Comparison of Curve Estimation of the Smoothing Spline Nonparametric Function Path Based on PLS and PWLS In Various Levels of Heteroscedasticity

被引：5

作者：

Fernandes, Adji Achmad Rinaldo ^{[1
,5
]}

Hutahayan, Benny ^{[2
]}

Solimun ^{[1
]}

Arisoesilaningsih, Endang ^{[3
]}

Yanti, Indah ^{[4
,5
]}

Astuti, Ani Budi ^{[1
,5
]}

Nurjannah ^{[1
]}

Amaliana, Luthfatul ^{[1
,5
]}

机构：

[1] Univ Brawijaya, Fac Math & Nat Sci, Dept Stat, Malang, Indonesia

[2] Univ Brawijaya, Fac Adm Sci, Dept Bussiness Adm, Malang, Indonesia

[3] Univ Brawijaya, Fac Math & Nat Sci, Dept Biol, Malang, Indonesia

[4] Univ Brawijaya, Fac Math & Nat Sci, Dept Math, Malang, Indonesia

[5] Univ Brawijaya, Fac Math & Nat Sci, Kelompok Kajian Unggulan Pemodelan Stat Bidang Ma, Malang, Indonesia

来源：

9TH ANNUAL BASIC SCIENCE INTERNATIONAL CONFERENCE 2019 (BASIC 2019) | 2019年 / 546卷

关键词：

Nonparametric path; Smoothing Spline; Heteroscedasticity; PLS and PWLS;

D O I：

10.1088/1757-899X/546/5/052024

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Linearity assumption that has not been fulfilled in the path analysis should use nonparametric approach. This research uses smoothing spline nonparametric path analysis with generated data where the condition of heteroscedasticity level measured through MAPD statistic will be applied to the data. The conditions are MAPD 0.01 - 0.20; 0.21 - 0.40; 0.41 - 0.60; 0.61 - 0.80; and 0.81 - 1.00. The purpose of this research is to determine the comparison of curve estimation of spline smoothing nonparametric path function on every level of heteroscedasticity category (DM) and without considering the heteroscedasticity (TM). The research results found that relative efficiency value of DM (PWLS) estimator with TM (PLS) that is always more than 1 for every heteroscedasticity level and every observation size. Thus, it was obtained better DM estimator (PWLS approach) comparing to TM (PLS).

引用

页数：8

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