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題名 穩健迴歸轉換與區域影響分析
Robust Regression Transformation and Diagnostics Using Local Influence
作者 黃逸勤
貢獻者 鄭宗記
黃逸勤
關鍵詞 穩健迴歸轉換
區域影響
Robust Regression Transformation
Local Influence
日期 2002
上傳時間 9-May-2016 16:23:24 (UTC+8)
摘要 無
參考文獻 Atkinson, A. C. (1973), “Testing Transformation to Normality”, Journal of the Royal Statistical Society, Ser. B, 35, 473-479.
     _____ (1985), Plots, Transformations, and Regression, Oxford: Clarendon Press.
     _____ (1994), “Fast Very Robust Methods for the Detection of Multiple Outliers”, Journal of the American Statistical Association, 89, 1329-1339.
     Atkinson, A. C., and Riani, M. (2000), “Robust Diagnostic Data Analysis:
     Transformations in Regression”, Technometrics, 42, 384-393.
     _____ (2000), Robust Diagnostic Regression Analysis, New York: Springer-Verlag.
     Box, G. E. P., and Cox, D. R. (1964), “An Analysis Of Transformation”, Journal of the Royal Statistical Society, Ser. B, 26, 211-246.
     Brownlee, K. A. (1965), Statistical Theory and Methodology in Science and Engineering (2nd ed.), New York: John Wiley.
     Cook, R. D. (1977), “Detection of Influential Observations In Linear Regression”, Technometrics, 19, 15-18.
     Cook, R. D. (1986), “Assessment of Local Influence”, Journal of the Royal Statistical Society, Ser. B, 48, 133-169.
     Donoho, D. L. and Huber, P. J. (1983), The notion of breakdown point, in A Festschrift for Erich Lehmann, edited by P. Bickel, K. Doksum and J. L. Hodges, Jr., Wadsworth, Belmont, CA.
     Hampel, F., Ronchetti, E. M., Rousseeuw, P., and Stahek, W. A. (1986), Robust Statistics, New York: John Wiley.
     Kim, C. (1996), “Local Influence and Replacement Measure”, Communication in Statistics-Theory and Methods, 25(1), 49-61.
     Lawrance, A. J. (1988), “Regression Transformation Diagnostics Using Local Influence”, Journal of the American Statistical Association, 83, 1067-1072.
     Rousseeuw, P. J. (1984), “Least Median of Squares Regression,” Journal of the American Statistical Association, 79 , 871-880.
     Rousseeuw, P. J., and Leroy, A. M. (1987), Robust Regression and Outlier Detection, New York: John Wiley.
     Rousseeuw, P. J., and Zomeren, B. C. (1990), “Unmasking Multivariate Outliers and Leverage Points”, Journal of the American Statistical Association, 85, 633-639.
     Siegel, A. F. (1982), “Robust Regression Using Repeated Medians”, Biometrika, 69, 242-244.
     Stoker, J. J (1969), Differential Geometry, New York: Wiley.
描述 碩士
國立政治大學
統計學系
89354020
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2010000168
資料類型 thesis
dc.contributor.advisor 鄭宗記zh_TW
dc.contributor.author (Authors) 黃逸勤zh_TW
dc.creator (作者) 黃逸勤zh_TW
dc.date (日期) 2002en_US
dc.date.accessioned 9-May-2016 16:23:24 (UTC+8)-
dc.date.available 9-May-2016 16:23:24 (UTC+8)-
dc.date.issued (上傳時間) 9-May-2016 16:23:24 (UTC+8)-
dc.identifier (Other Identifiers) A2010000168en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/95485-
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 (描述) 89354020zh_TW
dc.description.abstract (摘要) 無zh_TW
dc.description.tableofcontents 目錄
     第1章　緒論-----1
     　　1.1 前言
     　　1.2 論文架構
     第2章　概似比檢定與分數統計量-----3
     　　2.1 Box-Cox乘冪轉換與概似比檢定
     　　2.2 分數統計量
     第3章　區域影響-----7
     　　3.1 區域影響之概論
     　　　　3.1.1 區域影響的動機
     　　　　3.1.2 a(ω)的曲度
     　　　　3.1.3 線性迴歸模型中對觀察值取權數
     　　3.2 將區域影響方法應用於變數轉換
     　　　　3.2.1 對向量ε之變異數作干擾變動
     　　　　3.2.2 對反應變數作干擾變動
     第4章　前進演算法與區域影響應用於轉換參數-----17
     　　4.1 穩健迴歸估計
     　　　　4.1.1 最小中位數平方法
     　　　　4.1.2 前進演算法的三步驟
     　　　　4.1.3 診斷圖
     　　4.2 將區域影響方法應用於變數轉換參數並和前進演算法相結合
     　　4.3 實例分析
     　　4.3.1：stack loss資料
     　　4.3.2：baseball資料
     第5章　結論與後續研究-----35
     參考文獻-----36
     stack loss圖形-----38
     baseball圖形-----46		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2010000168en_US
dc.subject (關鍵詞) 穩健迴歸轉換zh_TW
dc.subject (關鍵詞) 區域影響zh_TW
dc.subject (關鍵詞) Robust Regression Transformationen_US
dc.subject (關鍵詞) Local Influenceen_US
dc.title (題名) 穩健迴歸轉換與區域影響分析zh_TW
dc.title (題名) Robust Regression Transformation and Diagnostics Using Local Influenceen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) Atkinson, A. C. (1973), “Testing Transformation to Normality”, Journal of the Royal Statistical Society, Ser. B, 35, 473-479.
     _____ (1985), Plots, Transformations, and Regression, Oxford: Clarendon Press.
     _____ (1994), “Fast Very Robust Methods for the Detection of Multiple Outliers”, Journal of the American Statistical Association, 89, 1329-1339.
     Atkinson, A. C., and Riani, M. (2000), “Robust Diagnostic Data Analysis:
     Transformations in Regression”, Technometrics, 42, 384-393.
     _____ (2000), Robust Diagnostic Regression Analysis, New York: Springer-Verlag.
     Box, G. E. P., and Cox, D. R. (1964), “An Analysis Of Transformation”, Journal of the Royal Statistical Society, Ser. B, 26, 211-246.
     Brownlee, K. A. (1965), Statistical Theory and Methodology in Science and Engineering (2nd ed.), New York: John Wiley.
     Cook, R. D. (1977), “Detection of Influential Observations In Linear Regression”, Technometrics, 19, 15-18.
     Cook, R. D. (1986), “Assessment of Local Influence”, Journal of the Royal Statistical Society, Ser. B, 48, 133-169.
     Donoho, D. L. and Huber, P. J. (1983), The notion of breakdown point, in A Festschrift for Erich Lehmann, edited by P. Bickel, K. Doksum and J. L. Hodges, Jr., Wadsworth, Belmont, CA.
     Hampel, F., Ronchetti, E. M., Rousseeuw, P., and Stahek, W. A. (1986), Robust Statistics, New York: John Wiley.
     Kim, C. (1996), “Local Influence and Replacement Measure”, Communication in Statistics-Theory and Methods, 25(1), 49-61.
     Lawrance, A. J. (1988), “Regression Transformation Diagnostics Using Local Influence”, Journal of the American Statistical Association, 83, 1067-1072.
     Rousseeuw, P. J. (1984), “Least Median of Squares Regression,” Journal of the American Statistical Association, 79 , 871-880.
     Rousseeuw, P. J., and Leroy, A. M. (1987), Robust Regression and Outlier Detection, New York: John Wiley.
     Rousseeuw, P. J., and Zomeren, B. C. (1990), “Unmasking Multivariate Outliers and Leverage Points”, Journal of the American Statistical Association, 85, 633-639.
     Siegel, A. F. (1982), “Robust Regression Using Repeated Medians”, Biometrika, 69, 242-244.
     Stoker, J. J (1969), Differential Geometry, New York: Wiley.		zh_TW