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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/103905


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/103905


    Title: 非巢形模式檢定方法之研究
    Authors: 林茂欽
    Contributors: 姚興台
    林茂欽
    Date: 1984
    Issue Date: 2016-11-14 14:56:49 (UTC+8)
    Abstract: 由於模式的設定常會有選擇適當模式的問題。而模式之間或其型式，或其變數均無互相關連者稱之為非巢形模式，對於這類型模式選擇的方法中假說檢定是常用的方法。因其檢定有別於傳統的假說檢定，故而本文在其檢定之理論依據、特性的探討及誘導檢定統計量之漸近分配，進而對檢定的方法作一比較研究。最後，吾人將其應用於非巢形迴歸模式的檢定，並以實例印證之。
    第一章 緒論1
    第一節 定義1
    第二節 研究動機3
    第三節 研究方法與目的5
    第二章 非巢形模式檢定之理論特性及其應用6
    第一節 前言6
    第二節 模式的選取6
    第三節 Cox步驟11
    第四節 非巢形檢定之特性14
    第五節 非巢形檢定之應用15
    第六節 例題16
    第七節 模擬24
    第三章 包涵模式檢定法28
    第一節 前言28
    第二節 指數型組合檢定法30
    第三節 混合分配型檢定法40
    第四節 結語42
    第四章 非巢形迴歸模式之檢定44
    第一節 緒言44
    第二節 模式之設立與假設45
    第三節 非巢形檢定法46
    第四節 聯合檢定法56
    第五節 N-檢定與J-檢定之比較 66
    第六節 綜合與討論69
    第五章 實例72
    第六章 結論85
    參考書與參考文獻87
    附錄90
    Reference: 1. Atkinson. A. C. “ A Method for Discriminating between Model ”. Journal of the Royal Statistical Society, series B , 32 (1970), pp. 323-344.
    2. Bartlett, M. S. “Approximate confidence intewals-Ⅱ. More than one unknown parameter. ” Biometrika, 40 ( 1953 ) pp. 306-317.
    3. Chatterjee, S., and B. price. Regression Analysis by Example. John Wiley & Sons. 1977.
    4. Cox, D. R. “Tests of Seperate Families of Hypotheses. ” Proceedings of the Fourth Berkeley Symposium on Mathematical Statistical and Probability, Vol. 1. Berkeley : university of California press, 1961.
    5._______. “ Further Results on Test of Separate Families of Hypotheses. ” Journal of the Royal Statislical Society, Series B, 24 ( 1962 ), pp. 406-424.
    6. Draper N. R. and M. Smith, Applied Regression Analysis, John Wiley & Sons. 981.
    7. Gayer, K. M. , and M. S. Geisel, “ Discriminating among Atternative Models : Bayesian and Non-Bayesian Methods, ” in Frontiess in Econometrics, ed. by p. Zarembka. Academic press, ( 1974 ), pp. 49-77.
    8. Judge, G. G. ; W. E. Griffiths ; R. C. Hill and T. C. Lee, The Theory and practice of Econometrics, John Wiley & Sons. 1980.
    9. Godfrey, L. G. and M. R. Wickens, “ Testing Linear and Log-Linear Regresions for Functional Form ” , Review of Economic Studies 48 ( 1981), pp. 487-496.
    10. Graybill , F. A. : Introduction to Matrices With Applications in Statistics, 台北，淡江書局。1969.
    11. Harvey, A. C. : The Econometric Analysis of Time Series, 台北，華泰書局。1981 .
    12. Hogg, R. V. and A. T. Craig : Introduction to Mathematical Statistics, 4th. Ed., 台北圖書公司。1980.
    13. Marris. H. DeGroot, Optimal Statistical decisions, McGraw-Hill. 1970.
    14. Pesaran. M. H. and A. S. Deaton, “ Testing non-nested non-linear regression models”, Econometrica, 46 (1978 ), pp. 677-694.
    15. Quandt. R. E. “ A Comparison of methods for testing non-nested hynolheses ”, Review of Economics and Statistics, 56 ( 1974 ), pp. 92- 99.
    16. Rubinstein, R. Y. : The simulation and Monte Carlo Method, John Wiley & Sone. 1981.
    17. Theil, H. Principle of Econometrics, John Wiley. 197.
    18. Walker, A. M. “ Some Tests of Separate Families of Hypotheses in Time Series Analysis ”, Biometrika, 54 ( 1967 ), pp. 39-68.
    Relation: 國立政治大學
    統計研究所
    碩士
    72
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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