MODEL REGRESI RIDGE UNTUK MENGATASI MASALAH MULTIKOLINEARITAS DALAM MENGESTIMASI PARAMETER REGRESI LINIER BERGANDA

Hotmauli, Monica Bellyna (2021) MODEL REGRESI RIDGE UNTUK MENGATASI MASALAH MULTIKOLINEARITAS DALAM MENGESTIMASI PARAMETER REGRESI LINIER BERGANDA. Undergraduate thesis, UNIMED.

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Abstract

Asumsi multikolinearitas merupakan salah satu asumsi klasik yang harus dipenuhi dalam regresi linier berganda. Salah satu metode untuk mengatasi masalah multikolinearitas yaitu Regresi Ridge. Data yang digunakan dalam penelitian ini yaitu data sekunder, dimana data tersebut memiliki masalah multikolinearitas. Data tersebut diukur tingkat multikolinearitasnya dengan Variance Inflation Factor (VIF) dan diatasi dengan metode Regresi Ridge. Hal ini dilakukan dengan mentransformasi data kemudian menambahkan tetapan bias c yang memberikan nilai VIF relatif mendekati 1. Setelah memperoleh persamaan Ridge, maka data ditransformasikan kembali ke bentuk awal menjadi persamaan regresi berganda yang lebih baik.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorSimamora, Elmanani197211162006041001
Call Number: SK-2021 MAT 240
Keywords: Multikolinearitas; Regresi ridge; Regresi linier berganda; Kuadrat terkecil; Mean squared error
Subjects: Q Science > QA Mathematics
Q Science > QA Mathematics > QA299 Analysis
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam > Matematika
Depositing User: Mrs Harly Christy Siagian
Date Deposited: 14 Dec 2021 08:35
URI: http://digilib.unimed.ac.id/id/eprint/44063

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