Penggunaan Metode Regresi Robust Untuk Mencari Selang Kepercayaan Koefisien Garis Regresi Jika Ragam Galat Tidak Homogen  

Oleh:

Sugiarti, Harmi ; Megawarni, Andi

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Matematika, Sains, dan Teknologi vol. 4 no. 2 (Sep. 2003)
Topik: Ragam Galat Tidak Homogen; OLS method; Metode Regresi Robust
Fulltext: Harmi Sugiarti_Andi Megawarni.pdf (130.36KB)

Isi artikel

The assumption of homogeneous error variance underlying the OLS method is very important to get the best linear unbiased estimation of the regression coefficients. This paper aims to compare the width of confidence interval which is resulted by the OLS, the WLS, and the robust regression methods when the error term is not homogen. Comparing the three methods indicate that the width of confidence interval by the robust regression method is narrower than the OLS method but the WLS method is the narrowest.

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