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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/53388


    Title: 多序類相關與多列相關之最大削減概似估計
    Other Titles: Maximum Trimmed Likelihood Estimation of Polychoric and Polyserial Correlations
    Authors: 鄭宗記
    Contributors: 國立政治大學統計學系
    行政院國家科學委員會
    Keywords: 最大削減概似估計;離群值;多序類相關;多列相關;穩健診斷
    Date: 2007
    Issue Date: 2012-08-30 09:58:56 (UTC+8)
    Abstract: Hadi and Luceno (1997)提出最大削減概似估計（the maximum trimmed likelihood estimator，MTLE）的概念，其建基於對概似函數的削減，而非傳統穩健統計中直接對觀測值的削減或剔除。本研究利用MTLE推廣至同時具連續與類別型變數的多變量資料，亦即提出對此類型資料的多序類相關（polychoric）與多列相關（polyserial）的最大削減概似估計。並藉由Atkinson (1994)所提出之前進演算法，以求得此新的估計量。將以電腦模擬方法檢驗所提估計的性質，所考慮之因素包括資料結構、離群值在資料中所佔比例、資料之維度與樣本數等。同時，亦將以實際資料來展示所提出之估計與演算法的過程及其離群值之偵測結果。
    Relation: 基礎研究
    學術補助
    研究期間:9608~ 9707
    研究經費:320仟元
    Data Type: report
    Appears in Collections:[統計學系] 國科會研究計畫

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