COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL
This study aimed to compare the robustness of the OLS method with a robust regression model on data that had outliers. The methods used on the robust regression model were M-estimation, MM-estimation, and S-estimation. The step taken was to check the characteristics of the data against outliers. Fur...
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Universitas Pattimura
2023-06-01
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| Series: | Barekeng |
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| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8057 |
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| author | Padrul Jana Dedi Rosadi Epha Diana Supandi |
| author_facet | Padrul Jana Dedi Rosadi Epha Diana Supandi |
| author_sort | Padrul Jana |
| collection | DOAJ |
| description | This study aimed to compare the robustness of the OLS method with a robust regression model on data that had outliers. The methods used on the robust regression model were M-estimation, MM-estimation, and S-estimation. The step taken was to check the characteristics of the data against outliers. Furthermore, the data were modeled with and without outliers using the OLS method and the M-, MM-, and S-estimations. The results were very different between the data with and without the outlier models in the OLS method. It was reflected in the intercept and standard error variables generated from the models. Meanwhile, the regression model with the M-, MM-, and S-estimations was quite stable and able to withstand the presence of outliers. Based on the three estimations that were robust against the outliers, the MM-estimation was the best candidate because, in addition to having a stable intercept parameter estimation, it also had the smallest standard error, which was 61.9 in the resulting model. |
| format | Article |
| id | doaj-art-1460e16803e0451bbae20fcf7186a6cf |
| institution | DOAJ |
| issn | 1978-7227 2615-3017 |
| language | English |
| publishDate | 2023-06-01 |
| publisher | Universitas Pattimura |
| record_format | Article |
| series | Barekeng |
| spelling | doaj-art-1460e16803e0451bbae20fcf7186a6cf2025-08-20T03:05:41ZengUniversitas PattimuraBarekeng1978-72272615-30172023-06-011720979098810.30598/barekengvol17iss2pp0979-09888057COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODELPadrul Jana0Dedi Rosadi1Epha Diana Supandi2Department of Mathematics, FMIPA, Universitas Gadjah Mada, IndonesiaDepartment of Mathematics, FMIPA, Universitas Gadjah Mada, IndonesiaDepartment of Mathematics, FST, Universitas Islam Negeri Sunan Kalijaga Yogyakarta, IndonesiaThis study aimed to compare the robustness of the OLS method with a robust regression model on data that had outliers. The methods used on the robust regression model were M-estimation, MM-estimation, and S-estimation. The step taken was to check the characteristics of the data against outliers. Furthermore, the data were modeled with and without outliers using the OLS method and the M-, MM-, and S-estimations. The results were very different between the data with and without the outlier models in the OLS method. It was reflected in the intercept and standard error variables generated from the models. Meanwhile, the regression model with the M-, MM-, and S-estimations was quite stable and able to withstand the presence of outliers. Based on the three estimations that were robust against the outliers, the MM-estimation was the best candidate because, in addition to having a stable intercept parameter estimation, it also had the smallest standard error, which was 61.9 in the resulting model.https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8057robust regressionm-estimationmm-estimations-estimation |
| spellingShingle | Padrul Jana Dedi Rosadi Epha Diana Supandi COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL Barekeng robust regression m-estimation mm-estimation s-estimation |
| title | COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL |
| title_full | COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL |
| title_fullStr | COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL |
| title_full_unstemmed | COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL |
| title_short | COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL |
| title_sort | comparison of robust estimation on multiple regression model |
| topic | robust regression m-estimation mm-estimation s-estimation |
| url | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8057 |
| work_keys_str_mv | AT padruljana comparisonofrobustestimationonmultipleregressionmodel AT dedirosadi comparisonofrobustestimationonmultipleregressionmodel AT ephadianasupandi comparisonofrobustestimationonmultipleregressionmodel |