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論文名稱 Title |
一些有關二元反應實驗的最適設計問題 On Some Optimal Design Problems for Binary Response Experiments |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
75 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2014-05-24 |
繳交日期 Date of Submission |
2014-06-19 |
關鍵字 Keywords |
等震盪性質、折衷加權函數、最小極大值最適、Probit模型、Logit模型、WB-最適、T-最適、Ds-最適、特異度、敏感度、群組試驗、模型區分、D-最適、cp-最適 Model discrimination, Minimax optimality, Probit model, Logit model, Group-testing, Equal oscillation, Ds-optimality, D-optimality, cp-optimality, Compromise weight functions, T-optimality, WB-optimality, Specificity, Sensitivity |
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統計 Statistics |
本論文已被瀏覽 5762 次,被下載 53 次 The thesis/dissertation has been browsed 5762 times, has been downloaded 53 times. |
中文摘要 |
二元反應實驗很常出現在在各個領域的研究中,比如說在毒性實驗中反應變數為受測個體的存活或死亡,在火工件實驗中反應變數為火工件是否爆炸等。通常研究者會使用廣義線性模型來配適二元反應變數及解釋變數之相關資料。本論文的第一部分為研究二元反應變數下之廣義線性模型的穩建設計問題。我們將會提出一個將加權機率誤差之極大值最小化的穩健設計準則,稱為WB-最適準則,並在有兩種或多種可能的模型假設下研究其相關的設計問題。 此外,基於科學上的原因或是其特定的反應機率結構,研究者會傾向於使用一般非線性模型來配適一些特定類型的二元反應實驗資料,比如說用來估計某種特性盛行率的群組試驗實驗。本論文的第二部分是研究在試驗的敏感度和特異度都非100%的情況下,群組試驗模型的最適設計問題。當敏感度和特異度都給定或都未知的情形下,我們分別給出了關於全體參數估計的D-最適設計準則以及只著重於盛行率估計的Ds-最適設計準則之下的唯一最適設計結果。 |
Abstract |
Binary response experiments are widely used in a lot of scientific studies, such as responses with death or survival in a toxicity study, explosion or no reaction in a pyrotechnics experiment. Typically, a generalized linear model is adopted to fit the response probability curve under binary response experiments. In the first part of this dissertation, generalized linear models for binary response data are considered. The main purpose is to investigate robust design problems for estimation of the response probability curve with model uncertainty consideration. A minimax type of model robust design criterion, called WB- optimum in short is proposed, based on minimization of the maximum of the weighted squared probability bias function under two rival models. The corresponding design issues are investigated and results under the above design criterion for given rival models with several commonly seen symmetric links are presented. On the other hand, general nonlinear models for binary response experiments are adopted because of some scientific reasons or their inherent structures, for example, estimating a rare prevalence through a group-testing procedure. In the second part of this dissertation, optimal design problems for group-testing models are investigated, while the sensitivity and specificity of the test of a certain trial are not 100%. The D- and Ds-optimal design problems are studied, under two situations that the sensitivity and specificity are specified or need to be estimated. |
目次 Table of Contents |
摘要 i Abstract ii 1 Introduction 1 2 Preliminaries 4 2.1 Generalized linear models . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Group-testing model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3 Model robust designs for estimation of the response probability 8 3.1 The WB-optimal criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3.2 WB-optimal models and designs . . . . . . . . . . . . . . . . . . . . . . . . 11 3.3 The choices of compromise weight functions . . . . . . . . . . . . . . . . . 18 4 Design comparisons 20 4.1 Performance comparisons of WB- and D-optimal designs: logit-probit case 21 4.2 Performance comparisons of WBD- and D-optimal designs: logit-double exponential case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 4.3 Performance comparisons of WB- and TLR-optimal designs: logit-probit case 24 4.4 Sensitivity analysis for misspecification of the parameter vector . . . . . . . 26 4.5 More than two candidate links . . . . . . . . . . . . . . . . . . . . . . . . . 27 5 Optimal group-testing designs with testing errors 29 5.1 The D-optimal designs for the prevalence with specified testing error rates 29 5.2 The D-optimal designs for the prevalence and testing error rates . . . . . . 32 5.3 The Ds-optimal designs for the prevalence with unknown testing error rates 35 6 Discussions and future works 38 Bibliography 42 A Proofs of Theorems 45 A.1 Proof of Theorem 3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 A.2 Proof of Theorem 3.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 A.3 Proof of Theorem 5.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 A.4 Proof of Theorem 5.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 A.5 Proof of Theorem 5.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 A.6 Proof of Theorem 5.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60 |
參考文獻 References |
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