MENGATASI HETEROSKEDASTISITAS PADA REGRESI DENGAN MENGGUNAKAN WEIGHTED LEAST SQUARE

  • PUTU AYU MAZIYYA Faculty of Mathematics and Natural Sciences, Udayana University
  • I KOMANG GDE SUKARSA Faculty of Mathematics and Natural Sciences, Udayana University
  • NI MADE ASIH Faculty of Mathematics and Natural Sciences, Udayana University

Abstract

In the regression analysis we need a method to estimate parameters to fulfill the BLUE characteristic. There are assumptions that must be fulfilled homoscedasticity one of which is a condition in which the assumption of error variance is constant (same), infraction from the assumptions homoskedasticity called heteroscedasticity. The Consequence of going heteroscedasticity can impact OLS estimators still fulfill the requirements of not biased, but the variant obtained becomes inefficient. So we need a method to solve these problems either by Weighted Least Square (WLS). The purpose of this study is to find out how to overcome heteroscedasticity in regression with WLS. Step of this research was do with the OLS analysis, then testing to see whether there heteroscedasticity problem with BPG method, the next step is to repair the beginning model by way of weighting the data an exact multiplier factor, then re-using the OLS procedure to the data that have been weighted, the last stage is back with a heteroscedasticity test BPG method, so we obtained the model fulfill the assumptions of homoskedasicity. Estimates indicate that the WLS method can resolve the heteroscedasticity, with exact weighting factors based on the distribution pattern of data seen.

Downloads

Download data is not yet available.

Author Biographies

PUTU AYU MAZIYYA, 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

NI MADE ASIH, Faculty of Mathematics and Natural Sciences, Udayana University

Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Published
2015-01-30
How to Cite
MAZIYYA, PUTU AYU; SUKARSA, I KOMANG GDE; ASIH, NI MADE. MENGATASI HETEROSKEDASTISITAS PADA REGRESI DENGAN MENGGUNAKAN WEIGHTED LEAST SQUARE. E-Jurnal Matematika, [S.l.], v. 4, n. 1, p. 20 - 25, jan. 2015. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/12285>. Date accessed: 05 nov. 2024. doi: https://doi.org/10.24843/MTK.2015.v04.i01.p083.
Section
Articles

Keywords

heteroscedasticity; OLS; WLS

Most read articles by the same author(s)

1 2 3 > >>