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  • 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

變數轉換之穩健迴歸分析

張嘉璁 Unknown Date (has links)
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。 在本篇論文當中,我們利用前進演算法(forward search algorithm)求得最小消去平方估計量(Least trimmed squares estimator),在過程當中估計出穩健的轉換參數。

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