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題名 Robust Diagnostics for the Logistic Regression Model With Incomplete Data
作者 范少華
貢獻者 鄭宗記
范少華
關鍵詞 EM algorithm
Incomplete data
generalized linear model
high breakdown ppint
robust methods
日期 2002
上傳時間 18-Sep-2009 19:08:47 (UTC+8)
摘要 Atkinson 及 Riani 應用前進搜尋演算法來處理百牡利資料中所包含的多重離群值(2001)。在這篇論文中,我們沿用相同的想法來處理在不完整資料下一般線性模型中的多重離群值。這個演算法藉由先填補資料中遺漏的部分,再利用前進搜尋演算法來確認資料中的離群值。我們所提出的方法可以解決處理多重離群值時常會遇到的遮蓋效應。我們應用了一些真實資料來說明這個演算法並得到令人滿意結果。
Atkinson and Riani (2001) apply the forward search algorithm to deal with the problem of the detection of multiple outliers in binomial data.
     In this thesis, we extend the similar idea to identify multiple outliers for the generalized linear models when part of data are missing. The algorithm starts with imputation method to
     fill-in the missing observations in the data, and then use the forward search algorithm to confirm outliers. The proposed method can overcome the masking effect, which commonly occurs when multiple outliers exit in the data. Real data are used to illustrate the procedure, and satisfactory results are obtained.
參考文獻 Atkinson, A. C. (1994). ”Fast very robust methods for the detection o smultiple outliers”,
Hournal of the American Association 89, 1329-1339.
Atkinson, A. C. and Riani, M. (2001). ”Regression diagnostics for binomial data from the
forward search”, The Statistician, 50, 63-78.
Atkinson, A. C. and Riani, M. (2000). Robust Diagnostic Regression Analysis, New York:
Springer.
Beaton, A. E. (1964). ”The use of special matrix operations in statitical calculus”, Educational
Testing Service Research Bulletin, RB, 64-52.
Belsey, D. A., Kuh, E., and Welsch, R.E. (1980). Regression Diagnostics: Identifying In?uential
Data and Sources of Collinearity, New York: Wiley.
Bliss, C. I. (1935). ”The calculation of the dosage-mortality curve”, Annals of Applied Biology
22, 134-167.
Christmann, A. (1994). ”Least median of weight squared in logistic regression with large
strata”,Biometrika, 81, 413-417.
Collett, D., (1991). Modelling Binary Data, London: Chapman & Hall.
Cook, R. D., (1977). ”Detection of in?uential observations in linear regression”, Technometrics,
19, 15-18.
Cook, R. D., and Weisberg, S., (1982). Residuals and In?uence in Regression, London:
Chapman & Hall.
Cook, R. D., and Weisberg, S., (1999). Applied Regression Including Computing and Graphics,
New York: John Wiley & Sons.
Croux, C., Flandre, C. and Haesbroeck,G. (2002). ”The breakdown behavior of the maximum
likelihood estimator in the logistic regression”, Statistics & Probability Letters 60, 377-
386.
Dempster, A. P. (1969). Elements of Continuous Multivariate Analysis. Addison-Wesley,
Reading, MA.
Dempster, A. P., Laird, N. M. and Rubin, D. B. (1997). ”Maximum likelihood from incomplete
data via the EM algorithm (with discussion)”, J. Roy. Statist. Soc. 39, 1-38.
Donoho, D. L., and Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift
for Erich L. Lehmann, Ed. P. J. Bickel, K. A. Docksum and J. L. Hodges, Jr., 157-84.
Belmont CA: Wadsworth.
Ibrahim, G. J. (1990). ”Incomplete data in generalized linear models”, American Statistical
Association, 85, 765 - 769.
Ibrahim, J. G. and Chen, M. H., Lipsitz, S. R., (1999). ”Monte Carlo EM for missing
covariates in parametric regression models”, Biometrics, 55, 591 - 596.
Little J. A. and Rubin D. B. (1987). Ststistical Analysis with Missing Data, New York: John
Wiley & Sons.
Little, J. A. and Schluchter, M. D. (1985). ”Maximum likelihood estimation for mixed
continuous and categorical data with missing values”, Biometrika, 72, 497-512.
Olkin, I., and Tate, R. F. (1961). ”Multivariate correlation models with mixed discrete and
continuous variables”, Ann. Math. Statist., 32, 448-465.
Pregibon, D. (1981). ”Logistic Regression Diagnostics”, The Annals of Statistic, 9 705-724.
Rousseeuw, P. J. (1984). ”Least median of squares regression”, J. Am. Stat. Assoc., 79,
871-880.
Rubin, D. B. (1976). ”Inference and missing data”, Biometrika 63, 581-592.
Schafer, J. L. (1997). Analysis of Incomplete Multivariate Data, London: Chapman & Hall.
Wei, G. C. and Tanner, M. A. (1990). ”A Monte Carlo implementation of the EM algorithm
and the poor man’s data augmentation algorithm”. Journal of the American Statistical
Association 85, 699-704.
Zelterman, D. (1999). Models for Discrete Data, Oxford: Oxford University Press.
描述 碩士
國立政治大學
統計研究所
90354008
91
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0090354008
資料類型 thesis
dc.contributor.advisor 鄭宗記zh_TW
dc.contributor.author (Authors) 范少華zh_TW
dc.creator (作者) 范少華zh_TW
dc.date (日期) 2002en_US
dc.date.accessioned 18-Sep-2009 19:08:47 (UTC+8)-
dc.date.available 18-Sep-2009 19:08:47 (UTC+8)-
dc.date.issued (上傳時間) 18-Sep-2009 19:08:47 (UTC+8)-
dc.identifier (Other Identifiers) G0090354008en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/36658-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 90354008zh_TW
dc.description (描述) 91zh_TW
dc.description.abstract (摘要) Atkinson 及 Riani 應用前進搜尋演算法來處理百牡利資料中所包含的多重離群值(2001)。在這篇論文中,我們沿用相同的想法來處理在不完整資料下一般線性模型中的多重離群值。這個演算法藉由先填補資料中遺漏的部分,再利用前進搜尋演算法來確認資料中的離群值。我們所提出的方法可以解決處理多重離群值時常會遇到的遮蓋效應。我們應用了一些真實資料來說明這個演算法並得到令人滿意結果。zh_TW
dc.description.abstract (摘要) Atkinson and Riani (2001) apply the forward search algorithm to deal with the problem of the detection of multiple outliers in binomial data.
     In this thesis, we extend the similar idea to identify multiple outliers for the generalized linear models when part of data are missing. The algorithm starts with imputation method to
     fill-in the missing observations in the data, and then use the forward search algorithm to confirm outliers. The proposed method can overcome the masking effect, which commonly occurs when multiple outliers exit in the data. Real data are used to illustrate the procedure, and satisfactory results are obtained.
en_US
dc.description.tableofcontents Chapter 1 Introduction
     Chapter 2 Logistic Regression Model
     Chapter 3 Robust Statistics
     Chapter 4 Missing Values
     Chapter 5 Robust Diagnostics and Missing Values
     Chapter 6 Conclusions
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0090354008en_US
dc.subject (關鍵詞) EM algorithmen_US
dc.subject (關鍵詞) Incomplete dataen_US
dc.subject (關鍵詞) generalized linear modelen_US
dc.subject (關鍵詞) high breakdown ppinten_US
dc.subject (關鍵詞) robust methodsen_US
dc.title (題名) Robust Diagnostics for the Logistic Regression Model With Incomplete Datazh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Atkinson, A. C. (1994). ”Fast very robust methods for the detection o smultiple outliers”,zh_TW
dc.relation.reference (參考文獻) Hournal of the American Association 89, 1329-1339.zh_TW
dc.relation.reference (參考文獻) Atkinson, A. C. and Riani, M. (2001). ”Regression diagnostics for binomial data from thezh_TW
dc.relation.reference (參考文獻) forward search”, The Statistician, 50, 63-78.zh_TW
dc.relation.reference (參考文獻) Atkinson, A. C. and Riani, M. (2000). Robust Diagnostic Regression Analysis, New York:zh_TW
dc.relation.reference (參考文獻) Springer.zh_TW
dc.relation.reference (參考文獻) Beaton, A. E. (1964). ”The use of special matrix operations in statitical calculus”, Educationalzh_TW
dc.relation.reference (參考文獻) Testing Service Research Bulletin, RB, 64-52.zh_TW
dc.relation.reference (參考文獻) Belsey, D. A., Kuh, E., and Welsch, R.E. (1980). Regression Diagnostics: Identifying In?uentialzh_TW
dc.relation.reference (參考文獻) Data and Sources of Collinearity, New York: Wiley.zh_TW
dc.relation.reference (參考文獻) Bliss, C. I. (1935). ”The calculation of the dosage-mortality curve”, Annals of Applied Biologyzh_TW
dc.relation.reference (參考文獻) 22, 134-167.zh_TW
dc.relation.reference (參考文獻) Christmann, A. (1994). ”Least median of weight squared in logistic regression with largezh_TW
dc.relation.reference (參考文獻) strata”,Biometrika, 81, 413-417.zh_TW
dc.relation.reference (參考文獻) Collett, D., (1991). Modelling Binary Data, London: Chapman & Hall.zh_TW
dc.relation.reference (參考文獻) Cook, R. D., (1977). ”Detection of in?uential observations in linear regression”, Technometrics,zh_TW
dc.relation.reference (參考文獻) 19, 15-18.zh_TW
dc.relation.reference (參考文獻) Cook, R. D., and Weisberg, S., (1982). Residuals and In?uence in Regression, London:zh_TW
dc.relation.reference (參考文獻) Chapman & Hall.zh_TW
dc.relation.reference (參考文獻) Cook, R. D., and Weisberg, S., (1999). Applied Regression Including Computing and Graphics,zh_TW
dc.relation.reference (參考文獻) New York: John Wiley & Sons.zh_TW
dc.relation.reference (參考文獻) Croux, C., Flandre, C. and Haesbroeck,G. (2002). ”The breakdown behavior of the maximumzh_TW
dc.relation.reference (參考文獻) likelihood estimator in the logistic regression”, Statistics & Probability Letters 60, 377-zh_TW
dc.relation.reference (參考文獻) 386.zh_TW
dc.relation.reference (參考文獻) Dempster, A. P. (1969). Elements of Continuous Multivariate Analysis. Addison-Wesley,zh_TW
dc.relation.reference (參考文獻) Reading, MA.zh_TW
dc.relation.reference (參考文獻) Dempster, A. P., Laird, N. M. and Rubin, D. B. (1997). ”Maximum likelihood from incompletezh_TW
dc.relation.reference (參考文獻) data via the EM algorithm (with discussion)”, J. Roy. Statist. Soc. 39, 1-38.zh_TW
dc.relation.reference (參考文獻) Donoho, D. L., and Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschriftzh_TW
dc.relation.reference (參考文獻) for Erich L. Lehmann, Ed. P. J. Bickel, K. A. Docksum and J. L. Hodges, Jr., 157-84.zh_TW
dc.relation.reference (參考文獻) Belmont CA: Wadsworth.zh_TW
dc.relation.reference (參考文獻) Ibrahim, G. J. (1990). ”Incomplete data in generalized linear models”, American Statisticalzh_TW
dc.relation.reference (參考文獻) Association, 85, 765 - 769.zh_TW
dc.relation.reference (參考文獻) Ibrahim, J. G. and Chen, M. H., Lipsitz, S. R., (1999). ”Monte Carlo EM for missingzh_TW
dc.relation.reference (參考文獻) covariates in parametric regression models”, Biometrics, 55, 591 - 596.zh_TW
dc.relation.reference (參考文獻) Little J. A. and Rubin D. B. (1987). Ststistical Analysis with Missing Data, New York: Johnzh_TW
dc.relation.reference (參考文獻) Wiley & Sons.zh_TW
dc.relation.reference (參考文獻) Little, J. A. and Schluchter, M. D. (1985). ”Maximum likelihood estimation for mixedzh_TW
dc.relation.reference (參考文獻) continuous and categorical data with missing values”, Biometrika, 72, 497-512.zh_TW
dc.relation.reference (參考文獻) Olkin, I., and Tate, R. F. (1961). ”Multivariate correlation models with mixed discrete andzh_TW
dc.relation.reference (參考文獻) continuous variables”, Ann. Math. Statist., 32, 448-465.zh_TW
dc.relation.reference (參考文獻) Pregibon, D. (1981). ”Logistic Regression Diagnostics”, The Annals of Statistic, 9 705-724.zh_TW
dc.relation.reference (參考文獻) Rousseeuw, P. J. (1984). ”Least median of squares regression”, J. Am. Stat. Assoc., 79,zh_TW
dc.relation.reference (參考文獻) 871-880.zh_TW
dc.relation.reference (參考文獻) Rubin, D. B. (1976). ”Inference and missing data”, Biometrika 63, 581-592.zh_TW
dc.relation.reference (參考文獻) Schafer, J. L. (1997). Analysis of Incomplete Multivariate Data, London: Chapman & Hall.zh_TW
dc.relation.reference (參考文獻) Wei, G. C. and Tanner, M. A. (1990). ”A Monte Carlo implementation of the EM algorithmzh_TW
dc.relation.reference (參考文獻) and the poor man’s data augmentation algorithm”. Journal of the American Statisticalzh_TW
dc.relation.reference (參考文獻) Association 85, 699-704.zh_TW
dc.relation.reference (參考文獻) Zelterman, D. (1999). Models for Discrete Data, Oxford: Oxford University Press.zh_TW