Effect Decomposition for Multivariate t Distribution

• Main Authors: Fan, Chien-Wei, 范虔維
• Other Authors: Chen, Lin-An
• Format: Others
• Language: zh-TW
• Published: 2016
• Online Access: http://ndltd.ncl.edu.tw/handle/33861181264672800014

碩士 === 國立交通大學 === 統計學研究所 === 104 === Effect decomposition or mediation analysis plays a very important role in modern research and application. The approach of Baron and Kenny (1986) is the most popular method that has been proved for its controversy by 高子瑗 (2015). 高子瑗 (2015) also provide a new method for effect decomposition with effects non-controversial. However, it is all based on that the underlying distribution of random variables involved is normal. Our purpose in this paper is to provide statistical theory of effect decompositions of Baron and Kenny and 高子瑗 all for multivariate t-distribution. Inference and data analysis are introduced.