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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/84402
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/84402


    Title: 主因子模型中一些決策程序之研究
    Some Decision Procedures in Principal Factor Models
    Authors: 張瑾芳
    Contributors: 黃登源
    張瑾芳
    Date: 1994
    Issue Date: 2016-04-14 13:57:14 (UTC+8)
    Abstract: 本文的主要目的在研究主因子模型中所遇到的一些實際問題:
    1.在決定因子數時,要使-個因子對總變異的百分比,樣本和母體之差異在所容忍的範圍內,樣本需要多大。
    2.如此決定的因子數的可靠度有多少。
    3.影響主因子模型或因子數的特異資料如何偵測。
    本文分為兩部分,第一在建立模型,第二為診斷模型,共五章。第一章導論在解釋本文的研究動機、目的、範圍,文獻回顧和貢獻。並討論共同因子模型中的假設和理論,且建構一個理論上可以假設的因子模型,作為下面兩章所要研究的模型。第二章研究決定因子數的決策法。為了正確決策的保證機率的標達到一定值,導出所需要的樣本數和臨界值。第三章提出一個方法以偵測主因子模型中的異常點。所導出的影響函數是有關因子分數的函數。第四章舉個例子以說明如何應用本文第二章和第三章的定理。第五章結論,提供使用主因子模型的意見,本文技術的限制以及進一步的研究方向。
    結果找到樣本數、可觀察變數個數減因子數、樣本百分比之誤差、可靠度,這四者的關係式,發現除非樣本數無限大,選擇m個同因子時,樣本臨界值不可能達到母體所選擇的臨界。並且最後提出兩個有關因子分數的影響函數,以偵測異常點並檢察模型。
    One of the main prob1ems that this research wants to deal with is how many factors should be chosen so that they can account for all the corre1ation structure and the remaining e1ements of the unique vector inc1uding the error terms are uncorrelated, i. e. covariance of E is a diagonal matrix in the orthogona1 factor model x--p=Lf+E. There are several heuristic criteria of when to stop factoringl. It should be noted that these empirical approaches estimate the covariance matrix Z by the samp1e covariance S, not estimating the eigenva1ues l` s of Z.
    Description: 博士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002000634
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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