RIDGE-MM SEBAGAI SALAH SATU METODE REGRESI RIDGE YANG ROBUST TERHADAP DATA PENCILAN


Sudartianto Sudartianto(1*), Nono Suwarno(2), Ahmad Taofik(3)

(1) JurusanStatistika FMIPA-UNPAD, Indonesia
(2) Fapet UNPAD, Indonesia
(3) Jurusan Agrotek UIN, Indonesia
(*) Corresponding Author

Abstract


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.

Keywords


Multicollinearitas; outliers; ridge regression; robust regression

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