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

Main Authors: ASTARI, NI MADE METTA; Faculty of Mathematics and Natural Sciences, Udayana University, SUCIPTAWATI, NI LUH PUTU; Faculty of Mathematics and Natural Sciences, Udayana University, SUKARSA, I KOMANG GDE; Faculty of Mathematics and Natural Sciences, Udayana University
Format: Article application/pdf eJournal
Bahasa: ind
Terbitan: E-Jurnal Matematika , 2015
Subjects:
Online Access: http://ojs.unud.ac.id/index.php/mtk/article/view/11994
Daftar Isi:
  • 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.