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PEMODELAN REGRESI RIDGE ROBUST S,M, MM-ESTIMATOR DALAM PENANGANAN MULTIKOLINIERITAS DAN PENCILAN (Studi Kasus : Faktor-Faktor yang Mempengaruhi Kemiskinan di Jawa Tengah Tahun 2020)

*Anggun Perdana Aji Pangesti  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Sugito Sugito  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Hasbi Yasin  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Open Access Copyright 2021 Jurnal Gaussian under http://creativecommons.org/licenses/by-nc-sa/4.0.

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Abstract

The Ordinary Least Squares (OLS) is one of the most commonly used method to estimate linier regression parameters. If there is a violation of assumptions such as multicolliniearity especially coupled with the outliers, then the regression with OLS is no longer used. One method can be used to solved the multicollinearity and outliers problem is Ridge Robust Regression.  Ridge Robust Regression is a modification of ridge regression method used to solve the multicolliniearity and using some estimators of robust regression used to solve the outlier, the estimator including : Maximum likelihood estimator (M-estimator), Scale estimator (S-estimator), and Method of moment estimator (MM-estimator). The case study can be used with this method is data with multicollinearity and outlier, the case study in this research is poverty in Central Java 2020 influenced by life expentancy, unemployment number, GRDP rate, dependency ratio, human development index, the precentage of population over 15 years of age with the highest education in primary school, mean years school. The result of estimation using OLS show that there is a multicollinearity and presence an outliers. Applied the ridge robust regression to case study prove that ridge robust regression can improve parameter estimation. The best ridge robust regression model is Ridge Robust Regression S-Estimator. The influence value of predictor variabels to poverty is 73,08% and the MSE value is 0,00791.

 

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Keywords: Ordinary Least Square (OLS); Multicolliniearity; Ridge Regression; Outliers; Robust Regression; Ridge Robust Regression; Poverty

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