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

 

 

 

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