研究生: |
黃信維 |
---|---|
論文名稱: |
混合類別負二項迴歸模型的估計–EM與FCML的比較 Mixture negative binomial regression models –EM and FCML to compare |
指導教授: |
張延彰
Chang , Yen-Chang |
口試委員: | |
學位類別: |
碩士 Master |
系所名稱: |
南大校區系所調整院務中心 - 應用數學系所 應用數學系所(English) |
論文出版年: | 2009 |
畢業學年度: | 97 |
語文別: | 中文 |
論文頁數: | 30 |
中文關鍵詞: | 模糊類別模型 、潛在類別模型 、負二項迴歸分析 |
外文關鍵詞: | Fuzzy class model, Latent class model, negative binomial regression analysis |
相關次數: | 點閱:2 下載:0 |
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對於擁有潛在類別的迴歸模型,我們通常都用的EM 演
算法來做參數估計。而近來模糊類別最大概似法(Fuzzy
Classification Maximum Likekihood);簡稱FCML)在具潛
在類別卜瓦松迴歸的參數估計上有不錯的成效。因此本文
中,我們將進一步探討在具潛在類別的負二項迴歸模型的參
數估計問題,這兩種演算法的精確度與效率。透過數值模擬
的結果顯示,FCML演算法在此模型中,僅在特定的模型假設
下有較好的結果。整體而言,與EM演算法相較,互有優劣。
Regarding to Regression Model, which possesses Latent
class model, we usually use EM algorithm to calculate Parameter
Eastimations. Recently, Fuzzy Classification Maximum
Likelihood (abbreviated as FCML) has good outcome in Poisson
Regression with possession of Latent class model. According to
this result, we go a step further on discussion of the
efficiency and the accuracy of negative binomial regression
analysis with possession of Latent class model. By the result
of numerical imitation, FCML algorithm has only good outcome
in specifically hypothesized model. From the whole of
comparison, both FCML algorithm and EM algorithm have
advantages and disadvantages.
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