Öz
Hata terimi ile bağımlı değişkenin süreklilik ve normal dağılma varsayımı bozulduğu durumlarda λj, j = 1, 2, ..., k, kuvvet dönüşümü ile tanımlanan Box-Cox regresyon yöntemi kullanılmaktadır. Y’ler üzerindeki λj, j = 1, 2, ..., k, kuvvet dönüşümünün hangi λj değerinde Hata Kareler Toplamı (HKT)’ nı minimum yaptığı durum ele alınmaktadır. Box-Cox regresyon yöntemi, regresyon fonksiyonunun doğrusal olmayan durumu, sabit olmayan hata varyansları ve hata terimlerinin dağılışlarının çarpıklığını düzeltmek için Y’nin üzerinde dönüşüm yapılması açısından oldukça uygundur. Bu çalışmada fark ve diferansiyel analizin birlikte ele alındığı zaman skalası türev kavramı kullanılarak Box-Cox regresyon yöntemi kullanmanın avantaj ve dezavantajları incelenmiştir.
Anahtar Kelimeler
Zaman skalası İleri sıçrama Geri sıçrama Box-Cox Regresyon Yöntemi
Kaynakça
- Agarwal, R.P. and Bohner, M. (1999), “Basic Calculus On Time Scales and Some of its Applicaitons”, Results Math, 35(1-2), 1-20.
- Anderson, D. R. and Hoffacker, J. (2003), “Green’s Functıon For An Even Order Mixed Derivative Problem On Time Scales”, Dynamic Systems and Applicaitons, 12, 9-22.
- Biles, D., Atiçi, F., Lebedinsky, A. (2007), “Examples of Time Scale Models in Macroeconomics”, Working paper, 1-32.
- Bohner, M. and Peterson A. (2001), “Dynamic Equations on Time Scales: An Introduction with Applications”, Birkhauser, Boston.
- Bolden, T., Gonzalez, B., Parker, R. (2002), “Derivative Approximations on Time Scales”, Lecture Notes, 1-15.
- Kutner, M.H., Nachtsheim, C.J., Neter, J. and Li, W. (2005), “Applied Linear Statistical Models”, Fifth Edition, Irwin Book Team, Newyork.
- Marazzi A., Yohai V. J. (2004), “Robust Box-Cox Transformations For Simple Regression. Theory And Applications Of Recent Robust Methods”, Series: Statistics for Industry and Technology, Birkhauser, Basel. Edited by M. Hubert, G. Pison, A. Struyf and S. Van Aelst., 173-182.
- Osborne, J.W. (2010), “Improving Your Data Transformations: Applying The Box-Cox Transformation”, Practical Assessment, Research & Evaluation, Volume 15, Number 12, October, ISSN 1531-7714, 1-9.
- Tan L. H. (2006), “Investigations Into Dynamic Equations on Time Scales”, School of Mathematics, Master Thesis, The University of New South Wales, 1- 100.
Öz
Box-Cox regression method with λj, for j = 1, 2, ..., k, power transformation can be used when dependent variable and error term of the linear regression model do not satisfy the continuity and normality assumptions. The situation obtaining the smallest mean square error when optimum power λj, transformation for j = 1, 2, ..., k, of Y has been discussed. Box-Cox regression method is especially appropriate to adjust existence skewness or heteroscedasticity of error terms for a nonlinear functional relationship between dependent and explanatory variables. In this study, the advantage and disadvantage use of Box-Cox regression method have been discussed in differentiation and differantial analysis of time scale concept.
Anahtar Kelimeler
Time scale Forward jump Backward jump Box-Cox regression method
Kaynakça
- Agarwal, R.P. and Bohner, M. (1999), “Basic Calculus On Time Scales and Some of its Applicaitons”, Results Math, 35(1-2), 1-20.
- Anderson, D. R. and Hoffacker, J. (2003), “Green’s Functıon For An Even Order Mixed Derivative Problem On Time Scales”, Dynamic Systems and Applicaitons, 12, 9-22.
- Biles, D., Atiçi, F., Lebedinsky, A. (2007), “Examples of Time Scale Models in Macroeconomics”, Working paper, 1-32.
- Bohner, M. and Peterson A. (2001), “Dynamic Equations on Time Scales: An Introduction with Applications”, Birkhauser, Boston.
- Bolden, T., Gonzalez, B., Parker, R. (2002), “Derivative Approximations on Time Scales”, Lecture Notes, 1-15.
- Kutner, M.H., Nachtsheim, C.J., Neter, J. and Li, W. (2005), “Applied Linear Statistical Models”, Fifth Edition, Irwin Book Team, Newyork.
- Marazzi A., Yohai V. J. (2004), “Robust Box-Cox Transformations For Simple Regression. Theory And Applications Of Recent Robust Methods”, Series: Statistics for Industry and Technology, Birkhauser, Basel. Edited by M. Hubert, G. Pison, A. Struyf and S. Van Aelst., 173-182.
- Osborne, J.W. (2010), “Improving Your Data Transformations: Applying The Box-Cox Transformation”, Practical Assessment, Research & Evaluation, Volume 15, Number 12, October, ISSN 1531-7714, 1-9.
- Tan L. H. (2006), “Investigations Into Dynamic Equations on Time Scales”, School of Mathematics, Master Thesis, The University of New South Wales, 1- 100.
Ayrıntılar
| Diğer ID | JA38BE22BR |
|---|---|
| Bölüm | Makaleler |
| Yazarlar | |
| Yayımlanma Tarihi | 25 Haziran 2012 |
| Yayımlandığı Sayı | Yıl 2012 Cilt: 27 Sayı: 1 |