| dc.contributor.advisor | 郭訓志 | zh_TW |
| dc.contributor.author (作者) | 王政忠 | zh_TW |
| dc.contributor.author (作者) | Wang,Jheng-Jhong | en_US |
| dc.creator (作者) | 王政忠 | zh_TW |
| dc.creator (作者) | Wang,Jheng-Jhong | en_US |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 8-十二月-2010 14:42:50 (UTC+8) | - |
| dc.date.available | 8-十二月-2010 14:42:50 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-十二月-2010 14:42:50 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0094354022 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49593 | - |
| 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) | 94354022 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 變數選取方法已經成為各領域在處理多維度資料的工具。Zhou與Hwang在2005年，為了改善James-Stein positive part估計量(JS+)只能在完全模型(full model)與原始模型(origin model)兩者去做挑選，建立了具有Minimax性質同時加上門檻值的估計量，即James-Stein with Threshoding positive part估計量(JSWT+)。由於JSWT+估計量具有門檻值，使得此估計量可以在完全模型與其線性子集下做變數選取。我們想進一步了解如果將JSWT+估計量應用於線性迴歸分析時，藉由JSWT+估計具有門檻值的性質去做變數選取的效果如何？本文目的即是利用JSWT+估計量具有門檻值的性質，建立JSWT+估計量應用於線性迴歸模型變數挑選的流程。建立模擬資料分析，以可同時做係數壓縮及變數選取的LASSO方法與我們所提出JSWT+變數選取的流程去比較係數路徑及變數選取時差異比較，最後將我們提出JSWT+變數選取的流程對實際資料攝護腺癌資料(Tibshirani，1996)做變數挑選。則當考慮解釋變數個數小於樣本個數情況下，JSWT+與LASSO在變數選取的比較結果顯示，JSWT+表現的比較好，且可直接得到估計量的理想參數。 | zh_TW |
| dc.description.tableofcontents | 摘要 I謝辭 II圖表目錄 IV第一章 緒論 1第二章 文獻探討 3第三章 研究方法 5第一節 線性迴歸模型 5第二節 Minimax 與 Dominate 6第三節 James-Stein type Shrinkage 7第四節 Sclove+估計量 9第五節 James-Stein with Thresholding估計量(JSWT) 9第六節 JSWT+於迴歸問題之應用 12第四章 分析結果與討論 14第一節 模擬分析(設定真實係數三個非零) 14第二節 模擬分析(設定真實係數僅一個非零) 21第三節 JSWT+與LASSO參數挑選 26第四節 攝護腺癌資料分析 27第五章 結論與建議 29參考文獻 31附錄 33(I)設定真實係數八個皆非零(0.85) 33(II)設定真實係數八個皆為零 36 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0094354022 | en_US |
| dc.subject (關鍵詞) | James-Stein估計量 | zh_TW |
| dc.subject (關鍵詞) | 變數選取 | zh_TW |
| dc.subject (關鍵詞) | 線性迴歸模型 | zh_TW |
| dc.subject (關鍵詞) | minimax | en_US |
| dc.subject (關鍵詞) | LASSO | en_US |
| dc.title (題名) | JSWT+估計應用於線性迴歸變數選取之研究 | zh_TW |
| dc.title (題名) | Variable Selection Based on JSWT+ Estimator for Linear Regression | en_US |
| dc.type (資料類型) | thesis | en |
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| dc.relation.reference (參考文獻) | Richards, John A. (1999) An introduction James-Stein estimation | zh_TW |
| dc.relation.reference (參考文獻) | Stein, C. (1956), "Inadmissibility of the usual estimator for the mean of a multivariate distribution", Proc. Third Berkeley Symp. Math. Statist. Prob., vol. 1, at 197-206 | zh_TW |
| dc.relation.reference (參考文獻) | James, W. & C. Stein (1961), "Estimation with quadratic loss", Proc. Fourth Berkeley Symp. Math. Statist. Prob., vol. 1, at 311-319 | zh_TW |
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| dc.relation.reference (參考文獻) | Tibshirani, R. (1996) Regression shrinkage and selection via the lasso. J. R. Statist. Soc. B, 58, 267–288. | zh_TW |
| dc.relation.reference (參考文獻) | Zou, H. and Hastie, T (2005) Regularization and variable selection via the elastic net. J. R. Statist. Soc. B. 67, Part 2, 301–320 | zh_TW |
| dc.relation.reference (參考文獻) | Zhou, H. H. and Hwang, J. T. G. (2003).Minimax estimation with thresholding. Technical report,Cornell Statistical Center. | zh_TW |
| dc.relation.reference (參考文獻) | Zhou, H. H. and Hwang, J. T. G. (2005).Minimax estimation with thresholding. And its application to wavelet analysis. The Annals of Statistics. Vol. 33, No. 1, 101–125 | zh_TW |
