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研究生: 蘇毅夫
Su, Yi-Fu
論文名稱: 線性模式中誤差變異數的模式建構與分析
Modelling and Analysis of Error Variance in Linear Model
指導教授: 路繼先
Lu, C. Joseph
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: 2004
畢業學年度: 92
語文別: 英文
論文頁數: 55
中文關鍵詞: 次方模型對數線性模型變異數模式非齊一變異數
外文關鍵詞: Non-constant variance, Variance function, Power model, Log-linear model
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  • 常態迴歸分析中, 一個典型的問題就是常被當作是干擾參數的變異數, 其一致的假設是有所違背. 因為如果不理會變異數的結構而將之視為干擾參數, 不但會影響對平均數的估計, 也會導致我們做出錯誤的結論. 然而有很多例子指出, 瞭解變異數的結構形式是非常重要的. 本篇論文的目的就是使用一個有別於常用在處理非齊一變異數的方法: 建立變異數模式. 我們研究另一種型式的變異數模式, 提出一個一般化的形式, 並建議一個圖形化工具幫助我們進行變異數模式的建立.

    In practice, an often occured problem in Normal regression analysis is the violation of homogeneous assumption in error variance, which is usually treated as a nuisance parameter. Treating variance structure as a nuisance instead of a central part of the modelling effort not only leads to inefficient estimation of means, but also to misleading conclusions. There are many instances, however, indicate understanding the structure of variability is very important. The purpose of this work is to provide an alternative approach of dealing with non-constant variance: modelling it. We study different forms of modelling the error variance, propose a general formation, and suggest graphical tool to help us modelling the variance function.

    1 Introduction 3 1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Literature Review . . . . . . . . . . . . . . . . . . . 4 1.3 Overview . . . . . . . . . . . . . . . . . . . . . . . 4 2 Non-Constant Variance 5 3 Poisson Regression 9 3.1 The Australia AIDS Data . . . . . . . . . . . . . . . . 9 3.2 The USA AIDS Data . . . . . . . . . . . . . . . . . . 11 3.3 The RM Model . . . . . . . . . . . . . . . . . . . . . 12 3.3.1 Improvement in Modelling . . . . . . . . . . . . . 13 3.3.2 Model Selection . . . . . . . . . . . . . . . . . 14 3.3.3 Capability of Prediction . . . . . . . . . . . . . 15 3.4 Using the Function glm() in R . . . . . . . . . . . . 17 3.5 Technical Diculty . . . . . . . . . . . . . . . . . . 18 3.5.1 Reparameterization . . . . . . . . . . . . . . . . 20 3.5.2 Sequential Approach of Setting Initial Values . . 21 3.5.3 Further Comments . . . . . . . . . . . . . . . . . 22 4 Normal Regression 27 4.1 Detection Plot . . . . . . . . . . . . . . . . . . . . 28 4.2 Janka Hardness Data . . . . . . . . . . . . . . . . . 31 4.3 The MINITAB Tree Data . . . . . . . . . . . . . . . . 34 5 Concluding Remarks 42 References 43 Appendix 45

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