| 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 |
| 相關次數: | 點閱:6 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
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.
1.Bartlett, M. S. (1953). Approximate confidence intervals. Biometrika. 40, 12-19.
2.Bissell, A. F. (1972). A Negative Binomial Model with Varying Element Sizes. Biometrika. 59, 435-441.
3.Brett, P and Dennis, D. B. (2004). The IOS Test for Model Misspecification. Journal of the American Statistical Association. 99, 216-227.
4.Casella, G. and Berger, R. L. (2002). Statistical Inference. (2nd ed.) Pacific Grove, CA: Thompson Learning.
5.Harville, D. A. (1997). Matrix Algebra From a Statistician’s Perspective. New York:Springer-Verlag.
6.Jain, G. C. and Consul, P. C. (1971). A generalized negative binomial distribution, SIAM Journal on Applied Mathematics. 21, 501-513.
7.Lee, Y. and Nelder, J. A. (1996). Hierarchical generalized linear models (with discussion). Journal of the Royal Statistical Societ. Series B, 58, 619-678.
8.Lee, Y. and Nelder, J. A. (2000). Two ways of modelling overdispersion in non-normal data. Journal of the Royal Statistical Society. 49, 591-598.
9.McCullagh, P. (1983). Quasi-likelihood functions. The Annals of Statistics. 11, 59-67.
10.McCullagh, P. and Nelder, J. A. (1989) Generalized Linear Models. (2nd ed.) London:Chapman and Hall.
11.Puig, P. and Valero, J. (2006). Count data distributions: some characteriza-
tions with applications. Journal of the American Statistical Association. Series C (Applied Statistics). 101, 332-340.
12.Yang, Z., Hardin, W., Addy, C.L., Vuong, Q.H. (2007). Testing approaches for overdispersion in Poisson regression versus the generalized Poisson model. Biometrical Journal. 49, 565-584.