1,721,011 research outputs found
Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data
No full textThe purpose of this research are: (1) to obtain spline function estimation in non parametric regression for longitudinal data with and without considering the autocorrelation between data of observation within subject, (2) to develop the algorithm that generates simulation data with certain autocorrelation level based on size of sample (N) and error variance (EV), and (3) to establish shape of spline estimator in non parametric regression for longitudinal data to simulation with various level of autocorrelation, as well as compare DM and TM approaches in predicting spline estimator in the data simulation with different of autocorrelation observational data on within subject. The results of the application are as follows: (a) implementation of smoothing spline with penalized weighted least square (PWLS) approach with or without consideration of autocorrelation in general (in all sizes and all error variances levels) provides significantly different spline estimator when the autocorrelation level >0.8; (b) based on size comparison, spline estimator in non parametric regression smoothing spline with PLS approach with (DM), or without (DM) consideration of autocorrelation showed significantly different result in level of autocorrelation > 0.8 (in overall size, moderate and large sample size), and > 0.7 (in small sample size); (c) based on level of variance, spline estimator in non parametric regression smoothing spline with PLS approach with (DM), or without (DM) consideration of autocorrelation showed significantly different result in level of autocorrelation > 0.8 (in overall level of variance, moderate and large variance), and > 0.7 (in small variance)
COMPARISON OF RESAMPLING EFFICIENCY LEVELS OF JACKKNIFE AND DOUBLE JACKKNIFE IN PATH ANALYSIS
Full text linkThe assumption of normality is often not fulfilled, this causes the estimation of the resulting parameters to be less efficient. The problem with assuming that normality is not satisfied can be overcome by resampling. The use of resampling allows data to be applied free of distributional assumptions. In this study, a research simulation was carried out by applying Jackknife resampling and Double Jackknife resampling in path analysis with the assumption that the normality of the residuals was not fulfilled and the number of resampling was set at 100 with the degree of closeness level of relationship between variables consisting of low closeness, medium closeness, and high closeness. Based on the simulation results, resampling with a power of 100 can overcome the problem of unfulfilled normality assumptions. In addition, the comparison of the relative efficiency level of the resampling jackknife and double jackknife in the path analysis obtained by the resampling double jackknife has more efficiency than the resampling jackknif
Nonlinear Principal Component Analysis with Mixed Data Formative Indicator Models in Path Analysis
Full text linkThis research aims to obtain the main component score of the latent variable ability to pay, determine the strongest indicators forming the ability to pay on a mixed scale based on predetermined indicators, and model the ability to pay on time as mediated by fear of paying using path analysis. The data used is secondary data obtained through distributing questionnaires with a mixed data scale. The sampling technique used in the research was purposive sampling. The number of samples used in the research was 100 customers. The method used is nonlinear principal component analysis with path analysis modeling. The results of this research show that of the five indicators formed by the Principal Component, 74.8% of diversity or information is able to be stored, while 25.20% of diversity or other information is not stored (wasted). Credit term is the strongest indicator that forms the ability to pay variable. The variable ability to pay mortgage has a significant effect on payments by mediating the fear of being late in paying with a coefficient of determination of 73.63%.
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
ANALISIS CLUSTER KOMPONEN UTAMA NONLINIER DAN ANALISIS TWO STEP CLUSTER UNTUK DATA BERSKALA CAMPURAN
No full textMETODE IMPUTASI UNTUK MENGATASI DATA HILANG PADA ANALISIS KOMPONEN UTAMA NONLINIER DATA ORDINAL
No full text
NONLINEAR PRINCIPAL COMPONENT ANALYSIS IN PATH ANALYSIS WITH LATENT VARIABLES MIXED DATA
Full text linkThis study aims to obtain the main component score of the ability to pay latent variable, determine the strongest indicators forming the ability to pay on a mixed scale based on defined indicators, and model the ability to pay on time mediated by fear of paying using path analysis. The data used in this study is secondary data from mortgage-paying customers with a sample size of 100. The method used is nonlinear principal component analysis with path analysis modeling. The results of this study indicate that the eleven variables formed by PC1 or X1 are able to store diversity or information by 32.50%, while 67.50% of diversity or other information is not stored (wasted). The credit term is the strongest indicator that forms the ability to pay variable. The variable ability to pay mortgages has a significant effect on payments by mediating the fear of paying late with a coefficient of determination of 80.40%
Bootstrap Resampling in Gompertz Growth Model with Levenberg–Marquardt Iteration
Full text linkSoybean plants have limited growth with a planting period of 12 weeks, which causes the observed sample to be very small. A small sample of soybean plant growth observations can be bias causes in the conclusion of prediction results on soybean plant growth. The purpose this study is to apply the bootstrap resampling technique in Gompertz growth model which overcomes residual distribution with small samples, the research data was taken from soybean plant growth in four varieties with four spacing treatments, five replications and twelve weeks (long planting period). Gompertz growth model uses nonlinear least squares method in estimating parameters with Levenberg–Marquardt iteration. The value of the Gompertz model after resampling bootstrap has no significant difference. The adjusted R2 value of 0.96 is close to 1. This means that the total diversity of plant heights can be explained by the Gompertz model of 96 percent. Judging from the graph of predictions of soybean plant growth before resampling and after resampling coincide with each other it can also be seen in the initial growth values before resampling 14, 05 and 14.18, the maximum growth values are 55.13 and 55.60. Bootsrap resampling technique can overcome residual normality in the Gompertz growth model, but does not change the information in the initial data
- …
