20:08
Unknown
Silabi
Analisis
Data Multivariate
Tujuan: Membekali
mahasiswa dengan pengetahuan teoritikal yang terkait dengan penganalisisan data
statistik. Oleh karena itu, pembahasannya
difokuskan pada aspek ontologis, epistemologis, dan aksiologis dari
masing-masing metode statistik yang diperkirakan berkemampuan untuk memecahkan permasalahan
penelitian yang memerlukan alat-alat statistik.
Program: Diskusi, term paper, ujian.
Dosen:
Literatur::
Gujarati,
Damodar N. 2006. Essentials of Econometrics. 3th edition.
Hair, Jr., J.F.,
Anderson, R.E., Tatham, R.L., & Black, W.C. 1998. Multivariate Data
Analysis, with Reading. 4th edition. Prentice Hall International
INC.
Silabi:
No
|
Topik
|
Kelompok
|
1
|
Introduction
|
Dosen
|
2
|
Factor
analysis, artikel
Multiple
regression analysis, artikel
|
Mahasiswa
|
3
|
Log regression
model, artikel
Multiple
discriminant analysis, artikel*
|
Mahasiswa
|
4
|
Multivariate
analysis of variance, artikel
Conjoint
analysis, artikel
|
Mahasiswa
|
5
|
Canonical
correlation analysis, artikel
Cluster analysis, artikel
|
Mahasiswa
|
6
|
Multidimensional
scaling, artikel
Structural
equation modeling, artikel
|
Mahasiswa
|
7
|
Chapter 1: The nature and scope of
econometrics
Chapter 2: Review of statistics 1:
probability and probability distribution
Chapter 3: characteristics of probability
distribution.
Chapter 4: some important probability
distribution.
|
Mahasiswa
|
8
|
Chapter 5: Estimation and hypothesis
testing.
Chapter 6: Basic ideas of linier regression: the
two-variable model
Chapter 7: the two-variable model:
Hypothesis testing.
Chapter 8: Multiple-regression:
Estimation and hypothesis testing.
|
Mahasiswa
|
9
|
Chapter 9: Functional forms of regression
models
Chapter 10:
Dummy variable regression model
|
Mahasiswa
|
10
|
Chapter 11: Model selection: criteria and
test.
Chapter 12: Multicollinearity
|
Mahasiswa
|
11
|
Chapter 13: Heteroskedasticity
Chapter 14: Autocorrelation
|
Mahasiswa
|
12
|
Chapter 15: Simultaneous Equation Model
Chapter 16: Selected topics in single
equation regression model
|
Mahasiswa
|
13-14
|
Aplications
|
Prof. Dr. Imam Ghozali
|
Catatan: * tidak termasuk pembahasan log regression model
