Selang Kepercayaan Untuk Koefisien Garis Regresi Dalam Hal Ragam Galat Tidak Homogen Menggunakan Metode OLS dan WLS  

Oleh:

Sugiarti, Harmi ; Megawarni, Andi

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Matematika, Sains, dan Teknologi vol. 3 no. 1 (Mar. 2002)
Topik: Metode OLS dan WLS; Koefisien Garis Regresi; Ragam Galat Tidak Homogen
Fulltext: Harmi Sugiarti_Andi Megawarni.pdf (67.45KB)

Isi artikel

The assumption of homogeneous error variance underlying the OLS method was so important in getting the best linear unbiased estimation of the regression coefficients. Violation of this assumption could reduce the accuracy of confidence interval of the regression coefficients.This paper aims at comparing the width of confidence interval which results from OLS and WLS methods when the error term was not homogen. Using simulation data with MINITAB indicates that the width of confidence interval results from WLS method ere narrower compare to OLS method.

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