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作者(中文):蔡家霈
作者(外文):Tsai, Jia-Pei
論文名稱(中文):解決測量誤差問題之新的局部線性估計方法
論文名稱(外文):A New Local Linear Estimator for the Errors-in-Variables Problem
指導教授(中文):黃禮珊
指導教授(外文):Huang, Li-Shan
口試委員(中文):江金倉
林千代
學位類別:碩士
校院名稱:國立清華大學
系所名稱:統計學研究所
學號:111024521
出版年(民國):113
畢業學年度:112
語文別:中文
論文頁數:47
中文關鍵詞:測量誤差無母數局部線性迴歸漸進投影矩陣
外文關鍵詞:measurement errornonparametriclocal linear regressionasymptotic projection matrix
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本論文主要是在探討當二維資料 (X,Y) 中的解釋變數 X 具有測量誤差 (measurement errors) 時,該怎麼對資料進行處理與估計。當我們觀測不到實際的數據,只能觀測到有測量誤差的數據時,應該如何對平常使用的估計方法做一些修正。在本論文中,我們使用的估計方法為 local linear regression,並且結合了 asymptotic projection matrix,對矩陣當中的核函數進行一些修正。本文主要針對我們提出的估計方法推導出理論性質,我們得出了 bias 的 order 為 h^4,比平常使用的估計方法 bias 的 order h^2 還要小。在模擬中也可以發現到這個現象,當資料本身的測量誤差沒有很大的時候,我們提出的估計方法,MSE大致上會比其他方法小。在實際資料中,也能發現到我們的估計方法表現不錯,而且估出來的迴歸曲線更貼合資料的趨勢。
The main focus of this thesis is to discuss estimation when the explanatory variable X of the (X,Y) data has measurement errors. When the actual values of X are un-observable and only data with measurement errors are available, it is important to adjust statistical estimation methods. We adopt local linear regression for estimation. We incorporate the asymptotic projection matrix and make some adjustments to the kernel function. This thesis primarily derives the theoretical properties of our proposed estimation method.
We find that our method has a bias of order h^4, which is smaller than the usual order $h^2$. This phenomenon is also observed in the simulations; in some scenarios, the Mean Squared Errors (MSE) of our proposed estimation method are generally smaller than those of existing methods. Furthermore, in the real data analysis, our estimation method also performs well, and the estimated regression curve fits the data more closely.
1 Introduction 4
2 Background 5
2.1 Local linear regression 5
2.2 Local linear estimator for errors-in-variables problem 6
2.3 Asymptotic projection matrix H* 8
2.4 H*Y estimator for the errors-in-variables problem 9
2.5 Linear regression with errors in the variables 10
3 Method 11
3.1 The conditional bias of Y* 13
3.2 The conditional variance of Y* 15
3.3 Lemmas 17
3.4 Kernel normalization 23
4 Simulation study 25
4.1 Simulation 1 26
4.2 Simulation 2 30
4.3 Simulation 3 34
5 Real data analysis 39
5.1 Data 2000 39
5.2 Data 2021 43
6 Concluding remarks 46
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2. Marzio, M. D., Fensore, S., Taylor, C. C. (2023). ``Kernel regression for errors‑in‑variables problems in the circular domain". Statistical Methods & Applications. Journal of the Italian Statistical Society, 32, 1217–1237.

3. Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and Its Applications. Chapman and Hall, London.

4. Delaigle, A., Fan, J., and Carroll, R. J. (2009). ``A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem". Journal of the American Statistical Association, 104, 348–359.

5. Huang, L.-S. and Chen, J. (2008). ``Analysis of variance, coefficient of determination and F-test for local polynomial regression". The annals of Statistics, 36, 2085-2109.

6. Lin, S.-Y. (2021). ``Deconvolution approach to measurement error problems of additive models with smooth backfitting". 國立清華大學碩士論文.

7. Chan, L. K., Mak, T. K. (1985). ``On the Polynomial Functional Relationship".
Journal of the Royal Statistical Society. Series B, 47, 510-518.

8. Fan, J. (1991a). ``Asymptotic Normality for Deconvolution Kernel Density Estimators".
Sankhyā: The Indian Journal of Statistics, Series A, 53, 97-110.

9. Fan, J. (1991b). ``Global Behavior of deconvolution kernel estimates". Statistica Sinica, 1, 541-551.

10. Fan, J. (1991c). ``On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems". The Annals of Statistics, 19, 1257-1272.

11. Mammen, E., Linton, O., and Nielsen, J. (1999). ``The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions”. The Annals of Statistics, 27, 1443–1490.
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