KAJIAN PENGGUNAAN REGRESI KOMPONEN UTAMA
A’yunin Sofro
Abstract
A’yunin Sofro
Abstract
Regression model should be followed many assumes, one of them is collinearity. Variance Inflation factor (VIF) is used to indentify multicollinear case and for handling is needed special analysis, one of them is stepwise regression model and Principal component regression. In this paper shows that the value of R2 from stepwise regression is 91,63% and with principal component regression is 89.8%. So, stepwise regression model better than principal component regression model for handling multicollinear.2 from stepwise regression is 91,63% and with principal component regression is 89.8%. So, stepwise regression model better than principal component regression model for handling multicollinear.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Regression model should be followed many assumes, one of them is collinearity. Variance Inflation factor (VIF) is used to indentify multicollinear case and for handling is needed special analysis, one of them is stepwise regression model and Principal component regression. In this paper shows that the value of R2 from stepwise regression is 91,63% and with principal component regression is 89.8%. So, stepwise regression model better than principal component regression model for handling multicollinear.2 from stepwise regression is 91,63% and with principal component regression is 89.8%. So, stepwise regression model better than principal component regression model for handling multicollinear.
Key concepts: Principal component regression, Stepwise regression, Cross-sectional regression, Factor regression model, Regression diagnostic, Regression analysis, Principal component analysis, Statistics