政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/49593
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 112721/143689 (78%)
造访人次 : 49648475      在线人数 : 412
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/49593


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/49593


    题名: 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
    作者: 王政忠
    Wang,Jheng-Jhong
    贡献者: 郭訓志
    王政忠
    Wang,Jheng-Jhong
    关键词: James-Stein估計量
    變數選取
    線性迴歸模型
    minimax
    LASSO
    日期: 2006
    上传时间: 2010-12-08 14:42:50 (UTC+8)
    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。
    參考文獻: Baranchik, A.J. (1964) Multiple regression and estimation of the mean of a multivariate normal distribution. Technical Report 51, Department of Statistics, Stanford University Stanford .
    Breiman, L. (1995) Better subset selection using the nonnegative garotte. Technnometrics,37,373-384
    Hocking, R. R. (1976) The analysis and selection of variables in linear regression. Biometrics. 32, 1-49
    Hoerl, A. E. and Kennard, R. W. (1970) Ridge regression: Biased estimation for non-orthogonal problems. Technometrics. 12,55-67
    Richards, John A. (1999) An introduction James-Stein estimation
    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
    James, W. & C. Stein (1961), "Estimation with quadratic loss", Proc. Fourth Berkeley Symp. Math. Statist. Prob., vol. 1, at 311-319
    Scolve,S.L.(1968).Improved estimators for voefficients in linear regression. J. Amer. Statist. Assoc. 63,597-606
    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.
    Stein, C. (1981) Estimation of the mean of a multivariate normal distribution. Ann. Statist., 9, 1135-1151.
    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.
    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
    描述: 碩士
    國立政治大學
    統計研究所
    94354022
    95
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0094354022
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    402201.pdf114KbAdobe PDF2849检视/开启
    402202.pdf115KbAdobe PDF2953检视/开启
    402203.pdf133KbAdobe PDF21027检视/开启
    402204.pdf138KbAdobe PDF21104检视/开启
    402205.pdf122KbAdobe PDF21689检视/开启
    402206.pdf159KbAdobe PDF21944检视/开启
    402207.pdf202KbAdobe PDF21403检视/开启
    402208.pdf262KbAdobe PDF21284检视/开启
    402209.pdf120KbAdobe PDF2991检视/开启
    402210.pdf117KbAdobe PDF2939检视/开启
    402211.pdf192KbAdobe PDF21036检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈