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Confidence interval for parameters estimates in circular simultaneous functional relationship model (CSFRM) for equal variances using normal asymptotic and bootstrap confidence intervals
Fatin Najihah Badarisam1, Mohd Syazwan Mohamad Anuar2, Abdul Ghapor Hussin3, Adzhar Rambli4, Nurul Raudhah Zulkifli5.
Few studies have considered the functional relationship model for circular variables. Anuar has proposed a new model of Circular Simultaneous Functional Relationship Model for equal variances. However, the confidence interval for all parameter estimates in this model has not received any consideration in any literature. This paper proposes the confidence interval for all parameter estimates of von Mises distribution in this model. The parameters are estimated using minimum sum (ms) and polyroot function provided in (built-in package) Splus statistical software. The parameters confidence may be obtained from parameter estimation. Those estimation values are obtained by minimizing the negative value of the log-likelihood function. Then, the confidence interval for all parameters based on the bootstrap method will be compared with the normal asymptotic confidence interval via simulation studies. It is found that bootstrap method is the superior method by measuring the performance using coverage probability and expected length. The confidence intervals are illustrated using real wind direction data of Bayan Lepas that collected at 16.3 m above ground level, latitude 05°18’N and longitude 100°16’E. The results showed that the estimate parameters fall between the estimate interval, and we note that the method works well for this model.
Affiliation:
- National Defense University of Malaysia, Malaysia
- National Defense University of Malaysia, Malaysia
- National Defense University of Malaysia, Malaysia
- Universiti Teknologi MARA, Malaysia
- Universiti Teknologi MARA, Malaysia
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Indexed by |
MyJurnal (2021) |
H-Index
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6 |
Immediacy Index
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0.000 |
Rank |
0 |
Indexed by |
Web of Science (SCIE - Science Citation Index Expanded) |
Impact Factor
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JCR (1.009) |
Rank |
Q4 (Multidisciplinary Sciences) |
Additional Information |
JCI (0.15) |
Indexed by |
Scopus 2020 |
Impact Factor
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CiteScore (1.4) |
Rank |
Q2 (Multidisciplinary) |
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SJR (0.251) |
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