x ( 1 - 0,00030487 )                                                                         
            -2,697943313                                                                         
= ---------------------------          
            √ -3,548606806           (disederhanakan angka - ditiadakan)                                                

-2,697943313                                     
=  --------------------------
√ 3,5486         
        -2,697943313     
= ---------------------                   =   -1,432204204       
        1,88377  
r table 5% db (10 - 3) =          
tidak diketahui karna proses pencarian tidak dijelaskan        

                                               
B.     1. Analisis korelasi berganda
rumus umum korelasi berganda :                                                                                                                   
                        ryx1² + ryx2² + 2( ryx1 . Ryx2 . Rx1x2)                                           
R = ry.x1x2 = √          ------------------------------------------
                                    1 - r x1x2                                                                                            
                        4,549689 + 7,07932449 +  2 ( 2,133 x (-2,6607) x 0,017460531 )
R = ry.x1x2 = √          -----------------------------------------------------------------------------------                           
                                    1 - 0,017460531                                                                                 
            11,62901349   + 2 ( -0,099093282)  
= √ -------------------------------------------------   
                        0,982539469                                                                                      
           11,43082693
√ ------------------------------- = 3,410859434
          0,982539469                            
kesimpulan :                                                                                                               
artinya besarnya koefisien korelasi ganda antara variabel bebas x1, x2 dan y sebesar = 3,410859434                                             
2. Metode Abreviate Doolittle Dipersingkat.                                             
Langkah-langkah mencari  parameter b0 ,  b1 dan b2 dapat digunakan metode Abreviate Doolittle.
Table : Metode Abreviate Doolittle
baris

kolom2

kolom 2

kolom 3


X'X
X'Y
matrik
identitas


b
b
b



1
2
3





Ʃn
ƩX
ƩX
ƩY
C00
C01
C02

X²
ƩXX
ƩXY
C01
C11
C12



ƩX²
ƩXY
C02
C12
C22
B1
10
57,02
32,71
204
1
0
0
B2
339,131
218,11
1164,26
0
1
0
B3


218,5807
663,58
0
0
1
B4
10
57,02
32,71
204
1
0
0
B5
1
5,702
3,271
20,4
0,1
0
0
B6
14,00296
31,59758
1,052
-5,702
1
0
B7

1
2,256493
0,075127
-0,4072
0,071413
0
B8
40,28657
-6,07783
9,595523
-2,25649
1
B9


1
-0,15086
0,238182
-0,05601
0,024822
keterangan:                                                                                                                 
B1, B2, B3 = Anaka-angka perhitungan tabel di atasnya.
B4 = angka di ambil dari B1.                         
B5 = masing-masing B4 dibagi angka 10 (angka b4 paling depan)                                                   
10        :           10        =          1                                                                     
57,02   :           10        =          5,702                                                              
32,71   :           10        =          3,271                                                              
204      :           10        =          20,4                                                                
1          :           10        =          0,1                                                                  
0          :           10        =          0                                                                     
0          :           10        =          0                                                                     
                                                                                                                       
B6 = angka dperoleh dari B2 - ( 57,02 x B5)
339,131 -  (57,02 x 5,702 )  = 14,00296
218,11 -  ( 57,02 x 3,271 )  =  31,59758
1164,26 -  ( 57,02 x 20,4         )  =      1,052  
0 -  ( 57,02 x 0,1          )  =       -5,702 
1 -  ( 57,02 x 0 )  = 1
0 -  ( 57,02 x 0 )  = 0                                      
                                                                                                                       
B7 = masing-masing baris B6 dibagi 14,00296 (baris B6 paling depan)                                                        14,00296  : 14,00296         =          1                                                         
31,59758  : 14,00296  =          2,256492913                                      
1,052   :           14,00296         =          0,075126973                                                  
-5,702  :           14,00296         =          -0,407199621                                                 
1          :           14,00296         =          0,071413473                                                  
0          :           14,00296         =          0                                                                     
                                                                                                                       
B8 = angka diperoleh dari B3 - (32,71 x B5 ) - ( 31,59758 x B7)     
218,5807 -  ( 32,71 x 3,271 )  -  (        31,59758  x  2,256492913 ) = 40,28657466
663,58 - ( 32,71 x 20,4            )  -  (    31,59758 x 0,075126973 ) =   -6,077830544
0 - ( 32,71 x 0,1           )  -  ( 31,59758            x -0,407199621           ) =        9,59552259
0 - (32,71 x 0 )  -  ( 31,59758 x 0,071413473 ) =       -2,256492913
1 - ( 32,71 x 0 )  -  ( 31,59758 x 0 ) = 1
                                                                                                                       
B9 = masing-masing baris B8 dibagi 40,28657 (angka B8 paling depan)                                         
40,28657466   :           40,28657466   =          1                                                         
-6,077830544  :           40,28657466   =          -0,150864912                                     
9,59552259     :           40,28657466   =          0,238181644                                      
-2,256492913  :           40,28657466   =          -0,056011039                                     
1          :           40,28657466   =          0,024822165                                      
Menghitung kofisien regresi (b2) :
1 x b2 =            -0,150864912  angka pada baris B9                                                              
b2 =      -0,150864912                                                                                                                                                             
Menghitung kofisien regresi (b1) :                            
1 x b1 +  2,256492913 x  b2 = 0,075126973   ( angka pada baris B7)           
b1 + 2,256492913 x ( -0,150864912) =           0,075126973                                      
b1 + (-0,340425605)  =            0,075126973                                      
b1 =      0,075126973 - (-0,340425605)                                                          
b1 =      0,415552578                                                                                      
                                                                                                           
Menghitung kostanta atau intercept (b0) :                
( 1 x b0 ) + ( 5,702 x  b1 ) + ( 3,271 x  b2 )      = 0,075126973            (angka pada baris B5 )                       
b0 + ( 5,702 x 0,415552578 ) + ( 3,271 x  -0,150864912 )  = 0,075126973
b0   +    2,3694808 + (-0,493479127)  = 0,075126973                                   
b0  +     1,876001673   = n0,075126973                                                                     
b0   =    0,075126973   -  1,876001673                                                                       
b0   =    -1,8008747                                                                                                                                                                                                     
Sehingga diperoleh persamaan regresi linier ganda :
Y =  b0 + b1 + b2                     
Y = -1,8008747  + 0,415552578  +( -0,150864912) 


Langkah-langkah menghitung faktor koreksi dan jumlah kuadrat :                     
1.      menghitung jumlah kuadrat konstanta (Jka ) = faktor koreksi  (FK) :
Jka       =         B4 x B5 ( pada kolam X'Y)                                       
=    204      x 20,4  è  Jka =         4161,6                                                                                                      
2.      menghitung jumlah kuadrat koefisien regresi b1 (JKb1)                                         
JKb1    =         B6 x B7 (pada kolom X'Y)                                        
 =1,052            x  0,075126973           è  JKb1 =       0,079033576                          
3.      menghitung jumlah kuadrat koefisien regresi b2 (JKb2 )                                        
JKb2    =         B8 x B9 (pada kolom X'Y )                                       
= -6,077830544           x (-0,150864912)   è  JKb2 =            0,916931371  
                                                           
4.      menghitung jumlah kuadrat koefisien regresi (JKR)                                              
JKR     =         JKb1 + JKb2                                       
 =  0,079033576          + 0,916931371            è  JKR =       0,995964946                                      
5.      menghitung jumlah kuadrat total (JKT)                                                      
JKt      =         Ʃ Y² - Jka                                           
 =  4174           - 4161,6   è  JKt = 12,4                                                                                
6.      menghitung jumlah kuadrat galat (JKG) :                                                  
JKG     =         JKt -JKR                                            
 = 12,4 -  0,995964946            è JKG  = 11,40403505        

Langkah -langkah menghitung derajat bebas (db)                                     
1.       db total (dbt) =          n – 1
 db total (dbt) =          10 – 1
 db total (dbt) =          9                                
2.      db regresi (dbR)  = 2   (jika melakukan pencarian berganda)
                                   
3.      db Galat ( dbG) =dbt – dbR
db Galat ( dbG) = 9 - 2
db Galat ( dbG) = 7               

Langkah-langkah menghitung kuadrat tengah (KT) :                                           
1.      KT Regresi (KTR) = JKR / DBR                  
KT Regresi (KTR) = 0,995964946     / 2
KT Regresi (KTR) = 0,497982473                
                                               
2.      KT Galat (KTG) = JKG / DBG)                   
KT Galat (KTG) = 11,40403505        / 7
KT Galat (KTG) = 1,629147865                   
                                               
langkah-langkah menghitung F hitung :                                        
F hitung =       KTR - KTG                            
F hitung =       0,497982473   - 1,629147865
F hitung =       -1,131165392 
                                                                       
Dari perhitungan diatas dapat disusun analisis ragam sebagai berikut :                           
tabel : sidik ragam                                          
Sumber Ragam
Derajat
Jumlah
Kuadrat
F hitung
F tabel 5%
(SR)
Bebas
Kuadrat
Tengah


(DB)
(JK)
(KT)


Regresi
2
0,9959649
0,4979825
-1,1311654
5,32
ns
Galat
7
11,404035
1,6291479

Total
9
12,4



keterrangan :                          
            ns :  tidak berpengaruh nyata             
kesimpulan :
            karena F hitung (-1,1311654) ,< F tabel 5% (5,32), maka variabel X secara bersama-sama tidak berpengaruh nyata terhadap variasi nilai variabel Y.
                                                                                               
Pengaruh secara bersama-sama variabel  X terhadap variasi Y (efektifivitas garis regresi)           Koefisien Determinasi :                                                                         
                                    jumlah kuadrat yang bisa dijelaskan  
            R²             =     ------------------------------------------- x 100%                            
                                                jumlah kuadrat total                                                                                                                           
                                                JKb1 + JKb2                                      
            R²                =  ------------------------------------------        x 100%                                   
                                                Jkt                                                                                                      
                                    0,079033576   + 0,916931371                                               
            R²                =  ------------------------------------------        x 100%                                   
                                                            12,4                                                                            
                                    0,995964946                                                              
            R²                =  -------------        x 100%                                                           
                                    12,4                                                                                                                                        
            R²                =  0,080319754   =          80,32%                                                                                                                                   
kesimpulan :                                                                           
artinya variasi (naik turunnya variabel Y dipengaruhi secara bersama-sama oleh variabel X dan X sebesar 80,32 %, sedangkan sisanya (100 % -80,32 =  19,68 % dipengaruhi oleh variabel lain yang tidak diamati atau kesalahan (error).                                                                    
                                                                                               

Sumbangan relatif (SR) dan sumbangan efektif (SE) variabel X terhadap Y :                  
Menghitung jumlah kuadrat koefisien regresi b1 (JKb1)        
            JKb1 = B6 x B7 (pada kolom X'Y)                                                                
            JKb1=  1,052   x          0,075126973                                      
            JKb1 = 0,079033576   (Positif)          
                                                                                   
menghitung jumlah kuadrat koefisien regresi b2 (JKb2)                     
            JKb2 = B8 x B9 (pada kolom X'Y )                                                               
            JKb2 = -6,077830544  x (-0,150864912)                                           
            JKb2 = 0,916931371   (Positif)                                                                                                                                              
menghitung jumlah kuadrat koefisien regresi (JKR)                                                 
            JKR = JKb1 + JKb2                                                               
            JKR = 0,079033576   + 0,916931371                                               
            JKR = 0,995964946
karena JKb1 dan JKb2 bernilai positif, maka harga JKb1 dan JKb2 sudah menjadi harga mutlaknya. Jika harga JKb1 dan JKb2 ada yang bernilai negatif. Maka harus dibuat mutlak terlebih dahulu. Sumbangan relatif dihitung dengan harga mutlak (harga negatif ditiadakan), kemudian disesuaikan dengan harga JKR yang ada.       
Sumbangan relatif (SR) dari masing-masing prediktor (variabel bebas) X : 
Dalam harga mutlaknya  :      
                                    JKb1 mutlak                                                               
            SRX1      =       -------------- x JKR                                                      
                                    JKR mutlak                                                                                        
                                    0,079033576                                                              
            SRX1        =     -------------        x 0,995964946            = 0,079033576                       
                                    0,995964946                                                              
                                    JKb2 mutlak                                                               
            SRX2      =       ------------- x JKR                                                        
                                    JKR mutlak                                                                
                                    0,916931371                                                              
            SRX2     =        -------------        x          0,995964946   = 0,916931371                       
                                    0,995964946                                                  
            Jumlah      =     0,079033576   + 0,916931371            = 0,995964946                       

Jika sumbangan relatif (SR) dinyatakan dalam persen (%)  :                                    
                        JKb1                                                               
SRX1      = --------------x 100%                                                                       
                  JKR                                                                                                                      
                        0,079033576                                                                          
SRX1     =        -----------------   x 100%            = 0,079353772            =  7,94 %
                        0,995964946                                                                                                  
                        JKb2                                                                           
SRX2   = -----------------            x 100%                                                                       
                        JKR                                                                                        
                        0,916931371                                                                          
SRX2      =        ------------------ x         100%   =  0,920646228           =  92,06           %
                        0,995964946                                                                                      
Jumlah      =     7,94% +  92,06%        = 100 %          

Sumbangan prediktor yang dihitung dari keseluruhan efektifitas garis regresi :
Sumbangan efektif (SE) dari masig-masing prediktor X.
JKb1                                                                           
SRX1      =       -------------- x ƩR²                                                                   
                        JKR                                                                                                    
                        0,079033576                                                                          
SRX1      =       -------------  x 80,32% = 0,06373695   =  6,37 %
                        0,995964946                                                              
                        JKb2                                                                           
SRX2            = ------------- x 100%                                                                  
                        JKR    
                                                                                                           
                        0,916931371                                                                          
SRX2      =       ------------- x 80,32% = 0,73946305 =  73,95  %
                        0,995964946  
Jumlah      =     6,37 + 73,95    = 80,32            %                    

Pengujian terhadap koefisien regresi (bi) yaitu, b0, b1 dan b2 :                                                       
JK Galat =       Ʃ (Y-Y est. )²  =          11,40403505
Standar error estiminasi (Se) :                                   
            Se     = √  Ʃ (Y-Y est. )² / (n -k-1)                                                                                                                              
                     =  √ 11,40403505           / 10 - 2 – 1                   ket  :
=  √ 1,629147865                                            k = 2
                        =          1,276380768                                                                                                                          
                                                                                               
            Covarian Matrik (C i j )  :       
C i j     =           (B4 x B5) + (B6 x B7) + (B8 x B9)  (dari tabel doolittle kolom matrik identitas
            C ₀₀      = (1 x 0,1 ) +  ( -5,702 x -0,407199621)  +   ( 9,59552259 x 0,238181644)
            C ₀₀      =  0,1  +          2,321852237  +  2,285477347
            C ₀₀      =   4,707329584                                                                                
            C ₁₁     = ( 0 x 0 ) +  ( 1 x 0,071413473 )  +   ( -2,256492913 x -0,056011039 )
            C ₁₁     =           0  +  0,071413473  +  0,126388513                                                   
            C ₁₁     =           0,197801986                                                                                      
            C ₂₂     = ( 0 x 0) +  ( 0 x 0       )  +   ( 1           x 0,024822165            )
            C ₂₂    =  0  +  0           +  0,024822165                                                                     
            C ₂₂     = 0,024822165                                                                                                                                                                                                                                                
Standard error koefisien regresi ( Sbi)
Sbi = √ Cij x JK Galat
Standar error koefisien regresi b  :                                                                
            Sb  =  √ C ₀₀ x JKG                                                                                                  
            Sb  =  √ 4,707329584            x 11,40403505                                                                                   
            Sb  =  √ 53,68255158                                                                                                           
            Sb  =              7,326837761                                                                                                                          
Standard error koefisien regresi b  :
            Sb   =  √ C₁₁  x JKG  
            Sb   =  √ 0,197801986           x 11,40403505                                                                       
            Sb   =  √ 2,255740777                                              
            Sb   =              1,501912373                                                                                                                          
Standard error koefisien regresi b :
            Sb  =  √ C₂₂ x JKG                                                                                                   
            Sb  =  √ 0,024822165            x 11,40403505                                                                                   
            Sb  =  √          0,283072839                                                                                                 
            Sb  =              0,532045899                                                                                                              
langkah 14 :
Perhitungan T hitung untuk koefisien regresi b, b dan b  :
T hitung b      =  b / Sb                                                                                                                               = -1,8008747/ 7,326837761
= -0,245791535                                                                                                                                  
T hitung b       =  b / Sb                                                                                                                                 = 0,415552578 / 1,501912373
= 0,276682305                                                                                                                                   
T hitung b2      =  b / Sb                                                                                                                               = -0,150864912 / 0,532045899                                                                                                   = -0,283556198                                                                                                                                  
Sehingga dapat diperoleh persamaan regresi linier berganda :                                                                                                                      
            Y =      -0,283556198*   +       -0,245791535*  +        0,532045899*
standar error    7,326837761               1,501912373               0,532045899  
T hitung           -0,245791535              0,276682305               -0,283556198                                                                         
keterangan                                                                              
            * = berbeda nyata pada α 5%                                                

T tabel 5% db (7) = 2,365                              
Jadi  :
karena T hitung  b, b dan b < dari T table 5% = 2,365, maka tidak ada pengaruh nyata dari masing-masing perameter.
kesimpulan :
1.      Konstanta  non signifikan, maka b0  = -1,8008747 dapat dikatakan sama dengan 0. Artinya b0  titik berimpit dengan titik koordinat (0, 0).
2.      Variabel X1 berpengaruh secara signifikan terhadap variabel Y, dimana setiap peningkatan 1 unit X1 maka akan diikuti peningkatan Y sebesar  0,415552578.
3.      Variabel X2 berpengaruh secara signifikan terhadap variabel dimana setiap penurunan 1 unit X2 maka akan diikuti peningkatan Y sebesar -0,150864912                        

Perhitungan  analisis korelasi linier berganda sangat berbanding terbalik dari apa yang diharapkan. Mungkin ada kesalahan dalam pengambilan sampel atau variabel yang lain yang tidak di teliti.

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