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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/85135
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85135


    Title: 變數轉換之穩健迴歸分析
    Authors: 張嘉璁
    Contributors: 鄭宗記
    張嘉璁
    Keywords: Box-Cox乘冪轉換
    前進演算法
    最小中位數平方法
    最小消去平方法
    分數統計量
    穩健迴歸
    損壞點
    離群值
    Box-Cox power transformation
    Forward search algorithm
    Least median of squares
    Least trimmed squares
    Score statistic
    Robust regression
    Breakdown point
    Outliers
    Date: 2001
    Issue Date: 2016-04-15 16:10:01 (UTC+8)
    Abstract: 在傳統的線性迴歸分析當中,當基本假設不滿足時,有時可考慮變數轉換使得資料能夠比較符合基本假設。在眾多的轉換方法當中,以Box和Cox(1964)所提出的乘冪轉換(Box-Cox power transformation)最為常用,乘冪轉換可將某些複雜的系統轉換成線性常態模式。然而當資料存在離群值(outlier)時,Box-Cox Transformation會受到影響,因此不是一種穩健方法。
    Reference: Andrews, D. F. (1974), “A Robust Method for Multiple Linear Regression” Technometrics 16, 523-31.
    Atkinson, A. C. (1973), “Testing Transformations to Normality” Journal of the Royal Statistical Society, Ser. B, 35, 473-479.
    ——— (1994), “Fast Very Robust Methods for the Detection of Multiple Outliers” Journal of the American Statistical Association, 89, 1329-1339.
    Atkinson, A. C., and Cheng, T. C. (1999), “Computing Least Trimmed Squares Regression with the Forward Search” Statistics and Computing, 9, 251-263.
    Box, G. E. P., and Cox, D. R. (1964), “An Analysis Of Transformations”(with discussion) Journal of the Royal Statistical Society, Ser. B, 26, 211-246.
    Brownlee, K. A. (1965), Statistical Theory and Methodology in Science and Engineering (2nd edn.). New York: Wiley.
    Daniel, C. and Wood, F. S. (1971), Fitting Equations to Data. New York: John Wiley.
    Donoho, D. L., and Huber, P. J. (1983), The notion of breakdown point, in A Festschrift for Erich Lehmann, edited by P. Bickel, K. Doksum, and J. L. Hodges, Jr., Wadsworth, Belmont, CA.
    Hawkins, D. M. (1994), “The Feasible Solution Algorithm for Least Trimmed Squares Regression” Computational Statistics and Data Analysis, 17, 185-196.
    Hoaglin, D. C., and Velleman, P. F. (1995), “A Critical Look at Some Analyses of Major League Baseball Salaries” The American Statistician, 49, 277-285.
    Rousseeuw, P. J. (1984), “Least Median of Squares Regression” Journal of the American Statistical Association, 79, 871-880.
    Rousseeuw, P. J., and Driessen, K. V. (1999), ”Computing LTS Regression for Large Data Sets”, Technical Report, University of Antwerp.
    Rousseeuw, P. J. and Leroy, A. M. (1987) Robust Regression and Outlier Detection, New York: John Wiley.
    Siegel, A. F. (1982), ”Robust Regression Using Repeated Medians,” Biometrika, 69, 242-244.
    Description: 碩士
    國立政治大學
    統計學系
    88354005
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001348
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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