MIXED ESTIMATOR OF KERNEL AND FOURIER SERIES

IN NONPARAMETRIC REGRESSION
(Case Study: Modeling Percentage of Poor People in Indonesia)

Name : Ngizatul Afifah

NRP : 1315201002
Supervisor : Dr. Drs. I Nyoman Latra, MS
Prof. Dr. Drs. I. Nyoman Budiantara, M.Si

ABSTRACT

There are three kinds of approaches in the regression analysis that is

parametric, nonparametric and semiparametric regression. Nonparametric
regression allows the response variable follow different nonparametric regression
curve of the predictor variables with other predictor variables. In the pairs of data
v1i , v2i ,..., v pi , t1i , t2i ,..., tqi , yi , i 1, 2,..., n, is assumed to follow mixed
nonparametric regression model:
p q
y v i , t i g j v j h s ts .
j 1 s 1

where =( , ,, ) and = , ,, . Component g j v j

approached by kernel functions and components hs ts approached by fourier
series. Error assumed normal distribution with mean zero and constant variance.
Mixed estimator is obtained using Penalized Least Square (PLS). The estimator
function is:
p
a C , , M y, g v V y
j j ji
j 1
q

h t S , , M y, and
s 1
s ,M si , , M vi , ti Z , , M y.
Matrixes ( , , ), S , , M and Z , , M depends on bandwidth,
smoothing parameter and oscillation parameters. The mixed estimator of kernel
and fourier series in nonparametric regression applied to the data the percentage
of poor people in Indonesia in 2013, where the variable response is the percentage
of poor people in Indonesia (y), the predictor variables that follow the curve of
regression kernel is Mean Years School (v1) and Adult Literacy Rate (v2), while
the predictor variables that follow Fourier series is Unemployment Rate (t1). This
modeling produces R2 of 62,78 percent and MSE of 23.370.

Keywords: Fourier Series, Kernel, Mixed Nonparametric Regression,

Percentage of Poor People.

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