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The semiparametric regression curve estimation by using mixed truncated spline and fourier series model

机译:使用混合截断的样条和傅里叶系列模型来估算半造型回归曲线

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In simple terms, semiparametric regression is a model that combines parametric and nonparametric models. The use of two different components in semiparametric regression practically makes this model broader and developed rapidly in theoretical respect. There are several estimators where two of them are truncated spline and fourier series. Spline has the characteristic of changing patterns at certain sub-intervals while fourier series are smooth and follow the pattern repeated at certain intervals. Furthermore, in multivariable nonparametric regression, it is possible to use different estimators for each predictor. This has encouraged researcher to develop studies with mixed or combined estimators. Ordinary Least Square (OLS) as one of the most common estimation methods cannot be directly used in nonparametric regression because the shape of the curve is unknown. Hence, the OLS method is modified with conditional optimization and referred to Penalized Least Square (PLS). The semiparametric regression curve estimation obtained in this study applied to the Human Development Index (HDI) in 37 regencies across East Java. Based on data from BPS-Statistics of East Java Province, East Java's HDI is the lowest among six provinces on Java island and slightly lower than Indonesia's HDI. Therefore, further studies on East Java's HDI becomes important. In this regard, the objective of this research is to obtain an estimator of multivariable semiparametric regression curve using mixed truncated spline and fourier series model and applying the data of HDI in East Java. The method of selecting smoothing parameter using minimum Generalized Cross Validation (GCV) and the best model was obtained with two knots-two oscillation with minimum GCV equals to 4.58531 which has R~2=89.20%. Model interpretations are generally divided for each predictor variable and due to R~2 obtained, it can also be said that the model obtained can explain the relationship between response and predictor variables.
机译:简单来说,半甲酰胺回归是一个组合参数和非参数模型的模型。在Semiparametric回归中使用两种不同的组件几乎使该模型更广泛地发展并在理论方面迅速发展。有几个估计器,其中两个是截断的花键和傅立叶系列。样条曲线具有在某些子间隔内更改模式的特性,而傅立叶系列是平滑的,并按照某些间隔重复的模式。此外,在多变量的非参数回归中,可以为每个预测器使用不同的估计器。这鼓励研究人员与混合或合并估算者制定研究。普通的最小二乘(OLS)作为最常见的估计方法之一不能直接用于非参数回归,因为曲线的形状未知。因此,通过条件优化来修改OLS方法,并提及惩罚最小二乘(PL)。本研究中获得的半甲酰胺回归曲线估计适用于东爪哇综合作用的37个实例的人类发展指数(HDI)。基于来自东爪哇省的BPS统计数据的数据,东爪哇的HDI是Java岛六个省份中最低的,略低于印度尼西亚的HDI。因此,对东爪哇的HDI的进一步研究变得重要。在这方面,本研究的目的是使用混合截断的样条和傅立叶序列模型获得多变量半造型回归曲线的估计器,并在East Java中应用HDI的数据。使用最小广义交叉验证(GCV)选择平滑参数的方法和最佳模型,用两个结 - 两个振荡,最小GCV等于4.58531,其具有R〜2 = 89.20%。模型解释通常划分为每个预测变量,并且由于获得的R〜2,也可以说获得的模型可以解释响应和预测变量之间的关系。

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