Parameter Estimate for Spatial Lag Regression Model with Outlier
-
2019-01-26 https://doi.org/10.14419/ijet.v8i1.9.26381 -
spatial, outlier, estimator, error, bias -
Abstract
Spatial lag regression is the result of linear regression model development that considers the effect of spatial data to the dependent variable, the Spatial Autoregressive Model. In the model of spatial lag regression model, it is often found there is an outlier that affects the created model. One of the methods to detect the outlier from the spatial regression model is by using the S estimator model. The S estimator method is a method that is used to determine the outlier by minimizing the objective function and the function of the number of error square. The result of the study shows the interpreting parameter 14خ²m+1=XTد‰imX-1XTد‰imI-دپW1y">   that bears biased characteristic.
Â
Â
-
References
[1] Alma, O.G. (2011). Comparison of Robust Regression Methods in Linear Regression .International Journal Contemp. Math. Sciences, Vol. 6, no. 9, page 409 - 421.
[2] Anselin, L. (2003). An Introduction to Spatial Regression Analysis in R ,http://www,sal,uiuc,edu/stuff/stuff-sum/pdf/spdepintro,pdf Access at 6th Januari 2007.
[3] Cressie, N.A.C. (1991). Statistics for Spatial Data, Revised ed, John Wiley and Sons, New York.
[4] Chen, C. (2002). Robust Regression and Outlier Detection with the ROBUSTREG Procedure. Paper Statistics and Data Analysis, SUGI 27, Hal.265-267.
[5] Fotheringham, A.S, Brundson,C and Charlton, M. (2002). Geographically Weighted Regression: the analysis of spatially varying relationships, John Wiley & Sons Ltd, England.
[6] Harini, S., Purhadi, Mashuri, M and Sunaryo, S. (2012). Statistical Test for Multivariate Geographically Weighted Regression Model Using the Method of Maximum Likelihood Ratio Test. International Journal of Applied Mathematics & Statistics, Vol. 29, Issue Number 5, page.110-115.
[7] LeSage, J.P.(1994). Regression Analysis of Spatial Data, Departemen of Economics, University of Toledo.
[8] Leung, Y., Mei, C.L., and Zhang, W.X. (2000). Statistic Tests for Spatial Non-Stationarity Based on the Geographically Weighted Regression Model, Journal Environment and Planning A, Vol. 32, page.9-32.
[9] Mennis, J. (2006). Mapping the Results of Geographically Weighted Regression, TheCartographic Journal, Vol. 43, No. 2, page. 171–179.
[10] Montgomery, D.C., Peck, E.A., and Vining, G.G. (2006). Introduction to Linier Regression Analysis. 4th Ed. Canada: John Wiley & Sons.
[11] Rousseeuw, P.J. and Yohai, V.J. (1984). Robust Regression by Mean of S-Estimators, Robust and Nonlinear Time Series. eds. J. Franke, W. Hardle, and D. Martin, Lecture Notes in Statistics, 26, 256-272, Berlin: Springer-Verlag.
[12] Zhang and Land Gove, J.H. (2005). Spatial Assessment of Model Errors from Four Regression Techniques, Journal Forest Science, Vol. 51, No. 4, page. 334-346.
-
Downloads
-
How to Cite
Harini, S., Sheppy, S., Siti Nurmala Sari, M., & ., P. (2019). Parameter Estimate for Spatial Lag Regression Model with Outlier. International Journal of Engineering & Technology, 8(1.9), 114-116. https://doi.org/10.14419/ijet.v8i1.9.26381Received date: 2019-01-22
Accepted date: 2019-01-22
Published date: 2019-01-26