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Regression analysis using the smallest squares method (specifically the technique of Ordinary Least Square/OLS) often give results that are less precise, where classical assumptions are not met, one of them that is not the onset of multikolinieritas. Multicollinearity arises due to the linear correlation is high among two or more variables. This unwanted problem can be solved using the method of regression gulud that provide parameter estimation bias. Gulud minimize the quadratic regression estimation of regression coefficients for the smallest heading origin, allowing with bias but provides smaller variants. However, the option minimize the k parameters in the regression gulud other is a serious problem. A new algorithm based on Particle Swarm Optimization (PSO) proposed to find the optimal parameters of the scaled down.
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