Studi Perbandingan Metode Ordinary Least Square (Ols) dan Metode Theil dalam Model Penentuan Regresi Linier Sederhana.

Abstract

Regression analysis is constructed for capturing the influences of independent variables to dependent ones. It can be done by looking at the relationship between those variables. This task of approximating the mean function can be done essentially in two ways. The quiet often use parametric approach is to assume that the mean curve has some prespecified functional forms. Alternatively, nonparametric approach, i.e., without reference to a specific form, is use when there is no information of the regression function form (Hardle,1990). In the case parametric regression analysis theory uses Ordinary Least Square (OLS) and nonparametric regression uses Theil method. This theory is illustrated using simulation data. And this theory will be shown an analysis which show that for data with the type of distribution is known, parametric test using Ordinary Least Square give better result than nonparametric with Theil method. Both of method is done and it’s result will be compared with exiting parameters.