Sains Malaysiana 33(1): 43-52 (2004)                                                                           Pengajian Kuantitatif /

Quantitative Studies

Analisis Data Panel ke Atas Fungsi Pengeluaran

Sektor Pembuatan Makanan di Malaysia

Abu Hassan Shaari Mohd Nor

Jabatan Statistik Ekonomi

Fakulti Ekonomi

Universiti Kebangsaan Malaysia

43600 UKM Bangi, Selangor D.E., Malaysia

Fauziah Maarof

Jabatan Matematik

Fakulti Sains dan Alam Sekitar

Universiti Putra Malaysia

43400 UPM Serdang, Selangor D.E., Malaysia

ABSTRAK

Tujuan utama makalah ini ialah untuk memperkenalkan kaedah  analisis data panel dalam kajian ekonometrik.  Keanjalan buruh, modal, dan skel ekonomi bagi dua puluh dua kumpulan firma pembuatan makanan di Malaysia meliputi tahun 1989 hingga 1993 dianggarkan menggunakan model Cobb-Douglas.  Tiga kaedah utama analisis data panel yang digunakan adalah kaedah kuada dua terkecil pembolehubah patung (LSDV), kaedah analisis kovarians (ANCOVA) dan kaedah kuasa dua terkecil teritlak (GLS).  Kaedah kuasa dua terkecil biasa (OLS) disertakan sebagai asas perbandingan.

ABSTRACT

The main purpose of this article is to introduce the technique of panel data analysis in econometrics modeling. The elasticity of labour, capital and economic of scale for twenty two food manufacturing firms covering from 1989 to 1993 is estimated using the Cobb-Douglas model. The three main techniques of panel data analysis discussed are least square dummy variables (LSDV), analysis of covariance (ANCOVA) and generalized least square (GLS).  Ordinary Least Square (OLS) method is included as the basis of comparison.

RUJUKAN/REFERENCES

Abu Hassan Shaari Mohd Nor, Mansor Jusoh & Tamat Sarmidi. 2002. Substitution and Scale Elasticity of the Malaysian Foods and Textiles Industries. Jurnal Produktiviti 1: 2-12.

Fuller, W. dan G. Bettese. 1974. Estimation of Linear Model with Cross-Error Structure. Journal of Econometrics 2: 67-78.

Greene, W.H. 2003. Econometric Analysis 5^th  ed. Prentice Hall.

Gujarati, D. N. 2003. Basic Econometrics. 4^th ed. International Edition: Mc Graw­Hill, Inc.

Hsiao, C. 2002. Analysis of Panel Data. 2^nd ed. New York: Cambridge University Press.

Maison Abdullah. 1987. Elasticity of Substitution and Rate of Technical Progress in Malaysian Agrobased Industries, 1963-1984: A CES Production Function Ap­proach. The Malaysian Journal of Agricultural Economic. 4: 18-38.

Malaysia. 1999. Buku Tahunan Perangkaan Malaysia. Jabatan Perangkaan Malaysia. Malaysia. Laporan Perdagangan Antarabangsa dan Industri Malaysia 1999. Kementerian Perdagangan Antarabangsa dan Industri Malaysia: 260.

Malaysia. 1996. Laporan Produktiviti. NPC: i-ii, 70: 170-180.

Mansur Jusoh & Pa Ismail. 1983. Stochastic Frontier Production Function- A Model. Journal Ekonomi Malaysia. 7: 101-112.

Neter, J., Kutner, M., Nachtsheim, C. & Wasserman, W. 1996. Applied Linear Statistical Models. McGraw-Hill.