Principal Component Regression Modelling with Variational Bayesian Approach to Overcome Multicollinearity at Various Levels of Missing Data Proportion
This study aims to model Principal Component Regression (PCR) using Variational Bayesian Principal Component Analysis (VBPCA) with Ordinary Least Square (OLS) as a method of estimating regression parameters to overcome multicollinearity at various levels of the proportion of missing data. The data u...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Muhammadiyah Mataram
2022-10-01
|
| Series: | JTAM (Jurnal Teori dan Aplikasi Matematika) |
| Subjects: | |
| Online Access: | http://journal.ummat.ac.id/index.php/jtam/article/view/10223 |
| Summary: | This study aims to model Principal Component Regression (PCR) using Variational Bayesian Principal Component Analysis (VBPCA) with Ordinary Least Square (OLS) as a method of estimating regression parameters to overcome multicollinearity at various levels of the proportion of missing data. The data used in this study are secondary data and simulation data contaminated with collinearity in the predictor variables with various missing data proportions of 1%, 5%, and 10%. The secondary data used is the Human Depth Index in Java in 2021, complete data without missing values. The results indicate that the multicollinearity in secondary and original data can be optimally overcome as indicated by the smaller standard error value of the regression parameter for the PCR using VBPCA method which is smaller and has a relative efficiency value of less than 1. VBPCA can handle the proportion of missing data to less than 10%. The proportion of missing data causes information from the original variable to decrease, as evidenced by immense MAPE value and the parameter estimation bias that gets bigger. Then the cross validation (Q^2 ) value and the coefficient of determination (adjusted R^2 ) are get smaller as the proportion of missing data increases. |
|---|---|
| ISSN: | 2597-7512 2614-1175 |