PERBANDINGAN ANALISIS LEAST ABSOLUTE SHRINKAGE AND SELECTION OPERATOR DAN PARTIAL LEAST SQUARES (Studi Kasus: Data Microarray)

Abstract: Linear regression analysis is one of the parametric statistical methods which utilize the relationship between two or more quantitative variables. In linear regression analysis, there are several assumptions that must be met that is normal distribution of errors, there is no correlation between the error and error variance is constant and homogent. There are some constraints that caused the assumption can not be met, for example, the correlation between independent variables (multicollinearity), constraints on the number of data and independent variables are obtained. When the number of samples obtained less than the number of independent variables, then the data is called the microarray data. Least Absolute shrinkage and Selection Operator (LASSO) and Partial Least Squares (PLS) is a statistical method that can be used to overcome the microarray, overfitting, and multicollinearity. From the above description, it is necessary to study with the intention of comparing LASSO and PLS method. This study uses coronary heart and stroke patients data which is a microarray data and contain multicollinearity. With these two characteristics of the data that most have a weak correlation between independent variables, LASSO method produces a better model than PLS seen from the large RMSEP.

Keywords: microarray; overfitting; RMSEP; LASSO; PLS

Penulis: KADEK DWI FARMANI, I PUTU EKA NILA KENCANA, KOMANG GDE SUKARSA

Kode Jurnal: jpmatematikadd120018

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