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研究生: 邱聘修
Chiou, Pin-Shiou
論文名稱: 非線性迴歸模式下Quasi-Score檢定之穩健性
Robustness Aspects of Quasi-Score Tests For Nonlinear Regression Models
指導教授: 黃文典
Hwang, Wen-Dean
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2003
畢業學年度: 91
語文別: 中文
論文頁數: 30
中文關鍵詞: 擬-概似
外文關鍵詞: Quasi-Score, Quasi-Likelihood
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  • Houng (1998)已證明在非線性迴歸模式之下,且假設期望值為 的型態,其中 可以是多維的向量,檢定 的Score 檢定具有穩健性;亦即檢定的結果與f函數的型式無關。在本文中,我們將在此相同的模式之下,但我們只需假設變異數和期望值之間有一個已知的函數關係,而不用知道完整的分配型態,我們可以採用Quasi-Score 檢定統計量來處理這樣的問題,而且Quasi-Score 檢定也將被證明具有穩健性。同時,我們亦以模擬和實例來闡述此結果,並和Score 檢定做比較。

    Houng (1998) has shown that in nonlinear regression models with means expressed as , where can also be a vector, and under the composite hypothesis with respect to the alternative , the score test statistic has the robustness property, i.e., it is independent of the form of f. In this article, we will also under the same models, when there is some assumed relationship between the mean and variance of each observation but not necessarily a fully specified likelihood. We can deal with this kind of problems by using quasi-score test statistics, and it will be proved that the quasi-score test statistics are still robust. Finally, simulations and a practical example will also be presented to illustrate these results, and compare with score test statistics.

    摘 要 p1 第 一 章 序 論 p2 第 二 章 Quasi-Score 檢定統計量在迴歸模式下的一般模式 p5 第 三 章 Quasi-Score 檢定的穩健性 p13 第 四 章 範 例 p15 第 五 章 模擬與實例研究 p22 第 六 章 結 論 p30 參 考 文 獻 p31 附 錄 p33

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