ESTIMASI PARAMETE R MODEL REGRESI LINIER BERGANDA DEN GA N TEKNIK BOOTSTRAP

Authors

  • Dwi Annisa Fitri

DOI:

https://doi.org/10.25077/jmu.3.3.41-49.2014

Abstract

Dalam mengestimasi parameter model regresi linear berganda, salah satu
metode pengestimasi parameter yang biasa dipakai adalah metode kuadrat terkecil.
Metode kuadrat terkecil digunakan untuk mengestimasi parameter yang nilainya tidak
diketahui. Setelah parameter diestimasi dengan metode kuadrat terkecil, selanjutnya
akan dilakukan estimasi dengan menggunakan metode bootstrap pasangan data. Dalam
hal ini akan dilihat apakah hasil estimasi parameter model regresi linear berganda sudah
cukup dekat dengan estimasi parameter model menggunakan metode bootstrap pasangan
data. Kemudian akan dilihat juga apakah estimasi model parameter dengan menggunakan metode kuadrat terkecil sudah berada di dalam selang kepercayaan bootstrap,
yaitu selang kepercayaan normal bootstrap dan selang kepercayaan persentil bootstrap.

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Published

02-06-2016

Issue

Vol. 3 No. 3 (2014)

Section

Articles

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