The curve estimation of bi-response nonparametric regression using truncated spline on East Java SDGs achievement

Abstract

In regression analysis, not all pattern of regression curve is known due to absence of prior information about the kind of relationship between response and predictor variable. In this case, nonparametric regression becomes an alternative solution since there is no assumption about parametric form. There are several functions in nonparametric regression one of which is truncated spline that is more flexible to fit the data, good at visual interpretation, and able to handle data that have changed behavior at certain subintervals. Moreover, some application involves more than one response variables that are correlated between responses. Therefore, this study aims to obtain the curve estimation of truncated spline estimators on bi-response nonparametric regression along with estimation of error variance-covariance matrix. The curve estimation of the truncated spline estimator was obtained by Weighted Least Square (WLS) optimization with Generalized Cross Validation (GCV) as optimal knot point selection method. Then, the curve estimation of the model was applied to a real dataset of the 2019 Human Development Index (HDI) and Gender Development Index (GDI) in East Java Province, Indonesia. HDI and GDI become indicators of Sustainable Development Goals (SDGs) achievement, particularly social and economic pillars. An adequate coefficient determination from the best model indicates that the model provides good performance in modeling the data.