Shortest confidence interval of parameter semi parametric regression model using spline truncated for longitudinal data

I. Nyoman Budiantara*, Vita Ratnasari, Erma Oktania Permatasari, Dasty Dewi Prawanti

*Corresponding author for this work

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

1 Citation (Scopus)

Abstract

Regression analysis is one method in statistics that used to know the pattern of functional relationships between response variables and predictor variables. Combination of parametric and nonparametric regression is semi parametric regression. The most popular estimator for nonparametric or semi parametric regression is spline truncated estimator. Problems in everyday life often using regression modeling with longitudinal data. Longitudinal data is a combination of cross-section data and time-series data. In longitudinal data, between subjects are independent of each other but between observations in the subject are dependent. One of the most important parts of statistical inference is interval estimation. Interval estimation aims to determine predictor variables that have a significant effect on the response variable. This study aims to obtain the form of interval estimation for parameters of semi parametric regression models using spline truncated estimator in longitudinal data. To solve this problem, the Weighted Least Square method and a pivotal quantity method were used for unknown population variance cases. The result of the theoretical study was that pivotal quantity distributed student-t. The shortest parameter interval estimation of semi parametric spline truncated regression model was obtained through the optimization process using the method of Lagrange.

Original languageEnglish
Title of host publication2nd International Conference on Science, Mathematics, Environment, and Education
EditorsNurma Yunita Indriyanti, Murni Ramli, Farida Nurhasanah
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735419452
DOIs
Publication statusPublished - 18 Dec 2019
Event2nd International Conference on Science, Mathematics, Environment, and Education, ICoSMEE 2019 - Surakarta, Indonesia
Duration: 26 Jul 201928 Jul 2019

Publication series

NameAIP Conference Proceedings
Volume2194
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference2nd International Conference on Science, Mathematics, Environment, and Education, ICoSMEE 2019
Country/TerritoryIndonesia
CitySurakarta
Period26/07/1928/07/19

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