Abstract

In many cases of regression analysis, we can find unknown relationship pattern between two response variables with many predictor variables (multi-predictor) and both of responses are correlated each other. Consequently such regression problem should be solved using bi-responses nonparametric regression model, which able to overcome high dimensionality case in multi-predictor data. One of the methods is Multivariate Adaptive Regression Spline (MARS). This paper aims to study how MARS method could be utilized on bi-responses nonparametric regression model. The study begins with obtaining model equation form. Thus we estimating regression function and weighted from its model equation. Last step is done by investigating the estimator properties of its model. Results show that the equation form of its model is done by investigating the estimator properties of its model. Results show that the equation form of its model is y = Bα +ε, with regression function and weighted of its equation estimation are f (x) = B (BTW-1B)-1 and W matrix respectively, where the diagonal elements of W as (yT1 A11 y1/yT2 A22y2)1/2 and (yT2 A22 y2/yT1 A11y1)1/2 whereas the off-diagonal elements of W matrix as yT1A12y2/(yT1A11y1yT2A22y2)1/2 and yT2A21y1/(yT2A22y2yT1A11y1)1/2. The results also show that the properties of this model is a bias estimator and linear in observation y.

Original languageEnglish
Pages (from-to)1417-1427
Number of pages11
JournalApplied Mathematical Sciences
Volume9
Issue number29-32
DOIs
Publication statusPublished - 2015

Keywords

  • Bi-responses
  • MARS
  • Nonparametric regression
  • Weighted

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