KINERJA JACKKNIFE RIDGE REGRESSION DALAM MENGATASI MULTIKOLINEARITAS

  • HANY DEVITA Faculty of Mathematics and Natural Sciences, Udayana University
  • I KOMANG GDE SUKARSA Faculty of Mathematics and Natural Sciences, Udayana University
  • I PUTU EKA N. KENCANA Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Abstract

Ordinary least square is a parameter estimations for minimizing residual sum of squares. If the multicollinearity was found in the data, unbias estimator with minimum variance could not be reached. Multicollinearity is a linear correlation between independent variabels in model. Jackknife Ridge Regression(JRR) as an extension of Generalized Ridge Regression (GRR) for solving multicollinearity.  Generalized Ridge Regression is used to overcome the bias of estimators caused of presents multicollinearity by adding different bias parameter for each independent variabel in least square equation after transforming the data into an orthoghonal form. Beside that, JRR can  reduce the bias of the ridge estimator. The result showed that JRR model out performs GRR model.

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Author Biographies

HANY DEVITA, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
I KOMANG GDE SUKARSA, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
I PUTU EKA N. KENCANA, Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
Published
2014-11-28
How to Cite
DEVITA, HANY; SUKARSA, I KOMANG GDE; N. KENCANA, I PUTU EKA. KINERJA JACKKNIFE RIDGE REGRESSION DALAM MENGATASI MULTIKOLINEARITAS. E-Jurnal Matematika, [S.l.], v. 3, n. 4, p. 146 - 153, nov. 2014. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/11996>. Date accessed: 21 nov. 2024. doi: https://doi.org/10.24843/MTK.2014.v03.i04.p077.
Section
Articles

Keywords

ordinary least square; multicollinearity; Generalized Ridge Regression; Jackknife Ridge Regression

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