• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

複迴歸係數排列檢定方法探討 / Methods for testing significance of partial regression coefficients in regression model

闕靖元, Chueh, Ching Yuan Unknown Date (has links)
在傳統的迴歸模型架構下,統計推論的進行需要假設誤差項之間相互獨立,且來自於常態分配。當理論模型假設條件無法達成的時候,排列檢定(permutation tests)這種無母數的統計方法通常會是可行的替代方法。 在以往的文獻中,應用於複迴歸模型(multiple regression)之係數排列檢定方法主要以樞紐統計量(pivotal quantity)作為檢定統計量,進而探討不同排列檢定方式的差異。本文除了採用t統計量這一個樞紐統計量作為檢定統計量的排列檢定方式外,亦納入以非樞紐統計量的迴歸係數估計量b22所建構而成的排列檢定方式,藉由蒙地卡羅模擬方法,比較以此兩類檢定方式之型一誤差(type I error)機率以及檢定力(power),並觀察其可行性以及適用時機。模擬結果顯示,在解釋變數間不相關且誤差分配較不偏斜的情形下,Freedman and Lane (1983)、Levin and Robbins (1983)、Kennedy (1995)之排列方法在樣本數大時適用b2統計量,且其檢定力較使用t2統計量高,但差異程度不大;若解釋變數間呈現高度相關,則不論誤差的偏斜狀態,Freedman and Lane (1983)、Kennedy (1995) 之排列方法於樣本數大時適用b2統計量,其檢定力結果也較使用t2統計量高,而且兩者的差異程度比起解釋變數間不相關時更加明顯。整體而言,使用t2統計量適用的場合較廣;相反的,使用b2的模擬結果則常需視樣本數大小以及解釋變數間相關性而定。 / In traditional linear models, error term are usually assumed to be independently, identically, normally distributed with mean zero and a constant variance. When the assumptions cannot meet, permutation tests can be an alternative method. Several permutation tests have been proposed to test the significance of a partial regression coefficient in a multiple regression model. t=b⁄(se(b)), an asymptotically pivotal quantity, is usually preferred and suggested as the test statistic. In this study, we take not only t statistics, but also the estimates of the partial regression coefficient as our test statistics. Their performance are compared in terms of the probability of committing a type I error and the power through the use of Monte Carlo simulation method. Situations where estimates of the partial regression coefficients may outperform t statistics are discussed.

Page generated in 0.019 seconds