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研究生: 羅靖霖
Lo, Chin Lin
論文名稱: 拔靴法在線性結構關係模式適合度指標之應用
Bootstrap procedures for evaluating goodness-of-fit indices of linear structural equation models
指導教授: 張健邦
Jang, Jiang Bang
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: 1994
畢業學年度: 82
語文別: 中文
論文頁數: 71
中文關鍵詞: 線性結構關係模式;拔靴法;隱藏變數;適合度指標
外文關鍵詞: Linear structural equation model;Bootstrap method;Latent variable;Goodness-of-fit index
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  • 線性結構關係模式是一種考慮以多個直線方程式來分析處理變數間因果關

    係的統計方法,其結合了因徑分析及因素分析之優點並將之融合於整體模

    式中。線性結構關係模式經過參數估計後,需評估整個模式之好壞,因此

    許多學者嘗試提出一些評估模式好壞的適合度指標,如一般常用的卡方檢

    定、殘差均方根、適合度指標、調整後適合度指標以及基準指標等。這些

    指標中有的指標會受到樣本數大小或樣本分布的影響,有些指標受模式隱

    藏變數多寡或因素指標多寡的影響,有些指標需有嚴格的條件(如樣本需

    服從常態分布)及前提方可適用,且有些指標的分布是未知的,因此欲對

    這些指標進行區間估計、假設檢定、或顯著性差異比較是不可能的。基於

    上述各種適合度指標的缺點,本論文利用拔靴法進行重抽樣求得拔靴分布

    來解決上述各種問題。然而傳統的拔靴法在線性結構關係模式上是不適用

    的,因此,再提出一改良拔靴法程序,求得拔靴分布來做為評估模式好壞

    的依據,並利用改良拔靴法來做巢狀模式之顯著性差異比較及利用抽樣誤

    差和非抽樣誤差觀念來評估模式適合度。


    第一章 緒論
    1.1 研究動機與目的……………………………………………………………………………………1
    1.2 本文結論……………………………………………….………………………………………………2

    第二章 線性結構關係模式
    2.1 文獻探討…………………………………………………………………………………………….…5
    2.2 模式簡介…………………………………………………………………………………………….…6
    2.3 線性結構關係模式建立……………………………………………………………..…………7
    2.4 路徑圖……………………………………………………….………………………..………………11
    2.5 參數估計……………………………………………………………………………..………………15
    2.5.1 隱含共變異矩陣………………………………………………………………..…………15
    2.5.2 參數的估計…………………………………………………………………..………………18
    2.6 模式配適評估………………………………………………………………………………………20

    第三章 拔靴法
    3.1 拔靴法簡介…………………………………………………………………………….……………28
    3.2 拔靴法在線性結構關係模式之應用……………………………………………………30
    3.2.1 拔靴法在概似比例檢定統計量(Likelihood Ratio
    Test Statistic)適合度指標之應用…………………………………….….…………30
    3.2.2 改良拔靴法在其他模式適合度指標的應用………………..………….……42

    第四章 模擬與實證分析
    4.1 模擬資料分析-顯著性差異比較……………………….…………………..…………48
    4.2 實證資料分析-利用抽樣誤差和非抽樣誤差評估
    模式適合度…………………………………………………………………………..……………54

    第五章 結論
    5.1 結論………………………..…………………………………………………………………………..65
    5.2 研究限制及建議…………………………………………………………………………….……66

    參考文獻…………………………………………………………..……………………………………………………67

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