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Application of Robust Regression Model on Soybean Data<br />

Siti Nur Aisyah Binti Ismail<br />

Supervisor: Assoc. Prof Dr. Norizan Binti Mohamed<br />

Bachelor of Science (Financial Mathematics)<br />

School of Informatics and Applied Mathematics<br />

The soybean is economically the most crucial bean in the world, providing ingredients for<br />

hundreds of chemical products and vegetable protein for millions of people. In regression<br />

analysis, the use of least squares method would not be appropriate in solving problem<br />

containing outlier. So we need a parameter estimation method which is robust where the<br />

value of the estimation is not much affected by small changes in the data and provide<br />

results that are resistant to the outliers. The aim of this research is to construct a robust<br />

regression model for predicting the production of soybean by using S-estimator, LTSestimator,<br />

M-estimator, and MM-estimator. The data used are soybean data obtained<br />

from BPS in Indonesia. Not all factors are suspected to affect soybean production<br />

availability in Indonesia. Then, the comparison value of R 2 has been implemented<br />

between the estimators to get the best robust estimator.<br />

889 | UMT UNDERGRADUATE RESEARCH DAY 2018

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