Pembahasan Ujian PAI: A50 – No. 18 – Mei 2018

\({Y_i} = \alpha + \beta {X_i} + {\varepsilon _i}\)

Diberikan beberapa asumsi di bawah:

1. Hubungan antara Y dan X merupakan linear
2. X merupakan sebuah variabel stokastik yang memiliki angka tidak pasti
3. Nilai harapan dari error \(\left( \varepsilon \right)\) adalah nol \(E\left[ \varepsilon \right] = 0\),
4. Error memiliki konstan varians untuk semua observasi \(E\left[ {{\varepsilon ^2}} \right] = {\sigma ^2}\),
5. Error menyebar secara seragam

1. The relationship between Y and X is linear
2. The X’s are nonstcochastic variable whose values are fixed
3. The error has zero expected value: \(E\left( \varepsilon \right) = 0\)
4. The error term has constant variance for all observations, i.e., \(E\left( {{\varepsilon ^2}} \right) = {\sigma ^2}\)
5. The random variables are statistically independent. Thus, \(E\left( {{\varepsilon _i}{\varepsilon _j}} \right) = 0\) for all \(i \ne j\)
6. The error term is normally distributed

Sumber: Econometric Models and Economic Forecasts (Fourth Edition), 1998, by Pindyck, R.S. and
Rubinfeld,D.L., Halaman 58-59