The robust reference of parametric

• Main Authors: Ya-Ling Hung, 洪雅鈴
• Other Authors: none
• Format: Others
• Language: zh-TW
• Published: 2004
• Online Access: http://ndltd.ncl.edu.tw/handle/58083140531399117094

碩士 === 國立中央大學 === 統計研究所 === 92 === Abstract Tsou (2004) extends the robust likelihood functions that was proposed by Royall and Tsou (2003) to the reference of the regressive coefficients in general linear model, and proposes the adjust method of likelihood functions. In large sample, if true distribution of observations just has the second moment, the likelihood functions that have been adjusted will provide the correct reference for regressive coefficients. Tsou (2003) applied the similar method that proposed the testing method of robust parametric to compare the population variance of unknown distribution. In this paper, we apply the robust method of the above to the robust reference of link functions. According to the adjusted working model of normal, gamma and inverse gauss, we get the likelihood functions of the correct link functions in large sample and in some regular conditions. We show that it is robust by the adjusted robust likelihood test, score test and Wald test. Furthermore, we adjust the Poisson working model that are often used to analyse the count data.