Jurnal Matematika Sains dan Teknologi
Vol. 6 No. 1 (2005)

Tingkat Efisiensi Metode Regresi Robust Dalam Menaksir Koefisien Garis Regresi Jika Ragam Galat Tidak Homogen

Harmi Sugiarti (Universitas Terbuka)
Andi Megawarni (Universitas Terbuka)

Article Info

Publish Date
15 Aug 2005

Abstract

This paper aims to compare the relative efficiency of weighted least square (WLS), ordinary least square (OLS) and robust regression method in regression coefficient estimation when the error term is not homogen. The assumption of homegeneous error variance underlying the ordinary least square (OLS) is very important to get the best linear unbiased estimation of the regression coefficients. The investigation compares the methods in calculating efficiency of booth simulation and experimental data. In conclusion, the WLS method is relatively more efficient than OLS and Robust Regression methods.

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Journal Info
Jurnal Matematika Sains dan Teknologi
Website

Abbrev

JMST

Publisher

Universitas Terbuka

Subject

Agriculture, Biological Sciences & Forestry Mathematics Other

Description

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