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) | ||||||
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Contributors: |
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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 |
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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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