| 研究生: |
鄭書凱 Shu-Kai Zheng |
|---|---|
| 論文名稱: |
邊際模式隱藏分類分析 Latent class marginal model analysis |
| 指導教授: |
楊明宗
Ming-Chung Yang |
| 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: | 88 |
| 語文別: | 中文 |
| 論文頁數: | 43 |
| 中文關鍵詞: | 隱藏變數 、隱藏分類模式 、邊際模式 、EM演算法 、EM陡降演算法 |
| 外文關鍵詞: | latent variable, latent class model, marginal model, EM algorithm, EM gradient algorithm |
| 相關次數: | 點閱:8 下載:0 |
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隱藏分類分析 (Latent class analysis) 經常用以對無法直接觀測到變數的分析,例如在醫學的研究上,在真正疾病狀況 (即隱藏變數) 無法得知的情形下,我們會根據一些醫師的診斷結果 (即顯現變數) 進行分析,並藉此求得診斷的正確性。
傳統上隱藏變數分析最基本的假設是在給定隱藏分類的條件下,
各顯現變數之間彼此獨立,然而在實際的應用中,這樣的假設通常是不可行的。因此在這篇論文中,我們考慮的模式將納入給定隱藏分類下某些顯現變數之間的關聯性,我們對這樣的模式予以參數化,使得給定隱藏變數下,顯現變數的條件機率能以模式中參數的函數表示,而此條件機率通常是人們所感興趣的,並且我們利用邊際模式來說明存在於隱藏分類間顯現變數的相關性。
本研究亦將分類數由二個分類增加為三個分類,並介紹配適隱藏變數與顯現變數均為次序類別變數的模式。
在演算法方面利用改良於 EM 演算法的 EM 陡降演算法 (EM gradient algorithm) 來求得參數的最大概似估計,
並且估計這些估計量的準確性。本研究亦分別利用兩個實例來進行二分類與三分類隱藏分類邊際模式的配適。
研究結果發現,
1.獨立的隱藏分類模式不適切時,利用隱藏分類邊際模式可以得到一個合理(含有顯現變數的相關性)且易於解釋 (分類數相等) 的配適。
2.分類數增加後,矩陣規模增加的相當快速,雖然次序變數能減少參數個數,但就三分類與二分類比較,程式的執行時間增加的相當多。
基於實際的應用上,我們考慮具相關性且分類數多於二類的模式,然而在本研究著重於四個顯現變數的探討,四個以上的顯現變數是後續研究可以考慮的。
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