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| 研究生： |
毛乃文 MAO, NAI-WEN |
|---|---|
| 論文名稱： |
線性位置-形狀迴歸模型在模型誤認下之研究 |
| 指導教授： |
鄭天澤
ZHENG, TIAN-ZE |
| 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： | 1992 |
| 畢業學年度： | 80 |
| 語文別： | 中文 |
| 論文頁數： | 45 |
| 中文關鍵詞： | 模型誤認 、線性位置 、形狀迴歸模型 |
| 相關次數： | 點閱：176 下載：0 |
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第一章緒論
第一節研究動機與目的．．．．．．．．．．1
第二節文獻探討．．．．．．．．．．2
第二章模型誤認之意義與類型
第一節模型誤認之意義．．．．．．．．．．5
第二節模型誤認的類型．．．．．．．．．．6
第三章線性位置－形狀迴歸模型之隨機誤差分配誤認對參數估計的影響．．．．．．．．．．10
第一節KLIC之意義及其應用．．．．．．．．．．11
第二節迴歸係數與形狀參數的一致性．．．．．．．．．．13
第三節近似相對有效性．．．．．．．．．．16
第四節迴歸係數變異數估計．．．．．．．．．．21
第四章實例說明
第一節對數常態迴歸模型－韋伯迴歸模型．．．．．．．．．．23
第二節對數常態迴歸模型－珈瑪迴歸模型．．．．．．．．．．28
第三節韋伯迴歸模型－珈瑪迴歸模型．．．．．．．．．．33
第五章結論與後續研究．．．．．．．．．．37
附錄一．．．．．．．．．．39
參考文獻及書目．．．．．．．．．．40
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," Biometrika, 65, 2, 319-327.
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Regression Analysis," Journal of the Royal Statistical Society,Ser B, 31,350-371.
Royall,R.M. (1986), "Model Robust Confidence Intervals Using Maximwn
Likelihood Estimators," International Statistical Review, 54, 221-226.
White, H.(1982), "Maximum Likelihood Estimation of Misspecified Models,"
Econometrica, 50, 1-25.
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