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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi IndoMath: Indonesia Mathematics Education
Nur Laili Arofah, Nur Laili
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Humanities Education Mathematics

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Journal : CAUCHY: Jurnal Matematika Murni dan Aplikasi

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Estimasi Nonlinear Least Trimmed Squares (NLTS) pada Model Regresi Nonlinier yang Dikenai Outlier Arofah, Nur Laili; Harini, Sri
CAUCHY Vol 4, No 1 (2015): CAUCHY
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (713.597 KB) | DOI: 10.18860/ca.v4i1.3170

Abstract

Constant Elasticity of Substitution (CES) production function is the intrinsic nonlinear regression models that are often used to estimate the data in an industry. Intrinsic nonlinear regression model is a kindof nonlinear regression that can not be linearized, so as to estimate the beta parameters nonlinear statistical model used was Nonlinear Least Squares (NLS) using a first order taylor series approach used in the GaussNewton iteration. One of the problems often encountered in the analysis of data is an outlier, the presence of outliers in the data analysis greatly influence the results of the analysis so it becomes less valid and the estimationbecome biased. One method that is resistant to outliers regression is a method of Nonlinear Least Trimmed Squares. This research aims to determine the characteristics of parameter CES production function whichcontains outlier. The result shows that parameter of the production function CES which contains outliers are bias, inconsistent. So the CES production function which does not contain outliers better than the are containsoutliers.
Co-Authors annisa, hurriyatul Asnawi, Muhammad Hasan Hendrawati, Novita Erni Sri Harini Ulum, Moh. Miftakhul