| 研究生: |
黃馨慧 |
|---|---|
| 論文名稱: |
貝氏方法應用於隨機化作答模式之研究 A Bayesian Approach to Randomized Response Model |
| 指導教授: | 鄭天澤 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 2010 |
| 畢業學年度: | 98 |
| 語文別: | 中文 |
| 論文頁數: | 65 |
| 中文關鍵詞: | 隨機化作答模式 、敏感性問題 、貝氏方法 、事前資訊 |
| 相關次數: | 點閱:213 下載:20 |
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當作敏感性的議題調查時,如:性行為、未婚懷孕、墮胎…等若使用直接詢問(direct response)的方式,受訪者可能為顧及其隱私而拒絕回答或是不誠實作答,故在進行統計推論時恐有偏誤產生。為解決上述問題,Warner(1965)首先提出隨機化作答模式(randomized response model),而後有許多學者,如Greenberg等人(1969)、Mangot & Singh(1990)…等提出新的隨機化作答模式,以修正Warner的模式改善估計效率。然而Winkler & Franklin(1979)首先指出,「在隨機化的過程中會減少樣本所提供的資訊」,而結合事前資訊(prior information)貝氏估計法(Bayesian method)能彌補此缺點。其次,Pitz(1980)使用貝氏估計解決Fidler & Kleinknecht(1977)中的不合理估計值。第三,之後其他學者亦驗證在某些情況下,貝氏估計量的效率高於MLE。基於上述三個原因,本研究使用貝氏方法估計Huang(2004)隨機化作答模式的參數,結果證明能產生合理之貝氏估計值,且在某些情況下,其貝氏估計量的效率高於MLE。
第一章、 緒論 8
第一節、 研究動機與背景 8
第二節、 研究目的 9
第三節、 研究架構 9
第二章、 文獻探討 10
第一節、 直接詢問法 10
第二節、 Warner的隨機化作答模式 11
第三節、 Huang的隨機化作答模式 14
第四節、 貝氏方法 15
第五節、 貝氏方法估計隨機化作答模式之參數 16
一、 Winkler & Franklin(1979)的研究 16
二、 Pitz(1980)的研究 19
第三章、 貝氏分析 21
第一節、 貝氏估計量的推導 21
第二節、 評估估計量的方法 24
第四章、 數值運算 28
第一節、 參數設定說明 28
第二節、 數值模擬結果 29
第五章、 結論與建議 61
第一節、 結論 61
第二節、 建議 61
參考文獻 63
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