Mixed estimator of spline truncated, Fourier series, and kernel in biresponse semiparametric regression model
| Autor: | Hartina Husain, Ismaini Zain, I N Budiantara |
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| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | IOP Conference Series: Earth and Environmental Science. 880:012046 |
| ISSN: | 1755-1315 1755-1307 |
| DOI: | 10.1088/1755-1315/880/1/012046 |
| Popis: | Regression analysis is a method of analysis to determine the relationship between the response and the predictor variables. There are three approaches in regression analysis, namely the parametric, nonparametric, and semiparametric approaches. Biresponse Semiparametric regression model is a regression model that uses a combination approach between parametric and nonparametric components, where two response variables are correlated with each other. For data cases with several predictor variables, different estimation technique approaches can be used for each variable. In this study, the parametric component is assumed to be linear. At the same time, the nonparametric part is approached using a mixture of three estimation techniques, namely, spline truncated, Fourier series, and the kernel. The unknown data pattern is assumed to follow the criteria of each of these estimation techniques. The spline is used when the data pattern tends to change at certain time intervals, the Fourier series is used when the data pattern tends to repeat itself, and the kernel is used when the data does not have a specific way. This study aims to obtain parameter estimates for the mixed semiparametric regression model of spline truncated, Fourier series, and the kernel on the biresponse data using the Weighted Least Square (WLS) method. The formed model depends on the selection of knot points, oscillation parameters, and optimal bandwidth. The best model is based on the smallest Generalized Cross Validation (GCV). |
| Databáze: | OpenAIRE |
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