查詢結果分析
來源資料
頁籤選單縮合
題名 | 線性位置-形狀迴歸模式下迴歸係數估計量之一致性與有效性=Consistency And Efficiency of Regression Coefficient Estimates in Linear Location-Shape Models |
---|---|
作者姓名(中文) | 鄭天澤; 毛乃文; 蔡輝榮; | 書刊名 | 中正嶺學報 |
卷期 | 25:1 1996.07[民85.07] |
頁次 | 頁47-57 |
分類號 | 319.51 |
關鍵詞 | 一致性; 近似相對有效性; 線性位置-形狀迴歸模式; 模式誤認; Consistency; Asymptotic relative efficiency; Linear location-shape model; Model misspecification; |
語文 | 中文(Chinese) |
中文摘要 | 本文係探討線性位置-形狀迴歸模式在誤認隨機誤差之分配函數時,其迴歸係數 與形狀參數估計量之一致性( Consistency )。 對於具一致性的迴歸係數估計量,我們計 算它相對於模式正確時之最大概似估計量的「近似相對有效性」( Asymptotic Relative Efficiency )。 經由模擬結果,印證了迴歸係數估計量的一致性,且其近似相對有效性僅 受隨機誤差項分配函數及真實形狀參數值的影響。 |
英文摘要 | The effects on estimation of regression coefficients in linear location -shape models is investigated when the error distribution is misspecified. It is shown that the maximum likelihood estimators of regression coefficients under the misspecified model is still consistent. Its asymptotic efficiency reletive to that of the maximum likelihood estimator based on the correct model is obtained. Simulation results based on several error distributions having shape parameter are also presented. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。