ANALISIS ESTIMASI PARAMETER REGRESI KUANTIL DENGAN METODE BOOTSTRAP

Authors

  • Mesi Oktafia
  • Ferra Yanuar
  • Maiyastri .

DOI:

https://doi.org/10.25077/jmu.5.1.125-130.2016

Abstract

Abstrak. Regresi kuantil merupakan salah satu metode regresi dengan pendekatan
memisahkan atau membagi data menjadi kuantil-kuantil tertentu. Metode pendekatan
yang dilakukan adalah dengan meminimumkan error mutlak berbobot yang tidak
simetris dan menduga fungsi kuantil bersyarat pada suatu sebaran data. Pendugaan parameter
regresi kuantil ini tidak membutuhkan asumsi parametertik. Parameter model
yang dihasilkan kemudian diuji keakuratannya dengan menggunakan metode Bootstrap.
Metode Bootstrap merupakan suatu teknik pendekatan nonparametrik untuk menaksir
berbagai kuantitas statistik seperti mean, standar error, dan bias suatu estimasi atau
untuk membentuk interval kondensi dengan mengikuti algoritma tertentu. Pada kajian
ini estimasi parameter regresi kuantil dengan metode Bootstrap diperoleh bahwa hasil
estimasi parameter regresi kuantil sudah cukup akurat, karena nilai estimasi parameter
regresi kuantil dengan metode Bootstrap hampir mendekati nilai estimasi regresi kuantil
untuk data simulasi. Selanjutnya estimasi parameter regresi kuantil dengan metode Bootstrap
diperoleh nilai mean square error (MSE) yang cukup kecil untuk setiap estimasi
parameter pada setiap kuantilnya, ini mengindikasikan bahwa nilai estimasi parameter
regresi kuantil dengan metode Bootstrap sudah cukup baik.

Downloads

Published

01-03-2016

Issue

Vol. 5 No. 1 (2016)

Section

Articles

License

All articles published in Jurnal Matematika UNAND (JMUA) are open access and licensed under the Creative Commons Attribution-ShareAlike (CC BY-SA) license. This ensures that the content is freely available to all users and can be shared and adapted, provided appropriate credit is given and any adaptations are distributed under the same license.

Copyright Holder

The copyright of all articles published in Jurnal Matematika UNAND is held by the Departemen Matematika dan Sains Data, Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA), Universitas Andalas (UNAND). This applies to all published versions, including the HTML and PDF formats of the articles.

Author Rights

While the Departemen Matematika dan Sains Data FMIPA UNAND holds the copyright for all published content, authors retain important rights under the Creative Commons Attribution-ShareAlike 4.0 International License (CC BY-SA). This license grants authors and users the following rights:

  • Reuse: Authors can reuse and distribute their work for any lawful purpose, including sharing on personal websites, institutional repositories, or in subsequent publications.
  • Attribution and Adaptation: Authors and others may remix, adapt, and build upon the published work for any purpose, even commercially, as long as proper credit is given to the original authors, and any derivative works are distributed under the same CC BY-SA license.

Creative Commons License (CC BY-SA)

Under the terms of the CC BY-SA license, users are free to:

  • Share: Copy and redistribute the material in any medium or format.
  • Adapt: Remix, transform, and build upon the material for any purpose, even commercially.

However, the following conditions apply:

  • Attribution: Users must give appropriate credit to the original author(s) and Departemen Matematika dan Sains Data FMIPA UNAND, provide a link to the license, and indicate if changes were made. Attribution must not imply endorsement by the author or the journal.
  • ShareAlike: If users remix, transform, or build upon the material, they must distribute their contributions under the same license as the original.

For more information about the CC BY-SA license, please visit the Creative Commons website.

Third-Party Content

If authors include third-party material (such as figures, tables, or images) that is not covered by a Creative Commons license, they must obtain the necessary permissions for reuse and provide proper attribution. Authors are required to ensure that any third-party content complies with open-access licensing requirements or includes permissions for redistribution under similar terms.

Copyright and Licensing Information Display

The copyright and licensing terms will be clearly displayed on each article's landing page, as well as within the full-text versions (HTML and PDF) of all published articles.

No "All Rights Reserved"

As an open-access journal, JMUA does not use "All Rights Reserved" policies. Instead, the CC BY-SA license ensures that the works remain accessible and reusable for a wide audience while still protecting both the authors' and the copyright holder's rights.

Â