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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: https://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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    Stamey, T., Kabalin, J., McNeal, J., Johnstone, I., Freiha, F., Redwine, E. and Yang, N. (1989) Prostate specific antigen in the diagnosis and treatment of adenocarcinoma of the prostate, ii: Radical prostatectomy treated patients. J. Urol., 16, 1076-1083.
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    Tibshirani, R. (1996) Regression shrinkage and selection via the lasso. J. R. Statist. Soc. B, 58, 267–288.
    Zou, H. and Hastie, T (2005) Regularization and variable selection via the elastic net. J. R. Statist. Soc. B. 67, Part 2, 301–320
    Zhou, H. H. and Hwang, J. T. G. (2003).Minimax estimation with thresholding. Technical report,Cornell Statistical Center.
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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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