Jurnal Ilmu Dasar
Vol 9 No 2 (2008)

The S Robust Estimator in Seemingly unrelated Regression Model

Suliyanto Suliyanto (Unknown)

Article Info

Publish Date
04 Jul 2008

Abstract

Regression parameter estimation is mainly used to describe the effect of dependent variable to the response variable. On development of it, parameter estimation is also used to case of multivariate regression. Seemingly Unrelated Regression model is one of regression multivariate cases which has especially assumption, i.e., correlation between errors on the multivariate regression. Robust S is one of robust estimation methods. This estimation can be resistant in presence of outlier in the data. In this research, we studied about parameter estimation for Seemingly Unrelated Regression model using robust S. We applied the model obtained to General Electric and Westinghouse data from 1935 to 1954

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Journal Info
Jurnal Ilmu Dasar
Website

Abbrev

JID

Publisher

Universitas Jember

Subject

Control & Systems Engineering Mathematics

Description

Jurnal ILMU DASAR (JID) is a national peer-reviewed and open access journal that publishes research papers encompasses all aspects of natural sciences including Mathematics, Physics, Chemistry and Biology. JID publishes 2 issues in 1 volume per year. First published, volume 1 issue 1, in January ...