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https://ah.lib.nccu.edu.tw/handle/140.119/88738
題名: | 從貝氏觀點診斷離群值及具有影響力之觀察值 Some diagnostics for outliers and influential observations from Bayesian point of view |
作者: | 謝季英 Shieh, Jih Ing |
貢獻者: | 宋傳欽 Song, Chwan Chin 謝季英 Shieh, Jih Ing |
關鍵詞: | 貝氏 離群值 影響力之觀測值 不正當 均數移動 對稱均方差 Bayesian outliers influential observations spurious mean- shift symmetric mean square difference |
日期: | 1994 | 上傳時間: | 29-Apr-2016 | 摘要: | 在線性迴歸分析中,資料的不適當,常導致研究者選擇了不當的模式,為避免此缺失,在分析資料前須先做好診斷工作。本文中將從貝氏觀點提出一些不同的診斷方法以供參考。首先推導出均數移動參數a=(a<sub>1</sub>,…,a<sub>k</sub>)`的事後分配,並利用a`a/k的事後均數診斷出不當資料點。接著,考慮在個別模式下以β事後分配之總變異及廣義變異為標準,診斷出離群值及具有潛在影響力之觀測值。最後,分別利用(i)β的事後分配(ii)σ<sup>2</sup>的事後分配(iii)(β,σ<sup>2</sup>)的聯合事後分配,推導出對應的對稱均方差以做為診斷標準。 In this thesis, some different diagnostic methodologies for outliers and influential observations from Bayesian point of view are proposed. We firstly derive the marginal posterior distribution of the mean-shift parameter a=(a<sub>1</sub>,a<sub>k</sub>)<sup>1</sup>, then use the posterior mean of a<sup>1</sup>a/k to detect the spurious data items. Secondly, we use the posterior total variance and generalized variance of β as diagnostic criterions for outliers and influential observations. Finally, we utilize (i) the posterior distribution of β, (ii) the posterior distribution of σ<sup>2</sup>, and (iii) the joint posterior distribution of β, σ<sup>2</sup> to find their corresponding symmetric mean square differences , which can be used as diagnostic criterions. |
描述: | 碩士 國立政治大學 應用數學系 81155009 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002003906 | 資料類型: | thesis |
Appears in Collections: | 學位論文 |
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