Kamis, 02 Oktober 2008

Estimasi Model Regresi Linier dg Ordinary Least Square dan Simulasi Monte Carlo

Estimasi dalam Model Linier pada umumnya mengunakan metoda OLS (Ordinary Least Square) atau ML (Maximum Likelihood). Dalam Paper ini menjelaskan secara teoritis bagaimana metoda estimasi tersebut. Simulasi Monte Carlo digunakan untuk menjamin Robusness hasil estimasi. Komputasi yang digunakan dengan menggunakan MATLAB.

Download bila Anda ingin mendapatkan paper lengkap: (1)cover.pdf; (2)daftar-isi.pdf; (3)isi.pdf

Silahkan “Komentar” di bawah ini.

8 komentar:

Anonim mengatakan...

Pak bagaimana minta tolong langkah-langkah untu analisis data panel dengan STATA 10. Terima kasih

SANJOYO mengatakan...

@Anonim
Saya memang belum menuliskan dalam blog ini data panel dengan stata. mudah mudahan diwaktu yang akan datang bisa saya tulis.

Salam
Sanjoyo

Anonim mengatakan...

pak apa sama OLS dengan regresi linear berganda? oiya kalau variabel X nya ada 6 Y nya 1 tapi variabel X menggunakan skala nominal 3 variabel 3 lagi dengan menggunkan skala rasio. apa tidak bisa dihitung dengan regresi linear berganda?
terima kasih

Mcx Tips mengatakan...

The basis of commodity trading activity is the buying and selling of futures contracts for a whole range of commodities. While the nickel or cocoa producer will use commodity futures contracts to hedge their future sales, commercial end users will also use these contracts for hedging against sudden spikes in prices.

Commodity Tips mengatakan...

Good day. Very nice website!! Guy .. Beautiful .. Wonderful .. I’ll bookmark your site and take the feeds additionally…I’m glad to find a lot of helpful info right here in the article. Thank you for sharing. While the nickel or cocoa producer will use commodity futures contracts to hedge their future sales, commercial end users will also use these contracts for hedging against sudden spikes in prices.

Commodity Tips mengatakan...

Good day. Very nice website!! Guy .. Beautiful .. Wonderful .. I’ll bookmark your site and take the feeds additionally…I’m glad to find a lot of helpful info right here in the article. Thank you for sharing.

Bullion Tips mengatakan...

I think other web site owners should take this site as an model – very clean and great style and design, not to mention the content. You are an expert in this area! I have subscribed to your RSS feed which may do the trick? Have a nice day!

Kartika Ulva mengatakan...

Mohon maaf bertanya, apakah jika ingin mengolah data dengan metode uji OLS maka data harus stationer di tingkat level?

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