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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Main Authors: NI MADE METTA ASTARI, NI LUH PUTU SUCIPTAWATI, I KOMANG GDE SUKARSA
Format: Article
Language:English
Published: Universitas Udayana 2014-11-01
Series:E-Jurnal Matematika
Subjects:
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.
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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
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