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技術學刊 EIScopus

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篇名 指數迴歸分析之參數估計
卷期 19:3、19:3
並列篇名 The Estimation of Parameters of Exponential Regression Analysis
作者 吳聰慧陸海林
頁次 277-282
關鍵字 指數分配迴歸分析最大概似估計量次序統計量Regression analysisExponential distributionOrder statisticsMaximum likelihood estimatorEIScopusTSCI
出刊日期 200409

中文摘要

指數多元迴歸分析中,其參數的估計往往利用最大概似估計量(maximumlikelihood estimator) ,或者採用Cox的偏概似估計量(coxpartial likelihood estimator)來估算,通常均是較為繁雜;本文運用次序統計量提供一個近似最大 概似估計量,其不必用重覆計算程序,而其有效性也與最大概似估計量沒有顯著的差異,其實務上應較其他方法簡便有效。

英文摘要

By maximum likelihood estimator (MLE), and/or Cox's partial likelihood estimator are regularly employed to estimate parameters in multiple exponential regression analysis. But their processes are generally considered more complicated. In this study, we employed order statistics and provided an asymptotic maximum likelihood estimator (AMLE). The AMLE does not require an iterative calculating process. So, the efficiency of AMLE is not significantly different from MLE, and the method is more convenient and efficient than other methods in application.

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