學術產出-學位論文
| 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 | 29-四月-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 (作者) | 林唯忠 | zh_TW |
| dc.contributor.author (作者) | 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 | 29-四月-2016 16:32:29 (UTC+8) | - |
| dc.date.available | 29-四月-2016 16:32:29 (UTC+8) | - |
| dc.date.issued (上傳時間) | 29-四月-2016 16:32:29 (UTC+8) | - |
| dc.identifier (其他 識別碼) | 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 |