| 研究生: |
蘇淑妙 |
|---|---|
| 論文名稱: |
廻歸係數脊估計式的研究 無 |
| 指導教授: | 張照營 |
| 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: | 1981 |
| 畢業學年度: | 69 |
| 語文別: | 中文 |
| 論文頁數: | 94 |
| 中文關鍵詞: | 無 |
| 相關次數: | 點閱:179 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
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第一章 緒論1
第一節 研究動機1
第二節 本文結構2
第二章 共線性與脊估計式4
第一節 共線性產生的原因與影響4
第二節 脊估式的理論基礎9
第三節 修正脊估計式與一般化脊估計式20
第四節 加權均方誤差28
第三章 脊估計式與其他估計式的比較35
第一節 脊估計式與最小二乘法估計式的比較35
第二節 脊估計式與主成分估計式的比較42
第三節 脊估計式與等比例縮小估計式的比較46
第四章 k值決定法與模擬結果的比較51
第一節 由軌脊決定k值51
第二節 荷肯二氏反覆計算法與其模擬結果的比較55
第三節 直接脊估計式法與其模擬結果的比較62
第四節 麥高二氏脊估計式法與其模擬結果的比較68
第五章 結論75
附圖及附表79
參考書目93
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[16] Lawless J. F. & Wang P. (1976), “ A Simulation Study of Ridge and other Regression Estimators”, Commun. Statis-Ther. Meth A5(4) pp.307-323.
[17] Lawless J. F. (1978), “Ridge and Related Estimation Procedures: Theory and Practice”, commun. Statist.-Theor. Meth. A7(2) pp.139-164.
[18] Marguarat D. W. (1970), “Generalized Inverse, Ridge Regression Biased Linear Estimation, and Nonlinear Estimation”, Technometrics, Vol. 12, No.3, pp.519-610.
[19] Mayer L. S. & Willke T. A. (1973), “On Biased Estimation in Linear Models”, Technometrics, Vol.15, No.3, pp.497-508.
[20] McDonald G. C. & Schwing R. C. (1973), “Intabilities of Regression Estimates Relating Air Pollution to Mortality”, Technometrics, Vol. 15, No. 3, pp.463-481.
[21] McDonald G. C. & Galarneau D. I. (1975), “A Monte Carlo Evaluation of Some Ridge-Type Estimators”, J. Amer, Statist. Assoc., Vol. 70, No. 350, pp.407-416.
[22] Sastry M. V. R. (1970), “Some Limits in the theory of Multicollinearity”, Amer. Statist 24(1) pp.39-40.
[23] Silvy S. D. (1969), “Muiticollinearity and Imprecise Estimation” J. Royal. Statist. Soc. Series B. Vol. 31, pp.539-552.
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[27] Wichern D. W. & Churchill G. A. (1978), “A Comparison of Ridge Estimators”, Technometrics Vol. 20, No.3, pp.301-311.
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