REGRESI SEMIPARAMETRIK MULTIVARIAT; ( MULTIVARIATE SEMIPARAMETRIC REGRESSION )

Rusyida, Wilda Y, Sri Haryatmi

2015 | Disertasi | FMIPA

Semiparametric regression estimator is an estimator that consist of two components, they are parametric and nonparametric. This study focused on multivariate case, where the response variable is finite dimensions. Based on multivariate semiparametric regression estimator obtained the value of bandwidth and the kernel function from the nonparametric components. This study also calculate the asymptotic bias and variance of each multivariate semiparametric regression estimator. This estimator gives the results better than the multivariate nonparametric regression estimator.

Kata Kunci : estimator; semiparametric; multivariate.