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https://ah.lib.nccu.edu.tw/handle/140.119/86270| 題名: | 自變數增加對岭估計的影響分析 | 作者: | 萬世卿 Wan, Shin Chin |
貢獻者: | 宋傳欽 萬世卿 Wan, Shin Chin |
關鍵詞: | 岭估計 共線性 Cook統計量 AP統計量 Kullback-Leibler 對稱散度 變異膨脹因子 廣義變異膨脹因子 Ridge regression |
日期: | 1998 | 上傳時間: | 27-Apr-2016 | 摘要: | 在最小平方估計中，當自變數間有共線性關係時，參數估計的變異變大，使得參數估計值不穩定。解決共線性對參數估計所造成影響的方法有很多，岭估計就是其中之一。在岭估計中，為了偵測出對岭估計有影響力的自變數，本文仿照Schall-Dunne的處理方式，推導出類似的Cook統計量及AP估計量，並且提出以Kullback-Leibler對稱散度來偵測對岭估計有影響力自變數。最後用\"加拿大金融市場\"與\"員工對主管滿意度調查\"的兩個實例，來說明本文所提出對岭估計有影響力自變數之偵測方法。 | 參考文獻: | 參考文獻\r\n[1] Andrews, D. F., and Pregibon, D.(1978),\"Finding the Outliers That Matter,\"Journal of The Royal Statistical Society, Ser. B, 40, 85-93.\r\n[2] Cook, R. D.(1977),\"Detection of Influential Observations in Regression,\"Technometrics, 19, 15-18.\r\n[3] Draper, N. R. and John, J. A.(1981),\"Influential Observations and Outliers in Regression,\"Technometrics, 23, 21-26.\r\n[4] Fox, J. and Monette, G.(1992),\"Generalized Collinearity Diagnostics,\"Journal of The American Statistical Association, 87, 178-183.\r\n[5] Graybill, F. A.(1976), Theory and Applications of the Linear Model, Duxbury, North Scitutate, Mass.\r\n[6] Hald, A.(1652), Statistical Theory With Engineering Applications, Wiley, new York.\r\n[7] Hoerl, A. E. and Kennard, R.W.(1970 a),\"Ridge regression: Biased estimation for nonorthogonal problems,\"Technometrics, 12, 55-67.\r\n[8] Hoerl, A. E. and Kennard, R.W.(1970 b),\"Ridge regression: Applications to nonorthogonal problems,\" Technometrics, 12, 69-82.\r\n[9] Johnson, W. and Geisser, S.(1983),\"A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis,\"Journal of The American Statistical Association, 78, 137-144.\r\n[10] Jobson, J. D.(1991), Applied Multivariate Data Analysis Volume Ⅰ: Regression and Experimental Design, Academic: New York.\r\n[11] Kullback, S. and Leibler, R. A.(1951),\"On Information and Sufficiency,\"Annals of Mathematical Statistics, 22, 79-86.\r\n[12] Montgonery, D. C. and Peck, E. A.(1992), Introduction to Linear Regression Analysis (2nd ed), Academic: New York.\r\n[13] Schall, R. and Dunne, T. T.(1990),\"Influential Variables in Linear Regression,\"Technometrics, 32, 323-330.\r\n[14] Sen, A. K. and Srivastava, M. S.(1990), Regression Analysis Theory, Methods, and Applications, Academic: New York.\r\n[15] 岳榮先(1991)，\"有偏估計的影響分析\"，中國統計學報，第29卷第2期，219-231. | 描述: | 碩士 國立政治大學 應用數學系 86751011 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002001693 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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