Journal article

PERBANDINGAN METODE MCD-BOOTSTRAP DAN LADBOOTSTRAP DALAM MENGATASI PENGARUH PENCILAN PADA ANALISIS REGRESI LINEAR BERGANDA

Ni Luh Putu Ratna Kumalasari Ni Luh Putu Suciptawati Made Susilawati

Volume : 6 Nomor : 1 Published : 2017, January

E-JURNAL MATEMATIKA - Jurusan Matematika, Fakultas MIPA Universitas Udayana

Abstrak

Outliers are observations that are far away from other observations. Outlier can be interfered with the process of data analysis which influence the regression parameters estimation. Methods that are able to deal with outliers are Minimum Covariance Determinant and Least Absolute Deviation methods. However, if both methods are applied with small sample the validity of both methods is being questioned. This research applies bootstrap to MCD and LAD methods to small sample. Resampling using 500, 750,and 1000 with confidence interval of 95% and 99% shows that both methods produce an unbiased estimators at 10%, 15%, and 20% outliers. The confidence interval of MCD-Bootstrap method is shorter than LAD-Bootstrap method. Both are, MCD-Bootstrap method is a better thus than LAD-Bootstrap method.