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Perbandingan Model Cox Proportional Hazard dan Regresi Weibull untuk Menganalisis Ketahanan Bank Syariah Yusrillah Ihza Zianita Afni; Mohamad Fatekurohman; Dian Anggraeni
Indonesian Journal of Applied Statistics Vol 2, No 2 (2019)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v2i2.33082

Abstract

On July 1, 2014 Financial Services Authority (OJK) issued a new regulation number 8/PJOK.13/2014 concerning the health of general sharia banks that can be valued from several aspects including credit risk, liquidity risk, Return on Asset (ROA), Net of Margin (NOM) and Capital Adequacy Ratio (CAR). The purpose of this study is to compare the models of Cox proportional hazard and Weibull regression for the resistance of sharia bank in 2017-2018 for 24 data. The data were analyzed by describing each variable and modeling in each method. Comparison result shows that Weibull regression model is better than the Cox proportional hazard model because it has smaller AIC and MSE.Keywords : Sharia Bank, Survival Analysis, AIC, MSE