E-Jurnal Matematika
Vol 3 No 4 (2014)

PENERAPAN METODE BOOTSTRAP RESIDUAL DALAM MENGATASI BIAS PADA PENDUGA PARAMETER ANALISIS REGRESI

NI MADE METTA ASTARI (Faculty of Mathematics and Natural Sciences, Udayana University)
NI LUH PUTU SUCIPTAWATI (Faculty of Mathematics and Natural Sciences, Udayana University)
I KOMANG GDE SUKARSA (Faculty of Mathematics and Natural Sciences, Udayana University)



Article Info

Publish Date
28 Nov 2014

Abstract

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.

Copyrights © 2014






Journal Info

Abbrev

mtk

Publisher

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...