簡易檢索 / 詳目顯示

研究生: 吳惠美
論文名稱: 用多重插補法估計廣義線性混合模型
指導教授: 程毅豪
Chen, Yi-Hau
郭忠勝
Guo, Jong-Shenq
學位類別: 碩士
Master
系所名稱: 數學系
Department of Mathematics
論文出版年: 2002
畢業學年度: 90
語文別: 英文
論文頁數: 26
中文關鍵詞: 多重插補法廣義線性混合模型
論文種類: 學術論文
相關次數: 點閱:183下載:11
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 廣義線性混合模型(generalized linear mixed models; GLMM)不僅可用來描述縱向資料或群聚資料的相關性,亦可用來描述當樣本變異數不如所假設模型所預期時的現象。廣義線性混合模型因為允許預測子的效應可以是隨機的,於是增加了參數估計的困難性。如果要求得廣義線性混合模型的最大概似估計量通常需要高維度的積分。 Breslow and Clayton (1993) 提出了近似的方法以避免高維度的積分。Jiang and Zhang (2001) 可找到參數的一致估計量,可是並不是有效估計(efficient estimation)。在這篇論文中,我們提出一個新的估計方法。我們把在預測子的隨機效應視為遺失數據,再利用多重插補法(multiple imputation)補入一個合理的值。在多重插補法中,我們以Jiang and Zhang (2001)的估計量作為初始估計。之後,我們就可利用完整數據的估計方法來估計參數。我們做了兩個模擬研究並將此方法應用到一個有關種子發芽的資料。

    1. Introduction 2. The generalized linear mixed model 3. A method of moment proposed by Jiang and Zhang (2001) 4. Multiple imputation 5. The method proposed 6. Simulation studies 6.1 Correlated binomial 6.2 correlated beta-binomial 7. A real-data example 8. Conclusion

    Booth, J. G. & Hobert, J. P. (1999). Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. J. R. Statist. Soc. B 61, 265-85.
    Breslow, N. E. & Clayton, D. G. (1993). Approximate inference in generalized linear mixed models. J. Am. Statist. Assoc. 88, 9-25.
    Crowder, M. J. (1978). Beta-binomial anova for proportions. Appl. Statist. 27, 34-37.
    Griffiths, D. A. (1973). Maximum likelihood estimation for the beta-binomial distribution and an application to the household distribution of the total number of cases of a disease. Biometrics 29, 637-48.
    Rubin, D. B. (1978). Multiple imputation in sample surveys--a phenomenological Bayesian approach to nonresponse. In Proc. Survey Res. Meth. Sect., Am. Statist. Assoc. pp. 20-34. Washington, DC: American Statistical Association.
    Rubin, D. B. (1987). Multiple imputation for nonresponse in surveys. New York: Wiley.
    Jiang, J. & Zhang, W. (2001). Robust estimation in generalised linear mixed models. Biometrika 88}, 753-65.
    Natarajan, R. & Kass, R.E. (2000). Reference bayesian methods for generalized linear mixed models. J. Am. Statist. Assoc. 95, 227-37.
    Wang, N. & Robins, J. M. (1998). Large-sample theory for parametric multiple imputation procedures. Biometrika 85, 935-48.
    Zeger, S. L., Karim, M. R. (1991). Generalized linear models with random effects: A Gibbs sampling approach. J. Am. Statist. Assoc. 86, 79-86.

    下載圖示
    QR CODE