Ujian Kompetensi Dasar II

Program Studi Sarjana Teknik Industri Universitas Sebelas Maret

Mata kuliah : Analisis Multivariat

Dosen : Dr. Eko Pujiyanto, S.Si., M.T.
Hari / tanggal : Rabu, 17 April 2019
Waktu : 2 x 24 Jam

Petunjuk
1. Silakan kerjakan dengan berdiskusi dengan rekan yang lain
2. Jawaban harus unik (tidak plagiat) dan kerjakan dengan tulisan tangan
3. Pengolahan data menggunakan komputer
4. Lembar jawab soft copy hasil scan tulisan tangan dan pengolahan data ( file pdf ) diupload melalui
ocw.uns.ac.id paling lambat Jum’at, 19 April 2019 Jam 19.00
5. Lembar jawab hard copy dikumpul di TU Senin, 22 April 2019 Jam 13.00

Perhatian :
Data masing-masing mahasiswa berbeda, ada kemungkinan kesimpulan berbeda

Bagian Konsep
1. Bagaimana caranya menguji asumsi pada analisis regresi ?
2. Jelaskan proses perhitungan mencari koefisien regresi dalam bentuk matriks ?
3. Kapan kita menggunakan regresi linier dan kapan regresi non linier ? Apakah ada kaitannya dengan
pola sisa ?
4. Jelaskan perbedaan antara analisis diskriminan dengan analisis regresi logistik ? Berikan contoh
kasusnya ?
5. Jelaskan tujuan dari Analisis Faktor ? Berikan contoh kasusnya ?
6. Jelaskan perbedaan antara explanatory factor analysis dan confirmatory factor analysis ?
Bagian Hitungan
1. [ Analisis Diskriminan ]
A credit card bank has been in the business for the last 14 years, during the last 2 years their repayment
default has shot up considerably. Even though the bank charges a penalty interest on all late payments,
this high default rate is putting a lot of pressure on the banks recovery mechanism and has now begun
to impact its profitability in this activity. The problem appears to be the credit appraisal mechanism
used by the bank to evaluate credit card applicants at the time of credit card allotment. Hence the bank
desires to revamp its appraisal system using its past experience. To determine this they have conducted
a suitable research. Initially the variables that have an impact on consumers credit worthiness were
identified, these variables were: A. Consumers age. , B. Monthly household income. , C. No of years
married. Historical data was collected from the banks own record and consumers were classified in to
two groups as follows: A. High risk (code = 1) , B. Low Risk (code = 2). This was done based on the
banks experience with the customers during the last two years.
Data
No Risk Age Income Yrs of Marriage
1 2 42 48000 9
2 2 29 36000 5
3 1 22 32000 0
4 1 26 30000 1
5 2 28 35000 6
6 1 36 37200 8
7 2 22 48000 6
8 1 24 12000 4
9 1 26 15000 3
10 2 38 25000 7
11 1 48 24000 6
12 2 36 24000 3
13 1 31 17000 5
14 1 28 14000 3
15 2 33 18000 6

Cara menambah data ( dari 15 data ) , bangkitkan tiga ( 3 ) bilangan random antara 1 sampai dengan
15. Hasil tiga ( 3 ) yang muncul bersesuian data yang ditambah. Misal 3 bilangan yang muncul
adalah 4, 8 dan 14 maka data tersebut ditambahkan. Sehingga terdapat 18 data. Selanjutnya jawab
pertanyaan berikut.

Questions:
a. Build a discriminant model to distinguish between high risk and low risk customers.
b. Determine the classification accuracy of this discriminant model.
c. State the statistical significance of the discriminant function.
d. Which one of the three causative variables is the best discriminator for credit worthiness.
e. Identify a discriminant criterion that would enable the firm to classify future applicants in to high
risk and low risk categories using the discriminant function. Justify your answers.
2. [ Analisis Regresi ]
Salsberry Realty sells homes along the east coast of the U.S. One of the questions most frequently
asked by prospective buyers is: If we purchase this home, how much can we expect to pay to heat it
during the winter? The research department at Salsbury has been asked to develop some guidelines
regarding heating costs for single-family homes. Three variables are thought to relate to the heating
costs:
1) the mean daily outside temperature,
2) the number of inches of insulation in the attic, and
3) the age, in years, of the furnace.
To investigage, Salsbury’s research department selected a random sample of 20 recently sold homes.
It determined the cost to heat each home last January, as well as the January outside temperature in the
region, the number of inches of insulation in the attic, and the age of the furnace.

Data
Home Heating Cost Mean Outside Attic Age of
($) Temperature Insulation Furnace
(OF) (inches) (years)
1 $250 35 3 6
2 360 29 4 10
3 165 36 7 3
4 43 60 6 9
5 92 65 5 6
6 200 30 5 5
7 355 10 6 7
8 290 7 10 10
9 230 21 9 11
10 120 55 2 5
11 73 54 12 4
12 205 48 5 1
13 400 20 5 15
14 320 39 4 7
15 72 60 8 6
16 272 20 5 8
17 94 58 7 3
18 190 40 8 11
19 235 27 9 8
20 139 30 7 5

Cara menambah data ( dari 20 data ) , bangkitkan lima ( 5 ) bilangan random antara 1 sampai
dengan 20. Hasil lima ( 5 ) yang muncul bersesuian data yang ditambah. Misal 5 bilangan yang
muncul adalah 1, 6, 12 , 15 dan 20 maka data tersebut ditambahkan. Sehingga terdapat 25 data.
Selanjutnya jawab pertanyaan berikut.

Questions:
a. What is the dependent variable? What are the independent variables?
b. What is the regression equation?
c. If the mean outside temperature for the month of January is 30 degrees, there are 5 inches of
insulation in the attic, and the furnace is 10 years old, what is the estimated heating cost for
January?
d. What is the regression coefficient for mean outside temperature? What relationship does it have
with heating cost? Explain what happens to heating cost as the outside temperature increases.
e. If we increase temperature by 1 degree and hold the other variables constant, what can we expect
will happen to the heating cost?
f. If the mean temperature in Boston is 25 degrees and it is 35 degrees in Philadelphia, all other
things being the same, what can we expect the difference to be in heating cost?
g. What is the regression coefficient for attic insulation? What relationship does it have with
heating cost?
h. What is the regression coefficient for age of furnace? What relationship does it have with heating
cost?
3. [Analisis Faktor]
A firm is attempting to evaluate the quality of its sales staff and is trying to find an examination or
series of tests that may reveal the potential for good performance in sale. The firm has selected a random
sample of 50 sales people and has evaluated each on 3 measures of performance: growth of sales,
profitability of sales, and new-account sales. These measures have been converted to a scale, on which
100 indicates "average" performance. Each of the 50 individuals took each of 4 tests, which purported
to measure creativity, mechanical reasoning, abstract reasoning, and mathematical ability, respectively.
Then = 50 observations on p = 7 variables are listed in Table 9.12. ( halaman berikutnya ).

Cara menambah data ( dari 50 data ) , bangkitkan lima ( 5 ) bilangan random antara 1 sampai
dengan 50. Hasil lima ( 5 ) yang muncul bersesuian data yang ditambah. Misal 5 bilangan yang
muncul adalah 5, 16, 20 , 35 dan 40 maka data tersebut ditambahkan. Sehingga terdapat 55 data.
Selanjutnya jawab pertanyaan berikut.

Questions:
a. Obtain either the principal component solution or the maximum likelihood solution form = 2 and
m = 3 common factors.
b. Compare the factorization obtained by the principal component and maximum likelihood methods.