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Maiyastri, Maiyastri
Universitas Andalas
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Journal : Journal of Science and Technology

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Quantile Regression Analysis; Simulation Study With Violation of Normality Assumption Hasibuan, Lilis Harianti; Yanuar, Ferra; Devianto, Dodi; Maiyastri, Maiyastri
JOSTECH Journal of Science and Technology Vol 4, No 2: September 2024
Publisher : UIN Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/jostech.v4i2.9643

Abstract

Quantile regression is an extension method of simple linear regression whose work is to separate or divide data into certain quantiles. This method minimizes the asymmetric absolute residual and estimates the conditional quantile function. Parameter estimation in the quantile regression method does not require the parametric assumption of normality. The data in this study are generated from different distributions. The distribution of the independent variables in this study comes from the t distribution, normal and exponential distribution. Meanwhile, the error distribution comes from the chi square distribution. This research produces various models of the selected quantiles. The estimated parameter values at each quantile are almost close to the initial values set. This research found the best model at quantile 0.5 by looking at the smallest MSE value of all quantiles of 1.2662. The best model obtained is .
Co-Authors Adellara Mutya R Admi Nazra Afnanda, Afridho Ainul Mardhiyah, Ainul ARNEZDA PUTRI Arrival Rince Putri Asdi, Yudiantri Bahri, Susila Baqi, Ahmad Iqbal Baqi, Ahmad Iqbal Budi Rudianto Cintya Mukti Citra Komang Sari Darvi Mailisa Putri DEBY CINTYA RIZAL Degika Widya Tama Deva, Athifa Salsabila Devianto, Dodi DHIYA ANISAH YUNARDI Efendi Efendi Eko Fachrozi Putra Elita Rahma Putri Elsa Wahyuni Ewi Jupit Faldo Aditya Fatihatur Ramadhani Ginal Reski Hasibuan, Lilis Harianti Hazmira Yozza Helmi Iswati Helmi, Monika Rianti Hesti Yolanda Ikhlas Pratama Sandi Istiqamah . Izzati Rahmi HG Izzati Rahmi HG Jamhari Jamhari Jayanti Herli Jusri Repi Basri Yuliani Karina Foresty Khaulah Binti Afrinaldi Lana Fauziah Lara Mahlindiani Marisa Marisa Mawanda Almuhayar Mesi Oktafia Mia Mauliani mila rosa Nadia Utika Narwen Narwen Nelfa Sari Nila Choirotunnisa Nova Melisty Nova Noliza Bakar Nurhakiki . NURUL AISHAH Nurul Saadah Nurwijayanti Prawati Ningsih Radhiatul Husna Rahma Diana Safitri RAHMAT SYAHNI Rahyu Silvia Refnaldo Refnaldo Ridha Khairiyah Riri Lestari Risma Yulia Rita Diana Rizki Effendi RIZKI FITRAH Rudiyanto Rudiyanto, Rudiyanto RYAN HANDANI SARAH SARAH Sarifah Aulia Silmiati Silmiati Silvia . Siska Auqino Siska Dwi Kumala Siska Zayendra Sovia Marhamah SRI DELIMAWATI Surya Puspita Sari Surya Puspita Sari, Surya Puspita Syafwan, Mahdhivan Uqwatul Alma Wisza Wellyanti , Des Wuri Wulandari Yanuar, Ferra Yessi Oktreza Zahra, Latifah Zetra, Aidinil Zuardin, Aulia Zulakmal, Zulakmal