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Journal : Jurnal Gaussian

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KAJIAN SIMULASI PERBANDINGAN METODE RIDGE REGRESSION DAN ADJUSTED RIDGE REGRESSION UNTUK PENANGANAN MULTIKOLINEARITAS Nisa, Choirun; Hastuti, Siti Hariati
Jurnal Gaussian Vol 12, No 3 (2023): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.12.3.330-339

Abstract

Regression analysis is widely used in research. However, often in using this analysis the assumption of non-multicollinearity is not fulfilled. Handling of these problems can be done using Ridge Regression (RR) and Adjusted Ridge Regression (AR) methods. This study aims to compare the performance of RR and AR in handling multicollinearity among explanatory variables in multiple regression analysis using data simulation. The simulated data contain various multicollinearity level (ρ = 0.6, 0.8, 0.9) with of each different sample size (n = 20, 50, 100). The performance of the two methods are compared using Mean Square Errors (MSE). The result shows that the AR method and the RR method produce a smaller MSE value when the sample size used is larger. The MSE value generated by the AR method tends to be smaller than the RR method which can be seen from each data repetition used. It shows that the AR method is relatively more effective than the RR method for dealing with multicollinearity problems.
Co-Authors Adawiyah, Robiyatul Aditya, Nanda Oktarina Afifah, Marwa Faridatul Agustian, Riu Ahmad Syaifuddin Romli Aisy, Umniyah Rihadatul Aji Santosa Almufariz, M.Deby Amrullah, Muhamad Tohir Anak Agung Putu Putra Anam Sutopo Anatri Desstya Andhika Giri Persada, Andhika Giri Annisa, Iut Diyah Aprilia, Peni Ar-Rif’an, Hanif Ariyatmi, Siti Zuhriyah Arum, Dewi Puspa Athoilah, Husnu Awalla, Afra Ilmi Taqrir Azhari, Ah. Fathan Azizah, Alfiana Bahtiar, Yuyun Cahyoko, Fajar Dwi Darusasi, Restutita Darusasi Djumilah Zain Eka Danik Prahastiwi Endah Rahmawati Fadillah, Retno Fajar, Andika Putra Fathul Lubabin Nuqul Fikriya, Kinanthi Nur Firdaus, Ahmad Rizki Gavriyanto, Vito Gustia, Sela Habib, Rahmadina Amalia Hapsari, Rizqa Qodriannisa Harun Joko Prayitno Hasan Bashori Hayati, Umi Nur Hendra Sukmana Hidajat, Sjarief Honest Ummi Kaltsum Ilhami, Ilhami Karimah, Nila Khoirurrosyid, Muhammad Kurniawati, Lucky Anggi Kusuma Wijayanto, Kusuma Kusuma, Pratama Surya Bagus Laily Fitriani Lilik Miftahul Khoiroh Lollita Fristayana Made Sri Satyawati Minamas, Putri Moh. Zawawi, Moh. Muballigh, Ahmad Muhamad Taufik Hidayat Nabilah, Nadiah Yusfi Nasution, Annio Indah Lestari Niken Larasati Nikmah, Annisatul Nor Rochmatul Wachidah Noviana, Umi Hanik Nugraha, Irwan Ardiansyah Nur Fikriya, Kinanthi Nurhasanah, Hasna nurkinan, nurkinan Nurmaulid , Mitha Safira Nurpratama, Yovan Pe, Cecilia Debora Pininta Veronika Silalahi Qur'ani, Auliyah Nazal Qur’ani, Auliyah Nazal Rahmatullah, Muhammad Yasin Rahmaturrizqi Rahmaturrizqi Rahmaturrizqi, Rahmaturrizqi Ramadhani, Layli Ila Renggani, Puspa Riefky, Muhammad Risma Firda Diana, Risma Firda Rodiyah, Diyah Rohmatin, Kartika Nur Khozaainah Rosidah, Istifaur Roudhotul Jannah Royta, Assa Sapruddin, Aisyara Zalzabila Saputri, Ayunda Nadea Septuri Siti Hariati Hastuti Siti Jamilah Sofiana, Isnaeni Subakti, Amin Sulyani, Agnesia Candra Tumiyem, Tumiyem Umam, Muhammad Misbahqul Utamidewi, Wahyu Wati, Medya Silvia Widya P, Nurfitria Wijaya, Riwanda Luke Wiyli Yustanti Wulandari, Safitri Yulia Maftuhah Hidayati Yusmansyah*, Erfizal Fikri