ESTIMASI MODEL REGRESI SEMIPARAMETRIK SPLINE TRUNCATED MENGGUNAKAN METODE MAXIMUM LIKELIHOOD ESTIMATION (MLE)

NARITA YURI ADRIANINGSIH, ANDREA TRI RIAN DANI

Abstract


Regression modeling with a semiparametric approach is a combination of two approaches, namely the parametric regression approach and the nonparametric regression approach. The semiparametric regression model can be used if the response variable has a known relationship pattern with one or more of the predictor variables used, but with the other predictor variables the relationship pattern cannot be known with certainty. The purpose of this research is to examine the estimation form of the semiparametric spline truncated regression model. Suppose that random error is assumed to be independent, identical, and normally distributed with zero mean and variance , then using this assumption, we can estimate the semiparametric spline truncated regression model using the Maximum Likelihood Estimation (MLE) method.  Based on the results, the estimation results of the semiparametric spline truncated regression model were obtained  p=(inv(M'M)) M'y 

Keywords


Maximum Likelihood Estimation , Semiparametric Regression, Spline Truncated

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DOI: https://doi.org/10.34312/jjps.v2i2.10255

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