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研究生: 曹雅婷
Ya-ting Tsao
論文名稱: 個數資料之過離散性的強韌推論
Inference for overdispersion in count data without making distributional assumptions
指導教授: 鄒宗山
Tsung-shan Tsou
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
畢業學年度: 99
語文別: 中文
論文頁數: 60
中文關鍵詞: 過離散性的個數資料Bartlett第二等式對數迴歸模型
外文關鍵詞: Bartlett''s second identity, over-dispersion count data, log regression model
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  • 本文之目的在於利用,當估計模型假設錯誤時,Bartlett的第二等式不正確的性質,來提出一個估計具有過離散性的個數資料之過離散係數的方法。再根據Presnell與Boos(2004)在附錄所提出的方法來估計過離散係數估計量的變異數,並探討估計方法的有效性。
    論文中提出一個不需知道正確模型下估計過離散係數之方法,適用於對數迴歸模型或其他合理的迴歸模型。


    This thesis provides a method for estimating the over-dispersion count data. And this method adopts the poisson distribution as the working model.
    The violation of the Bartlett’s second identity is then made use of to give rise to a useful formula for the estimation of the over-dispersion. This new means is applicable for any sensible link function that relates the response probabilities to the variates.

    摘要 i Abstract ii 致謝辭 iii 目錄 iv 表目錄 v 第一章 緒論 1 第二章 費雪訊息的兩種表示方法 2 第三章 卜瓦松實作模型下費雪訊息的兩種表示方法 4 3.1 一般連結下費雪訊息的兩種表示方法 4 3.2過離散係數的估計量 6 3.3過離散係數估計量的變異數估計量 12 第四章 模擬研究 25 4.1廣義負二項模型與卜瓦松-伽瑪的廣義階乘線性模型 25 4.2資料生成 28 第五章 實例分析 44 第六章 結論 51 參考文獻 52

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