Perbandingan FEM Within, LSDV, dan Between Model pada Pendugaan Jumlah Kematian COVID-19 (Jan-Jul 2020)
Pemilihan model FEM tetap berdasarkan Uji Chow dan Uji Hausman
Anggota:
- Aprilia Permata Putri (G1401201002)
- Dhiya Ulayya Tsabitah (G1401201013)
- Muhammad Nachnoer Novatron Fitra Arss (G1401201014)
- Fikri Omar Hidayat (G1401201019)
- Indri Ramdani (G1401201036)
- Angelika Anggreni Batubara (G1401201040)
Package
lapply(c("readxl","plm","lmtest","dplyr","tseries","caret","broom","lmerTest","kableExtra","kSamples","hrbrthemes","ggcorrplot"),library,character.only=T)[[1]]
## [1] "readxl" "stats" "graphics" "grDevices" "utils" "datasets"
## [7] "methods" "base"
Data
data<-read_excel("D:/Users/Documents/ADP/full_grouped.xlsx")
kable(head(data,20),caption="Data")
| Date | Country | Confirmed | Deaths | Recovered | New.cases | WHO.Region |
|---|---|---|---|---|---|---|
| 2020-01-22 | Afghanistan | 0 | 0 | 0 | 0 | Eastern Mediterranean |
| 2020-01-22 | Albania | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Algeria | 0 | 0 | 0 | 0 | Africa |
| 2020-01-22 | Andorra | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Angola | 0 | 0 | 0 | 0 | Africa |
| 2020-01-22 | Antigua and Barbuda | 0 | 0 | 0 | 0 | Americas |
| 2020-01-22 | Argentina | 0 | 0 | 0 | 0 | Americas |
| 2020-01-22 | Armenia | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Australia | 0 | 0 | 0 | 0 | Western Pacific |
| 2020-01-22 | Austria | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Azerbaijan | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Bahamas | 0 | 0 | 0 | 0 | Americas |
| 2020-01-22 | Bahrain | 0 | 0 | 0 | 0 | Eastern Mediterranean |
| 2020-01-22 | Bangladesh | 0 | 0 | 0 | 0 | South-East Asia |
| 2020-01-22 | Barbados | 0 | 0 | 0 | 0 | Americas |
| 2020-01-22 | Belarus | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Belgium | 0 | 0 | 0 | 0 | Europe |
| 2020-01-22 | Belize | 0 | 0 | 0 | 0 | Americas |
| 2020-01-22 | Benin | 0 | 0 | 0 | 0 | Africa |
| 2020-01-22 | Bhutan | 0 | 0 | 0 | 0 | South-East Asia |
range(data$Date)
## [1] "2020-01-22 UTC" "2020-07-27 UTC"
Eksplorasi
Corrplot
ggcorrplot(cor(data[,c(4,3,5,6)]),colors=c("red","white","navyblue"),
lab=T,lab_col="white",type="lower")
Linechart
area<-data.frame(Date=data$Date,Value=c(data$Confirmed,
data$Recovered,data$New.cases,
data$Deaths),
Var=c(rep("Confirmed",nrow(data)),rep("Recovered",nrow(data)),
rep("New cases",nrow(data)),rep("Deaths",nrow(data))),
Region=data$WHO.Region)
ggplot(area,aes(x=Date,y=Value/1000,color=Var))+geom_smooth(alpha=0.44,size=1.4,se=F)+
scale_color_brewer(palette="PuOr")+
theme_ipsum_rc(grid=F,axis_title_just = "center", axis_text_size = 12,
axis_title_size =13)+labs(x="\nDate",
y="Jumlah (ribu jiwa)\n",
col="Status")+facet_wrap(~Region)
Common Effect Model WLS
w<-1/data$Recovered
w<-ifelse(w==Inf,mean(w[which(w!=Inf)]),w)
wls<-lm(Deaths~Confirmed+Recovered+New.cases,
data=data,weights=w,
index=c("WHO.Region","Date"));summary(wls)
## Warning: In lm.wfit(x, y, w, offset = offset, singular.ok = singular.ok,
## ...) :
## extra argument 'index' will be disregarded
##
## Call:
## lm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## weights = w, index = c("WHO.Region", "Date"))
##
## Weighted Residuals:
## Min 1Q Median 3Q Max
## -390.44 -1.61 0.73 0.94 537.54
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -3.547144 0.712016 -4.982 6.33e-07 ***
## Confirmed 0.087075 0.000136 640.105 < 2e-16 ***
## Recovered -0.060971 0.001796 -33.949 < 2e-16 ***
## New.cases -0.298977 0.006635 -45.062 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 34.97 on 35152 degrees of freedom
## Multiple R-squared: 0.9361, Adjusted R-squared: 0.9361
## F-statistic: 1.716e+05 on 3 and 35152 DF, p-value: < 2.2e-16
Fixed Effect Within Model
fe<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="within",
index=c("WHO.Region","Date"));summary(fe)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "within", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66799.772 -768.456 -64.485 31.606 29853.518
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## Confirmed 0.06644544 0.00029206 227.503 < 2.2e-16 ***
## Recovered -0.03027987 0.00051674 -58.598 < 2.2e-16 ***
## New.cases -0.54035116 0.01113208 -48.540 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9035e+12
## Residual Sum of Squares: 2.7343e+11
## R-Squared: 0.85635
## Adj. R-Squared: 0.85632
## F-statistic: 69842.4 on 3 and 35147 DF, p-value: < 2.22e-16
#Fixed Effect LSDV Model Without Intercept
lsdv<-lm(Deaths~Confirmed+Recovered+New.cases+factor(Date)+factor(WHO.Region)-1,
data=data,na.action = na.omit,
index=c("WHO.Region","Date"));summary(lsdv)
## Warning: In lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) :
## extra argument 'index' will be disregarded
##
## Call:
## lm(formula = Deaths ~ Confirmed + Recovered + New.cases + factor(Date) +
## factor(WHO.Region) - 1, data = data, na.action = na.omit,
## index = c("WHO.Region", "Date"))
##
## Residuals:
## Min 1Q Median 3Q Max
## -66026 -555 -200 202 30052
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## Confirmed 6.637e-02 2.923e-04 227.066 < 2e-16
## Recovered -3.017e-02 5.234e-04 -57.640 < 2e-16
## New.cases -5.434e-01 1.118e-02 -48.597 < 2e-16
## factor(Date)2020-01-22 -2.890e+02 2.054e+02 -1.407 0.15941
## factor(Date)2020-01-23 -2.888e+02 2.054e+02 -1.406 0.15978
## factor(Date)2020-01-24 -2.883e+02 2.054e+02 -1.403 0.16049
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## factor(Date)2020-07-17 -1.264e+02 2.055e+02 -0.615 0.53874
## factor(Date)2020-07-18 -1.691e+02 2.056e+02 -0.822 0.41080
## factor(Date)2020-07-19 -2.764e+02 2.056e+02 -1.344 0.17885
## factor(Date)2020-07-20 -3.248e+02 2.056e+02 -1.580 0.11418
## factor(Date)2020-07-21 -2.683e+02 2.056e+02 -1.305 0.19183
## factor(Date)2020-07-22 -1.653e+02 2.056e+02 -0.804 0.42127
## factor(Date)2020-07-23 -1.789e+02 2.056e+02 -0.870 0.38426
## factor(Date)2020-07-24 -2.135e+02 2.056e+02 -1.039 0.29901
## factor(Date)2020-07-25 -3.173e+02 2.056e+02 -1.543 0.12282
## factor(Date)2020-07-26 -4.943e+02 2.057e+02 -2.403 0.01628
## factor(Date)2020-07-27 -4.483e+02 2.057e+02 -2.180 0.02930
## factor(WHO.Region)Americas 3.658e+02 4.564e+01 8.016 1.13e-15
## factor(WHO.Region)Eastern Mediterranean -1.467e+02 5.241e+01 -2.798 0.00514
## factor(WHO.Region)Europe 8.163e+02 4.010e+01 20.358 < 2e-16
## factor(WHO.Region)South-East Asia -1.272e+02 7.090e+01 -1.795 0.07271
## factor(WHO.Region)Western Pacific 4.910e-01 5.871e+01 0.008 0.99333
##
## Confirmed ***
## Recovered ***
## New.cases ***
## factor(Date)2020-01-22
## factor(Date)2020-01-23
## factor(Date)2020-01-24
## factor(Date)2020-01-25
## factor(Date)2020-01-26
## factor(Date)2020-01-27
## factor(Date)2020-01-28
## factor(Date)2020-01-29
## factor(Date)2020-01-30
## factor(Date)2020-01-31
## factor(Date)2020-02-01
## factor(Date)2020-02-02
## factor(Date)2020-02-03
## factor(Date)2020-02-04
## factor(Date)2020-02-05
## factor(Date)2020-02-06
## factor(Date)2020-02-07
## factor(Date)2020-02-08
## factor(Date)2020-02-09
## factor(Date)2020-02-10
## factor(Date)2020-02-11
## factor(Date)2020-02-12
## factor(Date)2020-02-13
## factor(Date)2020-02-14
## factor(Date)2020-02-15
## factor(Date)2020-02-16
## factor(Date)2020-02-17
## factor(Date)2020-02-18
## factor(Date)2020-02-19
## factor(Date)2020-02-20
## factor(Date)2020-02-21
## factor(Date)2020-02-22
## factor(Date)2020-02-23
## factor(Date)2020-02-24
## factor(Date)2020-02-25
## factor(Date)2020-02-26
## factor(Date)2020-02-27
## factor(Date)2020-02-28
## factor(Date)2020-02-29
## factor(Date)2020-03-01
## factor(Date)2020-03-02
## factor(Date)2020-03-03
## factor(Date)2020-03-04
## factor(Date)2020-03-05
## factor(Date)2020-03-06
## factor(Date)2020-03-07
## factor(Date)2020-03-08
## factor(Date)2020-03-09
## factor(Date)2020-03-10
## factor(Date)2020-03-11
## factor(Date)2020-03-12
## factor(Date)2020-03-13
## factor(Date)2020-03-14
## factor(Date)2020-03-15
## factor(Date)2020-03-16
## factor(Date)2020-03-17
## factor(Date)2020-03-18
## factor(Date)2020-03-19
## factor(Date)2020-03-20
## factor(Date)2020-03-21
## factor(Date)2020-03-22
## factor(Date)2020-03-23
## factor(Date)2020-03-24
## factor(Date)2020-03-25
## factor(Date)2020-03-26
## factor(Date)2020-03-27
## factor(Date)2020-03-28
## factor(Date)2020-03-29
## factor(Date)2020-03-30
## factor(Date)2020-03-31
## factor(Date)2020-04-01
## factor(Date)2020-04-02
## factor(Date)2020-04-03
## factor(Date)2020-04-04
## factor(Date)2020-04-05
## factor(Date)2020-04-06
## factor(Date)2020-04-07
## factor(Date)2020-04-08
## factor(Date)2020-04-09
## factor(Date)2020-04-10
## factor(Date)2020-04-11
## factor(Date)2020-04-12
## factor(Date)2020-04-13
## factor(Date)2020-04-14
## factor(Date)2020-04-15
## factor(Date)2020-04-16
## factor(Date)2020-04-17
## factor(Date)2020-04-18
## factor(Date)2020-04-19
## factor(Date)2020-04-20
## factor(Date)2020-04-21
## factor(Date)2020-04-22
## factor(Date)2020-04-23
## factor(Date)2020-04-24
## factor(Date)2020-04-25
## factor(Date)2020-04-26
## factor(Date)2020-04-27
## factor(Date)2020-04-28
## factor(Date)2020-04-29
## factor(Date)2020-04-30
## factor(Date)2020-05-01
## factor(Date)2020-05-02
## factor(Date)2020-05-03
## factor(Date)2020-05-04
## factor(Date)2020-05-05
## factor(Date)2020-05-06
## factor(Date)2020-05-07
## factor(Date)2020-05-08
## factor(Date)2020-05-09
## factor(Date)2020-05-10
## factor(Date)2020-05-11
## factor(Date)2020-05-12
## factor(Date)2020-05-13
## factor(Date)2020-05-14
## factor(Date)2020-05-15
## factor(Date)2020-05-16
## factor(Date)2020-05-17
## factor(Date)2020-05-18
## factor(Date)2020-05-19
## factor(Date)2020-05-20
## factor(Date)2020-05-21
## factor(Date)2020-05-22
## factor(Date)2020-05-23
## factor(Date)2020-05-24
## factor(Date)2020-05-25
## factor(Date)2020-05-26
## factor(Date)2020-05-27
## factor(Date)2020-05-28
## factor(Date)2020-05-29
## factor(Date)2020-05-30 .
## factor(Date)2020-05-31
## factor(Date)2020-06-01
## factor(Date)2020-06-02
## factor(Date)2020-06-03
## factor(Date)2020-06-04
## factor(Date)2020-06-05
## factor(Date)2020-06-06
## factor(Date)2020-06-07
## factor(Date)2020-06-08
## factor(Date)2020-06-09
## factor(Date)2020-06-10
## factor(Date)2020-06-11
## factor(Date)2020-06-12
## factor(Date)2020-06-13
## factor(Date)2020-06-14
## factor(Date)2020-06-15
## factor(Date)2020-06-16
## factor(Date)2020-06-17
## factor(Date)2020-06-18
## factor(Date)2020-06-19
## factor(Date)2020-06-20
## factor(Date)2020-06-21
## factor(Date)2020-06-22
## factor(Date)2020-06-23
## factor(Date)2020-06-24
## factor(Date)2020-06-25
## factor(Date)2020-06-26
## factor(Date)2020-06-27
## factor(Date)2020-06-28
## factor(Date)2020-06-29
## factor(Date)2020-06-30
## factor(Date)2020-07-01
## factor(Date)2020-07-02
## factor(Date)2020-07-03
## factor(Date)2020-07-04
## factor(Date)2020-07-05
## factor(Date)2020-07-06
## factor(Date)2020-07-07
## factor(Date)2020-07-08
## factor(Date)2020-07-09
## factor(Date)2020-07-10
## factor(Date)2020-07-11
## factor(Date)2020-07-12
## factor(Date)2020-07-13
## factor(Date)2020-07-14
## factor(Date)2020-07-15
## factor(Date)2020-07-16
## factor(Date)2020-07-17
## factor(Date)2020-07-18
## factor(Date)2020-07-19
## factor(Date)2020-07-20
## factor(Date)2020-07-21
## factor(Date)2020-07-22
## factor(Date)2020-07-23
## factor(Date)2020-07-24
## factor(Date)2020-07-25
## factor(Date)2020-07-26 *
## factor(Date)2020-07-27 *
## factor(WHO.Region)Americas ***
## factor(WHO.Region)Eastern Mediterranean **
## factor(WHO.Region)Europe ***
## factor(WHO.Region)South-East Asia .
## factor(WHO.Region)Western Pacific
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2787 on 34960 degrees of freedom
## Multiple R-squared: 0.8641, Adjusted R-squared: 0.8633
## F-statistic: 1134 on 196 and 34960 DF, p-value: < 2.2e-16
Uji Chow
pFtest(fe,wls)#bagusan fe
##
## F test for individual effects
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## F = 4370.4, df1 = 5, df2 = 35147, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Individu dan waktu
plmtest(fe,type="bp",effect="individual") #terdapat pengaruh individu sekaligus waktu
##
## Lagrange Multiplier Test - (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52346, df = 1, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Individu
plmtest(fe,type="bp",effect="individual") #terdapat pengaruh individu
##
## Lagrange Multiplier Test - (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52346, df = 1, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Waktu
plmtest(fe,type="bp",effect="time") #terdapat pengaruh waktu
##
## Lagrange Multiplier Test - time effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 4.9723, df = 1, p-value = 0.02576
## alternative hypothesis: significant effects
#Maka yang digunakan efek twoways Fixed Effect Within Model
Model Fixed Effect Final (Efek Dua Arah)
fetw<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="within",
index=c("WHO.Region","Date"),effect="twoways");summary(fe)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "within", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66799.772 -768.456 -64.485 31.606 29853.518
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## Confirmed 0.06644544 0.00029206 227.503 < 2.2e-16 ***
## Recovered -0.03027987 0.00051674 -58.598 < 2.2e-16 ***
## New.cases -0.54035116 0.01113208 -48.540 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9035e+12
## Residual Sum of Squares: 2.7343e+11
## R-Squared: 0.85635
## Adj. R-Squared: 0.85632
## F-statistic: 69842.4 on 3 and 35147 DF, p-value: < 2.22e-16
REM Individu
re<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="random",
index=c("WHO.Region","Date"));summary(re)
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
## Oneway (individual) effect Random Effect Model
## (Swamy-Arora's transformation)
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "random", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Effects:
## var std.dev share
## idiosyncratic 7779658 2789 0.671
## individual 3810653 1952 0.329
## theta: 0.8964
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66800.8876 -714.3100 -85.0118 1.9869 29860.7354
##
## Coefficients:
## Estimate Std. Error z-value Pr(>|z|)
## (Intercept) 2.5631e+02 1.4355e+02 1.7855 0.07418 .
## Confirmed 6.6450e-02 2.9206e-04 227.5172 < 2e-16 ***
## Recovered -3.0280e-02 5.1675e-04 -58.5972 < 2e-16 ***
## New.cases -5.4051e-01 1.1132e-02 -48.5568 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9039e+12
## Residual Sum of Squares: 2.7349e+11
## R-Squared: 0.85636
## Adj. R-Squared: 0.85634
## Chisq: 209565 on 3 DF, p-value: < 2.22e-16
Uji Efek Individu
plmtest(re,type="bp",effect="individual")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52346, df = 1, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Waktu
plmtest(re,type="bp",effect="time")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - time effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 4.9723, df = 1, p-value = 0.02576
## alternative hypothesis: significant effects
Uji Efek Twoways
plmtest(re,type="bp",effect="twoways") #Maka efek twoways yang akan digunakan
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - two-ways effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52351, df = 2, p-value < 2.2e-16
## alternative hypothesis: significant effects
REM Final (twoways)
re<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="random",
index=c("WHO.Region","Date"),effect="twoways");summary(re)
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
## Twoways effects Random Effect Model
## (Swamy-Arora's transformation)
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## effect = "twoways", model = "random", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Effects:
## var std.dev share
## idiosyncratic 7768419 2787 0.671
## individual 3810712 1952 0.329
## time 0 0 0.000
## theta: 0.8964 (id) 0 (time) 0 (total)
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66800.8805 -714.3496 -84.9904 2.0083 29860.7304
##
## Coefficients:
## Estimate Std. Error z-value Pr(>|z|)
## (Intercept) 2.5631e+02 1.4366e+02 1.7842 0.07439 .
## Confirmed 6.6450e-02 2.9206e-04 227.5173 < 2e-16 ***
## Recovered -3.0280e-02 5.1675e-04 -58.5972 < 2e-16 ***
## New.cases -5.4051e-01 1.1132e-02 -48.5568 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9039e+12
## Residual Sum of Squares: 2.7349e+11
## R-Squared: 0.85636
## Adj. R-Squared: 0.85634
## Chisq: 209565 on 3 DF, p-value: < 2.22e-16
Hausman Test
kable(tidy(phtest(fetw,re)),digits=3,caption="Hausman Test") #tetap bagusan FE twoways
| statistic | p.value | parameter | method | alternative |
|---|---|---|---|---|
| 530.259 | 0 | 3 | Hausman Test | one model is inconsistent |
Berdasarkan uji Hausman, model yang terbaik adalah FEM twoways. Dan dari hasil sebelumnya, performa model FEM LSDV sedikit lebih baik dibandingkan FEM Within, maka model sementara yang dipilih adalah FEM LSDV twoways (menyertakan dummy individu dan waktu)
Between Model
Between Model Time: Efek waktu yang dimasukkan adalah rataan efek individu pada tiap periode waktu
Between Model Individu: Efek waktu yang dimasukkan adalah rataan efek waktu pada tiap individu
Eksplorasi Rataan Peubah Tiap Periode Waktu
ggplot(area,aes(x=Date,y=Value/1000,color=Var))+geom_smooth(alpha=0.44,size=1.4,se=F)+
scale_color_brewer(palette="PuOr")+
theme_ipsum_rc(grid=F,axis_title_just = "center", axis_text_size = 12,
axis_title_size =13)+labs(x="\nDate",
y="Rataan (ribu jiwa)\n",
col="Status")
Eksplorasi Rataan Peubah Tiap Region
ar<-area%>%group_by(Region,Var)%>%summarise(mean=mean(Value/1000))
ggplot(ar,aes(x=reorder(Region,mean),y=mean,fill=Var))+geom_bar(stat="identity")+
scale_fill_brewer(palette = "PuOr")+
theme_ipsum_rc(grid=F,axis_title_just = "center",
axis_title_size = 12)+labs(x="\nRegion",
y="Rataan (ribu jiwa)\n")+coord_polar("y")
Between Time
bt<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="between",
index=c("WHO.Region","Date"),effect="time");summary(bt)
## Oneway (time) effect Between Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## effect = "time", model = "between", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
## Observations used in estimation: 188
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -200.8678 -28.5507 5.8869 21.8934 136.3596
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## (Intercept) -20.0610785 6.6109058 -3.0345 0.002758 **
## Confirmed 0.1244437 0.0014463 86.0427 < 2.2e-16 ***
## Recovered -0.1341790 0.0020540 -65.3269 < 2.2e-16 ***
## New.cases -0.4179313 0.0364848 -11.4550 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 253970000
## Residual Sum of Squares: 470720
## R-Squared: 0.99815
## Adj. R-Squared: 0.99812
## F-statistic: 33030.6 on 3 and 184 DF, p-value: < 2.22e-16
Between Individu
bi<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="between",
index=c("WHO.Region","Date"),effect="individual");summary(bi)
## Oneway (individual) effect Between Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## effect = "individual", model = "between", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
## Observations used in estimation: 6
##
## Residuals:
## Africa Americas Eastern Mediterranean
## 6.8453 -125.4668 -263.5718
## Europe South-East Asia Western Pacific
## 382.7503 162.1161 -162.6732
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## (Intercept) -13.836330 385.623666 -0.0359 0.97464
## Confirmed 0.111137 0.035129 3.1637 0.08706 .
## Recovered -0.048357 0.093253 -0.5186 0.65574
## New.cases -1.903861 1.007163 -1.8903 0.19928
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 6155900
## Residual Sum of Squares: 284500
## R-Squared: 0.95378
## Adj. R-Squared: 0.88446
## F-statistic: 13.7583 on 3 and 2 DF, p-value: 0.068517
Dapat dilihat bahwa Between Model memiliki performa yang jauh lebih baik dibandingkan dengan model FEM within ataupun FEM LSDV. Namun, tidak ada peubah yang signifikan pada Between Individu, meskipun memiliki R-square 0.95, tetapi nilai adjusted R-square nya lebih rendah yaitu 0,88 sedangkan pada Between Time semua peubah signifikan dan baik R-square maupun adjusted R-Square memiliki nilai yang tidak begitu timpang, artinya tidak terjadi pergeseran yang berarti pada performa model ketika terjadi penambahan peubah untuk Between Model dengan efek waktu.
Pengecekan & Uji Asumsi FEM Between (Time)
hist(bt$residuals,freq = F,col="steelblue")
lines(density(bt$residuals),col="coral",lwd=3)
set.seed(123);ad.test(bt$residuals, rnorm(length(bt$residuals), mean=mean(bt$residuals), sd=sd(bt$residuals)))#normal
##
##
## Anderson-Darling k-sample test.
##
## Number of samples: 2
## Sample sizes: 188, 188
## Number of ties: 0
##
## Mean of Anderson-Darling Criterion: 1
## Standard deviation of Anderson-Darling Criterion: 0.75753
##
## T.AD = ( Anderson-Darling Criterion - mean)/sigma
##
## Null Hypothesis: All samples come from a common population.
##
## AD T.AD asympt. P-value
## version 1: 1.465 0.6138 0.1844
## version 2: 1.470 0.6147 0.1844
qqnorm(bt$residuals,col="steelblue")
qqline(rnorm(length(bt$residuals),mean(bt$residuals),sd(bt$residuals)),
col="coral",lwd=3)
kable(tidy(bgtest(bt)),digits=3, caption="Breusch-Godfrey Test")#tidak ada autokol
| statistic | p.value | parameter | method |
|---|---|---|---|
| 2.957 | 0.085 | 1 | Breusch-Godfrey test for serial correlation of order up to 1 |
kable(tidy(gqtest(bt)),sigits=3,caption="Goldfeld Quandt Test")#ragam heterogen
| df1 | df2 | statistic | p.value | method | alternative |
|---|---|---|---|---|---|
| 17574 | 17574 | 1.792534 | 0 | Goldfeld-Quandt test | variance increases from segment 1 to 2 |
Sisaan secara eksploratif cenderung menjulur ke kiri, meskipun cukup bukti dikatakan menyebar normal pada Uji Anderson, tidak ada autokol, tetapi ragam heterogen
Model Final Between Model (time)
Pemodelan dengan transformasi logaritma natural untuk peubah X, dan transformasi kuadratik untuk peubah Y, karena sebaran sisaan secara eksploratif cenderung menjulur ke kiri. Transformasi X dan Y digunakan untuk menangani keadaan ketidaknormalan sisaan sekaligus kondisi linearitas dan heteroskedastisitas
btnew<-plm(Deaths^2~log(Confirmed-min(Confirmed)+1)+log(Recovered-min(Recovered)+1)+log(New.cases-min(Recovered)+1),data=data,model="between", index=c("WHO.Region","Date"),effect="time");summary(btnew)
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
## Oneway (time) effect Between Model
##
## Call:
## plm(formula = Deaths^2 ~ log(Confirmed - min(Confirmed) + 1) +
## log(Recovered - min(Recovered) + 1) + log(New.cases - min(Recovered) +
## 1), data = data, effect = "time", model = "between", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
## Observations used in estimation: 188
##
## Residuals:
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## -50190341 -14039225 -4125714 0 9945573 78219811
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## (Intercept) 13617307 3791755 3.5913 0.0004221 ***
## log(Confirmed - min(Confirmed) + 1) -98581841 9842519 -10.0159 < 2.2e-16 ***
## log(Recovered - min(Recovered) + 1) 74823824 4641561 16.1204 < 2.2e-16 ***
## log(New.cases - min(Recovered) + 1) 106755480 13737075 7.7713 5.304e-13 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 7.7831e+17
## Residual Sum of Squares: 8.8953e+16
## R-Squared: 0.88571
## Adj. R-Squared: 0.88385
## F-statistic: 475.313 on 3 and 184 DF, p-value: < 2.22e-16
Pengecekan Asumsi
hist(btnew$residuals,freq = F,col="steelblue")
lines(density(btnew$residuals),col="coral",lwd=3)
set.seed(123);ad.test(btnew$residuals, rnorm(length(btnew$residuals), mean=mean(btnew$residuals), sd=sd(btnew$residuals)))#normal
##
##
## Anderson-Darling k-sample test.
##
## Number of samples: 2
## Sample sizes: 188, 188
## Number of ties: 0
##
## Mean of Anderson-Darling Criterion: 1
## Standard deviation of Anderson-Darling Criterion: 0.75753
##
## T.AD = ( Anderson-Darling Criterion - mean)/sigma
##
## Null Hypothesis: All samples come from a common population.
##
## AD T.AD asympt. P-value
## version 1: 0.5715 -0.5657 0.6765
## version 2: 0.5690 -0.5688 0.6786
qqnorm(btnew$residuals,col="steelblue")
qqline(rnorm(length(btnew$residuals),mean(btnew$residuals),sd(btnew$residuals)),
col="coral",lwd=3)
kable(tidy(bgtest(btnew)),digits=3, caption="Breusch-Godfrey Test")#tidak ada autokol
| statistic | p.value | parameter | method |
|---|---|---|---|
| 1.849 | 0.174 | 1 | Breusch-Godfrey test for serial correlation of order up to 1 |
kable(tidy(gqtest(btnew)),sigits=3,caption="Goldfeld Quandt Test")#ragam homogen
## Multiple parameters; naming those columns df1, df2
| df1 | df2 | statistic | p.value | method | alternative |
|---|---|---|---|---|---|
| 17574 | 17574 | 0.0272419 | 1 | Goldfeld-Quandt test | variance increases from segment 1 to 2 |
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