Pramadana, Bryllian Reyga Akbar (2023) Pengujian Hipotesis Parsial pada Regresi Nonparametrik Campuran Spline Truncated dan Deret Fourier (Studi Kasus: Presentase Penduduk Miskin Kabupaten/Kota di Jawa Barat 2021). Masters thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Pada analisis regresi, estimasi kurva regresi dapat dilakukan dengan beberapa pendekatan di antaranya yaitu pendekatan parametrik, nonparametrik, dan semiparametrik. Pada pendekatan nonparametrik digunakan jika bentuk kurva regresi tidak diketahui dan tidak mengikuti suatu pola tertentu. Beberapa pendekatan estimasi parameter model regresi nonparametrik adalah Kernel, Spline, Deret Fourier, dan Wavelets. Dalam kenyataanya, tidak semua variabel prediktor mempunyai pola data yang sama, sehingga diperlukan estimator campuran untuk mengatasi masalah tersebut. Sebagai pengembangan penelitian sebelumnya, akan dilakukan estimasi parameter model regresi nonparametrik campuran spline truncated dan deret fourier dengan menggunakan metode optimasi Ordinary Least Square (OLS). Selanjutnya, akan dilakukan pengujian hipotesis parsial terhadap parameter model. Statistik uji yang digunakan dalam pengujian hipotesis parsial diperoleh dengan menggunakan Likelihood Ratio Test (LRT). Pengujian hipotesis parsial parameter model regresi nonparametrik campuran spline truncated dan deret fourier diterapkan pada data Presentase Penduduk Miskin Kabupaten/Kota di Jawa Barat tahun 2021.
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In regression analysis, estimation of regression curves can be done with several approaches including parametric, nonparametric, and semiparametric approaches. In the nonparametric approach, it is used if the shape of the regression curve is unknown and does not follow a certain pattern. Some approaches to estimating nonparametric regression model parameters are Kernel, Spline, Series Fourier, and Wavelets. In reality, not all predictor variables have the same data pattern, so a mixed estimator is needed to solve the problem. As a development of previous research, a parameter estimation of nonparametric regression model parameters of truncated spline and fourier series mixtures will be carried out using the Ordinary Least Square (OLS) optimization method. Next, partial hypothesis testing of the model parameters will be carried out. Test statistics used in partial hypothesis testing were obtained using the Likelihood Ratio Test (LRT). Partial hypothesis testing of nonparametric regression model parameters of truncated spline and fourier series mixtures was applied to the data on the Percentage of Poverty in West Java Regency/City in 2021.
Item Type: | Thesis (Masters) |
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Uncontrolled Keywords: | Regresi Nonparametrik, OLS, Spline Truncated, Deret Fourier, LRT; Nonparametric Regression, OLS, Spline Truncated, Fourier Series, LRT |
Subjects: | H Social Sciences > HA Statistics H Social Sciences > HA Statistics > HA29 Theory and method of social science statistics H Social Sciences > HA Statistics > HA31.35 Analysis of variance H Social Sciences > HA Statistics > HA31.3 Regression. Correlation H Social Sciences > HA Statistics > HA31.7 Estimation H Social Sciences > HC Economic History and Conditions H Social Sciences > HC Economic History and Conditions > HC79.E5 Sustainable development. (circular economy) |
Divisions: | Faculty of Science and Data Analytics (SCIENTICS) > Statistics > 49101-(S2) Master Thesis |
Depositing User: | Bryllian Reyga Akbar Pramadana |
Date Deposited: | 18 Aug 2023 04:23 |
Last Modified: | 18 Aug 2023 04:23 |
URI: | http://repository.its.ac.id/id/eprint/104142 |
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