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研究生: 陳昱熙
Chen, Yu-Shi
論文名稱: 在廣義線性模型下之非對稱A-最適設計
Non-symmetric A-optimal Designs for Generalized Linear Models
指導教授: 陳瑞彬
Chen, Ray-Bing
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2015
畢業學年度: 103
語文別: 中文
論文頁數: 42
中文關鍵詞: 廣義線性模型A-最適設計A-等價定理粒子群最佳化演算法
外文關鍵詞: Generalized linear models, A-optimal design, A-equivalence theorem, Particle swarm optimization
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  • 對於一般線性模型而言,其A-最適設計不會受到參數的影響;但是對於廣義線性模型而言,其A-最適設計則會跟參數有所關聯性,而此緣故會對尋找A-最適設計有一定的困難之處。目前有Yang (2008) 有做相關的研究並且已經解決一部分的模型,主要解決的模型的共同點在於權重函數為對稱,而在本論文主要討論權重函數為非對稱的模型,所考慮模型Poisson 迴歸模型、Gamma 迴歸模型跟Inverse Gaussian 迴歸模型。我們利用粒子群最佳化演算法找出A-最適設計規律,再使用A-等價定理跟數學手法來找出一部分廣義線性模型的A-最適設計。

    SUMMARY
    The A-optimal design for common linear models is in general independent of its parameters. However, when finding an A-optimal design for generalized linear models, parameters must be taken into consideration. Previous work citep{Yang} discussed models of which weight function is symmetric. In this thesis, we consider Poisson, Gamma and Inverse Gaussian regression models, which holds an asymetric weight function. Particle swarm optimization is utilized to find rules of the A-optimal design while A-equivalence theorem and other mathematical approaches are applied to solve some part of the problem.
    INTRODUCTION
    Recently, it is usually of concern to choose a good design before an experiment is con-
    ducted. The A-, D- and E- optimality criteria are commonly used. In this thesis, we dis-
    cuss the A-optimal design that is the best design in terms of the A-optimality criteria.
    The A-optimality criterion was introduced by Chernoff (1953). It is defined as minimiz-
    ing the average variance of the parameter estimates. In other words, an A-optimal design
    should minimize the trace of inverse of Fisher’s information matrix. For common linear
    models, the problem of finding the A-optimal design is relatively easy, because the infor-
    mation matrix is independent of the unknown parameters. For generalized linear models
    (GLMs), on the other hand, the information matrix depends on the unknown parameters.
    When finding the A-optimal design for generalized linear models, parameters must be
    taken into consideration.
    Yang (2008) discussed A-optimal design for generalized linear models with two parame-
    ters and solved A-optimal design problem of Logistic regression model, Probit regression
    model and Double exponential regression model. For generalized linear models, Fisher’s
    information matrix of design contain the support points, weights and weight function. If
    the weight function follows some conditions, Yang (2008) can prove the A-optimal design.
    In this thesis, we discuss the A-optimal design for Poisson regression model with log link,
    Gamma regression model with inverse link and Inverse Gaussian regression model with
    inverse link. Weight functions for these models do not follow such the conditions, there-
    fore, we can not use the method by Yang (2008) to achieve A-optimal design. Then, we try
    to find A-optimal design.
    METHODS
    We can decide whether a design is A-optimal by A-equivalence theorem. In simple terms,
    if the function F(x,») of A-equivalence theorem is less than or equal zero, the deign » will
    be the A-optimal design. To find the rule or pattern of A-optimal designs for generalized
    linear models with two parameters, we utilize the particle swarmoptimization(PSO).
    Particle swarmoptimization is a popular method and is utilized to find the solution of optimization.
    Finding A-optimal design can be regarded as a problem of optimization. The
    PSO results are summarzied in table 1 and it shows that we can find out designs by PSO
    generated well and we can observe the pattern of design. By A-equivalence theorem, we
    can ensure that these designs by PSO generated are A-optimal designs.
    RESULTS AND DISCUSSION
    We apply mathematical approaches and A-equivalence theorem to find the general form
    about A-optimal design. We guess the formof A-optimal design by PSO result at first sight
    and check the design that we guess by A-equivalence theorem.
    CONCLUSION
    By the table 1, there are two types of A-optimal design. The first type design is that the
    support points are at the boundary of design space. The second is that one of support
    points is at the boundary of design space. So far, the existing result about the first type Aoptimal
    design for Gamma, Inverse Gaussian and Poisson regression model. If we know
    the model, parameters and conform some condition, then we can deduce the A-optimal
    design.
    IV

    摘要I Extended Abstract II 誌謝V 目錄VI 表目錄VIII 圖目錄IX 1 緒論1 2 回顧與探討2 2.1 廣義線性模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 文獻回顧. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2.1 A-等價定理. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2.2 研究方法. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.3 探討. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3 方法8 3.1 粒子群最佳化演算法. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3.2 PSO 之數值結果. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.2.1 Gamma 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.2.1.1 Inverse Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.2.2 Poisson 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2.2.1 Log Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2.3 Inverse Gaussian 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . 14 3.2.3.1 Log Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 3.2.3.2 Inverse Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 4 A-最適設計之部分理論推導17 4.1 A-最適設計之權重. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 4.2 Gamma 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.2.1 Inverse Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.3 Poisson 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 4.3.1 Log Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 VI 4.3.1.1 給定 beta = 1 之下的部分A-最適設計. . . . . . . . . . . . . . . 21 4.3.1.2 給定 s = 1 之下的部分A-最適設計. . . . . . . . . . . . . . . 24 4.4 Inverse Gaussian 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 4.4.1 Inverse Link . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 5 結論與未來研究29 5.1 結論. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 5.2 未來研究. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 參考文獻30 A 附錄31

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