強韌機差;Robust deviance residuals

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/74520

Title:	強韌機差;Robust deviance residuals
Authors:	詹智閔;Tsan, Chih-Min
Contributors:	統計研究所
Keywords:	機差;強韌機差;配適迴歸模型;deviance;robust deviance;checking regression fit
Date:	2017-06-21
Issue Date:	2017-10-27 14:00:53 (UTC+8)
Publisher:	國立中央大學
Abstract:	在模型配適過程中，機差(deviance)扮演著判斷模型是否合適的重要統計量，此統計量反應了資料與假設的模型間的差異。而根據定義，機差是依據使用的分配不同而不同。本文將試著建立在資料來源分配不知道的情況下具強韌性質的機差以用來確認迴歸模型的配適是否合適。;Deviance plays a crucial role in model checking. It is the scaled difference between the model entertained and the so-called saturated model. Obviously, by definition deviance is model-dependent. This research explores the possibility for constructing less model-dependent or robust deviances that can be used for checking the appropriateness of a regression specification without knowing the true underlying distribution.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

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