Estimasi Model Regresi Linier Dengan Metode Median Kuadrat Terkecil

---Model regresi linier merupakan model yang paling sering digunakan dalam analisis statistika. Model regresi linier ini digunakan untuk menyatakan hubungan fungsional antara satu atau beberapa variabel bebas (prediktor) terhadap satu variabel terikat (respon). Dalam analisis regresi, mengestimasi parameter secara otomatis mengestimasi model regresi. Untuk memperoleh estimasi model regresi dapat dilakukan dengan beberapa metode antara lain: metode kuadrat terkecil, metode maksimum likelihood dan sebagainya. Salah satu metode yang paling populer adalah metode kuadrat terkecil (OLS). Pada prinsipnya metode kuadrat terkecil mengestimasi model regresi dengan meminimalkan rata-rata kuadrat sesatan (MSE). Dalam tulisan ini dibahas suatu metode alternatif untuk mendapatkan estimasi model regresi yaitu metode median kuadrat terkecil (LMS). Pada metode LMS, estimasi model yang diperoleh adalah suatu model yang memiliki median kuadrat sesatan terkecil. Prosedur estimasinya adalah dengan memilih p titik sampel (dengan p: banyaknya parameter di dalam model termasuk intersept) dari n titik sampel hasil pengamatan, kemudian ditentukan suatu persamaan yang melalui p titik tersebut. Setelah diperoleh sejumlah persamaan yang melalui p titik tersebut, kemudian ditentukan median dari residual kuadrat. Persamaan atau model yang diestimasi melalui p titik yang menghasilkan nilai median kuadrat terkecil merupakan model yang terpilih

Pemodelan Data Inflasi Indonesia pada Sektor Transportasi, Komunikasi, dan Jasa Keuangan Menggunakan Metode Kernel dan Spline

In this research, we study data modeling of Indonesian inflation in the transportation, communication and financial services sector using the kernel and spline models. Determination of the optimal models based on the smallest of GCV value and determination of the best model based on the smallest out sampels of Mean Square Error (MSE) value. By modeling the yoy (year on year) inflation data in Indonesia in the transportation, communication and financial services sector In January 2007 to January 2015, shows that the kernel model using Gaussian kernel function obtained optimal model with a bandwidth 0.24 and the optimal spline model with order 5 and 4 points knots. Based on out sampels data in February to August 2015, obtained out sampels MSE value of the spline model is smaller than the kernel model. So that the spline model is better than the kernel model to analyze the inflation data of transportation, communication and financial services sector

Pemilihan Model Regresi Linier Dengan Bootstrap

Tulisan ini membicarakan tentang penerapan bootstrap untuk pemilihan model regresi linier terbaik. Model regresi linier terbaik yang terpilih adalah model dengan estimasi sesatan prediksi kuadrat minimal atas semua model regresi yang mungkin yaitu sebanyak 2p-1 model dengan p: banyaknya variabel prediktor. Metode Bootstrap memilih suatu model dengan meminimalkan rata-rata sesatan prediksi kuadrat berdasarkan resampling data yang dibangkitkan melalui pasangan data dan residual, dengan mempertimbangkan juga variabel prediktor yang terlibat sesedikit mungkin. Pemilihan variabel berdasarkan bootstrap pasangan data dan bootstrap residual dengan n ukuran sampel bootstrap adalah konsisten. Dan jika ukuran sampel bootstrap diambil m dengan , pemilihan variabel bootstrap juga konsisten. Hasil dari suatu simulasi dengan SPLUS disajikan dalam tulisan ini

Analisis Pembentukan Portofolio Pada Perusahaan Yang Terdaftar Di Lq45 Dengan Pendekatan Metode Markowitz Menggunakan Gui Matlab

Portfolio is one of ways in investment activity that undertaken by more than one asset with intent to determining the amount of proportion of investment that to be made in a certain period of time. To determine optimal portofolio, one of analysis model which can be played is Markowitz. Markowitz exressed through diversification concept (with making of the optimal stock of portfolio), investor can maximize the expected income from investments with specific risk level or seeking to minimize risk to target certain profit level. To simplify the calculation of the portfolio for public, there is an application that made by using GUI in Matlab. Matlab (Matrix Laboratory) is an interactive programming system with basic elements of array database which dimensions do not need to be stated in a particular way, while the GUI is the submenu of Matlab. Generally, Matlab GUI is more easily learned and used because it worked without need to know the commandments and how the command works. The data used in this study consists of five types of assets in the LQ45 group, there are BBNI, PWON, PTBA, INCO, dan KLBF. In determining the portfolio proportion used trial and error method and Lagrange method. Based on the portfolio proportion of both methods obtained the optimal portfolio is almost the same

Pemodelan Laju Inflasi Di Provinsi Jawa Tengah Menggunakan Regresi Data Panel

Panel regression is a regression which is a combination of cross section and time series. To estimate the panel regression there are 3 approaches, the common effect model (CEM), the fixed effect model (FEM) and the random effect model (REM). In the CEM, the parameters were estimated using the Ordinary Least Square (OLS). In the FEM, the parameters estimated by OLS through the addition of dummy variables. At REM, error is assumed random and estimated by the method of Generalized Least Square (GLS). This study aims to analyze the factors that influence inflation in the Central Java province using panel regression. Based on test result of panel regression, the appropriate model is the CEM. The parameters of model are estimated by using OLS the cross section weights. The model show that the Consumer Price Index (CPI), Minimum Salary of City/Regency (MSCR) and the economic growth significantly effect on percentage of inflation in Central Java Province

Klasifikasi Calon Pendonor Darah Menggunakan Metode Naïve Bayes Classifier (Studi Kasus : Calon Pendonor Darah Di Kota Semarang)

Classification is the process of finding a model or function that describes and distinguishes data classes or concepts, for the purpose of being able to use the model to predict the class of objects whose class label is unknown. There are some methods that are included in the classification methods, one of them is Naïve Bayes. Naïve Bayes is a prediction technique that based simple probabilistic are based on the application of Bayes theorem with strong independence assumption. On this study carried out correction to the Naïve Bayes method in calculating the conditional probability of each feature using two approaches, normal density function and cumulative distribution function approaches. These two approaches are used to classify prospective blood donors in Semarang City. The predictor variables used are hemoglobin level, upper blood pressure, lower blood pressure, and weight. The result of this study shows that both approaches have the same Matthews Correlation Coefficient (MCC) values, 0.8985841 or close to +1. It means that both approaches equally well doing classification

Pemodelan Regresi Spline Truncated Untuk Data Longitudinal ( Studi Kasus : Harga Saham Bulanan Pada Kelompok Saham Perbankan Periode Januari 2009 – Desember 2015 )

Stocks are securities that can be bought and sold by individuals or institutions as a sign of ownership of any person nor bussines entity within a company. From the value of market capitalization, the stock is divided into 3 groups: large capitalization (big-cap), medium capitalization (mid-cap), and small capitalization (small-cap). The stocks has been fluctuated up and down because of several factors, one of them is inflation. Longitudinal data are observations made of n subjects that mutually independent with each subject which observed repeatedly in different period of time mutually dependent. Modelling longitudinal data of stock prices do with truncated spline nonparametric regression approach. The best model of spline depends on the determination of the optimal knot points which has minimum value of Generalized Cross Validation (GCV). The best of truncated spline regression is spline order 2 with 3 knot points for each of the subjects on longitudinal data. By using the model, the value of MAPE for each subject is 29,93% for PT Bank Mandiri (Persero) Tbk., 16,67% for PT Bank Bukopin Tbk., and 12,99% for PT Bank Bumi Arta Tbk.

Analisis Klaster Kecamatan Di Kabupaten Semarang Berdasarkan Potensi Desa Menggunakan Metode Ward Dan Single Linkage

Physical and non-physical aspects are the ways to explain a diversity among regions, including a diversity among districts. Village potential providing data about the existence, availability and development potential of each administrative area. To know the district that has the same characteristics, do the grouping using cluster analysis. Cluster analysis is a grouping of objects or cases into groups smaller where each group contains objects that are similar to one another. Clustering process is done for 19 districts in Semarang Regency by ward\u27s method and single linkage. Four cluster are chosen for the process of potential developing more specific in each district. From the analysis using ward\u27s method, 1st cluster obtained with minimal educational facilities. 2nd cluster with minimal health facilities. 3rd cluster with the districts which caracteristics itself have a good condition. 4th cluster with minimal power line facilities. From the analysis using single linkage method, 1st cluster obtained with a good condition of power line facilities. 2nd cluster with a good condition of educational facilities. 3rd cluster with a minimal educational facilities. 4th cluster with minimal power line facilities. R-Squared value from single linkage method is higher than ward\u27s method, this shows the single linkage clustering method produces cluster features with each other more heterogeneous compared to the clustering method ward