ESTIMATION OF THE PARAMETERS

GEOGRAPHICALLY WEIGHTED REGRESSION MODEL

ON THE DATA CONTAINING MULTICOLINEARITY
WITH THE PRINCIPAL COMPONENT ANALYSIS METHOD
(CASE STUDY OF HUMAN DEVELOPMENT INDEX IN EAST JAVA 2013)

MINI THESIS

ADVISORS:
1. Dr. SRI HARINI, M.Si
2. ARI KUSUMASTUTI, M.Pd, M.Si

By:
AZKA HILYATIL
UMMAH
(NIM. 12610022)
DEPARTMENT OF MATHEMATICS
FACULTY OF SCIENCE AND TECHNOLOGY
STATE ISLAMIC UNIVERSITY OF MAULANA MALIK IBRAHIM
MALANG 2016

CHAPTER I INTRODUCTION
1.1 Background of The Research
Model of
Statistic

Linear
Regression

Spatial

Multicollineari
ty

GWR

Spatial
Heterogeneity

Principal Component
Analysis

Human
Development
Index

1.2 Formulation of
The Problems

1.3 Purposes of The

Research

How
GWR
model
parameter
estimation
data
containing
1 on
multicolinearity
with
PCA
How method?
is
the

Getting GWR model

parameter estimation on
1 data containing
multicolinearity with PCA
method
Implement the GWR models
with data containing
multicollinearity with PCA
2
on the Human Development
Index data in East Java at
2013.

implementation
GWR
models
with
data
2 containing
multicollinearity
with
PCA method on Human
Development Index in
Benefits of The Research
East Java at 1.4
2013?
1

For researcher
2

For student
3

For institution

1.5 Boundary of the

Problems
Multicolinearity on variable X
PCA method
Variable Y: Human Index
Development
Variable X: Life Expectancy, Average
old school, The infant mortality rate,
percentage of poor population, The
open unemployment rate.

CHAPTER II LITERATURE
REVIEW
Spatial data is a data reference to

Spatial Data

the position, objects, and relations of

them in space the earth
In

Geographicall
y Weighted
Regression

the model GWR, the variable

response predicted by variable
predictor that each the coefficient
regression dependent on a location
where the data observed. GWR
modelcan bewritten as follows:

Weighted

Bandwith

The role of weighted on the model GWR are very

important because the value of this weighted
represents the data observation each other.
Some kind of weighting that can be used is:
1. Inverse distance function
2. Kernel Gauss
3. Kernel Bisquare
4. Kernel Tricube
5. Kernel adaptive bisquare
6. Kernel fixed bisquare
7. Kernel adaptive gaussian

There are several methods used to chose bandwith

optimum, one of which is the method cross validation
that mathematically defined as follows:

Multicollinearity
Definition
There is a correlation or relation are very high between
variables independent. As a result, the regression model
obtained invalid to estimate that variable independent values

Detection of Multicollinearity
1. t-value,
2. Determine a coefficient correlation between the one
variable independent with another
3. Make the regression equation between variable
independent
4. VIF
5. TOL (Tolerance)

Handling Multicollinearity
1. Removing one variable independent with links
linear very high other variables.
2. Do the transformation.
3. Added data whenever possible.
4. Using Principal Component Regression or Ridge
Regression

Principal Component
Analysis

PCA is a technique reduce multivariate data to transform a

matrix original data into one set of linear combination
fewer however absorb
There are two ways to form a principal component
1. Variance-Covariance Matrix
2. Correlation Matrix

GWPCA
The
vector of
observed
variables at location ,
is
assumed
to
have
a
multivariate
normal
distribution

The Geographically weighted

variance-covariance matrix is:

CHAPTER III RESEARCH METHOD

Parameter Estimation of GWR Model containing Multikolinearitas
GWR model containing
multikolinearitas
Principal Component
Analysis
Parameter Estimation
WLS process
Transformation back to
the original coefficient

Standardized
Variance Covariance
or Correlation Matrix
Getting Eigen value
and Vector eigen
Principal Component

Mapping Human Development Index in East

Java 2013
Descriptive data
Detection
Multicollinearity
Assumption Test
Analysis Data
Conclusion

CHAPTER IV RESULT OF RESEARCH

4.1 Parameter Estimation of GWR model Containing
Multicollinearity with Principal Component Analysis
Method

Standardized

Variance Covariance
Matrix

Correlation Matrix

Eigenvalue

Eigenvector

Principal component

GWPCR Model

Estimator

New Estimator

plementation of the Human Development Index Data in East Java in 2013

a. Data Descriptive
Human Development Indeks
90.00
80.00
70.00
60.00
50.00
40.00
30.00
20.00
10.00

life expectancy
74.00
72.00
70.00
68.00
66.00
64.00
62.00
60.00
58.00
56.00

Average duration of schooling

12.00
10.00
8.00

infant mortality rate

70.00
60.00
50.00
40.00

6.00

30.00

4.00

20.00

2.00

10.00

Unemployment Rate

Percentage of Poor People

30.00
25.00
20.00
15.00
10.00
5.00
0.00

9.00
8.00
7.00
6.00
5.00
4.00
3.00
2.00
1.00
-

b. Data Assumtion
Test
1. Multicollinearity
2. Autocorrelation
test

Variabel
Angka
harapan
hidup
Rata-rata
lama
sekolah
Angka kematian bayi
Penduduk miskin
Pengangguran
terbuka

Nilai VIF
127,084

Kesimpulan
Multikolinieritas

Tidak
Tidak Multikolinieritas
Multikolinieritas
6,706
6,706
Multikolinieritas
130,521 Multikolinieritas
4,588 Tidak
Tidak Multikolinieritas
Multikolinieritas
4,588 Tidak Multikolinieritas
1,686
Tidak Multikolinieritas
1,686

Durbin Watson value that is equal to 1,796.

Then this value compared to the value dU
table, the obtained value dU is 1,864, and the
value of dL is 1,146. From the results of these
comparisons, considered free autocorrelation.

3.
Heteroskedasticity
test

Variabel

Nilai Sig
0,930

Kesimpulan
Homoskedastisitas

0,008

Heteroskedastisitas

0,842

Homoskedastisitas

0,016

Heteroskedastisitas

0,008

Heteroskedastisitas

4. Normality
test

Based test for normality by Kolmogorov Smirnov Test KSZ values obtained at 0,663
and Asymp sig of 0,771 is greater than 0,05.
It can be concluded the data were normally
distributed .

5. Heterogenity Spatial
test

By using the software geoda obtained

probability value of 0.10 and = 0.1. It can be
concluded that there are significant spatial
heterogeneity in each district / city in East Java .

c. Data Analysis
1. GWR Model

2. GWPCAR Model

a. Variance-covariance
Matrix

b. Eigen
Value

1,5222
0,0089
0,0001
0,0000
0,0000

c. Eigen
vector

0,8783
0,0951
0,4367
0,1611
0,0531

0,4517
0,0786
-0,8718
-0,1637
0,0539

d. Principal
component

e. Proportion of total
variance

Nilai eigen
Proporsi Total
Variansi
Proporsi Variansi
Kumulatif

-0,1195
0,2544
-0,1801
0,8705
0,3616

0,0994
-0,9324
-0,0985
0,3131
-0,1140

-0,0178
-0,2251
0,0843
-0,3023
0,9222

f. Global GWPCAR
Model

If the model is brought into the model variables were

standardized, it will be a model GWPCAR as follows

Next will be testing the suitability of the model GWPCAR . By

using of 5% results obtained p -value ( 0.0000 ). Because
the p-value less than 0.05, indicating no significant
difference between the model and GWPCAR GWR.

g. Partial
test

Variab
el

t
hitung
2,6439

t tabel

P value

Keterangan

2,0345

0,05

0,0001

Signifikan

0,1371

2,0345

0,05

0,0023

Tidak

8,3155

2,0345

0,05

0,0000

Signifikan

4,3515

2,0345

0,05

0,0001

Signifikan

0,3233

2,0345

0,05

0,0010

Tidak

h. Example:
Pacitan

If the model is brought into the model variables were

standardized, it will be a model GWPCAR as follows :

i. Mapping

D. Studies of Islamic Religious about Outlier

CHAPTER V CLOSING
1. Conclusion

Estimate the model parameters GWR data that contain

multicolinearity using PCA method showed that

Model GWPCAR 's human development index case in

East Java in 2013 is

If the model is brought into the model variables were

standardized, it will be a model GWPCAR as follows

2.

Research can be improved by using adaptive weighting

Suggesti
kernel in order to get optimum value more bandwidth.
on
Another method to overcome multikolinieritas may use
GWR lasso and ridge .

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