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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) 2002 en_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) A2010000168 en_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) 89354020 zh_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/#A2010000168 en_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 Transformation en_US dc.subject (關鍵詞) Local Influence en_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 Influence en_US dc.type (資料類型) thesis en_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
