RIDGE-MM SEBAGAI SALAH SATU METODE REGRESI RIDGE YANG ROBUST TERHADAP DATA PENCILAN
Keywords:
Multicollinearitas, outliers, ridge regression, robust regressionAbstract
In regression analysis, least squares method used adjuster, which is used to estimate the regression parameters, contains a lot of weaknesses, if there is data in the multikolinieritas especially coupled with the outliers. To overcome these weaknesses ridge-MMregression method is used. Ridge-MM regression method is a modification of the ridge regression method is based on the MM-estimator.References
Gibbons, D. (1981). A Simulation
Study of Some Ridge Estimators.
Journal of American Statistical
Association.76: 131-139.
Hoerl, A. E. (1962). Application of
Ridge Analysis to Regression
Problems. Chemical Engineering
Progress.58: 54-59.
Hoerl, A. E. and R. W.
Kennard.(1970a). Ridge Regression:
Iterative Estimation of the Biasing
Parameter.Communications in
Statistics: A. Theory Methods. 5: 77-
Hoerl, A. E. and R. W.
Kennard.(1970b). Ridge Regression:
Applications to Nonorthogonal
Problems.Technometrics.12: 69-82.
Hoerl, A. E. and K. F.
Baldwin.(1975). Ridge Regression:
Some Simulations. Communications
in Statistics.4: 104-123.
Hoerl, A. E., R. W. Kennard and K.
F. Baldwin.(1975). Ridge
Regression: Some Simulation
Commun.Stat. 4:104-123.
Huber, P. J. (1973). Robust
Regression:Asymtotics. Conjectures
and Monte Carlo. The Annals of
Statistics.1: 799-821.
Rousseeuw, P. J. and A. M.
Leroy.(1987). Robust Regression and
Outlier Detection.New York: John
Wiley Sons.
Yohai, V.J.(1985). High BreakdownPointand High Efficiency Robust
Estimates for Regression.TheAnnals
of Statistics.15 (20): 642-656.
Midi, H. dan Zahari, M. 2007. A
Simulation Study on Ridge
Regression Estimators in The
Presence of Outliers and
Multicolinierity. Universiti
Teknologi Malaysia.
Midi, H., Nurulhuda F.M.A., dan
Ismail, N.F. 2006. The Performance
of Clustering Approach with Robust
MM-Estimator forMultiple Outlier
Detection in Linear Regression.
Universiti Teknologi Malaysia.
Montgomery, Douglas C. dan
Elizabeth A. Peck. 1992.
Introduction to Linier Regression
Analysis. Penerbit : John Wiley &
Sons, Inc.Canada.
Sen, Ashish dan Muni Srivastava.
Regression Analysis : Theory,
Method, and Applications. Penerbit :
Springer-Verlag. New York.
Soemartini. 2007. Pencilan (Outlier).
Universitas Padjadjaran.
Soemartini. 2008. Penyelesaian
Multikolinieritas melalui Metode
Ridge Regression. Universitas
Padjadjaran.
