CAUCHY: Jurnal Matematika Murni dan Aplikasi
Vol 2, No 3 (2012): CAUCHY

Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement

Hasanah, Siti Tabi'atul (Unknown)



Article Info

Publish Date
15 Nov 2012

Abstract

Outlier is an observation that much different (extreme) from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD) is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.

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Journal Info

Abbrev

Math

Publisher

Subject

Mathematics

Description

Jurnal CAUCHY secara berkala terbit dua (2) kali dalam setahun. Redaksi menerima tulisan ilmiah hasil penelitian, kajian kepustakaan, analisis dan pemecahan permasalahan di bidang Matematika (Aljabar, Analisis, Statistika, Komputasi, dan Terapan). Naskah yang diterima akan dikilas (review) oleh ...