A Bayesian Approach of Change Hyperplane for Two-Phase Regression Model

碩士 === 國立交通大學 === 應用數學研究所 === 81 === We consider the estimation problem of change hyperplane for a two phase multiple linear regression model. A Bayesian technique has been proposed for three underlying assumption sets. Also, a Monte Caro s...

Full description

Bibliographic Details
Main Authors: Kai-Wen Tu, 涂凱文
Other Authors: Lin-An Chen
Format: Others
Language:en_US
Published: 1993
Online Access:http://ndltd.ncl.edu.tw/handle/37531417744589031448
Description
Summary:碩士 === 國立交通大學 === 應用數學研究所 === 81 === We consider the estimation problem of change hyperplane for a two phase multiple linear regression model. A Bayesian technique has been proposed for three underlying assumption sets. Also, a Monte Caro study show that the proposed Bayesian technique has very good performance under two criterions.