MENGATASI PENCILAN PADA PEMODELAN REGRESI LINEAR BERGANDA DENGAN METODE REGRESI ROBUST PENAKSIR LMS

  • Farida Daniel STKIP Soe
DOI: https://doi.org/10.30598/barekengvol13iss3pp145-156ar884
Keywords: Outlier, LMS, Robust Regression

Abstract

Ordinary Least Squares (OLS) is frequent used method for estimating parameters. OLS estimator is not a robust regression procedure for the presence of outliers, so the estimate becomes inappropriate. Least Median of Squares (LMS)  is one of a robust estimator for the presence of outliers and has a high breakdown value. LMS estimate parameters by minimizing the median of squared residuals. Least Median of Squares (LMS) The purpose of this study is geting a regression equation that better than the regression equation before using OLS for the data that having outlier. For the first step, checking if there is outlier at data and then searching regression equation with LMS method. In this study used data stackloss and from estimation parameter of this data, LMS estimator showed better results compared to the OLS estimator because the  regression equation  from LMS method have smaller value of Mean Absolute Percentage Error (MAPE).

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Published
2019-10-01
How to Cite
[1]
F. Daniel, “MENGATASI PENCILAN PADA PEMODELAN REGRESI LINEAR BERGANDA DENGAN METODE REGRESI ROBUST PENAKSIR LMS”, BAREKENG: J. Math. & App., vol. 13, no. 3, pp. 145-156, Oct. 2019.
Issue
Vol 13 No 3 (2019): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Section
Articles

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