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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 Chinen_US
dc.contributor.author (Authors) 林唯忠zh_TW
dc.contributor.author (Authors) Lin Wei Jongen_US
dc.creator (作者) 林唯忠zh_TW
dc.creator (作者) Jong, Lin Weien_US
dc.date (日期) 1993en_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) B2002004237en_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) 80155002zh_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/#B2002004237en_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) multicollinearityen_US
dc.subject (關鍵詞) variance inflation factoren_US
dc.subject (關鍵詞) variance inflation matrixen_US
dc.subject (關鍵詞) canonical correlationen_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 Regressionen_US
dc.type (資料類型) thesisen_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