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Monday, 18 June 2012

Design of Experiment

A design experiment is a test or series of tests in which purposeful changes are made to the input variables of a process or a system so that we may observe and identify the reasons for changes in the output response.
The system or process can be represented by the model shown in figure below.

  
To use statistical approach in designing and analyzing an experiment, it is necessary that everyone involved in the experiment have a clear idea in advance of exactly what is to be studied, how the data are to  be collected and at least a qualitative understanding of how these data are to be analyzed. An outline of the recommended procedure is :
1. Recognition of and statement of a problem
2. Choice of factors and levels
3. Selection of the response variable
4. Choice the experimental design
5. Data analyze
6. Conclusions and recommendations


Saturday, 16 June 2012

The Graph of Intervention Function


Multicollinearity


OVERCOMING MULTICOLLINEARITY
THROUGH THE RIDGE REGRESSION METHOD
  
Introduction
Regression analysis is one statistical method often used to determine the extent of dependency or the relationship of a dependent variable with one or more independent variables. When the analysis involves only one independent variable, then the analysis used is a simple linear regression analysis. Meanwhile, when the analysis involves two or more independent variables, the analysis used were multiple linear analysis.
 
One way to obtain the regression coefficients in multiple linear regression equation is the least squares method. This method produces the best estimator (no bias and minimum variance). However, if there are symptoms of multicollinearity then produce biased estimators are not consistent, but inefficient, so the variance of the regression coefficient becomes minimum. If that happens, one way to overcome these problems is through the ridge regression method. Basically this method is also the least squares method. The difference is the method of ridge regression, the independent variables are first transformed by centering and rescaling procedure. Then on the main diagonal correlation matrix of independent variables are added ridge parameter teta whose value is between 0 and 1.

Ridge regression method can be used with the assumption that the correlation matrix of independent variables have an inverse matrix. As a result of the regression coefficients and the alleged value of the dependent variable is easy to obtain. The alleged value of the dependent variable is determined by the size of the ridge parameter teta.
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Sampling Theory

Introduction 
In a survey, a researcher aimed to estimate the parameters in a population. In this case, sampling has very important role. Samples taken should be as much as possible represent the population. The sampling method is selected based on characteristics of the population. A researcher must be very aware of the state population as object in research.
Population, Elementary Unit, Frame and Sampling Unit,
In sampling theory, we need to understand in advance of the population, sampling unit, frame, and the sample. As a simple example, suppose we would estimate the average height of female students per grade 6 elementary school in town X. In that town there are 15 primary schools. In sampling, we take the 10 female students from 5 schools grade 6 randomly selected. The height of each student can be found on registration card. From this case, we can mention :
1. Population : all female students 6th grade in town X
2. Elementary Unit : each female student
3. Frame : registration card
4. Sampling unit : all of the female student selected 
 Case Study
Suppose we wish to estimate the average amount of milk a cow produces in a state B. The elementary unit is the cow and the totally of cows in state B is the population. Suppose there is no list or record of the cows in the state B, but there is a list of dairy farms. Then a procedure woukld be to use the dairy farms as a sampling unit and the list of such farms as the frame.
Sampling Method
1. Simple Random Sampling
2. Stratified Random Sampling
3. Simple Cluster Sampling
 

Analyze

I think you'll need to read jasa-olahdatastatistik.com.
and..... if you want to get math exercise you must go to budewimath.blogspot.com

Friday, 15 June 2012


DATA PATTERN ANALYSIS AS AN ALTERNATIVE
TO DETERMINE THE ORDER OF INTERVENTION MULTI INPUTS MODEL

Dewi Anugeraheni Sahari

Abstract. Intervention model is a model in time series which is used to explore the impact on the series from external factors which gives an estimate to the observed variables (Ismail, 2009). In developing intervention models, the accuracy of identifying the order of the interventions is needed. According to Box and Reinsell (2008), the identification may be aided by direct inspection of the data to suggest the form of effect due to the known event, and supplementary evidence may sometimes be available from examination of the reseals from a model fitted before the intervention term is introduced. Ismail et. al (2009) and Nuvitasari et. al (2008) studied more about the determination of the intervention order  through the residual model. In this research, it will analyze the data pattern to determine the orders of the intervention. To determine intervention orders through data pattern, it must be known about the characteristics of intervention order. To get the characteristics, some of response pattern with some intervention orders will be simulated.  Furthermore, the intervention orders can be determined by adjusting the data pattern with the characteristics pattern obtained.
The result of this study is applied to CPI (Consumer Price Index) data of Surakarta in January 2000 November 2009 and the national CPI in January 1995 July 1998. In this application, the intervention orders are identified by two methods, through the residual pattern and data pattern. The results showed that the identification of the order of interventions through data pattern is easier and more efficient.

Keyword: Time series, intervention, multiple intervention inputs model, intervention order, data pattern, residual pattern, response pattern.

in my mind

Assalamu'alaikum Wr. Wb,
I'm Dewi, I graduated from Sebelas Maret University of statistics majors. Let's we discuss all about statistic here. I hope this program can help every one read this articles. 
I think statistics is very close to us. Others programm need it. All around us are many things that can be observed. Statistics can not be separated from the data. Data can be obtained from the observations directly or indirectly.