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題名 線性位置-形狀迴歸模型在模型誤認下之研究 作者 毛乃文
MAO, NAI-WEN貢獻者 鄭天澤
ZHENG, TIAN-ZE
毛乃文
MAO, NAI-WEN關鍵詞 模型誤認
線性位置
形狀迴歸模型日期 1992
1991上傳時間 2-May-2016 15:17:35 (UTC+8) 參考文獻 Cox, D.R. (1961),"Tests of Separate Families of Hypotheses," Proceedings of the Fourth. Berkeley Symposiwn on Mathematical. Statistics and Probability (vol. 1), Berkeley: University of California Press, pp.105-123. ------- (1962), "Further Results on Tests of Separate Families of Hypotheses," Journal of the Royal Statistical Society, Ser B, 24, 406-423. ------- and Hinkley, D.V. (1968)," A Note on the Efficiency of Least Squares Estimates," Journal of Royal Statistical Society, Ser B, 30, 284-289. Freund,R.J. and Minton,P.D.(1979), Regression Method. A Tool for Data Analysis, New York and Basel:Marcel Dekker. Gibbons, J.D. (1971), Nonparametric Statistical Inference, New York: McGraw- Hill Book Company. Gould ANN & Lawless,J.F. (1988), "Consistency and Efficiency of Regression Coefficient Estimates in Location-Scale Models," Biometrika, 75, 535-540. Hahn,G.J., Feder,P.I. and Meeker,W. (l978a), "Evaluating the Effect of Incorrect Specification of a Regression Model. Part 1. Basic Concepts and Example," Journal of Quality Technology, Vol.10, 61-72. ------ (1978b), "Evaluating the Effect of Incorrect Specification of a Regression Model. Part 2. Further Example and Discussion," Journal of Quality Technology, Vol. 10, 93-98. Harvey, A.C. and Collier,P. (1977), "Testing for Functional Misspecification in Regression Analysis," Journal of Economerrics, 6,103-119. Heathcote,C.R. and Silvapull,M.J. (1981), "Minimum Mean Squared Estimation of Location and Scale Parameters under Misspecification of the Mcxiel,"Biometrika, 68, 501-514. Kullback, S. and Leibler R. A. (1951), "On Information and Sufficiency," Annals of Mathematical Statistics, 22, 79-86. Patel,J.K.,Kapadia,C.H. and Owen,D.B. (1976), Handbook of Statistical istributions, New York and Basel: Marcel Dekker. Pereira, B. DE B. (1978), `Tests and Efficiencies of Separate regression models ," Biometrika, 65, 2, 319-327. Ramsey).B. (1969), "Tests for Specification Errors in Classical Linear Leastsquares Regression Analysis," Journal of the Royal Statistical Society,Ser B, 31,350-371. Royall,R.M. (1986), "Model Robust Confidence Intervals Using Maximwn Likelihood Estimators," International Statistical Review, 54, 221-226. White, H.(1982), "Maximum Likelihood Estimation of Misspecified Models," Econometrica, 50, 1-25. 描述 碩士
國立政治大學
統計學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002004655 資料類型 thesis dc.contributor.advisor 鄭天澤 zh_TW dc.contributor.advisor ZHENG, TIAN-ZE en_US dc.contributor.author (Authors) 毛乃文 zh_TW dc.contributor.author (Authors) MAO, NAI-WEN en_US dc.creator (作者) 毛乃文 zh_TW dc.creator (作者) MAO, NAI-WEN en_US dc.date (日期) 1992 en_US dc.date (日期) 1991 en_US dc.date.accessioned 2-May-2016 15:17:35 (UTC+8) - dc.date.available 2-May-2016 15:17:35 (UTC+8) - dc.date.issued (上傳時間) 2-May-2016 15:17:35 (UTC+8) - dc.identifier (Other Identifiers) B2002004655 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89244 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 統計學系 zh_TW dc.description.tableofcontents 第一章緒論 第一節研究動機與目的．．．．．．．．．．1 第二節文獻探討．．．．．．．．．．2 第二章模型誤認之意義與類型 第一節模型誤認之意義．．．．．．．．．．5 第二節模型誤認的類型．．．．．．．．．．6 第三章線性位置－形狀迴歸模型之隨機誤差分配誤認對參數估計的影響．．．．．．．．．．10 第一節KLIC之意義及其應用．．．．．．．．．．11 第二節迴歸係數與形狀參數的一致性．．．．．．．．．．13 第三節近似相對有效性．．．．．．．．．．16 第四節迴歸係數變異數估計．．．．．．．．．．21 第四章實例說明 第一節對數常態迴歸模型－韋伯迴歸模型．．．．．．．．．．23 第二節對數常態迴歸模型－珈瑪迴歸模型．．．．．．．．．．28 第三節韋伯迴歸模型－珈瑪迴歸模型．．．．．．．．．．33 第五章結論與後續研究．．．．．．．．．．37 附錄一．．．．．．．．．．39 參考文獻及書目．．．．．．．．．．40 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002004655 en_US dc.subject (關鍵詞) 模型誤認 zh_TW dc.subject (關鍵詞) 線性位置 zh_TW dc.subject (關鍵詞) 形狀迴歸模型 zh_TW dc.title (題名) 線性位置-形狀迴歸模型在模型誤認下之研究 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Cox, D.R. (1961),"Tests of Separate Families of Hypotheses," Proceedings of the Fourth. Berkeley Symposiwn on Mathematical. Statistics and Probability (vol. 1), Berkeley: University of California Press, pp.105-123. ------- (1962), "Further Results on Tests of Separate Families of Hypotheses," Journal of the Royal Statistical Society, Ser B, 24, 406-423. ------- and Hinkley, D.V. (1968)," A Note on the Efficiency of Least Squares Estimates," Journal of Royal Statistical Society, Ser B, 30, 284-289. Freund,R.J. and Minton,P.D.(1979), Regression Method. A Tool for Data Analysis, New York and Basel:Marcel Dekker. Gibbons, J.D. (1971), Nonparametric Statistical Inference, New York: McGraw- Hill Book Company. Gould ANN & Lawless,J.F. (1988), "Consistency and Efficiency of Regression Coefficient Estimates in Location-Scale Models," Biometrika, 75, 535-540. Hahn,G.J., Feder,P.I. and Meeker,W. (l978a), "Evaluating the Effect of Incorrect Specification of a Regression Model. Part 1. Basic Concepts and Example," Journal of Quality Technology, Vol.10, 61-72. ------ (1978b), "Evaluating the Effect of Incorrect Specification of a Regression Model. Part 2. Further Example and Discussion," Journal of Quality Technology, Vol. 10, 93-98. Harvey, A.C. and Collier,P. (1977), "Testing for Functional Misspecification in Regression Analysis," Journal of Economerrics, 6,103-119. Heathcote,C.R. and Silvapull,M.J. (1981), "Minimum Mean Squared Estimation of Location and Scale Parameters under Misspecification of the Mcxiel,"Biometrika, 68, 501-514. Kullback, S. and Leibler R. A. (1951), "On Information and Sufficiency," Annals of Mathematical Statistics, 22, 79-86. Patel,J.K.,Kapadia,C.H. and Owen,D.B. (1976), Handbook of Statistical istributions, New York and Basel: Marcel Dekker. Pereira, B. DE B. (1978), `Tests and Efficiencies of Separate regression models ," Biometrika, 65, 2, 319-327. Ramsey).B. (1969), "Tests for Specification Errors in Classical Linear Leastsquares Regression Analysis," Journal of the Royal Statistical Society,Ser B, 31,350-371. Royall,R.M. (1986), "Model Robust Confidence Intervals Using Maximwn Likelihood Estimators," International Statistical Review, 54, 221-226. White, H.(1982), "Maximum Likelihood Estimation of Misspecified Models," Econometrica, 50, 1-25. zh_TW
