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  • 學位論文

重複捕取實驗中自變數有測量誤差時的近似估計方法

Approximate estimations in capture-recapture experiment when covariates are measured with errors

指導教授 : 黃逸輝

摘要


在迴歸分析時, 我們常會碰到資料無法精準地測量或無法直接觀測的情況。 而若自變數有測量誤差, 此誤差對於估計迴歸係數會造成偏差。 過去的文獻對於重複捕取實驗 (capture-recapture experiment) 的異質性模型 (heterogeneity model) 中自變數含有測量誤差時, 造成估計的偏差的情況, 並未加以深入探討。 Hwang 與 Huang (2003 與 2005) 首先分別以 RRC (refined regression calibration) 方法與 CS (conditional score) 方法來修正迴歸參數估計量的偏差及提出估計母體總數的方法。 本文將探討在封閉性母體 (closed population) 假設下離散型重複捕取實驗中, 若自變數含有小測量誤差 (small measurement error) 時, 如何以泰勒展式近似原始的估計方程式與母體估計量來進行分析, 進而提供一個方便、 有效率且無需許多假設的估計方法。 最後我們以模擬方法考量自變數與隨機誤差在不同分配之下各種估計方法的表現, 並計算不同估計方法的平均估計值、 相對偏差 (RB) 與估計值的樣本標準差、 平均估計標準差、 樣本均方根誤差 (RMSE) 與 95\% 信賴區間涵蓋率 (CP), 最後並對所得的結果加以討論。

並列摘要


In a regression analysis, it may happen that variables are not measured precisely. When the covariates are measured with measurement errors, the estimation in regression parameters will be biased in usual. However, for the capture-recapture experiments, the investigations into the effect of measurement errors have been very limited. Besides the approaches of regression calibration and conditional score that proposed by Hwang and Huang (2003, 2005), the present paper disscusses an approximate estimation through Taylor expansion for the discrete time capture-recapture experiment. As a result, we find that the small measurement error approximation is a convenient and efficient way for estimaing both in regression parameters and in the population size. Simulation results are also provided for different distributions of measurement error and covariate.

參考文獻


Carroll, R. J. and Stefandski, L. A. (1995). Approximate quasi-likelihood estimation in Models with surrogate
predictors. Journal of the Ameriance Statistical Assocation 85, 652-663.
Huggins, R. M. (1989). On the statistical analysis of capture experiments. Biometrika 76, 133-140.
Huggins R. M., and Yip P. S. F. (1999). Estimation of the size of an open population from capture-recapture data using weighted martingale methods. Biometrics 55. 387-395.
Hwang W. H. and Chao, A. (2002). Continuous-time capture recapture models with covariates. Statistica Sinica 12, 1115-1131.

被引用紀錄


籃揚凱(2006)。具有異質性測量誤差的重複捕取實驗之估計〔碩士論文,淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2006.00826

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