 |
 |
 |
 |
 |
 |
Sains Malaysiana 39(3)(2010):
491–494
A
Complex Linear Regression Model
(Permodelan
Regresi Linear Kompleks)
Abdul Ghapor Hussin*
Center for Foundation Studies in
Sciences, Universiti Malaya
50603 Kuala Lumpur, Malaysia
Norli Anida Abdullah & Ibrahim
Mohamed
Institute of Mathematical Sciences, Universiti
Malaya 50603 Kuala Lumpur, Malaysia
Received: 16 June 2009 / Accepted: 10
September 2009
ABSTRACT
This paper gives a comprehensive discussion on
complex regression model by extending the idea of regression model to circular
variables. Various aspect have been considered such as the biasness of
parameters, error assumptions and model checking. The advantage of this
approach is that it allows the use of usual technique available in ordinary linear
regression for the regression of circular variables. The quality of the
estimates and the feasibility of the approach were illustrated via simulation.
The model was then applied to the wave direction data.
Keywords:
Circular variables; complex linear regression model; Kolmogorov-Smirnov test;
ordinary regression model
ABSTRAK
Artikel ini membincangkan model regresi kompleks
yang merupakan lanjutan daripada model regresi berarah. Pelbagai aspek
dipertimbangkan seperti kepincangan parameter, andaian ralat dan pendiagnosisan
kesahihan model tersebut. Kelebihan kaedah ini adalah ianya membenarkan
penggunaan teknik sedia ada untuk model regresi linear biasa untuk regresi
berarah. Kualiti anggaran parameter dan kebolehan kaedah ini disahkan dengan
kajian simulasi. Model ini kemudiannya diterapkan kepada data arah ombak.
Kata
kunci: Model linear regresi kompleks; model regresi biasa; ujian
Kolmogorov-Smirnov; pembolehubah berarah
REFERENCES
Fisher,
N.I. & Lee, A.J. 1992. Regression model for an angular response. Biometrics 48: 665-677.
Fisher,
N.I. 1993. Statistical Analysis of Circular Data. London: Cambridge
University Press.
Goodman,
N.R. 1963. Statistical analysis based on a certain multivariate complex
Gaussian distribution (an introduction). The Annals of Mathematical
Statistics 34: 152-165.
Hussin,
A. G., Fieller, N.R.J. & Stillman, E.C. 2004. Linear regression for
circular variables with application to directional data. Journal of Applied
Science and Technology 8(1 & 2): 1-6.
*Corresponding author; email: ghapor@um.edu.my
|
|||
|
