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ITS » Paper and Presentation » S3 - Statistika
Posted by tondoindra@gmail.com at 15/01/2014 09:36:25  •  1338 Views


ESTIMASI PARAMETER DAN UJI SIGNIFIKANSI MODEL PROBIT BIVARIAT

ESTIMATION AND SIGNIFICANCE TEST IN BIVARIATE PROBIT MODELS

Author :
RATNASARI, VITA ( 1307301201 )




ABSTRAK

Model Probit Bivariat adalah salah satu pemodelan statistik yang melibatkan dua variabel respon kualitatif. Sampai saat ini permasalahan utama dalam proses pemodelan Probit Bivariat adalah masih mengasumsikan tidak ada korelasi antara kedua variabel respon. Dengan demikian tujuan dari penelitian ini adalah mendapatkan estimasi parameter dan statistik uji pada model Probit Bivariat de-ngan mempertimbangkan adanya korelasi antara kedua variabel respon. Hasil ka-jian teoritis menunjukkan bahwa metode Maximum Likelihood Estimation MLE merupakan salah satu metode estimasi yang dapat digunakan untuk mendapatkan estimasi parameter pada model Probit Bivariat. Karena persamaan untuk menda-patkan estimasi parameter tidak close form maka digunakan metode numerik de-ngan iterasi Newton Raphson. Pada tahap selanjutnya metode Maximum Likeli-hood Ratio Test MLRT dikembangkan untuk mendapatkan statistik uji serentak dan parsial. Pada uji serentak untuk n besar telah dibuktikan bahwa statistik uji G2 asymptotik berdistribusi Chi-square. Sedangkan pada uji parsial untuk n besar di-tunjukkan bahwa statistik uji G2 asymptotik berdistribusi Chi-square. Selanjutnya hasil kajian teoritis diaplikasikan pada data real untuk mengetahui faktor-faktor yang mempengaruhi keberhasilan studi mahasiswa pascasarjana di ITS. Hasil studi me-nunjukkan bahwa model Probit Bivariat yang mempertimbangkan adanya korelasi antar variabel respon dapat meningkatkan ketepatan klasifikasi dari 658 men-jadi 5148 .


ABSTRACT

Bivariate Probit Model is one of the statistical modeling that involves two qualitative response variables. Until now the main issue of the Bivariate Probit is the modeling process still assume no correlation between the two response variables. Thus the purpose of this research is to study further now to get the estimated parameters and test statistics of Bivariate Probit model by considering the correlation between two response variables. The results of theoretical studies indicate that the Maximum Likelihood Estimation MLE method is one method of estimation that can be used to obtain estimated parameters of the Bivariate Probit models. Because the equations to obtain estimated parameters are not close form then a numerical method with Newton Raphson iteration is used. The next step Maximum Likelihood Rati Test MLRT method is developed to obtain both simultaneous and partial statistic test. For large n it can be proved that the simultaneous test statistic G2 asymptotically has chi-square distribution. While on a partial test for large n it has been demonstrated that the statistik G2 asymp-totically chi-square distribution. Finally the study is applied to real data to data about the affected factors of study successfully of graduate students ITS. The results show that the Bivariate Probit models that consider the correlation between the response variables can improve the classification accuracy is from 658 to 5148 .



KeywordsModel Probit Bivariat; MLE; MLRT; Ketepatan klasifikasi
 
Subject:  Analisis regresi
Contributor
  1. Dr. Purhadi, M.Sc
  2. Dr. Ismaini Zain, M.Si
Date Create: 05/09/2012
Type: Text
Format: PDF
Language: Indonesian
Identifier: ITS-paper-13021140003458
Collection ID: 13021140003458
Call Number: RDSt 519.536 Rat e


Source
Paper And Presentation of Statistic RDSt 519.536 Rat e 2013

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Copyright @2012 by ITS Library. This publication is protected by copyright and per obtained from the ITS Library prior to any prohibited reproduction, storage in a re transmission in any form or by any means, electronic, mechanical, photocopying, reco For information regarding permission(s), write to ITS Library




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