E-Jurnal Matematika
Vol 3 No 4 (2014)

KINERJA JACKKNIFE RIDGE REGRESSION DALAM MENGATASI MULTIKOLINEARITAS

HANY DEVITA (Faculty of Mathematics and Natural Sciences, Udayana University)
I KOMANG GDE SUKARSA (Faculty of Mathematics and Natural Sciences, Udayana University)
I PUTU EKA N. KENCANA (Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University)



Article Info

Publish Date
28 Nov 2014

Abstract

Ordinary least square is a parameter estimations for minimizing residual sum of squares. If the multicollinearity was found in the data, unbias estimator with minimum variance could not be reached. Multicollinearity is a linear correlation between independent variabels in model. Jackknife Ridge Regression(JRR) as an extension of Generalized Ridge Regression (GRR) for solving multicollinearity.  Generalized Ridge Regression is used to overcome the bias of estimators caused of presents multicollinearity by adding different bias parameter for each independent variabel in least square equation after transforming the data into an orthoghonal form. Beside that, JRR can  reduce the bias of the ridge estimator. The result showed that JRR model out performs GRR model.

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 ...