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題名 2x2列聯表模型下MLE與MPLE之比較
The comparison between MLE and MPLE under two-by two contingency table models
作者 郭名展
貢獻者 姜志銘<br>宋傳欽
郭名展
關鍵詞 列聯表
最大概似估計
最大擬概似估計
contingency table
maximum likelihood estimate
maximum pseudolikelihood estimate
日期 2013
上傳時間 10-Feb-2014 14:55:14 (UTC+8)
摘要 Arnold and Strauss (1991) 探討2x2列聯表中的3個方格 (cell) 有相同機率θ的問題,他們比較了參數θ的最大概似估計值與最大擬概似估計值,發現參數θ的最大概似估計值與最大擬概似估計值是不相同的。在本論文中,我們將2x2列聯表中的3個方格的參數值 (機率值),從限制為相同θ,放寬為成某種比例,並證明了在一般情況下參數θ的最大概似估計值與最大擬概似估計值也不相同。我們也提出一些使參數θ的最大概似估計值及最大擬概似估計值相同的特殊條件,諸如三個方格內的觀察值跟機率值成比例或格子內的觀察值有某些特定值。本論文也透過電腦模擬的結果,發現最大概似估計式較最大擬概似估計式來得精確,而且當參數θ在參數空間之中點附近時,最大概似估計值與最大擬概似估計值的差異為最大。
Arnold and Strauss (1991) study the cases that three of the four cells in the 2x2 contingency table have the same cell probability θ. In particular, Arnold and Strauss (1991) compare the maximum likelihood estimate (MLE) and maximum pseudolikelihood estimate (MPLE) of the parameter θ. They find that MLE and MPLE of the parameter are not the same. In this thesis, we relax the assumptions so that those three cell probabilities may not be the same and each is proportional to a parameter θ. We find that, in general, MLE’s of θ are still not the same as MPLE’s of θ. Some special cases that make MLE the same as MPLE are also given. We also find, through computer simulations, that MLE’s are accurate than MPLE’s and that the difference between MLE and MPLE is getting larger when the parameter θ is closer to the midpoint of its space.
參考文獻 Arnold, B. C. and Press, S. J. (1989)."Compatible Conditional Distributions." Journal of the American Statistical Association 84(405): 152-156.

Arnold, B. C. and Strauss, D (1991). "Pseudolikelihood Estimation: Some Examples" Journal of the Indian Journal of Statistics 53(2): 233-243.

Strauss, D. and Ikeda. M. (1990). "Pseudolikelihood Estimation for Social Networks."Journal of the American Association 85(409):204-212

van Duijn, M. A., Gile, K. J., and Handcock , M. S. (2009). "A Framework for the Comparison of Maximum Pseudo Likelihood and Maximum Likelihood Estimation of Exponential Family Random Graph Models." Social Networks 31(1):52-62
描述 碩士
國立政治大學
應用數學系數學教學碩士在職專班
99972014
102
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0099972014
資料類型 thesis
dc.contributor.advisor 姜志銘<br>宋傳欽zh_TW
dc.contributor.author (Authors) 郭名展zh_TW
dc.creator (作者) 郭名展zh_TW
dc.date (日期) 2013en_US
dc.date.accessioned 10-Feb-2014 14:55:14 (UTC+8)-
dc.date.available 10-Feb-2014 14:55:14 (UTC+8)-
dc.date.issued (上傳時間) 10-Feb-2014 14:55:14 (UTC+8)-
dc.identifier (Other Identifiers) G0099972014en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/63701-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學系數學教學碩士在職專班zh_TW
dc.description (描述) 99972014zh_TW
dc.description (描述) 102zh_TW
dc.description.abstract (摘要) Arnold and Strauss (1991) 探討2x2列聯表中的3個方格 (cell) 有相同機率θ的問題,他們比較了參數θ的最大概似估計值與最大擬概似估計值,發現參數θ的最大概似估計值與最大擬概似估計值是不相同的。在本論文中,我們將2x2列聯表中的3個方格的參數值 (機率值),從限制為相同θ,放寬為成某種比例,並證明了在一般情況下參數θ的最大概似估計值與最大擬概似估計值也不相同。我們也提出一些使參數θ的最大概似估計值及最大擬概似估計值相同的特殊條件,諸如三個方格內的觀察值跟機率值成比例或格子內的觀察值有某些特定值。本論文也透過電腦模擬的結果,發現最大概似估計式較最大擬概似估計式來得精確,而且當參數θ在參數空間之中點附近時,最大概似估計值與最大擬概似估計值的差異為最大。zh_TW
dc.description.abstract (摘要) Arnold and Strauss (1991) study the cases that three of the four cells in the 2x2 contingency table have the same cell probability θ. In particular, Arnold and Strauss (1991) compare the maximum likelihood estimate (MLE) and maximum pseudolikelihood estimate (MPLE) of the parameter θ. They find that MLE and MPLE of the parameter are not the same. In this thesis, we relax the assumptions so that those three cell probabilities may not be the same and each is proportional to a parameter θ. We find that, in general, MLE’s of θ are still not the same as MPLE’s of θ. Some special cases that make MLE the same as MPLE are also given. We also find, through computer simulations, that MLE’s are accurate than MPLE’s and that the difference between MLE and MPLE is getting larger when the parameter θ is closer to the midpoint of its space.en_US
dc.description.tableofcontents 目次
中文摘要 i
Abstract ii
目次 iii
1. 簡介 1
1.1 研究動機 1
1.2 研究目的 4
1.3 研究架構 7
2. 最大概似估計法與最大擬概似估計法 7
2.1最大概似估計法 7
2.2最大擬概似估計法 9
3.2x2列聯表模型中參數之MLE和MPLE的探討 9
3.1 理論分析 9
3.2 模擬比較 16
4. 結論 23
參考文獻 24
附錄 25
zh_TW
dc.format.extent 391995 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0099972014en_US
dc.subject (關鍵詞) 列聯表zh_TW
dc.subject (關鍵詞) 最大概似估計zh_TW
dc.subject (關鍵詞) 最大擬概似估計zh_TW
dc.subject (關鍵詞) contingency tableen_US
dc.subject (關鍵詞) maximum likelihood estimateen_US
dc.subject (關鍵詞) maximum pseudolikelihood estimateen_US
dc.title (題名) 2x2列聯表模型下MLE與MPLE之比較zh_TW
dc.title (題名) The comparison between MLE and MPLE under two-by two contingency table modelsen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Arnold, B. C. and Press, S. J. (1989)."Compatible Conditional Distributions." Journal of the American Statistical Association 84(405): 152-156.

Arnold, B. C. and Strauss, D (1991). "Pseudolikelihood Estimation: Some Examples" Journal of the Indian Journal of Statistics 53(2): 233-243.

Strauss, D. and Ikeda. M. (1990). "Pseudolikelihood Estimation for Social Networks."Journal of the American Association 85(409):204-212

van Duijn, M. A., Gile, K. J., and Handcock , M. S. (2009). "A Framework for the Comparison of Maximum Pseudo Likelihood and Maximum Likelihood Estimation of Exponential Family Random Graph Models." Social Networks 31(1):52-62
zh_TW