Skripsi Adinda-checkpoint


Uploading data Adinda


In [96]:
data <- read.csv("adinda.clean.csv")

In [97]:
head(data)


Out[97]:
FirmYearCEIBRIB_CORRBUSS_ETHFAIR_COMPPOL_CONTRINDIG_PPLIND_EC_IMPX0TH_ENGellip.hDIVIDENDLOSSTOT_ASSETSSLACKROEBRD_INDP_DIVBRD_MEET_DIVBRD_SIZE_DIVBRD_COMPT_DIVBRD_EFFC_DIV
1120110.5714300.50.50.250.251130.3505.144545e+135.081927e+120.2260.775.87591.0575.87575.875
2120120.5476200.250.250.5110.833355.8252406.497336e+134.857942e+120.14193.04225158.1713167.4757139.5631131.3534
3120130.5238100.50.250.25110.666715.3658508.212195e+138.308451e+120.07428.1706735.853646.0975538.4146334.34713
4120140.5238100.50.250.25110.666729.37508.0175e+139.3156e+120.05644.062573.437588.12573.437563.93381
5220110.488100.50.750110.1667002.301384e+123.59163e+110.056900000
6220120.738101110.66710.5012.903932e+12152631066954-0.077300000

In [98]:
tail(data)


Out[98]:
FirmYearCEIBRIB_CORRBUSS_ETHFAIR_COMPPOL_CONTRINDIG_PPLIND_EC_IMPX0TH_ENGellip.hDIVIDENDLOSSTOT_ASSETSSLACKROEBRD_INDP_DIVBRD_MEET_DIVBRD_SIZE_DIVBRD_COMPT_DIVBRD_EFFC_DIV
1393520130.90.8111110.5001.517317e+121.03378e+110.006500000
1403520140.90.8111110.5011552375000006.4325e+10-0.200200000
14136201100000000005.44282e+11237528195240.248500000
14236201200000000003.89007e+11557825390000.199800000
1433620130.0952400000.666700500765881409376722981363150.03979091.666550112.593.75
1443620140.0952400000.66670080897281657710420221840000.179214.414.6666481815

In [99]:
names(data)


Out[99]:
  1. 'Firm'
  2. 'Year'
  3. 'CEI'
  4. 'BRIB_CORR'
  5. 'BUSS_ETH'
  6. 'FAIR_COMP'
  7. 'POL_CONTR'
  8. 'INDIG_PPL'
  9. 'IND_EC_IMP'
  10. 'X0TH_ENG'
  11. 'ALT_CEI'
  12. 'BRD_EFFC'
  13. 'BRD_INDP'
  14. 'BRD_MEET'
  15. 'BRD_SIZE'
  16. 'BRD_COMPT'
  17. 'DIVIDEND'
  18. 'LOSS'
  19. 'TOT_ASSETS'
  20. 'SLACK'
  21. 'ROE'
  22. 'BRD_INDP_DIV'
  23. 'BRD_MEET_DIV'
  24. 'BRD_SIZE_DIV'
  25. 'BRD_COMPT_DIV'
  26. 'BRD_EFFC_DIV'

In [103]:
# ncol(data)
dataMean <- data[3:26]
dataMean


Warning message:
In `[<-.factor`(`*tmp*`, ri, value = "⋱"): invalid factor level, NA generatedWarning message:
In `[<-.factor`(`*tmp*`, ri, value = "⋱"): invalid factor level, NA generated
Out[103]:
CEIBRIB_CORRBUSS_ETHFAIR_COMPPOL_CONTRINDIG_PPLIND_EC_IMPX0TH_ENGALT_CEIBRD_EFFCellip.hDIVIDENDLOSSTOT_ASSETSSLACKROEBRD_INDP_DIVBRD_MEET_DIVBRD_SIZE_DIVBRD_COMPT_DIVBRD_EFFC_DIV
10.5714300.50.50.250.25110.72.530.3505144545403100050819272219100.2260.775.87591.0575.87575.875
20.5476200.250.250.5110.83330.52.3529455.8252406497335879450048579417155100.14193.0422527508158.171327249167.47572139.5631131.353440206
30.5238100.50.250.25110.66670.52.2352915.3658508212195087460083084511846200.07428.170673780535.853598780546.0975538.41462534.3471308465
40.5238100.50.250.25110.66670.52.1764729.37508.0175e+139.3156e+120.05644.062573.437588.12573.437563.93380625
50.488100.50.750110.16670.32.26458002.301384e+123.59163e+110.056900000
60.738101110.66710.50.52.17647012903932019670152631066954-0.077300000
70.4523801000.666710.50.62.4117601385581705698022475609661.7-0.079900000
80.785710111110.50.42.294120142393625000005.275e+10-0.229300000
90000000001.77083011116600870003469378000-0.643100000
100.19444000010.50.16670.32.05882011508296012807016-0.38200000
110.1904800000.66670.50.16670.22.11765001489339945000301598810.01200000
120.488100.2500.5110.66670.42.05882011508296010003185917000-0.36100000
130.404760000110.83330.62.083333.5501871818163100047297454072500.30739.46667857.69167853.558.8757.3958215
140.48611010.250110.66670.62.411767.766991208543687944003534436869880-0.740918.122950776715.5339823.3009723.3009718.7321158024
150.721430.810.2501110.62.4117601244027072146004977426808360-2.0300000
160.804760.8110110.833330.61.66667012.21625e+134.243275e+12-2.0200000
170.776190.6101110.83330.62.10417001740441097200011241808920000.0472600000
180.6750.80.50.251110.50.72.5294101192923005523001131750089620-0.0400000
190.78810.60.750.750.75110.66670.62.4012423301172750014216495062200.0400000
200.680950.60.7500.75110.66670.62.35294012329413526250078455012500-0.12500000
210.642860110110.50.52.458338001.43862e+131.527995e+120.285160186.6664240200196.6664
220.642860110110.50.5220003.61116785817e+264.0232875061e+260.078400300600500400
230.580950.40.7500.750.666710.50.51.9411820002328176804860018630405409600.078366.666300600500388.236
240.5238100.50.50110.66670.72.0588201145207039250001000979487500-0.7400000
250.540480.20.250.250.25110.83330.72.0625013692053635810337790360258-0.0800000
260.488890.60.50.500.66710.66670.52.41176014266755311650229220299458-0.1400000
270.56190.60.50.500.666710.66670.52.176470153594609531002879230597660.1400000
280.876190.8110.5110.83330.72.35294004448237587500169956800000000000
290.4523800.250.250110.66670.62.85417011.082e+131.932e+12-0.1602100000
300.4523800.250.250110.66670.62.7647101112621358480005533980546000.1600000
31NA
1150.709520.80.501110.66670.52.5294156.2907.883294e+126.13698e+110.13140.725140.725168.87140.725142.3804889
1160.709520.80.501110.66670.62.52941009.752477e+123.64496e+110.1300000
1170.2857100.5000.333310.16670.11.7916700218251524639104211274720.0100000
1180.3611100.250.250.5110.16670.41.875001.76001e+11141995452600.03500000
1190.500.7500.750.666710.33330.21.88235003.2696e+11130485755360.006100000
1200.4642900.500.750.666710.33330.21.88235003.66053e+11103139436010.011500000
1210.42857000.50.51100.32.062500148540732335332772764370.437500000
1220.194440000110.16670.32.3125001.48541e+11332772764370.23300000
1230.2142900000.333310.16670.12.52941201.56993e+11500069054420.197255655.05882
1240.4047600.500110.33330.32.52941003.62679e+11475882677930.027800000
1250.2142900000.333310.16670.11.875001710689375000298559380000.1100000
1260.0833300000.333310.166701.94118001503500075000272285980000.0900000
1270.2142900000.333310.16670.11.8666700551612233600015294159590.02600000
1280.2142900000.333310.1670.11.86667015512452937000225319391000-0.03100000
1290.6547600.750.750.750.666710.66670.52.25190.90909022383906230705512676763060.34286.363635381.81818572.72727477.272725429.5454525
1300.4305600.50.50.250.666710.66670.22.11765436.8932026061941575602766204156500.24728.156789644946.6033896441310.67961092.233925.18688498
1310.697620.80.2501110.83330.62.11765457.31707033433048640105081529734760.25685.9756051067.071638941371.951211143.292675968.437493285
1320.697620.80.2501110.83330.62.11765468.5032486875000004962125000000.17702.751093.1651051405.51171.25992.119025
1330.740480.60.750.750.75110.33330.32.3757401.8253817e+133.433645e+120.14123.33358172.66642222185175.75
1340.622220.40.50.50.5110.83330.72.235296002278897126710034017054726900.03109.9998139.9998180150134.1174
1350.676190.40.50.50.5110.83330.72.2941244.475611282478451984003982529775960-7e-0481.5384700813111.189025133.42683111.189025102.032386413
1360.676190.40.50.50.5110.833330.72.2941201286294036500004158715150000-0.031500000
1370.780950.8111010.66670.62.37510192127751000085076059000-0.043418.333321.6667302523.75
1380.744440.8111010.66670.52.2941201107394174048077320387839.2-0.151600000
1390.90.8111110.50.52.294120015173170668001033780483460.006500000
1400.90.8111110.50.52.29412011552375000006.4325e+10-0.200200000
1410000000002.14583005.44282e+11237528195240.248500000
1420000000001.88235003.89007e+11557825390000.199800000
1430.0952400000.66670001.875500765881409376722981363150.03979091.666550112.593.75
1440.0952400000.66670001.87580897281657710420221840000.179214.414.6666481815

Summary Statistics


In [101]:
library(stargazer)

In [102]:
summary(data)


Out[102]:
      Firm            Year           CEI           BRIB_CORR     
 Min.   : 1.00   Min.   :2011   Min.   :0.0000   Min.   :0.0000  
 1st Qu.: 9.75   1st Qu.:2012   1st Qu.:0.3051   1st Qu.:0.0000  
 Median :18.50   Median :2012   Median :0.4702   Median :0.0000  
 Mean   :18.50   Mean   :2012   Mean   :0.4814   Mean   :0.2542  
 3rd Qu.:27.25   3rd Qu.:2013   3rd Qu.:0.6958   3rd Qu.:0.6000  
 Max.   :36.00   Max.   :2014   Max.   :0.9524   Max.   :1.0000  
    BUSS_ETH        FAIR_COMP        POL_CONTR        INDIG_PPL     
 Min.   :0.0000   Min.   :0.0000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.0000   1st Qu.:0.0000   1st Qu.:0.0000   1st Qu.:0.6667  
 Median :0.5000   Median :0.0000   Median :0.0000   Median :1.0000  
 Mean   :0.4462   Mean   :0.2708   Mean   :0.3316   Mean   :0.7865  
 3rd Qu.:0.7500   3rd Qu.:0.5000   3rd Qu.:0.7500   3rd Qu.:1.0000  
 Max.   :1.0000   Max.   :1.0000   Max.   :1.0000   Max.   :1.0000  
   IND_EC_IMP        X0TH_ENG         ALT_CEI          BRD_EFFC    
 Min.   :0.0000   Min.   :0.0000   Min.   :0.0000   Min.   :1.458  
 1st Qu.:1.0000   1st Qu.:0.3332   1st Qu.:0.3000   1st Qu.:2.059  
 Median :1.0000   Median :0.5000   Median :0.5000   Median :2.235  
 Mean   :0.8681   Mean   :0.5060   Mean   :0.4361   Mean   :2.231  
 3rd Qu.:1.0000   3rd Qu.:0.6667   3rd Qu.:0.6000   3rd Qu.:2.412  
 Max.   :1.0000   Max.   :1.0000   Max.   :0.8000   Max.   :2.882  
    BRD_INDP        BRD_MEET        BRD_SIZE      BRD_COMPT    
 Min.   :1.167   Min.   :1.000   Min.   :1.00   Min.   :1.750  
 1st Qu.:1.833   1st Qu.:2.000   1st Qu.:1.00   1st Qu.:2.500  
 Median :1.833   Median :2.333   Median :3.00   Median :2.500  
 Mean   :1.960   Mean   :2.333   Mean   :2.09   Mean   :2.525  
 3rd Qu.:2.167   3rd Qu.:2.667   3rd Qu.:3.00   3rd Qu.:2.500  
 Max.   :3.000   Max.   :3.000   Max.   :3.00   Max.   :3.000  
    DIVIDEND            LOSS          TOT_ASSETS            SLACK          
 Min.   :   0.00   Min.   :0.0000   Min.   :9.957e+07   Min.   :2.649e+06  
 1st Qu.:   0.00   1st Qu.:0.0000   1st Qu.:7.557e+11   1st Qu.:4.009e+10  
 Median :   0.00   Median :0.0000   Median :3.332e+12   Median :3.073e+11  
 Mean   :  70.24   Mean   :0.3125   Mean   :2.508e+24   Mean   :2.794e+24  
 3rd Qu.:  50.00   3rd Qu.:1.0000   3rd Qu.:1.348e+13   3rd Qu.:1.597e+12  
 Max.   :1666.00   Max.   :1.0000   Max.   :3.611e+26   Max.   :4.023e+26  
      ROE             BRD_INDP_DIV      BRD_MEET_DIV     BRD_SIZE_DIV   
 Min.   :-2.030000   Min.   :   0.00   Min.   :   0.0   Min.   :   0.0  
 1st Qu.:-0.001275   1st Qu.:   0.00   1st Qu.:   0.0   1st Qu.:   0.0  
 Median : 0.045330   Median :   0.00   Median :   0.0   Median :   0.0  
 Mean   : 0.036846   Mean   : 147.22   Mean   : 180.4   Mean   : 203.5  
 3rd Qu.: 0.172300   3rd Qu.:  92.01   3rd Qu.: 125.0   3rd Qu.: 100.0  
 Max.   : 0.741000   Max.   :4442.67   Max.   :4998.0   Max.   :4998.0  
 BRD_COMPT_DIV   BRD_EFFC_DIV   
 Min.   :   0   Min.   :   0.0  
 1st Qu.:   0   1st Qu.:   0.0  
 Median :   0   Median :   0.0  
 Mean   : 182   Mean   : 172.0  
 3rd Qu.: 125   3rd Qu.: 110.6  
 Max.   :4165   Max.   :4606.0  

Plotting


In [62]:
library("ggplot2")

In [63]:
qplot( y = data$TOBINQ, x = data$SIZE)


Error in exists(name, envir = env, mode = mode): argument "env" is missing, with no default

Regression


In [66]:
library("plm")

In [104]:
data_panel <- pdata.frame(data, index = c("Firm", "Year"), drop.index =  TRUE, row.names = TRUE)

In [105]:
head(data_panel)


Out[105]:
CEIBRIB_CORRBUSS_ETHFAIR_COMPPOL_CONTRINDIG_PPLIND_EC_IMPX0TH_ENGALT_CEIBRD_EFFCellip.hDIVIDENDLOSSTOT_ASSETSSLACKROEBRD_INDP_DIVBRD_MEET_DIVBRD_SIZE_DIVBRD_COMPT_DIVBRD_EFFC_DIV
1-20110.5714300.50.50.250.25110.72.530.3505.144545e+135.081927e+120.2260.775.87591.0575.87575.875
1-20120.5476200.250.250.5110.83330.52.3529455.8252406.497336e+134.857942e+120.14193.04225158.1713167.4757139.5631131.3534
1-20130.5238100.50.250.25110.66670.52.2352915.3658508.212195e+138.308451e+120.07428.1706735.853646.0975538.4146334.34713
1-20140.5238100.50.250.25110.66670.52.1764729.37508.0175e+139.3156e+120.05644.062573.437588.12573.437563.93381
2-20110.488100.50.750110.16670.32.26458002.301384e+123.59163e+110.056900000
2-20120.738101110.66710.50.52.17647012.903932e+12152631066954-0.077300000

In [69]:
tabel2_reg1 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT, data = data_panel, model = "within" )
tabel2_reg2 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg3 <- plm(BRIB_CORR ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg4 <- plm(BUSS_ETH ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg5 <- plm(FAIR_COMP ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg6 <- plm(POL_CONTR ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg7 <- plm(INDIG_PPL ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg8 <- plm(IND_EC_IMP ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel2_reg9 <- plm(X0TH_ENG ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )

In [ ]:


In [70]:
library(lmtest)
summary(tabel2_reg2)


Error in crossprod(t(X), beta): non-conformable arguments

In [71]:
tabel3_reg2 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND +  LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel3_reg2 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND + BRD_INDP_DIV + LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel3_reg3 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND + BRD_MEET_DIV +LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel3_reg4 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND + BRD_SIZE_DIV +LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )
tabel3_reg5 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND + BRD_COMPT_DIV +LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within" )

In [72]:
# tabel3_reg51 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT + DIVIDEND + BRD_COMPT_DIV +LOSS + TOT_ASSETS + SLACK + ROE , data = data_panel, model = "within",
#                    vcovHC = c(type = c("HC0", "HC1", "HC2", "HC3", "HC4"),
# cluster = c("group","time"),
# diagonal = FALSE ))
# summary(tabel3_reg51)
robust1 <- coeftest(tabel2_reg2, vcov=function(x) vcovHC(x, method="arellano",
 type="HC1", cluster="group"))
robust2 <- coeftest(tabel2_reg3, vcov=function(x) vcovHC(x, method="arellano",
 type="HC1", cluster="group"))


Error in solve.default(crossprod(demX)): system is computationally singular: reciprocal condition number = 9.39067e-54
Error in solve.default(crossprod(demX)): system is computationally singular: reciprocal condition number = 9.39067e-54

In [73]:
summary(tabel3_reg5)


Error in crossprod(t(X), beta): non-conformable arguments

In [74]:
names(data)


Out[74]:
  1. 'X'
  2. 'Firm'
  3. 'Year'
  4. 'CEI'
  5. 'BRIB_CORR'
  6. 'BUSS_ETH'
  7. 'FAIR_COMP'
  8. 'POL_CONTR'
  9. 'INDIG_PPL'
  10. 'IND_EC_IMP'
  11. 'X0TH_ENG'
  12. 'ALT_CEI'
  13. 'BRD_EFFC'
  14. 'BRD_INDP'
  15. 'BRD_MEET'
  16. 'BRD_SIZE'
  17. 'BRD_COMPT'
  18. 'DIVIDEND'
  19. 'LOSS'
  20. 'TOT_ASSETS'
  21. 'SLACK'
  22. 'ROE'
  23. 'BRD_INDP_DIV'
  24. 'BRD_MEET_DIV'
  25. 'BRD_SIZE_DIV'
  26. 'BRD_COMPT_DIV'
  27. 'BRD_EFFC_DIV'

In [75]:
vcovHC(tabel2_reg2 , method = c("arellano", "white1", "white2"),
                        type = c("HC0", "HC1", "HC2", "HC3", "HC4"),
                        cluster = c("group","time"))


Error in solve.default(crossprod(demX)): system is computationally singular: reciprocal condition number = 9.39067e-54

In [ ]:
tabel4_reg1 <- plm(CEI ~ BRD_EFFC +  DIVIDEND +  LOSS + TOT_ASSETS + SLACK + ROE, data = data_panel, model = "within" )
tabel4_reg2 <- plm(ALT_CEI ~ BRD_EFFC +  DIVIDEND +  LOSS + TOT_ASSETS + SLACK + ROE, data = data_panel, data = data_panel, model = "within" )
tabel4_reg3 <- plm(CEI ~ BRD_EFFC +  DIVIDEND + BRD_EFFC_DIV + LOSS + TOT_ASSETS + SLACK + ROE, data = data_panel, model = "within" )
tabel4_reg4 <- plm(ALT_CEI ~ BRD_EFFC +  DIVIDEND + BRD_EFFC_DIV + LOSS + TOT_ASSETS + SLACK + ROE, data = data_panel, model = "within" )
tabel4_reg5 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT, data = data_panel, model = "within" )
tabel4_reg6 <- plm(CEI ~ BRD_INDP + BRD_MEET + BRD_SIZE + BRD_COMPT, data = data_panel, model = "within" )

Coba Regresi Billy

Hausman Test: H0: RE vs H1: FE


In [76]:
skripsi.fe <- plm(TOBINQ ~ PDEBT + LogAssets + LEV + LIQ + INTCOV + PROF + DR + GROWTH + FIRMAGE, data = data_panel, model = "within")
skripsi.re <- plm(TOBINQ ~ PDEBT + LogAssets + LEV + LIQ + INTCOV + PROF + DR + GROWTH + FIRMAGE, data = data_panel, model = "random")


Error in eval(expr, envir, enclos): object 'TOBINQ' not found
Error in eval(expr, envir, enclos): object 'TOBINQ' not found

In [77]:
summary(skripsi.fe)


Error in summary(skripsi.fe): object 'skripsi.fe' not found

In [78]:
summary(skripsi.re)


Error in summary(skripsi.re): object 'skripsi.re' not found

In [79]:
phtest( skripsi.fe, skripsi.re)


Error in phtest(skripsi.fe, skripsi.re): object 'skripsi.fe' not found

Hausman menghasilkan penggunaan Fixed Effect







Poolability Test


In [80]:
pooltest.billy <- pooltest(TOBINQ ~ PDEBT + FIRMAGE + LIQ, data = data_panel, model="within")


Error in eval(expr, envir, enclos): object 'TOBINQ' not found

In [81]:
pooltest.billy


Error in eval(expr, envir, enclos): object 'pooltest.billy' not found

Bruesch Pagan Test


In [82]:
pool_rergression <- plm(TOBINQ ~ PDEBT + SIZE + LEV + LIQ + INTCOV + PROF + DR + GROWTH + FIRMAGE, data = data_panel, model="pooling")
bpagan_test <- plmtest(pool_rergression,effect="twoways",type="bp")


Error in eval(expr, envir, enclos): object 'TOBINQ' not found
Error in plmtest(pool_rergression, effect = "twoways", type = "bp"): object 'pool_rergression' not found

In [83]:
bpagan_test


Error in eval(expr, envir, enclos): object 'bpagan_test' not found

BP Test significant dan Hausman significant, sehinggga menggunakan Fixed effect


In [84]:
summary(skripsi.fe)


Error in summary(skripsi.fe): object 'skripsi.fe' not found

In [85]:
summary(data_panel)


Out[85]:
       X               CEI           BRIB_CORR         BUSS_ETH     
 Min.   :  0.00   Min.   :0.0000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.: 35.75   1st Qu.:0.3051   1st Qu.:0.0000   1st Qu.:0.0000  
 Median : 71.50   Median :0.4702   Median :0.0000   Median :0.5000  
 Mean   : 71.50   Mean   :0.4814   Mean   :0.2542   Mean   :0.4462  
 3rd Qu.:107.25   3rd Qu.:0.6958   3rd Qu.:0.6000   3rd Qu.:0.7500  
 Max.   :143.00   Max.   :0.9524   Max.   :1.0000   Max.   :1.0000  
   FAIR_COMP        POL_CONTR        INDIG_PPL        IND_EC_IMP    
 Min.   :0.0000   Min.   :0.0000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.0000   1st Qu.:0.0000   1st Qu.:0.6667   1st Qu.:1.0000  
 Median :0.0000   Median :0.0000   Median :1.0000   Median :1.0000  
 Mean   :0.2708   Mean   :0.3316   Mean   :0.7865   Mean   :0.8681  
 3rd Qu.:0.5000   3rd Qu.:0.7500   3rd Qu.:1.0000   3rd Qu.:1.0000  
 Max.   :1.0000   Max.   :1.0000   Max.   :1.0000   Max.   :1.0000  
    X0TH_ENG         ALT_CEI          BRD_EFFC        BRD_INDP    
 Min.   :0.0000   Min.   :0.0000   Min.   :1.458   Min.   :1.167  
 1st Qu.:0.3332   1st Qu.:0.3000   1st Qu.:2.059   1st Qu.:1.833  
 Median :0.5000   Median :0.5000   Median :2.235   Median :1.833  
 Mean   :0.5060   Mean   :0.4361   Mean   :2.231   Mean   :1.960  
 3rd Qu.:0.6667   3rd Qu.:0.6000   3rd Qu.:2.412   3rd Qu.:2.167  
 Max.   :1.0000   Max.   :0.8000   Max.   :2.882   Max.   :3.000  
    BRD_MEET        BRD_SIZE      BRD_COMPT        DIVIDEND      
 Min.   :1.000   Min.   :1.00   Min.   :1.750   Min.   :   0.00  
 1st Qu.:2.000   1st Qu.:1.00   1st Qu.:2.500   1st Qu.:   0.00  
 Median :2.333   Median :3.00   Median :2.500   Median :   0.00  
 Mean   :2.333   Mean   :2.09   Mean   :2.525   Mean   :  70.24  
 3rd Qu.:2.667   3rd Qu.:3.00   3rd Qu.:2.500   3rd Qu.:  50.00  
 Max.   :3.000   Max.   :3.00   Max.   :3.000   Max.   :1666.00  
      LOSS          TOT_ASSETS            SLACK                ROE           
 Min.   :0.0000   Min.   :9.957e+07   Min.   :2.649e+06   Min.   :-2.030000  
 1st Qu.:0.0000   1st Qu.:7.557e+11   1st Qu.:4.009e+10   1st Qu.:-0.001275  
 Median :0.0000   Median :3.332e+12   Median :3.073e+11   Median : 0.045330  
 Mean   :0.3125   Mean   :2.508e+24   Mean   :2.794e+24   Mean   : 0.036846  
 3rd Qu.:1.0000   3rd Qu.:1.348e+13   3rd Qu.:1.597e+12   3rd Qu.: 0.172300  
 Max.   :1.0000   Max.   :3.611e+26   Max.   :4.023e+26   Max.   : 0.741000  
  BRD_INDP_DIV      BRD_MEET_DIV     BRD_SIZE_DIV    BRD_COMPT_DIV 
 Min.   :   0.00   Min.   :   0.0   Min.   :   0.0   Min.   :   0  
 1st Qu.:   0.00   1st Qu.:   0.0   1st Qu.:   0.0   1st Qu.:   0  
 Median :   0.00   Median :   0.0   Median :   0.0   Median :   0  
 Mean   : 147.22   Mean   : 180.4   Mean   : 203.5   Mean   : 182  
 3rd Qu.:  92.01   3rd Qu.: 125.0   3rd Qu.: 100.0   3rd Qu.: 125  
 Max.   :4442.67   Max.   :4998.0   Max.   :4998.0   Max.   :4165  
  BRD_EFFC_DIV   
 Min.   :   0.0  
 1st Qu.:   0.0  
 Median :   0.0  
 Mean   : 172.0  
 3rd Qu.: 110.6  
 Max.   :4606.0  
















In [86]:
qplot(y = data$LogTobinsQ, x = data$LIQ, geom = c("point", "smooth"), method = lm)


Error in exists(name, envir = env, mode = mode): argument "env" is missing, with no default

In [87]:
var(data$LIQ)


Error in var(data$LIQ): 'x' is NULL

In [88]:
var(data$TOBINQ)


Error in var(data$TOBINQ): 'x' is NULL

In [89]:
qplot(data$TOBINQ)


Error in exists(name, envir = env, mode = mode): argument "env" is missing, with no default

In [90]:
skripsi.try1 <- plm(log(TOBINQ) ~ PDEBT + log(SIZE) + log(LEV) + log(LIQ) + log(INTCOV) + log(PROF) + DR + log(GROWTH) + FIRMAGE + y1 + y2 + y3 , data = data_panel, model = "within")


Error in eval(expr, envir, enclos): object 'TOBINQ' not found

In [91]:
summary(skripsi.try1)


Error in summary(skripsi.try1): object 'skripsi.try1' not found

In [92]:
install.packages("R2wd")


Installing package into ‘/home/qbits7/R/x86_64-pc-linux-gnu-library/3.2’
(as ‘lib’ is unspecified)
Error in contrib.url(repos, type): trying to use CRAN without setting a mirror

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