STUDI KOMPARATIF METODE KUADRAT TERKECIL DENGAN METODE REGRESI ROBUST PEMBOBOT WELSCH PADA DATA YANG MENGANDUNG PENCILAN

Authors

  • Noverika Anggraini Putri

DOI:

https://doi.org/10.25077/jmu.2.4.18-26.2013

Abstract

Metode Kuadrat Terkecil (MKT) atau Ordinary Least Square (OLS) merupakan salah satu metode yang sering digunakan untuk mendapatkan nilai-nilai penduga
parameter model regresi. Namun demikian, metode ini juga memiliki kelemahan, dimana
penduga yang dihasilkan sangat dipengaruhi oleh adanya data yang polanya menyimpang
dari pola umum data yang disebut pencilan (outlier). Namun demikian, tindakan membuang begitu saja suatu pencilan bukanlah tindakan yang bijaksana, karena adakalanya
pencilan memberikan informasi yang cukup berarti. Oleh karena iu dibutuhkan suatu
metode regresi yang kekar, tidak dipengaruhi oleh adanya pencilan. Metode regresi
semacam ini dinamakan sebagai Metode Regresi Robust. Salah satu pembobot pada
metode ini adalah pembobot Welsch.

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Published

01-12-2013

Issue

Vol. 2 No. 4 (2013)

Section

Articles

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