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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

從貝氏觀點診斷離群值及具有影響力之觀察值 / Some diagnostics for outliers and influential observations from Bayesian point of view

謝季英, Shieh, Jih Ing Unknown Date (has links)
在線性迴歸分析中,資料的不適當,常導致研究者選擇了不當的模式,為避免此缺失,在分析資料前須先做好診斷工作。本文中將從貝氏觀點提出一些不同的診斷方法以供參考。首先推導出均數移動參數a=(a<sub>1</sub>,…,a<sub>k</sub>)'的事後分配,並利用a'a/k的事後均數診斷出不當資料點。接著,考慮在個別模式下以β事後分配之總變異及廣義變異為標準,診斷出離群值及具有潛在影響力之觀測值。最後,分別利用(i)β的事後分配(ii)σ<sup>2</sup>的事後分配(iii)(β,σ<sup>2</sup>)的聯合事後分配,推導出對應的對稱均方差以做為診斷標準。 / In this thesis, some different diagnostic methodologies for outliers and influential observations from Bayesian point of view are proposed. We firstly derive the marginal posterior distribution of the mean-shift parameter a=(a<sub>1</sub>,a<sub>k</sub>)<sup>1</sup>, then use the posterior mean of a<sup>1</sup>a/k to detect the spurious data items. Secondly, we use the posterior total variance and generalized variance of β as diagnostic criterions for outliers and influential observations. Finally, we utilize (i) the posterior distribution of β, (ii) the posterior distribution of σ<sup>2</sup>, and (iii) the joint posterior distribution of β, σ<sup>2</sup> to find their corresponding symmetric mean square differences , which can be used as diagnostic criterions.

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