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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-ZEen_US
dc.contributor.author (Authors) 毛乃文zh_TW
dc.contributor.author (Authors) MAO, NAI-WENen_US
dc.creator (作者) 毛乃文zh_TW
dc.creator (作者) MAO, NAI-WENen_US
dc.date (日期) 1992en_US
dc.date (日期) 1991en_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) B2002004655en_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/#B2002004655en_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) thesisen_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