Interval Estimation for Nonparametric Regression Using Fourier Series Estimator in Longitudinal Data

M. Fariz Fadillah Mardianto, Gunardi, Herni Utami

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Fourier series is developed in nonparametric regression for longitudinal data because of the demand data analysis with more complex in data structure. Nonparametric regression based on Fourier series estimator is capable to model data relationship with fluctuation or oscillation pattern, that represents with sine and cosine functions. For point estimation analysis, Penalized Weighted Least Square (PWLS) is used to determine an estimator for parameter vector in nonparametric regression. Different with previous studies, PWLS is used to get smooth estimator. Based on point estimation result with PWLS optimization, we develop further inference Statistics. The inference Statistics are interval estimation.Interval estimation can investigate the tolerance level from point estimation based on lower and upper bound and become fundamental discussion that related to hypothesis test. The main result is the lowest band confidence with lower and upper bound that related distribution from pivotal quantity. The interval confidence result is related to estimate based on regression curve with Fourier series estimator for longitudinal data.

Original languageEnglish
Title of host publication8th International Conference and Workshop on Basic and Applied Science, ICOWOBAS 2021
EditorsAnjar Tri Wibowo, M. Fariz Fadillah Mardianto, Riries Rulaningtyas, Satya Candra Wibawa Sakti, Muhammad Fauzul Imron, Rico Ramadhan
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735442610
DOIs
Publication statusPublished - 25 Jan 2022
Event8th International Conference and Workshop on Basic and Applied Science, ICOWOBAS 2021 - Surabaya, Indonesia
Duration: 25 Aug 202126 Aug 2021

Publication series

NameAIP Conference Proceedings
Volume2554
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference8th International Conference and Workshop on Basic and Applied Science, ICOWOBAS 2021
Country/TerritoryIndonesia
CitySurabaya
Period25/08/2126/08/21

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