Al-Jabar : Jurnal Pendidikan Matematika
Vol 8, No 1 (2017): Al-Jabar: Jurnal Pendidikan Matematika

Uji Park Dan Uji Breusch Pagan Godfrey Dalam Pendeteksian Heteroskedastisitas Pada Analisis Regresi

Siska Andriani (UIN Raden Intan Lampung)



Article Info

Publish Date
19 Jun 2017

Abstract

Homoskedastisitas is one of the conditions are fulfilled classical assumptions in the regression analysis, if not met this means homoskedastisitas error variance is not constant and is said to occur heteroscedasticity problem. Test Park and Pagan Godfrey Breusch test is a statistical test to detect whether there is a problem of heteroscedasticity in the regression equation. The problem is how to test the results of detection heteroskedastisitas Park and Breusch Pagan Godfrey test, which is more effective test.Based on the results of research and discussion can be concluded that the detection of the three cases of data acquired two pieces of data in the test with both test detected heteroskedasticity problems, while one case is detected by the test Breusch heteroskedastisitas Pagan Godfrey Park but the test was not detected. Values mean square error (MSE) test Breusch Pagan Godfrey smaller than the test Park so it can be said Pagan Godfrey Breusch method used more effectively. Thus, in detecting problems hetereoskedastisitas should use Breusch Pagan Godfrey test because they have better accuracy than tests Park.

Copyrights © 2017






Journal Info

Abbrev

AL-JABAR

Publisher

Subject

Education Mathematics

Description

Al-Jabar : Jurnal Pendidikan Matematika, with registered number p-ISSN: 2086-5872 (print), e-ISSN: 2540-7562 (online), is a scientific journal published by Mathematics Education IAIN Raden Intan Lampung. The aim of this journal publication is to disseminate new theories and research results that ...