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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/52273


    Title: 型一誤差重要還是檢定力重要?條件動差檢定中的非單調檢定力問題
    Other Titles: Size Matters or Power Matters? Nonmonotonic Powers in Conditional Moment Tests
    Authors: 林馨怡
    Contributors: 行政院國家科學委員會
    國立政治大學經濟學系
    Keywords: 去均數的變異數估計式;條件動差檢定;非單調檢定力
    Date: 2011-10
    Issue Date: 2011-11-28 15:52:07 (UTC+8)
    Abstract: 本論文探討條件動差檢定中非單調檢定力問題，並且指出變異數估計式是非單調檢定力問題的主要來源。我們因此建議使用條件動差檢定時，需要使用去均數的變異數估計式。此外，我們利用蒙地卡羅模擬證明在條件動差檢定中，使用去均數的變異數估計式可以減輕非單調檢定力問題。在本申請書中，蒙地卡羅的小樣本模擬結果支持前述說法，同時由模擬結果還發現條件動差檢定會因變異數大小而有不同表現。
    Relation: 基礎研究
    學術補助
    研究期間:9908~ 10007
    研究經費:862仟元
    Source URI: http://grbsearch.stpi.narl.org.tw/GRB/result.jsp?id=1685916&plan_no=NSC99-2410-H004-057&plan_year=99&projkey=PF9906-1441&target=plan&highStr=*&check=0&pnchDesc=%E5%9E%8B%E4%B8%80%E8%AA%A4%E5%B7%AE%E9%87%8D%E8%A6%81%E9%82%84%E6%98%AF%E6%AA%A2%E5%AE%9A%E5%8A%9B%E9%87%8D%E8%A6%81%3F%E6%A2%9D%E4%BB%B6%E5%8B%95%E5%B7%AE%E6%AA%A2%E5%AE%9A%E4%B8%AD%E7%9A%84%E9%9D%9E%E5%96%AE%E8%AA%BF%E6%AA%A2%E5%AE%9A%E5%8A%9B%E5%95%8F%E9%A1%8C
    Data Type: report
    Appears in Collections:[經濟學系] 國科會研究計畫

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