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研究生:詹皇鼎
研究生(外文):Huang-Ding Zhan
論文名稱:貝氏結構方程模式
論文名稱(外文):Bayesian Structural Equation Modeling
指導教授:周子敬周子敬引用關係
指導教授(外文):Tzu-Chin R. Chou
學位類別:碩士
校院名稱:銘傳大學
系所名稱:應用統計資訊學系碩士班
學門:商業及管理學門
學類:風險管理學類
論文種類:學術論文
論文出版年:2011
畢業學年度:99
語文別:中文
論文頁數:67
中文關鍵詞:貝氏結構方程模式標準化結構方程模式貝氏估計
外文關鍵詞:Standard Structural Equation Modeling (SEM)Bayesian Structural Equation Modeling (BSEM)Bayesian EstimationConfirmatory Factor Analysis (CFA)
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許多領域的研究者積極投入傳統結構方程模式(Structural Equation Modeling, SEM)(又稱為第一代SEM,或稱為標準化SEM)瞭解、學習及應用的行列中。然而,已有學者(Lee, 2007)引進SEM第二代的想法,而傳統上的SEM即包括SEM及驗證性因素分析(Confirmatory Factor Analysis, CFA),而該學者將其稱為標準化SEM(Standard Structural Equation Modeling)。標準化SEM,最具代表性的就是LISREL模式(Jöreskog & Sörbom, 1996),主體上包含2個成分。第一個成分就是CFA模式,主要是在於探討「潛伏變數」(latent variables)與其所對應的「顯現變數」(manifest variables)之間的關連性,且考慮到測量誤差。第二個部分稱為SEM模式,此為迴歸型態的結構方程式,其潛伏變數間是有因果關係存在著。
最近幾年來,SEM成長的非常快速。在實務研究上,資料結構越變越複雜,也因此衍生出許多新穎的模式及統計方法以因應之,因其有別於第一代的標準化SEM, 故將其命名為SEM第二代。然而,在國內相關應用學者並不是很多,可能是相關學者對於SEM第二代並不熟習,及相關SEM軟體也未能針對SEM第二代資料的複雜狀況,提供滿意的解決方案,因此,研究者認為需有適合的分析工具及流程,加以闡釋SEM第二代方法的應用,本研究目的在於引介貝氏結構方程模式(Bayesian Structural Equation Modeling, BSEM),研究資料使用世界衛生組織台灣版生活品質簡明版問卷。經驗證發現,BSEM的分析結果確實比傳統SEM來得好,特別在因素負荷量上。
Many researchers from different fields are actively involved in the traditional Structural Equation Modeling (SEM) (classified as 1st generation, also called as the standard SEM), and tried to understand, learn and apply it. However, some scholars have already introduced the second generation of SEM (Lee, 2007). The standard SEM, in particular the LISREL model (Jöreskog and Sörbom, 1996), is composed of two components. The first component is a confirmatory factor analysis model (CFA) which consists of the latent variables to all their relating manifest variables and takes the measurement errors into account. This component can be regarded as a regression model which regresses the manifest variables with a small number of latent variables. The second component is a regression type structural equation which regresses the endogenous latent variables with the linear endogenous and exogenous latent variables.
In recent years, the growth of SEM has been very rapid. New models and statistical methods have been developed for better analyses of more complex data structures in practical research. Therefore, there is a need for the 2nd generation of SEM which involves a much wider class of SEM that include the standard SEM and their useful generations. The purpose of the study is to introduce the Bayesian SEM, and the research data is WHOQOL-BREF. After empirical testified, the analysis results from BSEM are really better than the traditional SEM, especially for factor loadings.
目錄
頁次
致謝 ---------------------------------------- Ⅰ
中文摘要 ---------------------------------------- Ⅱ
英文摘要 ---------------------------------------- Ⅲ
目錄 ---------------------------------------- Ⅳ
圖目錄 ---------------------------------------- Ⅵ
表目錄 ---------------------------------------- Ⅶ

第一章 緒論
第一節 研究背景與動機-------------------------- 1
第二節 研究目的-------------------------------- 4
第二章 文獻探討
第一節 結構方程模式的基本概念------------------ 5
第二節 標準化結構方程模式---------------------- 7
第三節 貝氏方法-------------------------------- 12
第三章 研究方法
第一節 研究工具-------------------------------- 18
第二節 研究架構-------------------------------- 21
第四章 研究結果
第一節 資料處理-------------------------------- 32
第二節 敘述統計-------------------------------- 33
第三節 因素分析與信效度分析-------------------- 36
第四節 傳統結構方程模式------------------------ 41
第五節 貝氏結構方程模式------------------------ 45
第五章 結論與建議
第一節 結論------------------------------------ 47
第二節 建議------------------------------------ 49
參考文獻 ---------------------------------------- 51
附錄 ---------------------------------------- 54











圖目錄
頁次
圖3-1 Specification Tool視窗-------------------------------- 17
圖3-2 Sample Monitor Tool --------------------------------- 17
圖3-3 Update Tool視窗------------------------------------- 17
圖4-1 生活品質LISREL最終模式--------------------------- 43
圖4-2 Winbugs模擬結果圖--------------------------------- 45
圖4-3 Winbugs貝氏結構方程模式圖------------------------- 46

















表目錄
頁次
表2-1 SEM第二代方法及模式------------------------------ 2
表4-1 背景資料次數分配表--------------------------------- 34
表4-2 WHOQOL-BREF臺灣版敘述統計表-------------------- 35
表4-3 WHOQOL-BREF臺灣版因素負荷量表------------------ 36
表4-4 WHOQOL-BREF臺灣版信度分析---------------------- 37
表4-5 WHOQOL-BREF臺灣版間的相關係數------------------ 38
表4-6 WHOQOL-BREF臺灣版構念效度表-------------------- 39
表4-7 原始模式到最終模式的修改歷程----------------------- 41
表4-8 模式評鑑適配度各面項目及理想評鑑結果--------------- 42
表4-9 事前分佈對照表------------------------------------- 45
表4-10 傳統與貝氏方程模式對照表--------------------------- 46
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