| 研究生: |
許正宏 Hsu, Cheng-Hung |
|---|---|
| 論文名稱: |
複雜抽樣下反應變數遺漏時之迴歸分析 Regression Analysis with Missing Value of Responses under Complex Survey |
| 指導教授: | 陳麗霞 |
| 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: | 2000 |
| 畢業學年度: | 88 |
| 語文別: | 中文 |
| 論文頁數: | 47 |
| 中文關鍵詞: | 分層抽樣 、群集抽樣 、遺漏值 、多重設算 、單調資料型態 、階層模式 |
| 外文關鍵詞: | stratified sampling, cluster sampling, missing value, multiple imputation, monotone data pattern, hierarchical model |
| 相關次數: | 點閱:126 下載:38 |
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Gelman, King, 及Liu(1998)針對一連串且互相獨立的橫斷面調查提出多重設算程序,且對不同調查的參數以階層模式(hierarchical model)連結。本文為介紹複雜抽樣(分層或群集抽樣)之下,若Q個連續變數有遺漏現象時,如何結合對象之個別特性,各層或各群集的參數,以及連結各層或各群集參數的階層模式,以設算遺漏值及估計模式中之參數。
對遺漏值的處理採用單調資料擴展演算法,只需對破壞單調資料型態的遺漏值進行設算。由於考慮到不同的群集或層往往呈現不同的特性,因而以階層模式連絡各群集或各層的參數,並將Gelman, King, Liu(1998)的推導結果擴展到將個別對象之特性納入考量之上。對各群集而言,他們的共變異數矩陣Ψ及Σ為影響群內其他參數的收斂情形,由模擬獲得的結果,沒有證據顯示應懷疑收斂的問題。
Gelman, king, and Liu (1998) use multiple imputation for a series of cross section survey, and link the parameter of different survey by hierarchical model. This text introduces a method to impute missing value and estimate the parameters affected by hierarchical model if Q continuous variables has missing value under complex survey.
For each cluster, the parameters are influenced by their variance-covariance matrix Ψ and Σ. The result obtained from the simulation have no clear evidence to doubt the convergence of parameters.
封面頁
證明書
致謝詞
論文摘要
目錄
第一章 緒論
1.1 研究動機與目的
1.2 複雜抽樣與遺漏值之處理
1.2.1 複雜抽樣
1.2.1.1 群集抽樣
1.2.1.2 分層抽樣
1.2.2 遺漏值之處理
1.2.2.1 遺漏結構
1.2.2.2 遺漏值的處理方式
1.3 全文架構
第二章 迴歸分析與單調型態資料的遺漏值處理
2.1 迴歸分析
2.1.1 多元迴歸分析
2.1.2 多變量迴歸分析
2.2 單調型態的遺漏資料
2.2.1 符號與假設
2.2.2 單調型態的遺漏資料
2.2.3 不完整單調型態的遺漏資料
2.3 單調資料擴展演算法
2.3.1 群集內解釋變數值相同的情況
2.3.1.1 階層模式
2.3.1.2 模擬計算
2.3.2 群集內解釋變數值相異的情況
2.3.2.1 階層模式
2.3.2.2 模擬計算
第三章 實例研究
3.1 簡介
3.2 模擬結果
第四章 結論
參考文獻
電腦程式資料
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