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題名 變異膨脹因子的研究
Variance Inflation and Multicorrelation in Regression作者 林唯忠
Jong, Lin Wei貢獻者 宋傳欽
Song, Chwan Chin
林唯忠
Lin Wei Jong關鍵詞 共線性
變異膨脹因子
變異膨脹矩陣
典型相關係數
multicollinearity
variance inflation factor
variance inflation matrix
canonical correlation日期 1993 上傳時間 29-Apr-2016 16:32:29 (UTC+8) 摘要 線性迴歸模型中共線性的問題是導致模型不適當的重大原因之一。共線性 參考文獻 Belsley,D. A. (1991), Conditioning Diagnostics, New York: John Wiley. Bowerman, B. L. And R. T. O’Connell, (1990),Linear Statistical Models: it An Applied Approach (2nd ed), Boston :Duxbury Press. Eaton. M. L. (1983), Multiuariate Statistics: A Vector Space Ap-proach,New York: John Wiley. Fox, J. And G. Monette, (1992), “Generalized Collinearity Diagnostics,” Journal of the American Statistical Association, 87, 178-183. Graybill, F. A. (1976),Theory and Applications of the Linear Model, North Scituate, MA:Duxbury Press. Groebner, D.F. and P. W. Shannon, (1989), Bussiness Statistics Ade-cision – Making Approach (3rd ed), Merrill. Hooper, J. W. (1959), “Simulaneous Equation and Canonical Correlation Theory,” Econometrica, 27, 245-256. Mardia, K. V., J. M. Kent, and J. M. Bibby (1979), Multiuariate Anal-ysis, Academic Press, New York. Montgonery, D. C. And E. A. Peck, (1992),Introduction to Linear Re-gression Analysis (2nd ed), Academic: New York. Neter, J. ,W. Wasserman, and M. H. Kutner. (1990), Applied Linear Statistical Models(3rd ed), Homewood Ill: Richard D. Irwin. Rao, C. R. (1973),Linear statistical Inference and Its Applications (2nd ed),New York:John Wiley. 描述 碩士
國立政治大學
應用數學系
80155002資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002004237 資料類型 thesis dc.contributor.advisor 宋傳欽 zh_TW dc.contributor.advisor Song, Chwan Chin en_US dc.contributor.author (Authors) 林唯忠 zh_TW dc.contributor.author (Authors) Lin Wei Jong en_US dc.creator (作者) 林唯忠 zh_TW dc.creator (作者) Jong, Lin Wei en_US dc.date (日期) 1993 en_US dc.date.accessioned 29-Apr-2016 16:32:29 (UTC+8) - dc.date.available 29-Apr-2016 16:32:29 (UTC+8) - dc.date.issued (上傳時間) 29-Apr-2016 16:32:29 (UTC+8) - dc.identifier (Other Identifiers) B2002004237 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88740 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 應用數學系 zh_TW dc.description (描述) 80155002 zh_TW dc.description.abstract (摘要) 線性迴歸模型中共線性的問題是導致模型不適當的重大原因之一。共線性 zh_TW dc.description.tableofcontents 第一章 緒論﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒1 第一節：前言﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒1 第二節：本文架構﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒2 第二章 線性回歸中的共線問題﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒3 第一節：共線性的簡介﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒3 第二節：共線性的來源﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒4 第三節：共線性的影響﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒5 第四節：共線性診斷方法的簡介﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒7 第三章 變異膨脹矩陣的推導與分析﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒10 第一節：變異膨脹因子﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒10 第二節：廣義判定係數的推導﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒12 第三節：變異膨脹矩陣的推導﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒14 第四節：應用變異膨脹矩陣導出判斷共線性的準則﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒16 第五節：特徵值λi,di的相互關係及特殊意義﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒21 第六節：討論﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒23 第四章 實例分析﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒27 第一節：資料描述﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒27 第二節：資料分析﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒29 第三節：結論﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒33 參考文獻﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒﹒34 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002004237 en_US dc.subject (關鍵詞) 共線性 zh_TW dc.subject (關鍵詞) 變異膨脹因子 zh_TW dc.subject (關鍵詞) 變異膨脹矩陣 zh_TW dc.subject (關鍵詞) 典型相關係數 zh_TW dc.subject (關鍵詞) multicollinearity en_US dc.subject (關鍵詞) variance inflation factor en_US dc.subject (關鍵詞) variance inflation matrix en_US dc.subject (關鍵詞) canonical correlation en_US dc.title (題名) 變異膨脹因子的研究 zh_TW dc.title (題名) Variance Inflation and Multicorrelation in Regression en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Belsley,D. A. (1991), Conditioning Diagnostics, New York: John Wiley. Bowerman, B. L. And R. T. O’Connell, (1990),Linear Statistical Models: it An Applied Approach (2nd ed), Boston :Duxbury Press. Eaton. M. L. (1983), Multiuariate Statistics: A Vector Space Ap-proach,New York: John Wiley. Fox, J. And G. Monette, (1992), “Generalized Collinearity Diagnostics,” Journal of the American Statistical Association, 87, 178-183. Graybill, F. A. (1976),Theory and Applications of the Linear Model, North Scituate, MA:Duxbury Press. Groebner, D.F. and P. W. Shannon, (1989), Bussiness Statistics Ade-cision – Making Approach (3rd ed), Merrill. Hooper, J. W. (1959), “Simulaneous Equation and Canonical Correlation Theory,” Econometrica, 27, 245-256. Mardia, K. V., J. M. Kent, and J. M. Bibby (1979), Multiuariate Anal-ysis, Academic Press, New York. Montgonery, D. C. And E. A. Peck, (1992),Introduction to Linear Re-gression Analysis (2nd ed), Academic: New York. Neter, J. ,W. Wasserman, and M. H. Kutner. (1990), Applied Linear Statistical Models(3rd ed), Homewood Ill: Richard D. Irwin. Rao, C. R. (1973),Linear statistical Inference and Its Applications (2nd ed),New York:John Wiley. zh_TW
