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題名 獨立與非獨立性資料之多重比較
作者 李昀叡
貢獻者 余清祥
李昀叡
關鍵詞 多重比較
電腦模擬
變異數分析
型I誤差
檢定力
Bonferroni
Multiple comparison
computer simulation
ANOVA
Type-I error
power
日期 2003
上傳時間 17-Sep-2009 18:45:50 (UTC+8)
摘要 同時比較多個樣本間的差異,可用ANOVA來檢定,但ANOVA只能得到樣本間有差異的訊息,無法明確指出是哪些樣本間有差異,需要使用多重比較找出樣本間的差異。本文主要探討相關的離散型資料的多重比較,以型I誤差與檢定力兩指標找出最適的多重比較法。本文依序探討獨立的連續型資料、相關的連續型資料、獨立的離散型資料、相關的離散型資料,並針對相關型的資料提出修正法。綜合型I誤差與檢定力兩指標來看,在樣本間的平均差異小時,Shaffer’s first procedure Test (1986)、Procedure 4 by Bergmann and Hommel (1988)為兩兩比較下較佳的修正法,Hochberg Test (1988)為多對ㄧ比較下較佳的修正法;樣本間平均差異大時,Bonferroni 為兩兩比較下較佳的修正法,Hochberg (1988)、Simes (1986)為多對ㄧ比較下較佳的修正法。
Analysis of variance (ANOVA) is usually applied to check whether there are differences among more than two treatments. However, even there are differences, multiple comparison procedures are still needed to determine which pair(s) of treatments are different. In this study, we use simulation to compare the frequently used multiple comparison procedures, including many-to-one and pair-wise, and type-I error and power are used to measure the performance of procedures. Two types of data were considered, independently and correlated distributed data. If the differences among treatments are small, Shaffer’s first procedure test (1986) and Procedure 4 by Bergmann and Hommel (1988) are the best in pair-wise case, and Hochberg test (1988) is the best in many-to-one case. If the differences among treatments are large, the Bonferroni procedure is the best in pair-wise case, and the procedures by Hochberg (1988) and Simes (1986) are the best in many-to-one case.
參考文獻 1. Dunnett, C.W. (1955). A multiple comparison procedure for comparing several treatments with a control. J. Amer. Statist. Assoc., 50, 1096-1121.
2. Dunnett, C.W. (1964). New Table for multiple comparisons with a control. Biometrics, 20(3) , 482-491.
3. Hommel, G.. Bernhard, G. (1999). Bonferroni procedures for logically related hypotheses. Journal of Statistical Planning and Inference, 82, 119-128.
4. Hochberg, Y. and Tamhane, A. C. (1988). Multiple Comparison Procedures. New York:Wiley.
5. Holm, S. A. (1979). A simple sequentially rejective multiple test procedure. Scand. H. Statist., 6, 65-70.
6. Hommel, G., (1988). A stagewise rejective multiple test procedure based on a modified Bonferroni test. Biometrika, 75, 383-386.
7. Montgomery, D.C.(2001), Design and Analysis of Experiments, fifth edition, Wiley.
8. Shaffer, J. P. (1986). Modified sequentially rejective multiple test procedure. J. American Statistical Association, 81, 826-831.
9. Simes, R. J. (1986). An improved Bonferroni procedure for multiple tests of significance. Biometrika, 73, 751-754.
10. Wright, S. P. (1992). Adjusted P-values for Simultaneous Inference. Biometrics, 48, 1005-1013.
描述 碩士
國立政治大學
統計研究所
91354008
92
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0091354008
資料類型 thesis
dc.contributor.advisor 余清祥zh_TW
dc.contributor.author (Authors) 李昀叡zh_TW
dc.creator (作者) 李昀叡zh_TW
dc.date (日期) 2003en_US
dc.date.accessioned 17-Sep-2009 18:45:50 (UTC+8)-
dc.date.available 17-Sep-2009 18:45:50 (UTC+8)-
dc.date.issued (上傳時間) 17-Sep-2009 18:45:50 (UTC+8)-
dc.identifier (Other Identifiers) G0091354008en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/33900-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 91354008zh_TW
dc.description (描述) 92zh_TW
dc.description.abstract (摘要) 同時比較多個樣本間的差異,可用ANOVA來檢定,但ANOVA只能得到樣本間有差異的訊息,無法明確指出是哪些樣本間有差異,需要使用多重比較找出樣本間的差異。本文主要探討相關的離散型資料的多重比較,以型I誤差與檢定力兩指標找出最適的多重比較法。本文依序探討獨立的連續型資料、相關的連續型資料、獨立的離散型資料、相關的離散型資料,並針對相關型的資料提出修正法。綜合型I誤差與檢定力兩指標來看,在樣本間的平均差異小時,Shaffer’s first procedure Test (1986)、Procedure 4 by Bergmann and Hommel (1988)為兩兩比較下較佳的修正法,Hochberg Test (1988)為多對ㄧ比較下較佳的修正法;樣本間平均差異大時,Bonferroni 為兩兩比較下較佳的修正法,Hochberg (1988)、Simes (1986)為多對ㄧ比較下較佳的修正法。zh_TW
dc.description.abstract (摘要) Analysis of variance (ANOVA) is usually applied to check whether there are differences among more than two treatments. However, even there are differences, multiple comparison procedures are still needed to determine which pair(s) of treatments are different. In this study, we use simulation to compare the frequently used multiple comparison procedures, including many-to-one and pair-wise, and type-I error and power are used to measure the performance of procedures. Two types of data were considered, independently and correlated distributed data. If the differences among treatments are small, Shaffer’s first procedure test (1986) and Procedure 4 by Bergmann and Hommel (1988) are the best in pair-wise case, and Hochberg test (1988) is the best in many-to-one case. If the differences among treatments are large, the Bonferroni procedure is the best in pair-wise case, and the procedures by Hochberg (1988) and Simes (1986) are the best in many-to-one case.en_US
dc.description.tableofcontents 第一章 序論 1
第一節 研究動機與目的 1
第二節 論文架構 3
第二章 多重比較的方法 4
第一節 適用於兩兩比較與多對一比較 5
第二節 只適用於兩兩比較 8
第三節 只適用於多對一比較 10
第三章 連續型資料的多重比較 12
第一節 資料間獨立 14
1-1 多重比較的型I誤差與檢定力 14
第二節 資料間不獨立 18
2-1 調整前的型I誤差與檢定力 18
2-2 調整方法 20
2-3 調整後的型I誤差與檢定力 21
小結 26
第四章 離散型資料的多重比較 27
第一節 資料間獨立 29
1-1多重比較的型I誤差與檢定力 29
第二節 資料間不獨立 31
2-1 多重比較調整前的型I誤差與檢定力 31
2-2 多重比較調整後的型I誤差與檢定力 32
小結 34
第五章 ANOVA探討 35
第一節 組間相關 36
1-1 ANOVA調整前的型I誤差與檢定力 36
1-2 調整方法 38
1-3 調整後的型I誤差與檢定力 39
第二節 組內相關 41
2-1 ANOVA調整前的型I誤差與檢定力 41
2-2 調整方法 43
2-3 ANOVA調整後的型I誤差與檢定力 44
小結 47
第六章 結論與建議 48
第一節 結論 48
第二節 建議與未來研究方向 50
參考文獻 51
附錄 52









圖目錄
圖3.1 獨立連續型資料之型I誤差(兩兩比較) 15
圖3.2 獨立連續型資料之型I誤差(多對一比較) 16
圖3.3 4組獨立連續型資料之檢定力(兩兩比較) 17
圖3.4 4組獨立連續型資料之檢定力(多對一比較) 17
圖3.5 4組相關連續型資料之調整前型I誤差(兩兩比較) 19
圖3.5 4組相關連續型資料之調整前型I誤差(多對一比較) 19
圖3.7 兩兩比較中P4在各相關係數下之調整前檢定力(4組樣本) 20
圖3.8 4組相關連續型資料之調整後型I誤差(兩兩比較) 22
圖3.9 4組相關連續型資料之調整後型I誤差(多對一比較) 22
圖3.10 兩兩比較中P4在各相關係數下之調整後檢定力(4組樣本) 24
圖3.11 多對一比較中Hochberg在各相關係數下之調整後檢定力(4組樣本) 24
圖3.12 4組相關連續型資料之兩兩比較調整後檢定力(樣本數為150) 25
圖3.13 4組相關連續型資料之多對一比較調整後檢定力(樣本數為150) 25
圖4.1 相關離散型資料之調整前型I誤差(樣本數為1500) 32
圖4.2 相關離散型資料之調整後型I誤差(樣本數為1500) 33
圖5.1 組間相關調整前型I誤差(樣本數為150) 36
圖5.2 組間相關調整前型I誤差(樣本數為5) 37
圖5.3組間相關調整前檢定力(樣本數為150) 37
圖5.4組間相關調整前檢定力(樣本數為5) 38
圖5.5組間相關調整後型I誤差(樣本數為150) 39
圖5.7組間相關調整後檢定力(樣本數為150) 40
圖5.8組間相關調整後檢定力(樣本數為5) 40
圖5.9組內相關調整前型I誤差(樣本數為150) 41
圖5.10組內相關調整前型I誤差(樣本數為5) 42
圖5.11組內相關調整前檢定力(樣本數為150) 43
圖5.12組內相關調整前檢定力(樣本數為5) 43
圖5.13組內相關調整後型I誤差(樣本數為150) 45
圖5.14組內相關調整後型I誤差(樣本數為5) 45
圖5.15組內相關調整後檢定力(樣本數為150) 46
圖5.16組內相關調整後檢定力(樣本數為5) 46
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0091354008en_US
dc.subject (關鍵詞) 多重比較zh_TW
dc.subject (關鍵詞) 電腦模擬zh_TW
dc.subject (關鍵詞) 變異數分析zh_TW
dc.subject (關鍵詞) 型I誤差zh_TW
dc.subject (關鍵詞) 檢定力zh_TW
dc.subject (關鍵詞) Bonferronien_US
dc.subject (關鍵詞) Multiple comparisonen_US
dc.subject (關鍵詞) computer simulationen_US
dc.subject (關鍵詞) ANOVAen_US
dc.subject (關鍵詞) Type-I erroren_US
dc.subject (關鍵詞) poweren_US
dc.title (題名) 獨立與非獨立性資料之多重比較zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. Dunnett, C.W. (1955). A multiple comparison procedure for comparing several treatments with a control. J. Amer. Statist. Assoc., 50, 1096-1121.zh_TW
dc.relation.reference (參考文獻) 2. Dunnett, C.W. (1964). New Table for multiple comparisons with a control. Biometrics, 20(3) , 482-491.zh_TW
dc.relation.reference (參考文獻) 3. Hommel, G.. Bernhard, G. (1999). Bonferroni procedures for logically related hypotheses. Journal of Statistical Planning and Inference, 82, 119-128.zh_TW
dc.relation.reference (參考文獻) 4. Hochberg, Y. and Tamhane, A. C. (1988). Multiple Comparison Procedures. New York:Wiley.zh_TW
dc.relation.reference (參考文獻) 5. Holm, S. A. (1979). A simple sequentially rejective multiple test procedure. Scand. H. Statist., 6, 65-70.zh_TW
dc.relation.reference (參考文獻) 6. Hommel, G., (1988). A stagewise rejective multiple test procedure based on a modified Bonferroni test. Biometrika, 75, 383-386.zh_TW
dc.relation.reference (參考文獻) 7. Montgomery, D.C.(2001), Design and Analysis of Experiments, fifth edition, Wiley.zh_TW
dc.relation.reference (參考文獻) 8. Shaffer, J. P. (1986). Modified sequentially rejective multiple test procedure. J. American Statistical Association, 81, 826-831.zh_TW
dc.relation.reference (參考文獻) 9. Simes, R. J. (1986). An improved Bonferroni procedure for multiple tests of significance. Biometrika, 73, 751-754.zh_TW
dc.relation.reference (參考文獻) 10. Wright, S. P. (1992). Adjusted P-values for Simultaneous Inference. Biometrics, 48, 1005-1013.zh_TW