TEKNIK ESTIMASI PARAMETER DAN KOMPONEN ERROR PADA DATA PANEL TIDAK LENGKAP DENGAN METODE FEASIBLE GENERALIZED LEAST SQUARE (FGLS)

Unisda Journal of Mathematics and Computer Science

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Title TEKNIK ESTIMASI PARAMETER DAN KOMPONEN ERROR PADA DATA PANEL TIDAK LENGKAP DENGAN METODE FEASIBLE GENERALIZED LEAST SQUARE (FGLS)
 
Creator Astutik, Yayuk Setyaning
 
Description Unbalanced panel data classified in fixed effect and random effect with one-way and two-way. Dummy variable used to determine differences the intercept on the classification individual or time units with assuming the intercept varies between individuals and time, whereas the slope is constant. For the random effects, differences in characteristics individual and time accommodated on the error component model with unknown error covariance matrix. The method used for one-way is Feasible Generalized Least Square (FGLS). Modifications ANOVA by Wallace and Hussain used for variance component estimation on the error covariance matrix. Components Estimation of variance on the error covariance matrix using the OLS residuals as components of quadratic forms and equating to expectations. In this case study the factors that affect cash dividend represented by ROI, Cash Ratio, Current Ratio, Debt Total Assets, Earning Per Share, Debt Equity Ratio and Dividend Payout Ratio in the period 2012-2017 with 36 of consumer goods manufacturing company in IDX.
 
Publisher Mathematics Department of Mathematics and Natural Sciences Unisda Lamongan
 
Date 2018-06-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://e-jurnal.unisda.ac.id/index.php/ujmc/article/view/831
 
Source Unisda Journal of Mathematics and Computer Science (UJMC); Vol 4 No 1 (2018): Unisda Journal of Mathematics and Computer Science; 27-38
2579-907X
2460-3333
 
Language eng
 
Relation http://e-jurnal.unisda.ac.id/index.php/ujmc/article/view/831/492
 
Rights Copyright (c) 2018 Unisda Journal of Mathematics and Computer Science (UJMC)
http://creativecommons.org/licenses/by-sa/4.0
 

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