An Application of Quasi-likelihood Function --- An Alternative of Traditional Variance-stabilizing Transformation

碩士 === 國立臺灣大學 === 農藝學系 === 85 === To define a likelihood we have to specify the form of distribution of the observations. However, to define a quasi- likelihood function we need only to specify the relationship between mean and variance of...

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Bibliographic Details
Main Authors: Huang, Chwen, 黃純
Other Authors: Liu Ching
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/80056059713656882039
Description
Summary:碩士 === 國立臺灣大學 === 農藝學系 === 85 === To define a likelihood we have to specify the form of distribution of the observations. However, to define a quasi- likelihood function we need only to specify the relationship between mean and variance of the distribution concerned. Quasi- likelihood can be used for estimation and it enlarges the scope of the analysis of data. For the data set which do not satisfy the assumptions of ordinary analysis, traditional transformations such as square root, logarithmic and angular transformation are used to achieve thenormality and stabilize the variances. This thesis investigates the possibility to use an alternative, that is, using a generalized linear models with some given variance functions. Also the similarities and differences between these two approaches were studied by numerical examples. We consider six numerical examples for illustrating the applications of quasi-likelihood functions and for comparing the two different approaches. First three data sets are of the form of one-way tables and second three data sets are of theform of two-way tables. For each data set, we compute two measures and for comparing the effectiveness in estimation and model fitting, res of these two approaches. In the generalized linear model considered, the link functions which playing the role of achieving the additivity have different forms from the traditional transformations. However, the results obtained from this study show that these two approaches are quite similar in effectiveness in estimation and model fitting. This kind of similarity suggests that both approaches might be equivalent and the equivalence might be proved mathematically.