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研究生: 劉家齊
論文名稱: 迴歸分析中Suppression與Enhancement現象之探討
Research suppression and enhancement phenomenon in regression
指導教授: 江振東
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: 2015
畢業學年度: 103
語文別: 中文
論文頁數: 49
中文關鍵詞: 迴歸分析抑制變數
外文關鍵詞: Suppression, Enhancement
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  • 自Horst (1941)提出suppressor變數一詞起,由於後續許多研究採用不盡相同思維之著眼點,也就衍生出許多不同定義的suppressor變數。Horst (1941)著重在判定係數的變化,Darlington (1968)、Conger (1974) 及 Cohen and Cohen (1975)則著重在迴歸係數的變化, Velicer (1978)則改用semipartial correlation coefficient來定義suppressor變數,再度將焦點轉回Horst (1941)的思維。Currie and Korabinski (1984)引進enhancement一詞,以便與suppression有所區分。
    為了釐清這些紛擾的名詞定義,第二章、三章中,我們分別回顧enhancement與suppression兩現象。第四章中,我們針對enhancement、suppression兩種現象的關聯性,依據四種不同的面向進行比較。第五章,我們針對suppressor變數存在的情況下,藉由模擬實驗的方式,探討stepwise regression、forward selection、backward elimination三種變數選取方式的可能缺憾。第六章為總結。


    Since Horst (1941) introduced the term of suppressor variable, many different definitions of suppressor variables have appeared in literature. Originally, Horst (1941) based the definition on the coefficient of determination. Darlington (1968), Conger (1974) and Cohen and Cohen (1975) paid more attention on the regression coefficients instead. On the other hand, Velicer (1978) used semipartial correlation coefficient to define a suppressor variable, and directed the focus back to that of Horst (1941). In order to differentiate the two similarly related ideas, Currie and Korabinski (1984) proposed the term of enhancement to describe exclusively the situations reflected by the definition of Horst (1941) or Velicer (1978).
    In order to clarify the ambiguities resulting from various definitions of suppressor variable in literature, we first reviewed enhancement and suppression respectively in Chapters 2 and 3. In Chapter 4, we investigated their relationships from four different perspectives. In Chapter 5, we studied the possible drawbacks on using stepwise regression, forward selection, and backward elimination these three variable selection procedures on the presence of a suppressor variable. Conclusions are provided in Chapter 6.

    第一章. 引言 6
    第一節. Suppression與 Enhancement 6
    第二節. 實例說明 9
    第三節. 符號定義與公式 10
    第二章. Enhancement現象探討 12
    第一節. Classical Suppressor 12
    第二節. Reciprocal Suppressor 或V-suppressor 13
    第三節. 判定係數 與相關係數 的函數關係 14
    第四節. Enhancement的出現機率與相關議題 16
    第三章. Suppression現象探討 20
    第一節. Negative Suppressor 20
    第二節. C-suppressor 20
    第三節. V-suppressor與其迴歸係數的關係 21
    第四章. Enhancement 與 Suppression 之關聯性 23
    第一節. 依 來做區分 23
    第二節. 依 及 來做區分 25
    第三節. 依定義來做區分 27
    第四節. 藉由向量幾何圖形來做區分 29
    第五章. Suppressor變數在模型變數選取時的可能影響 34
    第一節. 模擬實驗中的變數生成 34
    第二節. 三種選取變數的方式 36
    第三節. Suppressor 變數被選入模型的機率 36
    第六章. 總結 40
    參考文獻 41
    附錄 43

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