政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/86270

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/86270

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政大機構典藏 > 理學院 > 應用數學系 > 學位論文 > Item 140.119/86270

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題名:	自變數增加對岭估計的影響分析
作者:	萬世卿 Wan, Shin Chin
貢獻者:	宋傳欽萬世卿 Wan, Shin Chin
關鍵詞:	岭估計共線性 Cook統計量 AP統計量 Kullback-Leibler 對稱散度變異膨脹因子廣義變異膨脹因子 Ridge regression
日期:	1998
上傳時間:	2016-04-27 11:15:10 (UTC+8)
摘要:	在最小平方估計中，當自變數間有共線性關係時，參數估計的變異變大，使得參數估計值不穩定。解決共線性對參數估計所造成影響的方法有很多，岭估計就是其中之一。在岭估計中，為了偵測出對岭估計有影響力的自變數，本文仿照Schall-Dunne的處理方式，推導出類似的Cook統計量及AP估計量，並且提出以Kullback-Leibler對稱散度來偵測對岭估計有影響力自變數。最後用"加拿大金融市場"與"員工對主管滿意度調查"的兩個實例，來說明本文所提出對岭估計有影響力自變數之偵測方法。
參考文獻:	參考文獻 [1] Andrews, D. F., and Pregibon, D.(1978),"Finding the Outliers That Matter,"Journal of The Royal Statistical Society, Ser. B, 40, 85-93. [2] Cook, R. D.(1977),"Detection of Influential Observations in Regression,"Technometrics, 19, 15-18. [3] Draper, N. R. and John, J. A.(1981),"Influential Observations and Outliers in Regression,"Technometrics, 23, 21-26. [4] Fox, J. and Monette, G.(1992),"Generalized Collinearity Diagnostics,"Journal of The American Statistical Association, 87, 178-183. [5] Graybill, F. A.(1976), Theory and Applications of the Linear Model, Duxbury, North Scitutate, Mass. [6] Hald, A.(1652), Statistical Theory With Engineering Applications, Wiley, new York. [7] Hoerl, A. E. and Kennard, R.W.(1970 a),"Ridge regression: Biased estimation for nonorthogonal problems,"Technometrics, 12, 55-67. [8] Hoerl, A. E. and Kennard, R.W.(1970 b),"Ridge regression: Applications to nonorthogonal problems," Technometrics, 12, 69-82. [9] Johnson, W. and Geisser, S.(1983),"A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis,"Journal of The American Statistical Association, 78, 137-144. [10] Jobson, J. D.(1991), Applied Multivariate Data Analysis Volume Ⅰ: Regression and Experimental Design, Academic: New York. [11] Kullback, S. and Leibler, R. A.(1951),"On Information and Sufficiency,"Annals of Mathematical Statistics, 22, 79-86. [12] Montgonery, D. C. and Peck, E. A.(1992), Introduction to Linear Regression Analysis (2nd ed), Academic: New York. [13] Schall, R. and Dunne, T. T.(1990),"Influential Variables in Linear Regression,"Technometrics, 32, 323-330. [14] Sen, A. K. and Srivastava, M. S.(1990), Regression Analysis Theory, Methods, and Applications, Academic: New York. [15] 岳榮先(1991)，"有偏估計的影響分析"，中國統計學報，第29卷第2期，219-231.
描述:	碩士國立政治大學應用數學系 86751011
資料來源:	http://thesis.lib.nccu.edu.tw/record/#B2002001693
資料類型:	thesis
顯示於類別:	[應用數學系] 學位論文

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