線性及廣義線性模式中有測量誤差時的現有估計方法的無母數合併估計

機構典藏 > College of Sciences > Graduate Institute & Department of Mathematics > Thesis > Item 987654321/32892

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/32892

Title:	線性及廣義線性模式中有測量誤差時的現有估計方法的無母數合併估計
Other Titles:	Nonparametrical combinations of the existent estimations with applications to linear and generalized linear model with measurement errors
Authors:	曹盛崎;Tsao, Sheng-chi
Contributors:	淡江大學數學學系碩士班黃逸輝;Huang, Yih-huei
Keywords:	條件分數法;校正分數法;拔靴法;測量誤差;線性模式;對數線性模型;Conditional score;Corrected score;Bootstrap;measurement error;linear model;Log-linear model
Date:	2008
Issue Date:	2010-01-11 02:56:27 (UTC+8)
Abstract:	在迴歸分析中，常常有不同的模式假設及相對應的分析方法，也時常可以見到同樣的模式有2種以上的估計方法，一般並不知道在何種資料型態上何種估計方法孰優孰劣。要選用何種估計方法，取決於資料的分佈，而資料分佈又如何決定何種估計法較優，通常是無法事先知道的。當我們不清楚何種資料應使用何種估計方式較佳時，可能會使用了較沒效率的方法造成估計結果變異較大。為了降低這種風險，本文提出了無母數的合併估計方法，找出一個適合的比例，讓資料自動偏向較有效率的估計方法，且本文所探討的方法，在分配或迴歸函數形式的假設要求並不多，很容易應用在各種實驗資料的估計。最後我們利用電腦模擬的方法來比較各種估計法的表現，計算平均估計值、變異數與95%信賴區間涵蓋率，並對結果加以討論。 In regression analysis,there are usually more than one estimation approaches for one model hypothesis.In general,which approach is better for a certain pattern of data is unknown.The determination of estimation approaches depends on distributions of data,and the distribution itself decides which approach is better.If the better approach for the corresponding data is not clear,the less efficient approach might be chosen and expand the variance.We propose an estimating method of nonparametrical combination to decrease the risk,a method to find out an appropriate proportion that help we conclude a more effective method.Besides,the method doesn''t require a lot of assumptions on distributions or forms of regression functions,therefore it can be applied in estimations of different kinds of experiment data.Finally we compare the performance between estimation methods by calculating average estimated numbers,variances,and 95% confidence interval coverage percent through computer simulations,and the result is discussd.
Appears in Collections:	[Graduate Institute & Department of Mathematics] Thesis

Files in This Item:

File	Size	Format
	0Kb	Unknown	239	View/Open

Loading...