政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/85135

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/85135

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题名:	變數轉換之穩健迴歸分析
作者:	張嘉璁
贡献者:	鄭宗記張嘉璁
关键词:	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
日期:	2001
上传时间:	2016-04-15 16:10:01 (UTC+8)
摘要:	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。
參考文獻:	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.
描述:	碩士國立政治大學統計學系 88354005
資料來源:	http://thesis.lib.nccu.edu.tw/record/#A2002001348
数据类型:	thesis
显示于类别:	[統計學系] 學位論文

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