Metode Regresi Ridge Untuk Mengatasi Kasus Multikolinear
Author(s) -
Margaretha Ohyver
Publication year - 2011
Publication title -
comtech computer mathematics and engineering applications
Language(s) - English
Resource type - Journals
eISSN - 2476-907X
pISSN - 2087-1244
DOI - 10.21512/comtech.v2i1.2782
Subject(s) - variance inflation factor , ridge , linear regression , regression , statistics , regression analysis , variables , variance (accounting) , variable (mathematics) , computer science , mathematics , econometrics , multicollinearity , geology , economics , paleontology , mathematical analysis , accounting
Multicolinear is a case that occurs in multi-linear regression analysis. Using multicolinear, it will be difficult to separate the influence of each independent variable towards the response variables. It also occurs in a farm production like cabbage. To solve this problem, Ridge regression method is used. This research aims to obtain a Ridge regression model to solve the multicolinear case. By using this method, the alleged regression coefficient is obtained by variance inflation factor less than ten for six free variables.
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