帳號:guest(18.220.116.34)          離開系統
字體大小: 字級放大   字級縮小   預設字形  

詳目顯示

以作者查詢圖書館館藏以作者查詢臺灣博碩士論文系統以作者查詢全國書目
作者(中文):粘文雄
論文名稱(中文):Nonparametric Analysis of Covariance in Partial Linear Models with Factor-by-curve Interactions
指導教授(中文):黃禮珊
口試委員(中文):陳宏
張金廷
金哲振
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:101024518
出版年(民國):103
畢業學年度:102
語文別:英文
論文頁數:39
中文關鍵詞:無母數方法共變數分析
相關次數:
  • 推薦推薦:0
  • 點閱點閱:112
  • 評分評分:*****
  • 下載下載:0
  • 收藏收藏:0
我們主要的研究內容為使用的共變數分析探討不同曲線下的統計檢定,也就是說在不同的因子下,探討曲線之間的關係。在給定的假設條件下,本論文中提到了五個統計檢定,並且推導出每個檢定中的SSR與SSE,進而產生F 檢定的統計量。在模擬的部分有相對應的結果和性質。
Contents
1 INTRODUCTION 1
2 BACKGROUND 3
2.1 Local polynomial regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Asymptotic projection matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 Nonparametric analysis of covariance . . . . . . . . . . . . . . . . . . . . . . . 5
3 SEMIPARAMETRIC ANALYSIS OF COVARIANCE 10
3.1 ANOVA Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Semiparametric F-tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4 SIMULATION STUDY 17
5 DISCUSSION 21
FIGURES 27
APPENDIX 28
Conditions (A) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
Proof of equation (3.3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
Proof of equation (3.9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
Proof of Conjecture 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
REFERENCES
1. BOWMAN, A. W. and AZZALINI, A. (1997). Applied Smoothing Techniques for Data
Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press,
Oxford.
2. BOWMAN, A. W. and YOUNG, S. (1996). Graphical comparison of nonparametric
curves. Appl. Statist. 45, 83-98.
3. DELGADO, M. A. (1993). Testing the equality of nonparametric regression curves.
Statist. Probab. Lett. 17, 199-204.
4. FAN, J. and GIJBELS, I. (1996). Local Polynomial Modelling and Its Applications.
Chapman & Hall, London.
5. GØRGENS, T. (2002). Nonparametric comparison of regression curves by local linear
tting. Statist. Probab. Lett. 60, 81-89.
6. HONG, W. Q. (2014). Testing the equality of multiple regression curves based on local
polynomial regression. Master thesis, N. T. H. U., Hsinchu, TAIWAN.
7. HUANG, L. S. and CHEN, J. (2008). Analysis of variance, coecient of determination,
and F-test for local polynomial regression. Ann. Statist. 36, 2085-2109.
8. HUANG, L. S. and DAVIDSON, P. W. (2010). Analysis of variance and F-tests for
partial linear models with applications to environmental health data. J. Am. Stat.
Assoc. 105, 991-1004.
9. HUANG, L. S. and SU, H. (2009). Nonparametric F-tests for nested global and local
polynomial models. J. Stat. Plan. Infer. 139, 1372-1380.
10. Opsomer, J. D. and Ruppert, D. (1999). A root-n consistent estimators for semiparametric
additive models. J. Comput. Graph. Stat. 8, 715-732.
38
11. Pardo-Fernandez, J. C., Van Keilegom, I. and Gonzalez-Manteiga, W. (2007). Testing
for the equality of k regression curves. Stat. Sinica. 17, 1115-1137.
12. KING, E. C., HART, J. D. and WEHRLY, T. E. (1991). Testing the equality of two
regression curves using linear smoothers. Statist. Probab. Lett. 12, 239-247.
13. KULASEKERA, K. B. (1995). Comparison of regression curves using quasi-residuals.
J. Amer. Statist. Assoc. 90, 1085-1093.
14. MUNK, A. and DETTE, H. (1998). Nonparametric comparison of several regression
functions: Exact and asymptotic theory. Ann. Statist. 26, 2339-2368.
15. Speckman, P. (1988). Kernel smoothing in partial linear models. J. Roy. Stat. Soc.
B. 50, 413-436.
16. SRIHERA, R. and STUTE, W. (2010). Nonparametric comparison of regression functions
. J. Multivar. Anal. 101, 2039-2059.
17. Wood S. N. (2006). Generalized Additive Models: An introduction with R. Chapman
& Hall, London.
18. YOUNG, S. G. and BOWMAN, A. W. (1995). Nonparametric analysis of covariance.
Biometrics 51, 920-931.
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
* *