PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI
Statistical analysis which aims to analyze a linear relationship between the independent variable and the dependent variable is known as regression analysis. To estimate parameters in a regression analysis method commonly used is the Ordinary Least Square (OLS). But the assumption is often violated...
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Format: | Article |
Language: | English |
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Universitas Udayana
2014-11-01
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Series: | E-Jurnal Matematika |
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Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/11994 |
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author | NI MADE METTA ASTARI NI LUH PUTU SUCIPTAWATI I KOMANG GDE SUKARSA |
author_facet | NI MADE METTA ASTARI NI LUH PUTU SUCIPTAWATI I KOMANG GDE SUKARSA |
author_sort | NI MADE METTA ASTARI |
collection | DOAJ |
description | Statistical analysis which aims to analyze a linear relationship between the independent variable and the dependent variable is known as regression analysis. To estimate parameters in a regression analysis method commonly used is the Ordinary Least Square (OLS). But the assumption is often violated in the OLS, the assumption of normality due to one outlier. As a result of the presence of outliers is parameter estimators produced by the OLS will be biased. Bootstrap Residual is a bootstrap method that is applied to the residual resampling process. The results showed that the residual bootstrap method is only able to overcome the bias on the number of outliers 5% with 99% confidence intervals. The resulting parameters estimators approach the residual bootstrap values ??OLS initial allegations were also able to show that the bootstrap is an accurate prediction tool. |
first_indexed | 2024-12-13T04:22:00Z |
format | Article |
id | doaj.art-64b97e2e94154f95ac628c3b20be1b64 |
institution | Directory Open Access Journal |
issn | 2303-1751 |
language | English |
last_indexed | 2024-12-13T04:22:00Z |
publishDate | 2014-11-01 |
publisher | Universitas Udayana |
record_format | Article |
series | E-Jurnal Matematika |
spelling | doaj.art-64b97e2e94154f95ac628c3b20be1b642022-12-21T23:59:45ZengUniversitas UdayanaE-Jurnal Matematika2303-17512014-11-013413013710.24843/MTK.2014.v03.i04.p07511994PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESINI MADE METTA ASTARI0NI LUH PUTU SUCIPTAWATI1I KOMANG GDE SUKARSA2Faculty of Mathematics and Natural Sciences, Udayana UniversityFaculty of Mathematics and Natural Sciences, Udayana UniversityFaculty of Mathematics and Natural Sciences, Udayana UniversityStatistical analysis which aims to analyze a linear relationship between the independent variable and the dependent variable is known as regression analysis. To estimate parameters in a regression analysis method commonly used is the Ordinary Least Square (OLS). But the assumption is often violated in the OLS, the assumption of normality due to one outlier. As a result of the presence of outliers is parameter estimators produced by the OLS will be biased. Bootstrap Residual is a bootstrap method that is applied to the residual resampling process. The results showed that the residual bootstrap method is only able to overcome the bias on the number of outliers 5% with 99% confidence intervals. The resulting parameters estimators approach the residual bootstrap values ??OLS initial allegations were also able to show that the bootstrap is an accurate prediction tool.https://ojs.unud.ac.id/index.php/mtk/article/view/11994regression analysisoutlierbiasesbootstrap residuals |
spellingShingle | NI MADE METTA ASTARI NI LUH PUTU SUCIPTAWATI I KOMANG GDE SUKARSA PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI E-Jurnal Matematika regression analysis outlier biases bootstrap residuals |
title | PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI |
title_full | PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI |
title_fullStr | PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI |
title_full_unstemmed | PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI |
title_short | PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI |
title_sort | penerapan metode bootstrap residual dalam mengatasi bias pada penduga parameter analisis regresi |
topic | regression analysis outlier biases bootstrap residuals |
url | https://ojs.unud.ac.id/index.php/mtk/article/view/11994 |
work_keys_str_mv | AT nimademettaastari penerapanmetodebootstrapresidualdalammengatasibiaspadapendugaparameteranalisisregresi AT niluhputusuciptawati penerapanmetodebootstrapresidualdalammengatasibiaspadapendugaparameteranalisisregresi AT ikomanggdesukarsa penerapanmetodebootstrapresidualdalammengatasibiaspadapendugaparameteranalisisregresi |