ESTIMASI PARAMETER MODEL REGRESI LOGISTIK MENGGUNAKAN METODE JACKKNIFE
Jackknife is one of the estimation methods, computer-based statistical inference. Its working principle is using a computer in generating original data from a small sample to get an pseudo sample. Pseudo sample is obtained by removing an observation from the original sample can then be used to calcu...
Saved in:
Main Authors: | , |
---|---|
Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
Subjects: | |
Online Access: | https://repository.ugm.ac.id/124227/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=64347 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Summary: | Jackknife is one of the estimation methods, computer-based statistical
inference. Its working principle is using a computer in generating original data
from a small sample to get an pseudo sample. Pseudo sample is obtained by
removing an observation from the original sample can then be used to calculate
the value of the estimator. One of the jackknife method�s advantage is no need of
any assumptions regarding the distribution of the sample possessed. The main
purpose of this method is to obtain the best possible estimate based on minimal
data with the help of computers. A jackknife method can be used on paired data
for purposes ratio and in the case regression models.
In this paper, a jackknife method is applied to estimate the parameters of a
logistic regression model. Logistic regression model is a form of regression
analysis to determine a causal relationship (causality) when the response variable
Y has only two possible values / results or data are dichotomous. The method
which is often used to solve the logistic regression problem is Maximum
Likelihood Estimation (MLE) where the parameter estimation process is preceded
by the formation of likelihood function. Jackknife method in estimating
parameters of the logistic regression model is illustrated in the determination of
the level of bankruptcies in the Indonesian banking firm selected randomly. Based
on the results of the analysis, jackknife method is able to reduce the standard
errors to jackknife deleted-2. |
---|