系統識別號 | U0002-1906200811312500 |
---|---|
DOI | 10.6846/TKU.2008.00589 |
論文名稱(中文) | 分層病例對照資料下羅吉斯迴歸模型的適合度檢定 |
論文名稱(英文) | Goodness-of-fit of logistic regression model for stratified case-control data |
第三語言論文名稱 | |
校院名稱 | 淡江大學 |
系所名稱(中文) | 統計學系碩士班 |
系所名稱(英文) | Department of Statistics |
外國學位學校名稱 | |
外國學位學院名稱 | |
外國學位研究所名稱 | |
學年度 | 96 |
學期 | 2 |
出版年 | 97 |
研究生(中文) | 梁正憲 |
研究生(英文) | Chung-Hsian Liang |
學號 | 695650233 |
學位類別 | 碩士 |
語言別 | 繁體中文 |
第二語言別 | |
口試日期 | 2008-05-30 |
論文頁數 | 46頁 |
口試委員 |
指導教授
-
陳麗菁(122259@mail.tku.edu.tw)
委員 - 王俊毅(jjwang@asia.edu.tw) 委員 - 林哲揚(lincy@stat.ncu.edu.tw) 委員 - 吳碩傑(shuo@stat.tku.edu.tw) |
關鍵字(中) |
分層病例對照研究 羅吉斯迴歸模型 雙樣本半參數化模型 半參數最大概似估計量 適合度檢定 |
關鍵字(英) |
stratified case-control study logistic regression model two-sample semiparametric model goodness-of-fit semiparametric maximum likelihood estimate |
第三語言關鍵字 | |
學科別分類 | |
中文摘要 |
在分層病例對照研究下,針對羅吉斯迴歸模型我們推論迴歸參數的半參數最大概似估計量(SMLE),並提出動差型式檢定統計量以診斷模型的適合度。我們的方法主要是推廣Qin & Zhang (1997) 的概念,將模型重參數化後得到多組的雙樣本半參數化模型,以此推論SMLE,並利用描述反應變數在非參數和半參數化模型下二階動差的差距來建立檢定統計量。我們推論得到SMLE的大樣本性質,及檢定統計量將分配收斂至卡方分配。模擬研究中我們發現即使在有限樣本的情況下,該檢定統計量亦執行良好。最後呈述一個關於痲瘋病研究的範例。 |
英文摘要 |
We inference the semiparametric maximum likelihood estimate (SMLE) and present the moment specification test of the logistic regression model for stratified case-control data. By generalizing the concept of Qin & Zhang (1997), we get the two-sample semiparametric model in each stratum and then inference the SMLE base on this finding. The test statistic is constructed via a discrepancy between two second moments under nonparmetric and semiparametric model. The large sample properties of SMLE are described. The proposed test statistic converges in distribution to the Chi-squared distribution. Simulation studies demonstrate that the test statistic perform well even in finite sample. Illustration with a leprosy disease study is provided |
第三語言摘要 | |
論文目次 |
目錄 第 一 章 緒論………………………………………………………1 第 二 章 羅吉斯迴歸模型的統計推論……………………………6 第 一 節 迴歸參數的估計……………………………………..8 第 二 節 參數估計量的近似分配…………………………….11 第 三 節 迴歸模型的適合度檢定…………………………….15 第 三 章 模擬研究………………………………………………...18 第 一 節 適合度檢定的模擬研究…………………………….18 第 二 節 實例分析…………………………………………….21 第 四 章 結論……………………………………………………...23 參考文獻……………………………………………………………....24 附錄……………………………………………………….…...27 表目錄 1.假設f_{0j}(x)為常態分配N(mu,1) 之密度函數,f_{1j}(x)為常 態分配N(mu+0.5,sigma^2)之密度函數時,檢定統計量W的顯著水 準與檢定力………………………………………………………20 2.以年齡分群,有無接受BCG預防接種與有無患痲瘋病人.....21 |
參考文獻 |
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