Open AccessComparison of Curve Estimation of the Smoothing Spline Nonparametric Function Path Based on PLS and PWLS In Various Levels of Heteroscedasticity
Author(s) -
Adji Achmad Rinaldo Fernandes,
Benny Hutahayan,
. Solimun,
Endang Arisoesilaningsih,
Indah Yanti,
Ani Budi Astuti,
. Nurjannah,
Luthfatul Amaliana
Publication year - 2019
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/546/5/052024
Subject(s) - heteroscedasticity , nonparametric statistics , smoothing spline , estimator , statistics , mathematics , smoothing , econometrics , spline (mechanical) , engineering , spline interpolation , structural engineering , bilinear interpolation
Linearity assumption that has not been fulfilled in the path analysis should use nonparametric approach. This research uses smoothing spline nonparametric path analysis with generated data where the condition of heteroscedasticity level measured through MAPD statistic will be applied to the data. The conditions are MAPD 0.01 – 0.20; 0.21 – 0.40; 0.41 – 0.60; 0.61 – 0.80; and 0.81 – 1.00. The purpose of this research is to determine the comparison of curve estimation of spline smoothing nonparametric path function on every level of heteroscedasticity category (DM) and without considering the heteroscedasticity (TM). The research results found that relative efficiency value of DM (PWLS) estimator with TM (PLS) that is always more than 1 for every heteroscedasticity level and every observation size. Thus, it was obtained better DM estimator (PWLS approach) comparing to TM (PLS).