以部分法修正地理加權迴歸

Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/51200

Title:	以部分法修正地理加權迴歸 A conditional modification to geographically weighted regression
Authors:	梁穎誼 Leong , Yin Yee
Contributors:	余清祥梁穎誼 Leong , Yin Yee
Keywords:	地理加權迴歸廣義加法模型交叉驗證法 Jacobi疊代法電腦模擬 MAUP問題 Geographically weighted regression Generalized additive model Cross validation Jacobi iteration Computer simulation Modifiable areal unit problem
Date:	2010
Issue Date:	2011-10-05T06:31:55Z
Abstract:	在二十世紀九十年代，學者提出地理加權迴歸（Geographically Weighted Regression;簡稱GWR)。GWR是一個企圖解決空間非穩定性的方法。此方法最大的特性，是模型中的迴歸係數可以依空間的不同而改變，這也意味著不同的地理位置可以有不同的迴歸係數。在係數的估計上，每個觀察值都擁有一個固定環寬，而估計值可以由環寬範圍內的觀察值取得。然而，若變數之間的特性不同，固定環寬的設定可能會產生不可靠的估計值。為了解決這個問題，本文章提出CGWR(Conditional-based GWR)的方法嘗試修正估計值，允許各迴歸變數有不同的環寬。在估計的程序中，CGWR運用疊代法與交叉驗證法得出最終的估計值。本文驗證了CGWR的收斂性，也同時透過電腦模擬比較GWR, CGWR與local linear法(Wang and Mei, 2008)的表現。研究發現，當迴歸係數之間存有正相關時，CGWR比其他兩個方法來的優異。最後，本文使用CGWR分析台灣高齡老人失能資料，驗證CGWR的效果。 Geographically weighted regression (GWR), first proposed in the 1990s, is a modelling technique used to deal with spatial non-stationarity. The main characteristic of GWR is that it allows regression coefficients to vary across space, and so the values of the parameters can vary depending on locations. The parameters for each location can be estimated by observations within a fixed range (or bandwidth). However, if the parameters differ considerably, the fixed bandwidth may produce unreliable or even unstable estimates. To deal with the estimation of greatly varying parameter values, we propose Conditional-based GWR (CGWR), where a different bandwidth is selected for each independent variable. The bandwidths for the independent variables are derived via an iteration algorithm using cross-validation. In addition to showing the convergence of the algorithm, we also use computer simulation to compare the proposed method with the basic GWR and a local linear method (Wang and Mei, 2008). We found that the CGWR outperforms the other two methods if the parameters are positively correlated. In addition, we use elderly disability data from Taiwan to demonstrate the proposed method.
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Description:	碩士國立政治大學統計研究所 96354009 99
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0096354009
:	學位論文 thesis
Appears in Collections:	[統計學系] 學位論文

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