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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/49593
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/49593


    Title: JSWT+估計應用於線性迴歸變數選取之研究
    Variable Selection Based on JSWT+ Estimator for Linear Regression
    Authors: 王政忠
    Wang,Jheng-Jhong
    Contributors: 郭訓志
    王政忠
    Wang,Jheng-Jhong
    Keywords: James-Stein估計量
    變數選取
    線性迴歸模型
    minimax
    LASSO
    Date: 2006
    Issue Date: 2010-12-08 14:42:50 (UTC+8)
    Abstract: 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。
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    Description: 碩士
    國立政治大學
    統計研究所
    94354022
    95
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094354022
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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