English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109952/140887 (78%)
Visitors : 46318154      Online Users : 106
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version
    政大機構典藏 > 理學院 > 應用數學系 > 學位論文 >  Item 140.119/63701


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/63701


    Title: 2x2列聯表模型下MLE與MPLE之比較
    The comparison between MLE and MPLE under two-by two contingency table models
    Authors: 郭名展
    Contributors: 姜志銘
    宋傳欽
    郭名展
    Keywords: 列聯表
    最大概似估計
    最大擬概似估計
    contingency table
    maximum likelihood estimate
    maximum pseudolikelihood estimate
    Date: 2013
    Issue Date: 2014-02-10 14:55:14 (UTC+8)
    Abstract: Arnold and Strauss (1991) 探討2x2列聯表中的3個方格 (cell) 有相同機率θ的問題，他們比較了參數θ的最大概似估計值與最大擬概似估計值，發現參數θ的最大概似估計值與最大擬概似估計值是不相同的。在本論文中，我們將2x2列聯表中的3個方格的參數值 (機率值)，從限制為相同θ，放寬為成某種比例，並證明了在一般情況下參數θ的最大概似估計值與最大擬概似估計值也不相同。我們也提出一些使參數θ的最大概似估計值及最大擬概似估計值相同的特殊條件，諸如三個方格內的觀察值跟機率值成比例或格子內的觀察值有某些特定值。本論文也透過電腦模擬的結果，發現最大概似估計式較最大擬概似估計式來得精確，而且當參數θ在參數空間之中點附近時，最大概似估計值與最大擬概似估計值的差異為最大。
    Arnold and Strauss (1991) study the cases that three of the four cells in the 2x2 contingency table have the same cell probability θ. In particular, Arnold and Strauss (1991) compare the maximum likelihood estimate (MLE) and maximum pseudolikelihood estimate (MPLE) of the parameter θ. They find that MLE and MPLE of the parameter are not the same. In this thesis, we relax the assumptions so that those three cell probabilities may not be the same and each is proportional to a parameter θ. We find that, in general, MLE’s of θ are still not the same as MPLE’s of θ. Some special cases that make MLE the same as MPLE are also given. We also find, through computer simulations, that MLE’s are accurate than MPLE’s and that the difference between MLE and MPLE is getting larger when the parameter θ is closer to the midpoint of its space.
    Reference: Arnold, B. C. and Press, S. J. (1989)."Compatible Conditional Distributions." Journal of the American Statistical Association 84(405): 152-156.

    Arnold, B. C. and Strauss, D (1991). "Pseudolikelihood Estimation: Some Examples" Journal of the Indian Journal of Statistics 53(2): 233-243.

    Strauss, D. and Ikeda. M. (1990). "Pseudolikelihood Estimation for Social Networks."Journal of the American Association 85(409):204-212

    van Duijn, M. A., Gile, K. J., and Handcock , M. S. (2009). "A Framework for the Comparison of Maximum Pseudo Likelihood and Maximum Likelihood Estimation of Exponential Family Random Graph Models." Social Networks 31(1):52-62
    Description: 碩士
    國立政治大學
    應用數學系數學教學碩士在職專班
    99972014
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0099972014
    Data Type: thesis
    Appears in Collections:[應用數學系] 學位論文

    Files in This Item:

    File SizeFormat
    201401.pdf382KbAdobe PDF21294View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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 ©   - Feedback