| 研究生: |
紀穎澤 Kee Ying Che |
|---|---|
| 論文名稱: |
兩組資料集間之相關性研究 The study about correlations between two data sets |
| 指導教授: | 鄭宗記 |
| 口試委員: |
張軒瑜
王淑貞 |
| 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: | 2024 |
| 畢業學年度: | 112 |
| 語文別: | 中文 |
| 論文頁數: | 144 |
| 中文關鍵詞: | Mantel 檢定 、距離共變異數檢定 、RV係數 、PROTEST 、典型相關係數分析 、歐氏離氏 、馬氏距離 、曼哈頓距離 、明氏距離 |
| 外文關鍵詞: | Mantel test, distance covariance test, RV coefficient, PROTEST, canonical correlation coefficient analysis, Euclidean distance, Mahalanobis distance, Manhattan distance, Minkowski distance |
| 相關次數: | 點閱:37 下載:11 |
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評估兩組資料集相關性是需要去探討的。其中去觀察兩組資料集相關性的統計方法除了Mantel 檢定,距離共變異數檢定,PROTEST,RV係數,典型相關係數分析等方法,去比較這幾種方法下在不同的資料形態下的好。Mantel檢定與距離共變異數檢定都是通過距離去觀察資料集的相關性,本論文除了使用歐式距離外,也有使用馬氏距離,曼哈頓距離以及明氏距離,並去比較不同距離方法對檢定結果有何影響。我們通過電腦模擬一般多元常態分配以及多變量t分配資料,針對每個模型分配去變更資料變數的變異數,資料的樣本數,資料的維度等,並根據檢定力(power)與檢定力圖來比較每個檢定的結果,最後利用實證資料觀察各檢定的檢定結果。
Across various statistical studies, assessing the correlation between two sets of data is an issue that needs to be discussed in most topics. There are countless statistical methods for observing correlations between two sets of data. The methods used include Mantel test, distance covariance test, PROTEST, RV coefficient, canonical correlation coefficient analysis, then we compare the performance and pros & cons of different data forms under these methods. The Mantel test and the distance covariance test both use distance to observe the correlation of data sets. In addition to using Euclidean distance, this article also uses Mahalanobis distance, Manhattan distance and Minkowski distance to compare the test results of different distance methods. What impact does it have. Then we use computer simulations to simulate general multivariate normal distribution and multivariate t-distribution data, changing the variation of data variables of each model distribution, the number of data samples, the dimensions of the data, etc., and based on the test power and test power diagram to compare the results of each test.
第一章 緒論 1
第一節 研究目的與動機 1
第二節 研究架構 2
第二章 研究方法 3
第一節 距離矩陣 3
第二節 歐氏距離(Euclidean distance) 3
第三節 馬氏距離(Mahalanobis distance) 4
第四節 曼哈頓距離(Manhanttan distance) 4
第五節 明氏距離(Minkowski distance) 4
第六節 Mantel檢定 5
第七節 距離共變異數檢定 6
第八節 普魯克隨機化檢定(PROTEST) 6
第九節 典型相關分析(CCA) 7
第十節 RV係數(Raoult-Verdet coefficient) 8
第三章 模擬分析 10
第一節 模擬設計 10
3.1.1多元常態分配 10
3.1.2多元T分配 14
第二節 模擬結果 16
3.2.1 多元常態分配 16
3.2.2多元T分配 81
第四章 實證資料分析 132
第一節 自身生活形態與現實社會基層壓力 132
第五章 結論 137
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