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研究生: 洪毅荃
Hung, I-Chuan
論文名稱: 分段分位數迴歸下之樣本數與信心機率之評估
Sample Size and Confidence Probability Evaluation for Piecewise Quantile Regression
指導教授: 蘇佩芳
Su, Pei-Fang
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: 2026
畢業學年度: 114
語文別: 中文
論文頁數: 101
中文關鍵詞: 分位數迴歸分段分位數迴歸樣本數估算
外文關鍵詞: quantile regression, piecewise quantile regression, sample size
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  • 在迴歸分析中,相較於傳統線性迴歸(LinearRegression),分位數迴歸(Quantile Regression)可用於估計應變數在不同條件分位數下的變化趨勢。為進一步探討自變數與應變數之間可能存在的分段關係,本研究使用分段分位數迴歸(Piecewise Quantile Regression),並旨在估算分段分位數迴歸分析下所需之樣本數。由於目標是希望估計出之分位數迴歸線足夠準確,因此本研究以既有分位數迴歸下基於精確度的樣本數估算方法為基礎,將其延伸至單一自變數且具有單一分段點之分段分位數迴歸模型,進一步建構樣本數公式。為評估所提出方法之表現,本研究透過統計模擬檢視在不同參數設定下,依估算樣本數所得之涵蓋率是否能達到預設信心機率。此外,亦進一步探討迴歸模型假設錯誤與自變數分佈假設錯誤時,樣本數估算結果之穩健性。最後,本研究將所提出之方法應用於一筆人工模擬生成的運動員資料,探討肌肉量指標與肌耐力之間的關係,並於既有樣本數下,評估使用分段分位數迴歸之精確度。

    This study develops a sample size estimation method for piecewise quantile regression. The method is based on a precision-based sample size approach and is extended to a model with one explanatory variable and one change point. Statistical simulations are used to evaluate whether the estimated sample size can achieve the pre-specified confidence probability. The results show that the proposed method performs well when the model assumptions are correct. However, when the regression model or the distribution of the independent variable is misspecified, the estimated sample size may not be sufficient. The method is also applied to athlete data to study the relationship between a muscle mass indicator and muscular endurance. Under the existing sample size, the precision of using piecewise quantile regression is also evaluated.

    中文摘要 I 英文延伸摘要 II 誌謝 V 目錄 VI 表目錄 VIII 圖目錄 XI 第一章緒論 1 1-1.研究背景 1 1-2.運動員資料介紹與研究動機 2 1-3.樣本數估算之文獻 3 1-4.研究目的 4 第二章文獻回顧 5 2-1.分位數迴歸(Quantile Regression) 5 2-2.分段分位數迴歸(Piecewise Quantile Regression) 8 2-3.使用分位數迴歸下之樣本數計算 9 第三章統計方法 13 3-1.分段分位數迴歸之模型介紹 13 3-2.分段分位數迴歸下之樣本數估算 15 第四章統計模擬 21 4-1.樣本數之估算結果 21 4-2.分段分位數迴歸下樣本數估算方法之評估 25 4-3.假設正確之涵蓋率表現 29 4-4.迴歸模型假設錯誤之涵蓋率表現 33 4-5.自變數分佈假設錯誤之涵蓋率表現 36 第五章資料分析 40 5-1.運動員資料介紹與分段分位數迴歸分析 40 5-2.分段分位數迴歸之精確性評估 43 第六章結果及討論 47 參考文獻 49 附錄A : 無分段情形下估計條件分位數之累積分布函數的漸近分佈 51 附錄B : 定理 1 證明 53 附錄C : 定理 2 證明 55 附錄D : 分段模型與未分段模型之所需樣本數 56 附錄E:第四章統計模擬結果之表格彙整 61 附錄F : 不同情境下之分段分位數迴歸精確性評估 83

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