正確地使用迴歸模型在不同的實驗目的上

Applying Regression Model Correctly In Various Experiment Goal

趙德芳(De-Fang Chao)

指導教授 ： 王國徵

淡江大學/理學院/數學學系碩士班/碩士(2008年)

https://doi.org/10.6846/TKU.2008.00842

摘要

本篇論文是在探討迴歸分析適用性的問題。針對資料本身，首先我們會討論離群值存在的影響，並提供SAS程式處理資料「如何找出資料中的離群值」的問題。再利用"情況1.和情況2."證明來自任意機率分配的資料，我們都可以把資料當作有限母體去處理，可以在不會違背迴歸的基本假設，使用迴歸分析方法進行模型建立。最後再討論迴歸分析在越過資料範圍以外的估計方法-脊迴歸是否可行。

關鍵字

離群值 ； 迴歸分析適用性 ； 脊迴歸

並列摘要

The problem of the applicability of regression analysis is discussed in this dissertation. To specialize the data set, we first discuss the effect of the outlier existed. Then we use the case1 & case2 to prove the date with any probability can be attended as finite population. We can set up a regression model, and we will not departure the assumption of regression analysis. Finally, we try to discuss ridge regression.

並列關鍵字

Outlier ； the applicability of Regression Analysis ； Ridge Regression

參考文獻

[1] RUDOLF J. FREUND and WILSON. (Regression Analysis: Statistical Modeling of a Regression Variable). ACADEMICC PRESS. 1998.

[2] DOUGLASC C. MONTGOMERY and ELIZABETH A. PECK and G. GEOFFREY VINING. (Introduction To Linear Regression Analysis Third Edition). WILEY-INTERSCIENCE. 2001.

[4] Hoerl, A. E., and Kennard, R. W.(1970):Ridge regression: Applications to nonorthogonal problems, Technometrics, 12, 69-82.

[6] Marquardt, D. W. (1974): Discussion of “The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscpic Data,”by A. E. Beaton and J. W. Tukey, Technometrics, 16, 189-192.

[3] KUTNER NACHTSHEIM NETER (Applied Linear Regression Models) MC GRAW HILL. 2004.