scholarly journals Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

Bernoulli ◽  
2019 ◽  
Vol 25 (1) ◽  
pp. 654-682 ◽  
Author(s):  
Debraj Das ◽  
S.N. Lahiri
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Second Order ◽  
Regression Parameter ◽  
M Estimator

scholarly journals BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES

2018 ◽  
Vol 35 (03) ◽  
pp. 653-683
Author(s):  
Søren Johansen ◽  
Bent Nielsen
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Quantile Regression ◽  
Random Walks ◽  
Multiple Linear Regression ◽  
Sample Size ◽  
Detailed Analysis ◽  
Lower Semicontinuous ◽  
Criterion Function ◽  
M Estimator

We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower semicontinuous and sufficiently large for large argument. Particular cases are the Huber-skip and quantile regression. Boundedness requires an assumption on the frequency of small regressors. We show that this is satisfied for a variety of deterministic and stochastic regressors, including stationary and random walks regressors. The results are obtained using a detailed analysis of the condition on the regressors combined with some recent martingale results.

Study on the Competitive Adsorption of Dimethoate with Multiple Pesticides and Heavy Metals Based on Fractional Factorial Design

2013 ◽  
Vol 864-867 ◽  
pp. 229-233
Author(s):  
Bing Chuan Cheng ◽  
Lin Liu ◽  
Xiao Yu Cai ◽  
Meng Wang ◽  
Yu Li
Keyword(s):  
Heavy Metals ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Factorial Design ◽  
Competitive Adsorption ◽  
Fractional Factorial Design ◽  
Second Order ◽  
Fractional Factorial ◽  
Surficial Sediments ◽  
Main Effects

In order to reveal the composite contaminations characteristic of dimethoate adsorption onto the surficial sediments, the competitive adsorption of dimethoate in pesticide (dimethoate, metalaxyl, atrazine, malathion, and prometryn)/heavy metals (copper, zinc, lead, cadmium and nickel) system is investigated. A 210-5 fractional factorial design method at resolution IV and a multiple linear regression adsorption model are used to identify the main effects and interactions of above ten pollutions. The adsorption amount of dimethoate surficial sediments is set as the dependent variable, and the main effects and second-order interactions of ten pollutions are set as independent variables. Thus, a multiple linear regression model of dimethoate adsorption is screened and established. The results of model show that the main effects of Cd, malathion and prometryn performed a significant antagonistic effect (α=0.05) on the adsorption of dimethoate onto the sediment (competitive adsorption effects), and the order is: prometryn (-0.0925) > Cd (-0.0878) > malathion (-0.0827); while heavy metal Zn performed a significant synergy effect on the adsorption of dimethoate. The second-order interaction effects of Zn*prometryne, Pb*atrazine and Pb*atrazine has a significant antagonistic impact on the adsorption of dimethoate in sediments, which is in a sequence of Zn*prometryne (-0.0967) > Pb*atrazine (-0.0945) > Cd*atrazine (-0.0922). Moreover, according to the rate of contributions of main effects and second-order interaction effects in composite contaminations system, we can also estimate and definite the pollution levels of target pollutant.

scholarly journals Two-term Edgeworth expansion for M-estimators of a linear regression parameter without Cramér-type conditions and an application to the bootstrap

1997 ◽  
Vol 62 (3) ◽  
pp. 361-370 ◽  
Author(s):  
I. Karabulut ◽  
S. N. Lahiri
Keyword(s):  
Linear Regression ◽  
Edgeworth Expansion ◽  
Random Variables ◽  
Regression Parameter ◽  
Simple Linear Regression ◽  
Marked Contrast ◽  
Lattice Distribution ◽  
Sample Mean ◽  
Bootstrap Procedure ◽  
M Estimator

AbstractA two-term Edgeworth expansion for the distribution of an M-estimator of a simple linear regression parameter is obtained without assuming any Cramér-type conditions. As an application, it is shown that certain modification of the naive bootstrap procedure is second order correct even when the error variables have a lattice distribution. This is in marked contrast with the results of Singh on the sample mean of independent and identically distributed random variables.

Pengaruh Motivasi Kerja Terhadap Kinerja Pegawai Kantor Sekretariat Daerah Kabupaten Gunungkidul

2017 ◽  
Vol 23 (2) ◽  
pp. 121-137
Author(s):  
Ary Sutrischastini ◽  
Agus Riyanto
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Sampling Method ◽  
Work Motivation ◽  
Probability Sampling ◽  
Random Probability

This paper will discuss the effect of work motivation (incentives, motives and expectations) on the performance of the staff of the Regional Secretariat Gunungkidul. The purpose of this paper is: 1) Determine the effect of incentives on the performance of the staff of the Regional Secretariat Gunungkidul, 2) Determine the effect of motive on the performance of the staff of the Regional Secretariat Gunungkidul, 3) To know the effect of expectations on the performance of the staff of the Regional Secretariat Gunungkidul, 4)To know the effect of incentives, motives and expectations on the performance of the staff of the Regional Secretariat Gunungkidul.Research sites in the Regional Secretariat Gunungkidul and the population is 162entire employee in the Regional Secretariat Gunungkidul. Samples amounted to 116 respondents taken with simple random probability sampling method. Data were analyzed using multiple linear regression. Results obtained: (1) incentives positive and significant effect on the performance of, (2) motif positive and significant effect on the performance of, (3) expectations positive and significant impact on the performance of , and (4) incentives, motives and expectations of positive and significant impact on the performance of the staff of the Regional Secretariat Gunungkidul.

PENGARUH FAKTOR-FAKTOR INTERNAL PERBANKAN TERHADAP NON PERFORMING FINANCING PADA BANK UMUM SYARIAH

2019 ◽  
Vol 6 (2) ◽  
pp. 115-130
Author(s):  
Eka Ambara Harci Putranta ◽  
Lilik Ambarwati
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Capital Adequacy ◽  
Annual Reports ◽  
Regression Methods ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Independent Variable

The study aims to analyze the influence of internal banking factors in the form of: Capital Adequency Ratio (CAR), Financing to Deposit Ratio (FDR) and Total Assets (TA) to Non Performing Financing at Sharia Banks. This research method used multiple linear regression analysis with the help of SPSS 16.00 software which is used to see the influence between the independent variables in the form of Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR) and Total Assets (TA) to Non Performing Financing. The sample of this study was 3 Islamic Commercial Banks, so there were 36 annual reports obtained through purposive sampling, then analyzed using multiple linear regression methods. The results showed that based on the F Test, the independent variable had an effect on the NPF, indicated by the F value of 17,016 and significance of 0,000, overall the independent variable was able to explain the effect of 69.60%. While based on the partial t test, showed that CAR has a significant negative effect, Total assets have a significant positive effect with a significance value below 0.05 (5%). Meanwhile FDR does not affect NPF.

Faktor-Faktor Yang Mempengaruhi Keputusan Mahasiswa Memilih Program Studi Kebidanan STIKES Muhammadiyah Ciamis Tahun 2016

2018 ◽  
Vol 5 (1) ◽  
pp. 69-82
Author(s):  
Evi Mariana
Keyword(s):  
Data Analysis ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Random Sampling ◽  
Sampling Method ◽  
Marketing Mix ◽  
Stratified Random Sampling ◽  
Price Promotion ◽  
F Test ◽  
Physical Evidence

The purpose of this study was to analyze the factors that influence the decisionof the students chose to study in Obstetrics Prodi STIKES Muhammadiyah Ciamis and analyze the factors that most influence the decision of the students chose to study in Obstetrics Prodi STIKES Muhammadiyah Ciamis. Collecting data in this study was conducted using a survey by questionnaire to 114 students by stratified random sampling method. Methods of data analysis using multiple linear regression, F test and test T. The result is a marketing mix that significantly is the product, place, and physical evidence. And that does not affect the marketing mix is price, promotion, place, and processes

ANALISIS PENGARUH INFLASI, KURS DAN IHSG TERHADAP RETURN REKSA DANA SAHAM PT NIKKO SECURITIES INDONESIA PERIODE 2014-2017

2019 ◽  
Vol 2 (2) ◽  
pp. 103
Author(s):  
Muhammad Rois Rois ◽  
Manarotul Fatati Fatati ◽  
Winda Ihda Magfiroh
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Equity Fund ◽  
Stock Price Index

This study aims to determine the effect of Inflation, Exchange Rate and Composite Stock Price Index (IHSG) to Return of PT Nikko Securities Indonesia Stock Fund period 2014-2017. The study used secondary data obtained through documentation in the form of PT Nikko Securities Indonesia Monthly Net Asset (NAB) report. Data analysis is used with quantitative analysis, multiple linear regression analysis using eviews 9. Population and sample in this research are PT Nikko Securities Indonesia. The result of multiple linear regression analysis was the coefficient of determination (R2) showed the result of 0.123819 or 12%. This means that the Inflation, Exchange Rate and Composite Stock Price Index (IHSG) variables can influence the return of PT Nikko Securities Indonesia's equity fund of 12% and 88% is influenced by other variables. Based on the result of the research, the variables of inflation and exchange rate have a negative and significant effect toward the return of PT Nikko Securities Indonesia's equity fund. While the variable of Composite Stock Price Index (IHSG) has a negative but not significant effect toward Return of Equity Fund of PT Nikko Securities Indonesia

FAKTOR-FAKTOR YANG MEMPENGARUHI KUALITAS AUDIT

2019 ◽  
Vol 5 (1) ◽  
pp. 50-63
Author(s):  
Heru Heryanto ◽  
Nur Laela ◽  
Riana R Dewi
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Audit Quality ◽  
Positive Influence ◽  
T Test ◽  
Coefficient Of Determination ◽  
Analysis Tool ◽  
Validity And Reliability ◽  
Test Analysis ◽  
Analysis Technique

This study aims to determine the significance of the influence of competence, independence, professionalism, auditor experience, accountability, and auditor's knowledge of audit quality. This study uses a questionnaire with a population and sample, namely all auditors who work at the Public Accounting Office (KAP) in the Special Region of Yogyakarta and Surakarta. Sampling techniques using Convenience Sampling with a sample of 61 respondents. The data used in this study is a questionnaire using a Likert scale 1 to 5. The data analysis technique used in this study is multiple linear regression using the SPSSprogram for Windows. The analysis tool in this study using validity and reliability, the classical assumption (normality test, multicollinearity, heteroscedasticity test and autocorrelation test) while the data were analyzed using multiple linear regression test, t test, F test and the coefficient of determination (R2).Based on the results of the t-test analysis performed, it shows that there is a positive influence of competence, independence, professionalism, auditor experience, accountability, and auditor's knowledge of audit quality and simultaneously competency, independence, professionalism, auditor experience, accountability, and auditor knowledge variables affect quality audit

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