PENGGUNAAN KRITERIA RcP PADA PEMILIHAN PEUBAH BEBAS TERBAIK JIKA TERDAPAT MULTIKOLINEARITAS
Keywords: independent variables selection, robust, multicolinearity
Abstract
Some procedures can be used for selecting independent variables, one of them is the procedure of all possible regression with robust Cp (RCp) criterion. This statistic is not sensitive with multicollinearity in model and outlier residuals. The aim of this article is to investigate the use of RCp criterion in selecting independent variables. The result of the simulation experimental data shows that the RCp criterion fits enough to select independent variables.
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References
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Sommer,S. & Huggins,R.M. (1996). Variables selection using the wald test and a robust Cp. Appl. Statist., 45, 15-29.
Staudte,R.G. & Sheather,S.J. (1990). Robust estimation and testing. New York: Wiley.
McClave, J.T. & Sincich,T. (2003). Statistics. 9th ed. New Jersey: Prentice-Hall.
Montgomery, D.C. & Peck, E.A. (1992). Introduction to linear regression analysis. 2nd ed. New York: Wiley.
Neter, J. & Wasserman,W. (1990). Applied linear statistical models. 3rd ed. Homewood, Illinois: Irwin.
Ronchetti, E. & Staudte, R.G. (1994). A robust version of Mallow’s . J.Am. Statist.Ass., 89, 550-559.
Sommer,S. & Huggins,R.M. (1996). Variables selection using the wald test and a robust Cp. Appl. Statist., 45, 15-29.
Staudte,R.G. & Sheather,S.J. (1990). Robust estimation and testing. New York: Wiley.
Published
Aug 15, 2007
How to Cite
Sugiarti, H. . (2007). PENGGUNAAN KRITERIA RcP PADA PEMILIHAN PEUBAH BEBAS TERBAIK JIKA TERDAPAT MULTIKOLINEARITAS. Jurnal Matematika Sains Dan Teknologi, 8(1), 52–61. Retrieved from https://jurnal.ut.ac.id/index.php/jmst/article/view/619
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