ROBUST GEOGRAPHICALLY WEIGHTED REGRESSION WITH LEAST ABSOLUTE DEVIATION (LAD) ESTIMATION AND M-ESTIMATION ON GRDP OF WEST JAVA PROVINCE
Abstract
Geographically Weighted Regression (GWR) is an analytical method for data that contains spatial heterogeneity effects. However, parameter estimation in the GWR model has a weakness, namely it is prone to outliers and can cause the parameter estimation to be biased. This can be overcome by the Robust Geographically Weighted Regression (RGWR) method which is more robust against the presence of outliers. This method is suitable for Gross Regional Domestic Product (GRDP) data in West Java Province, which contains outliers and also has spatial effects. The data used in this study are secondary data obtained from the Central Statistics Agency (BPS) of West Java Province. The purpose of this study is to compare the Robust Geographically Weighted Regression (RGWR) method with the Least Absolute Deviation (LAD) Estimation and M-estimation and also to find out the factors that affect the Gross Regional Domestic Product (GRDP) in West Java Province in 2021 based on the model resulting from. Selection of the best model is seen based on the value of the coefficient of determination (R2) and Mean Squared of Error (MSE). The research results show that the Robust Geographically Weighted Regression (RGWR) method with M-estimation is much more effective in estimating the distribution of GRDP in West Java Province in 2021, seen from the larger coefficient of determination and the smaller Mean Square Error (MSE). The variables that have a significant influence on GRDP in West Java Province in 2021 are the variables of foreign investment and local income.
Downloads
References
R. P. Gautama, I. Fitriani, F. Naza, and P. R. Arum, “Identifying Factors that Influence Life Expectancy in Central Java Using Spatial Regression Models,” vol. 16, no. 2, pp. 605–613, 2023.
M. L. Jhingan, “Ekonomi Pembangunan dan Perencanaan, terjemahan D. Guritno.” Jakarta: PT. Raja Grafindo Persada, 2003.
R. Okriatama, “Penerapan Analisis Error Correction Model Dalam Menentukan Faktor-Faktor Yang Mempengaruhi Pdrb Provinsi Dki Jakarta,” 2021.
K. N. Annisa, I. M. Nur, and P. R. Arum, “Pemodelan Spatial Seemingly Unrelated Regression ( S-SUR ) Pada Produk Domestik Regional Bruto Sektor Unggulan Di Indonesia Spatial Seemingly Unrelated Regression ( S-SUR ) Modeling on Gross Regional Domestic Product of Superior Sectors in Indonesia Unive,” vol. 3, pp. 293–301, 2020.
S. Alfiani and P. R. Arum, “Pemodelan Pertumbuhan Ekonomi di Jawa Barat Menggunakan Metode Geographically Weighted Panel Regression Universitas Muhammadiyah Semarang,” vol. 15, no. 2, pp. 219–227, 2022.
BPS, Produk Domestik Regional Bruto Kabupaten/Kota di Indonesia. BPS, 2022.
P. J. Rousseeuw and A. M. Leroy, “Robust Regression and Outlier Detection. New York: John Wiley& Sons.” Inc, 1987.
E. Oktaviana, P. R. Arum, and M. Al Haris, “Pemodelan Spatial Autoregressive Quantile Regression ( SARQR ) Menggunakan Pembobot Queen Contiguity Pada Kasus Stunting Balita di Indonesia Spatial Autoregressive Quantile Regression ( SARQR ) Modeling Using Queen Contiguity Weights in Toddler Stunting C,” vol. 6, pp. 411–425, 2023.
Y. L. Sukestiyarno and A. Agoestanto, “Batasan prasyarat uji normalitas dan uji homogenitas pada model regresi linear,” Unnes Journal of Mathematics, vol. 6, no. 2, pp. 168–177, 2017.
R. S. Wirawan, “Analisis Faktor-Faktor yang Mempengaruhi PDRB di Provinsi Jawa Barat Tahun 2015-2020,” 2021.
D. Permata Sari, “Robust Geographycally Weighted Rergression dengan Metode Least Absolute Deviation Pada Kasus Penyebaran Covid-19 di Indonesia.” 2021.
N. R. Draper, H. Smith, and B. Sumantri, Analisis regresi terapan. PT Gramedia Pustaka Utama, 1992.
Febawanti, “Pemodelan Robust Geographycally Weighted Rergression (RGWR) Pada Data yang Mengandung Pencilan (Studi Kasus Indeks Pembangunan Manusia Provinsi Jawa Timur Tahun 2015),” 2017.
N. Herawati, K. Nisa, and E. Setiawan, “Analisis Ketegaran Regresi Robust Terhadap Letak Pencilan: Studi Perbandingan,” Bulletin of Mathematics, vol. 3, no. 01, pp. 49–60, 2011.
C. Chen, “Robust Regression and Outlier Detection with the Robustreg Procedure,” in Proceedings of the Proceedings of the Twenty-Seventh Annual SAS Users Group International Conference, 2002.
A. S. Rahman, “Estimasi Model Robust Geographically Weighted Regression dengan Metode Least Absolute Deviation.” Universitas Hasanuddin, 2021.
M. T. S. Puspitasari, Y. Susanti, and S. S. Handajani, “Model Regresi Robust untuk Indeks Pembangunan Manusia di Jawa Timur dengan Estimasi M,” in PRISMA, Prosiding Seminar Nasional Matematika, 2021, pp. 659–665.
F. T. Wang and D. W. Scott, “The L 1 method for robust nonparametric regression,” Journal of the American Statistical Association, vol. 89, no. 425, pp. 65–76, 1994.
F. Astuti, R. D. Bekti, A. A. Br Keliat, and T. I. Sebo, “Analisis Produksi Padi dI Indonesia Menggunakan Model Regresi Robust Estimasi M, Estimasi S dan Estimasi MM,” Jurnal Teknologi Technoscientia, vol. 16, no. 1, pp. 33–40, Sep. 2023, doi: 10.34151/technoscientia.v16i1.4513.
D. N. Gujarati and D. C. Porter, “Basic econometrics (ed.),” Singapore: McGrew Hill Book Co, 2003.
I. Ghozali, “Aplikasi Analisis Multivariate dengan program SPSS . semarang: undip,” 2009.
M. S. Dahlan, Regresi Linier Disertai Praktik dengan SPSS. Jakarta: Epidemiologi Indonesia, 2012.
Soemartini, “Pencilan (Outlier),” Universitas Padjadjaran ,Jatinangor, 2007.
C. A. Ayuwida, P. R. Arum, and M. Al Haris, “Model Seemingly Unrelated Regression Pada Data Kemiskinan Jawa Timur Menggunakan Matriks Pembobot Queen Contiguity Dan Rook Contiguity,” vol. 9, no. 1, pp. 64–68, 2021.
L. Anselin, Spatial econometrics: methods and models, vol. 4. Springer Science & Business Media, 1988.
D. L. Sogen, P. R. Arum, and R. Wasono, “Pemodelan Geographically Weighted Poisson Regression ( GWPR ) Dengan Pembobot Fixed Bisquare Kernel Dan Adaptive Bisquare Kernel Pada,” vol. 6, pp. 371–387, 2023.
D. Birkes and Y. Dodge, Alternative methods of regression. John Wiley & Sons, 2011.
Y. Leung, C.-L. Mei, and W.-X. Zhang, “Statistical tests for spatial nonstationarity based on the geographically weighted regression model,” Environment and Planning A, vol. 32, no. 1, pp. 9–32, 2000.
J. Fox and S. Weisberg, An R companion to applied regression. Sage publications, 2011.
D. C. Montgomery, E. A. Peck, and G. G. Vining, “Introduction to Linear Analysis.” Tinker, NA, DE Mather, TK Blake, KG Briggs, TM Choo, 1982.
A. O. Winarta, P. R. Arum, I. M. Nur, and E. A. Purnomo, Modelling Gender-Based Human Development Index in Indonesia Using Spatial Seemingly Unrelated Regression ( S-SUR ). Atlantis Press SARL, 2023. doi: 10.2991/978-2-38476-176-0.
R. K. Sembiring, “Analisis Regresi Edisi Ke-2.” Proyek Pengembangan Staf dan Sarana Perguruan Tinggi. Bandung: ITB, 2003.
Copyright (c) 2024 Prizka Rismawati Arum, Mohammad Ridwan, Ina Alfidayanti, Rochdi Wasono
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Authors who publish with this Journal agree to the following terms:
- Author retain copyright and grant the journal right of first publication with the work simultaneously licensed under a creative commons attribution license that allow others to share the work within an acknowledgement of the work’s authorship and initial publication of this journal.
- Authors are able to enter into separate, additional contractual arrangement for the non-exclusive distribution of the journal’s published version of the work (e.g. acknowledgement of its initial publication in this journal).
- Authors are permitted and encouraged to post their work online (e.g. in institutional repositories or on their websites) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published works.