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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
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86270


    Title: 自變數增加對岭估計的影響分析
    Authors: 萬世卿
    Wan, Shin Chin
    Contributors: 宋傳欽
    萬世卿
    Wan, Shin Chin
    Keywords: 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
    Date: 1998
    Issue Date: 2016-04-27 11:15:10 (UTC+8)
    Abstract:   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。
    Reference: 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.
    Description: 碩士
    國立政治大學
    應用數學系
    86751011
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002001693
    Data Type: thesis
    Appears in Collections:[應用數學系] 學位論文

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