Abstract

The objective of this paper is to evaluate the performance of multiresponse semiparametric regression model based on both of the function types and sample sizes. In general, multiresponse semiparametric regression model consists of parametric and nonparametric functions. This paper focuses on both linear and quadratic functions for parametric components and spline function for nonparametric component. Moreover, this model could also be seen as a spline semiparametric seemingly unrelated regression model. Simulation study is conducted by evaluating three combinations of parametric and nonparametric components, i.e. linear-trigonometric, quadratic-exponential, and multiple linear-polynomial functions respectively. Two criterias are used for assessing the model performance, i.e. R-square and Mean Square Error (MSE). The results show that both of the function types and sample sizes have significantly influenced to the model performance. In addition, this multiresponse semiparametric regression model yields the best performance at the small sample size and combination between multiple linear and polynomial functions as parametric and nonparametric components respectively. Moreover, the model performances at the big sample size tend to be similar for any combination of parametric and nonparametric components.

Original languageEnglish
Title of host publicationInnovation and Analytics Conference and Exhibition, IACE 2015
Subtitle of host publicationProceedings of the 2nd Innovation and Analytics Conference and Exhibition
EditorsNazihah Ahmad, Jafri Zulkepli, Adyda Ibrahim, Nazrina Aziz, Syariza Abdul-Rahman
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735413382
DOIs
Publication statusPublished - 11 Dec 2015
Event2nd Innovation and Analytics Conference and Exhibition, IACE 2015 - Alor Setar, Kedah, Malaysia
Duration: 29 Sept 20151 Oct 2015

Publication series

NameAIP Conference Proceedings
Volume1691
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference2nd Innovation and Analytics Conference and Exhibition, IACE 2015
Country/TerritoryMalaysia
CityAlor Setar, Kedah
Period29/09/151/10/15

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