MEAN BOOTSTRAP DAN STANDAR DEVIASI BOOTSTRAP DENGAN MINITAB macro bootman x mconstant i n b lower upper stat_b se_b

mcolumn x y stat let n = count(x) let b = 1000 do i = 1:b sample n x y; replacement. let stat(i)= mean(y) enddo let stat_b = mean (stat) let se_b = stde(stat) histo stat sort stat stat let lower = stat(25) let upper = stat(975) print stat_b se_b lower upper endmacro DENGAN MATLAB function y=bootmean(x); n = length (x); b = 1000 for i = 1:b y=randsample(x,n,tru e); stat(i)= mean(y); end stat_b = mean (stat) se_b = std(stat) hist (stat) stat=sort (stat); lower= stat(25) upper = stat(975) DENGAN JACKNIFE MINITAB macro bootmean x mconstant i n b lower upper stat_b se_b df mcolumn x y stat rata let n = count(x) let b = 1000 let df=n-1 do i=1:b let stat(i)=sum(x)-x(i) let rata(i)=stat(i)/df enddo let stat_b = mean(rata) let se_b = stdev(rata) histo rata histo x sort rata rata let lower = rata(25) let upper= rata(975) print stat_b se_b lower upper endmacro DENGAN JACKNIFE MATLAB function j = jacknife(x) n = length(x);

jack = zeros (1,n) for i = 1:n x_sementara = x x_sementara(i)=[] jack(i)=mean(x_seme ntara); end ratajack =mean(jack) T=mean(x); est_bias = (n1)*(ratajack-T) est_se=sqrt((n1)/n*sum((jackratajack).^2)) MENCARI VARIAN BOOTSTRAP DENGAN MINITAB macro bootvar x mconstant i n b lower upper var_b se_b mcolumn x y stat let n = count(x) let b = 1000 do i = 1:b sample n x y; replacement. let stat(i)= stde(y)*stde(y) enddo let var_b = mean (stat) let se_b = stde(stat) histo stat sort stat stat let lower = stat(25) let upper = stat(975) print stat_b se_b lower upper endmacro DENGAN MATLAB MENCARI REGRESI BOOTSTRAP DENGAN MINITAB macro regboot y x1 x2 mconstant b0 b1 b2 b i n ratab0 ratab1 ratab2 bias_b0 bias_b1 bias_b2 lowb0 upb0 lowb1 upb1 lowb2 upb2 mse_bias mcolumn y x1 x2 yy xx1 xx2 beta b0boot b1boot b2boot betaboot bias mse ee mmatrices x w mbeta mbias let n = count (y) regress y 2 x1 x2; coef beta; constant; brief 2. let b0=beta(1) let b1 =beta(2) let b2=beta(3) copy beta mbeta let b =10 do i =1:b sample n y-x2 yy-xx2; replacement.

regress yy 2 xx1-xx2; resid ee; coef betaboot; constant; brief 2. let b0boot(i)=betaboot(1) let b1boot(i)=betaboot(2) let b2boot(i)=betaboot(3) let mse(i) = sum(ee*2)/n enddo let ratab0=mean(b0boot) let ratab1=mean(b1boot) let ratab2=mean(b2boot) #histo b0boot b1boot b2boot let bias_b0 =ratab0b0 let bias_b1 =ratab1b1 let bias_b2 =ratab2b2 let mse_bias =mean(mse) copy bias_b0 bias_b1 bias_b2 bias copy bias mbias print ratab0 ratab1 ratab2 bias_b0 bias_b1 bias_b2 mbeta mbias mse_bias mse sort b0boot b0boot sort b1boot b1boot sort b2boot b2boot let lowb0 = b0boot(25) let upb0 = b0boot(975) let lowb1 = b1boot(25) let upb1 = b1boot(975) let lowb2 = b2boot(25) let upb2 = b2boot(975) print lowb0 upb0 lowb1 upb1 lowb2 upb2 endmacro DENGAN MATLAB function r = regboot(y,x) n = length (y) b = regress(y,x); b0=b(1) b1 =b(2) b2=b(3) b =10 for i =1:b a=randsample(y:x,10, true) reg = regress(yy,xx); b0boot=betaboot(1); b1boot=betaboot(2); b2boot=betaboot(3); end

ratab0=mean(b0boot) ratab1=mean(b1boot) ratab2=mean(b2boot) DENGAN JACKNIFE MINITAB macro jacknife y x1 x2 mconstant i n b0jack b1jack b2jack mcolumn y x1 x2 yy xx1 xx2 b x11 x12 b b0 b1 b2 let n = count (x) sample n y-x2 y1-x12 replacement. do i=1:n copy y1-x12 yy-xx2 delete i yy-xx2 regress yy 2 xx1 xx2; coef b; constant; brief 2. let b0(i)=b(1) let b2(i)=b(2) let b2(i)=b(3) enddo let b0jack = mean (b0) let b1jack = mean (b1) let b2jack = mean (b2) print b0jack b1jack b2jack endmacro DENGAN JACKNIFE MATLAB function regjaknifematlabjos(y,x1, x2) n=length(y) x0=ones(n,1) w=[y x0 x1 x2] i=randsample(n,n,true) d_sementara= w(i,:) for j=1:n s= d_sementara; s(j,:)=[] yb=s(:,1) xb=s(:,2:4) h(:,j)=regress(yb,xb) end b0=mean(h(1,:)) b1=mean(h(2,:)) b2=mean(h(3,:)) ERROR macro resamplingeror y x.1-x.k mcolumn y x.1-x.k ytopi e beta e_b y_b beta_b b0_b b1_b b2_b b3_b bias mconstant p a n i b b0 b1 b2 b3 bias b0 bias_b1 bias_b2 alfa bias_b3 mmatrices mbeta mbias let n =count(Y) regress y 3 x.1-x.k; resid e; fits ytopi; coef beta; constant; brief 0. let b0=beta(1) let b1=beta(2)

let b2=beta(3) let b3=beta(4) copy beta mbeta let b = 1000 do i=1:b sample n e e_b; replace. let y_b=ytopi+e_b regress y_b 3 x.1-x.k; coef beta_b; constant; brief 0. let let let let b0_b(i) =beta_b(1) b0_b(1) =beta_b(2) b0_b(2) =beta_b(3) b0_b(3) =beta_b(4)

if nx > 1 h(nx+nh-1) = 0; end y = filter(x, 1, h); end

BINOMIAL
Macro binom a n p y mconstant k1 k2 n a i p mcolumn x y f let k1=0 do i=1:n random a x; bernoulli p. let k2=sum(x) let y(i)=k1+k2 enddo pdf y f; binomial n p. plot f*y; symbol; connect. Endmacro

endif let i=i+1 endwhile name x 'X' histo x ECDF x; connect. Endmacro GAMMA macro gamma n t lamda a.1-a.k x mconstant i n t lamda mcolumn a.1-a.k x random n a.1-a.k; unif 0 1. do i=1:k let a.i=-loge(a.i)/lamda enddo rsum a.1-a.k x print x desc x name x 'x' histo x; yfrequency; bar. endmacro

KORELASI macro kovarian x y mconstant n i ss korelasi xbar ybar sx sy mcolumn x y let n = count(x) let xbar = mean(x) let ybar = mean(y) let sx = stdev(x) let sy = stdev(y) let ss = 0 do i = 1:n let ss = ss + ((x(i)-xbar)*(y(i)ybar)) enddo let korelasi= ss/(sx*sy*(n-1)) print korelasi endmacro KUARTIL 1

matlab masukkkan data n = length(y) beta =regress(y,x) y_topi=x*beta; e=y-y_topi b =1000 beta_b=0; mse=0; for i=1:b e_b=ransample(e,n,1) ; e_bo=transpose(e_b); etot = e_bo *e_b; mse=mse + (etot/n); y_boot=y_topi+e_b; beta_b=beta_b +regress (y_boot,x); end et=transpose(e); msei=0; etot=et*e' msei=etot/n beta_boot=beta_b/b bias=beta_boot-beta mse_boot=mse/b NORMAL macro normal x1 x n miu sig mcolumn x1 z x mconstant miu sig n mu1 sigma1 random n x1; uniform 0 1. let mu1=mean(x1) let sigma1=std(x1) let z=(x1-mu1)/sigma1 let x=z*sig+miu name x1 'x1' name x 'x' endmacro DISTRIBUSI CHI SQUARE function [y] = conv_m6(x,h) nx = length(x); nh = length(h); if nx > nh if nh > 1 x(nx+nh-1) = 0; end y = filter(h, 1, x); else

BETA
macro beta n a1 a2 b mconstant n c I j a1 a2 mcolumn b u l jm g1 g2 let c=a1+a2 do i=1:n random c u; uniform 0 1. let l=-log(u) do j=1:c if j = 1 let jm(j)=l(j) else let jm(j)=jm(j-1)+l(j) endif if j=a1 let g1=jm(j) else if j=c let g2=jm(j) endif enddo let B(i)=g1/g2 enddo histo b endmacro EKSPONENSIAL macro ekspo n rata y mconstant i n rata mcolumn ekspo y b do i=1:n random 1 b; uniform 0 1. let ekspo(i)=(rata)*loge(b) enddo let y=ekspo endmacro UNIFORM macro uniformdisc n j w x mcolumn w x mconstant n j i p random n w; unif 0 1. let i=1 while i<=n let p=1/j if w(i)<=p let x(i)=1 else let x(i)=ceil((w(i)*j),0)

MENGURUTKAN DATA MACRO URUT DATA MCONSTANT I J N MAX MIN L TEMP MCOLUMN DATA LET N=COUNT(DATA) DO I= 1: N DO J = 1 : N IF DATA (I) < DATA (J) LET TEMP=DATA(J) LET DATA (J)=DATA(I) LET DATA(I)=TEMP ENDIF ENDDO ENDDO LET MAX = DATA(N) LET MIN = DATA (1) PRINT MAX PRINT MIN ENDMACRO MEDIAN macro median x mconstant N M M1 M2 median mcolumn x c Let N = count (x) let c = sort (x) Let M = (n+1)/2 Let M1 = floor(M,0) Let M2 = M-M1 Let Median = c(M1) + m2*(c(m1+1)-c(m1)) print median endmacro

macro median x mconstant N M M1 M2 median mcolumn x c Let N = count (x) let c = sort (x) Let M = (n+1)/4 Let M1 = floor(M,0) Let M2 = M-M1 Let Median = c(M1) + m2*(c(m1+1)-c(m1)) print median endmacro KOEFISIEN VAR macro koefvar x mconstant n std rata kovar mcolumn x let n = count (x) let std = stdev(x) let rata = mean(x) let kovar = std/rata print kovar endmacro VARIAN macro varian x mconstant n i ss varian xbar mcolumn x let n = count(x) let xbar = mean(x) let ss = 0 do i = 1:n let ss = ss + ((x(i)-xbar)**2) enddo let varian = ss/(n-1) print varian endmacro catatan: rumus var =

( X i X ) /(n 1)