METODE MODIFIED JACKKNIFE RIDGE REGRESSION DALAM PENANGANAN MULTIKOLINIERITAS (STUDI KASUS INDEKS PEMBANGUNAN MANUSIA DI JAWA TENGAH)
نویسندگان
چکیده
The human development index is a value where the showed measure of living standards comparison in region. Human Development Index influenced by several factors, one them education factor that average years schooling and expected schooling. A statistical method to find correlation between independent variable dependent can be conducted using linear regression method. Linear requires assumptions, which multicollinearity assumption. If assumption not fulfilled, another alternative needed estimate parameters. One used parameters ridge with an ordinary estimator. Ordinary then developed more into methods, such as generalized regression, jackknife modified Ridge Regression causes reduction variance while obtained resampling process on Modified combination In this journal, three methods will compared based Mean Squared Error each results study indicate has smallest MSE value. Keywords: Generalized Regression, Jackknife Multicolinearity
منابع مشابه
The Efficiency of Modified Jackknife and Ridge Type Regression Estimators: a Comparison
A common problem in multiple regression models is multicollinearity, which produces undesirable effects on the least squares estimator. To circumvent this problem, two well known estimation procedures are often suggested in the literature. They are Generalized Ridge Regression (GRR) estimation suggested by Hoerl and Kennard [8] and the Jackknifed Ridge Regression (JRR) estimation suggested by S...
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ژورنال
عنوان ژورنال: Jurnal Gaussian : Jurnal Statistika Undip
سال: 2021
ISSN: ['2339-2541']
DOI: https://doi.org/10.14710/j.gauss.v10i1.29922