Nuzula, Isnaini and Sabariman, Sabariman (2011) The Approach on Outlier Assessment to Support A Decision Making of Bank Loan Distribution. In: ProMac Symposium 2011, Nov 29 - Dec 2, 2011, Batam, Indonesia.
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Abstract
An ordinary method commonly used to estimate the regression coefficients in Multiple Linear Regression is Ordinary Least Squares (OLS). However, the disadvantage of this method emerges on the presence of outliers. Outliers that is present in the analysis could affect OLS model to which the decision taken based on this method tend to be biased. There is other method which will be discussed in this research defined as Robust Regression. It is designed to be not overly affected by outliers. These two different methods will be discussed in the case of taking decision on the risk management analysis related to the bank loan distribution. By applying Robust Regression in analysis, the risk of misconclusion can be minimized. This paper will simulate data analyzing of Bank Loan Distribution which hypothesized to be affected by Third Party Fund (TPF), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), and Interest Rate of Bank Indonesia Certificates.
| Item Type: | Conference or Workshop Item (Paper) |
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| Uncontrolled Keywords: | Multiple regression analysis, ordinary least square, robust regression, bank loan distribution |
| Subjects: | H Social Sciences > HG Finance Q Science > QA Mathematics |
| Divisions: | School of Economic and Business > Management |
| Depositing User: | Admin Repository Universitas Internasional Batam |
| Date Deposited: | 01 Oct 2017 05:33 |
| Last Modified: | 02 Oct 2017 05:31 |
| URI: | http://repository.uib.ac.id/id/eprint/822 |
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