Home  /  E-Jurnal Matematika  /  Vol: 3 Núm: 4 Par: 0 (2014)  /  Article
ARTICLE
TITLE

KINERJA JACKKNIFE RIDGE REGRESSION DALAM MENGATASI MULTIKOLINEARITAS

SUMMARY

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.

PAGES
pp. 146 - 153
COLLECTIONS
Mathematics
JOURNALS RELATED
Statistika

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