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  • Harmi Sugiarti
    Universitas Terbuka
  • Andi Megawarni
    Universitas Terbuka

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.

Keywords

Efisiensi Relatif, OLS, WLS, Regresi Robust, Homogenitas,

References

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Sugiarti, H. & Megawarni, A. 2003. Penggunaan metode regresi Robust untuk mencari slang kepercayaan koefisien garis regresi jika ragam galat tidak homogen. Jakarta: Lembaga Penelitian Universitas Terbuka.

Sugiarti, H. & Megawarni, A. 2001. Selang kepercayaan untuk koefisien garis regresi jika ragam galat tidak homogen dengan metode OLS dan WLS. Jakarta: Lembaga Penelitian Universitas Terbuka.

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Published Aug 15, 2005
How to Cite
SUGIARTI, Harmi; MEGAWARNI, Andi. Tingkat Efisiensi Metode Regresi Robust dalam Menaksir Koefisien Garis Regresi Jika Ragam Galat Tidak Homogen. Jurnal Matematika Sains dan Teknologi, [S.l.], v. 6, n. 1, p. 14-19, aug. 2005. ISSN 2442-9147. Available at: <http://jurnal.ut.ac.id/index.php/JMST/article/view/501>. Date accessed: 23 may 2018.
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