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研究生:張嘉璁
論文名稱:變數轉換之穩健迴歸分析
指導教授:鄭宗記鄭宗記引用關係
學位類別:碩士
校院名稱:國立政治大學
系所名稱:統計學系
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2001
畢業學年度:89
語文別:中文
論文頁數:14
中文關鍵詞: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
外文關鍵詞:Box-Cox power transformationForward search algorithmLeast median of squaresLeast trimmed squaresScore statisticRobust regressionBreakdown pointOutliers
相關次數:
  • 被引用被引用:5
  • 點閱點閱:583
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  • 下載下載:76
  • 收藏至我的研究室書目清單書目收藏:2
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。
摘要
1.前言 1
2.變數轉換 3
3.穩健迴歸估計 6
4.實例分析 9
5.結論與後續研究 13
Reference 14
References
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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.
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