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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/59286
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/59286


    Title: 基於累積殘差之廣義線性模型的模型檢查
    Model-checking techniques based on cumulative residuals for the generalized linear model
    Authors: 林宜蓉
    Contributors: 鄭宗記
    林宜蓉
    Keywords: 累積殘差
    蒙地卡羅
    卜瓦松迴歸模型
    羅吉斯迴歸模型
    負二項迴歸模型
    Date: 2012
    Issue Date: 2013-09-02 15:36:31 (UTC+8)
    Abstract: 基於累積殘差的廣義線性模型檢查方法,由Su和Wei(1991)所提出。在本次研究中利用蒙地卡羅模擬的方式探討,在各種模型下該檢定方法的成效,當中包含:卜瓦松迴歸模型、羅吉斯迴歸模型及負二項迴歸模型。由於負二項分配相較於卜瓦松分配及二項分配多了一個參數r,其中負二項分配之隨機變數定義為:直到第r次成功之失敗次數。因此,亦探討了在不同參數r下,基於累積殘差的廣義線性模型檢查方法是否有成效上的差異。結果發現,當r較小時,該模型檢查方法,需要較多的樣本數;而當參數r過大時,由於參數r的估計結果與實際值差異過大,便會導致檢定結果成效不佳。另一部分,亦將基於累積殘差的廣義線性模型檢查方法輔以傳統的迴歸模型參數T檢定,使得模型的適合度檢定流程趨於完善。
    Reference: D.Y. Lin and L.J. Wei and Z. Ying (2002) Model-Checking Techniques Based on Cumulative Residuals. Biometrics, Volume 58, PP 1-12.
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    Patrick G. Arbogast and D. Y. Lin (2005) Model-checking techniques for stratified case-control studies. Statistics in medicine, 24:PP229-247.
    Wen, Cheng (2013) Performing arts attendance in Taiwan: who and how often? Journal of Cultural Economics, 37: PP309-325.
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    Description: 碩士
    國立政治大學
    統計研究所
    100354013
    101
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0100354013
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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