相容性條件隨機變數在插補上之應用

Abstract

處理缺失之資料，已經有一些插補方法，但這些插補方法在不同情況下是否確實有效，仍有待探討pd Van Buuren et al.(2006) 對兩種不相容性模型 (一條件分配函數為線性，另一條件分配函數分別為平方及對數)進行討論，該論文依據模擬結果，僅表示在此兩不相容性模型下的插補方法似乎仍有效。本文則不僅嘗試解釋此兩模型為何有效，且進一步探討是否所有的不相容性模型插補後能與母體參數值相似而達到有效插補，並檢定其模擬後之結果，本文發現其答案為否定。

There are some available imputation methods to deal with missing data. However, whether imputation methods based on conditional distributions are effective is still questionable. Van Buuren et al.(2006) discuss two incompatible conditional distributions models (one conditional distribution has a linear relation, the other conditional distribution has a squared or a logarithmic relation). According to their simulation results, Van Buuren et al.(2006) conclude that imputation methods based on these two incompatible models are effective. In this thesis, we try to explain why the two imputation models are effective. In addition, we discuss whether all imputation methods based on incompatible models give estimated parameter values close to the true values. The simulation results of these methods are also tested statistically to answer this question. In conclusion, we find the answer is negative.

摘要 . . . . . . . . . . . . . . . . . . .1 \r\nAbstract . . . . . . . . . . . . . . . . 2 \r\n1 文獻回顧 .................................3 \r\n2 FCS插補法.................................5 \r\n2.1š定義和介紹紹 . . . . . . . . . . 5 \r\n2.2 相容性 性 . . . . . . . . . . . .6 \r\n3 計算方法的介紹 .............................8 \r\n3.1 多元常態迴歸模型之建立立 . . . . . .8 \r\n3.2 吉氏抽樣器器 . . . . . . . . . . .10 \r\n4 相容性模型與不相容性模型之探討 ..........12 \r\n4.1 隨機遺失機制制 . . . . . . . . . . 12 \r\n4.2 模型之比較較 . . . . . . . . . . . 12 \r\n4.3 針對各種隨機遺失法插補後結果之討論討 . . . 16 \r\n5 檢定插補後資料之結果..................... .....30 \r\n5.1 適合度檢定法š法 . . . . . . . . . . . 30 \r\n6 結論................................... 33 \r\n7 附錄.............................. 36