Nonparametric Regression Modeling Based on Spline Truncated Estimator on Simulation Data

Abstract

Regression analysis is one of the statistical analysis used to estimate the pattern of the relationship between predictor variables and response variables . In general, the approach to estimating the regression function is the parametric regression, the nonparametric regression and the semiparametric regression. The approach with parametric regression is used if the shape of the regression curve is assumed to follow a certain pattern such as linear, quadratic, cubic and so on, but in fact there is an unknown pattern of relationship between predictor variables and response variables, so nonparametric regression is used. Then the combination of parametric and nonparametric regression is semiparametric regression. One of the well-known nonparametric regression estimators is the spline truncated. This study was conducted by simulating the relationship pattern of the response variable and the predictor variable that not have specific pattern by following a trigonometric function that formed a regression curve with a standard deviation of 0,05 and 0,25 which formed a different distribution of data, then will be approached with parametric regression (linear, quadratic, cubic) and nonparametric regression (spline truncated linear). Based on the coefficient of determination of each standard deviation, it will shows that the nonparametric regression approach has high flexibility so that it is able to adjust the form of regression curve estimation by itself