Parameter Estimation and Hypothesis Testing of Multivariate Adaptive Bivariate Generalized Poisson Regression Spline

Rizqiyanti Ramadany, Bambang Widjanarko Otok*, Purhadi

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Poisson regression is a regression method used to model the count data. The response variable of Poisson regression has a Poisson distribution. Poisson regression assumes that the response variable average value is equal to the response variable variance value, called the equidispersion condition. Generalized Poisson Regression (GPR) is used to overcome that if the equidispersion assumption cannot be fulfilled. If there are two correlated responses variable, the modeling used Bivariate Generalized Poisson Regression (BGPR). Multivariate Adaptive Regression Spline (MARS) is a nonparametric regression method with flexibility in high-dimensional data. Multivariate Adaptive Bivariate Generalized Poisson Regression Spline (MABGPRS) is a development of the MARS method and BGPR method. This study will discuss parameter estimation and test statistics for the MABGPRS model. The estimation of the MABGPRS model parameters was carried out using Weighted Least Square (WLS) method and the Maximum Likelihood Estimation (MLE) method. MLE was not found analytical solution, so the estimation uses the Berndt-Hall-Hall-Hausman (BHHH) iteration method to solve it. The test statistics for simultaneous and using Maximum Likelihood Ratio Test (MLRT).

Original languageEnglish
Title of host publication3rd International Conference on Science, Mathematics, Environment, and Education
Subtitle of host publicationFlexibility in Research and Innovation on Science, Mathematics, Environment, and Education for Sustainable Development
EditorsNurma Yunita Indriyanti, Meida Wulan Sari
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735443099
DOIs
Publication statusPublished - 27 Jan 2023
Event3rd International Conference on Science, Mathematics, Environment, and Education: Flexibility in Research and Innovation on Science, Mathematics, Environment, and Education for Sustainable Development, ICoSMEE 2021 - Surakarta, Indonesia
Duration: 27 Jul 202128 Jul 2021

Publication series

NameAIP Conference Proceedings
Volume2540
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference3rd International Conference on Science, Mathematics, Environment, and Education: Flexibility in Research and Innovation on Science, Mathematics, Environment, and Education for Sustainable Development, ICoSMEE 2021
Country/TerritoryIndonesia
CitySurakarta
Period27/07/2128/07/21

Fingerprint

Dive into the research topics of 'Parameter Estimation and Hypothesis Testing of Multivariate Adaptive Bivariate Generalized Poisson Regression Spline'. Together they form a unique fingerprint.

Cite this