Examples?
response variable?
Logic reason of causal relationship?
response variable?
Logic reason of causal relationship?
Example of an empiric formula?
2.
3.
a. Linear Regression
b. Non-linear Regression
2.
:Y=a+bX
Multi linear
:Z=a+bX+cY
Simple Non-linier
:S=aHb
Complex Non-linier
Polynomial
2.
3.
Yi = hasil observasi
ei
Estimasi terbaik
v
Y (dependent variable)
Y = f (X)
Y = a + b Xi
Yi
a
xi
X (explanatory variable)
a=?
b=?
2
i
i 1
Jika :
n
n ^
D 2 ei2 Y i a bxi
i 1
i 1
dan
D 2
=0
b
n ^
D2
2 Y i a b xi 0
a
i 1
Y n a b x
i 1
.......................................................(1)
i 1
D2
0
b
2 ( Y i a b xi ) xi 0
i 1
n ^
2
Y
x
a
x
b
x
i
i i i 0
i 1
i 1
.....................................( 2 )
i 1
(1) na Y xi b
i 1
^
1 n
a xi y i xi b y b x ...........................................................(3)
n i 1
i 1
n x y x y
i 1
n
n x
i 1
2
i
i 1
n
i 1
( x )
i 1
Dt 2 D 2
Dt 2
y y
Dt 2 =
i
i=1
n
^
y a bx 2
=
i
i=1
bx
Y=ae
lnY ln ae
bx
lnY ln a ln ae
lna bX
bx
Misal :
p = ln (y)
A = ln (a)
;
;
B=b
q=x
P = A + Bq
n pq q . p
B
; A p Bq
n q ( q)
2
B=
n x y x y
i
i= 1
i= 1
n
i= 1
n x ( x )
i= 1
i= 1
Power function :
Y = ax
P = A + Bq
REGRESI POLINOMIAL
Y = ao + a1.x + a2.x2 + + arxr
D Y a a x a x ... a x
i 1
D
- 2 Y a - a x - a x
a
i 1
2
i
i 1
2
i
D
- 2 Y a - a x - a x
ar
i 1
... - a x 0
... - a x x 0
... - a x x 0
D
- 2 Y a - a x - a x
a
2
i
X
.
.
.
X
i
X i .......... .. X i
2
X .......... .. X
r 1
.
.
.
X .......... ... X
r 1
r r
a
.
.
.
X Y
.
X X
Persamaan Linier
simultan dengan
Variabel a0, a1,
a2 ar
Y 0 1 x 2
Observed data :
i
Xi
Yi
:
:
:
1
2
3
2
4
5
3
5
8
4
6
10
5
7
11
6
9
13
7
10
13
Expected value :
i Yi 0 1 xi 2 xi
1 1
1
2
3 1
4 1
5 1
6 1
7
1
Vektor
Ekspektasi
2
3
5
4 2
5
5 0
8
: Y 10
6
6 x
1
11
7
7
2
9 3
13
13
10 10
2
Design matrix
[X]
Parameter vektor
[]
X
D S ( ) (Y X ) (Y X )
S ( )
2 X (Y X ) 0
2
X X X Y
T
(X ) X Y
T
-1
1
1
X 1
1
1
2 2
4 2
5 5
6 6
7 7
9 3
10 10
3
5
8
Y 10
11
13
13
7.000
X X 43.000
16.908
43.0000
311 .000
111 .849
63.000
38.606
X Y 450.000 X X 7.124
165.000
34.143
T
16.908
113 .000
43.000
34.043
1.419 6.589
6.559 30.775
7.124
7.124 34.043
38.606
7.124
1.419 6.589
34.143 6.559 30.775
63.000 7.448
450.000 0.241
165.000 7.439