Perbandingan Analisis Komponen Utama Robust Minimum Covarian Determinant dengan Least Trimmed Square pada Data Produk Domestik Regional Bruto

Abstract

Regression analysis is a method to examine the relationship between variables and determine their influence. However, the problem of multicollinearity often arises in linear regression analysis and can cause interpretation problems. To handle multicollinearity, Principal Component Analysis (PCA) is used. However, this method has a weakness when the data contains outliers. Therefore, it was developed into robust PCA using the Minimum Covariance Determinant (MCD) method and the Least Trimmed Square (LTS) estimation method. This study uses Gross Regional Domestic Product data in Indonesia in 2020, which has problems with multicollinearity and outliers. This data is modeled using two robust PCA methods, namely MCD and LTS. The robust PCA model with MCD has an adjusted value of 87.87% and an MSE value of 0.0700. However, in the robust PCA regression model with LTS, the adjusted value is 98.93% and the MSE value is 0.0325. Thus, the effective method in handling multicollinearity and outliers is the LTS method because it shows better results.

Keywords

• Multicollinearity
• Outlier
• Principal Component Analysis
• Minimum Covariance Determinant
• Least Trimmed Square