統(tǒng)計(jì)在管理研究上扮演的角色

1、1,讓我受惠?的高微與迴歸,丁 承國(guó)立交通大學(xué)經(jīng)營(yíng)管理研究所教授成大統(tǒng)計(jì)68級(jí)民國(guó)103年6月14日,呂金河老師、吳宗正老師榮退歡送會(huì)感言,2,前言,64至68年在母系修業(yè)期間，呂老師和吳老師是系上教師生力軍，分別負(fù)責(zé)統(tǒng)計(jì)前端之?dāng)?shù)理基礎(chǔ)課程與後端之應(yīng)用方法課程。有幸受教兩位恩師門下，曾修習(xí)呂老師之「高等微積分」、「微分方程」、「數(shù)值分析」以及吳老師之「迴歸分析」、「變異數(shù)分析」、「線性規(guī)劃」、「預(yù)測(cè)方法」等課程，受益

2、無(wú)窮！,3,「高等微積分」與「迴歸分析」可分別作為統(tǒng)計(jì)基礎(chǔ)與統(tǒng)計(jì)應(yīng)用之代表性科目。 今日懷抱著感恩的心返回母系參與盛會(huì)，與學(xué)長(zhǎng)學(xué)姊分享長(zhǎng)久受惠於高微(呂老師)以及迴歸(吳老師)的收穫與心得。,4,呂老師於65學(xué)年度「高等微積分」課程所採(cǎi)用之教科書: Widder, D. V. (1961), Advanced Calculus (2nd ed.), Prentice-Hall, Englewood Cliff, NJ. 吳

3、老師於66學(xué)年度「迴歸分析」課程所採(cǎi)用之教科書: Neter, J. and Wasserman, W. (1974), Applied Linear Statistical Models, Irwin, Homewood, IL.,5,高微重要章節(jié),偏微分及其應(yīng)用 (partial differentiation and its applications)向量 (vectors)多重積分 (multiple integral

4、s)極限與不定式 (limits and indeterminate forms)無(wú)窮級(jí)數(shù) (infinite series)收歛 (convergence)拉氏變換 (Laplace transform),6,倚重高微之重要統(tǒng)計(jì)理論與方法,統(tǒng)計(jì)推論 (statistical inference)分配理論 (distribution theory)大樣本理論 (large-sample theory)隨機(jī)過(guò)程 (stoch

5、astic process)貝氏理論 (Bayes theory)統(tǒng)計(jì)計(jì)算 (statistical computing)結(jié)構(gòu)方程模型 (structural equation modeling),7,1. Ding, C. G. (1992), “Computing the Non-Central ?2 Distribu-tion Function,” Journal of the Royal Statistical Socie

6、ty (Series C), Applied Statistics, 41, 478-482. (SCI) 2. Ding, C. G. (1994), “On the Computation of the Non-central Beta Distribution,” Computational Statistics and Data Analysis, 18, 449-455. (SCI)3. Ding, C. G. (19

7、96), “On the Computation of the Distribution of the Square of the Sample Multiple Correlation Coeffi-cient,” Computational Statistics and Data Analysis, 22, 345-350. (SCI),受惠於高微之研究成果示例,8,4. Ding, C. G. (1999), “An Effici

8、ent Algorithm for Computing Quantiles of the Noncentral Chi-Squared Distribution,” Computational Statistics and Data Analysis, 29, 253-259. (SCI)5. Jane, T. D. and Ding, C. G. (2009), “On the Multivariate EGARCH Model,

9、” Applied Economics Letters, 16, 1757-1761. (SSCI)6. Ding, C. G. and Jane, T. D. (2012), “On the Reliability, Consistency, and Method-Specificity Based on the CT-C(M-1) Model,” Behavior Research Methods, 44, 546-557. (

10、SSCI),9,以上研究利用如下之微積分概念與方法： (偏)微分 ((partial) differentiation) 分部積分法 (integration by parts) 積分式之級(jí)數(shù)表達(dá)式 (series representation) Gamma 函數(shù) (gamma function) 上下限 (bounded above/below) 收歛 (convergence) 均值定理 (mean va

11、lue theorem),10,迴歸重要章節(jié),最小平方法 (least squares)多重迴歸 (multiple regression)判定係數(shù) (coefficient of determination)多重共線性 (multicollinearity)一般線性檢定 (general linear test)虛擬變數(shù)法 (dummy variable technique)異質(zhì)變異 (homoscedasticity)

12、自我相關(guān) (autocorrelation),11,迴歸在管理實(shí)證研究上的應(yīng)用,路徑分析 (path analysis)調(diào)節(jié)效果檢驗(yàn) (testing for moderation)中介效果檢驗(yàn) (testing for mediation)單、多變量變異數(shù)分析 (univariate/multivariate ANOVA)單、多變量共變數(shù)分析 (univariate/multivariate ANCOVA)時(shí)間序列模型 (例

13、如AR, ARMA)混合效果模式 (mixed-effects models),12,實(shí)證步驟： 1. 建立研究假設(shè) 2. 收集樣本資料 3. 評(píng)估信度效度(針對(duì)問(wèn)卷資料) 4. 檢驗(yàn)研究假設(shè) 在「檢驗(yàn)研究假設(shè)」階段常使用迴歸！迴歸早已普遍應(yīng)用於管理類主流期刊論文。,13,1. Chang, K. and Ding, C. G.

14、(1995), “The Influence of Culture on Industrial Buying Selection Criteria in Taiwan and Mainland China,” Industrial Marketing Management, 24, 277-284. (SSCI)2. Ding, C. G. and Yu, J. S. (2001), “A Simple Approach for

15、Lack-of-fit Test in Regression Without Replicates,” Pan-Pacific Management Review, 4, 23-33.3. Liu, N. T. and Ding, C. G. (2012), “General Ethical Judgments, Perceived Organizational Support, Interactional Justice, and

16、 Workplace Deviance,” International Journal of Human Resource Management, 23, 2712-2735. (SSCI),受惠於迴歸之研究成果示例,14,4. Ding, C. G. and Lin, C. H. (2012), “How Does Background Music Tempo Work for Online Shopping?” Electronic

17、 Commerce Research and Applications, 11, 299-307. (SSCI)5. Ding, C. G., Wu, C. H., and Chang, P. L. (2013), “The Influence of Government Intervention on the Trajectory of Bank Performance during the Global Financi

18、al Crisis: A Comparative Study among Asian Economies,” Journal of Financial Stability, 9, 556-564. (SSCI)6. Ding, C. G., Wang, H. J., Lee, M. C., Hung, W. C., and Lin, C. P. (2014), “How Does the Change in Investor Sen

19、timent over Time Affect Stock Returns?” Emerging Markets Finance and Trade, 50, Supp. 2, 144-158. (SSCI),15,以上研究利用如下之迴歸概念與方法： 多變量複迴歸 (multivariate multiple regression) 殘差分析 (residual analysis) 虛擬變數(shù)法 (dummy variable te

20、chnique) 調(diào)節(jié)迴歸分析 (moderated regression analysis) 階層迴歸分析 (hierarchical regression analyses) 分段迴歸 (piecewise regression) 自我迴歸 (autoregressive),16,受教感言,呂老師以及吳老師所開(kāi)授之課程，皆有完整且豐富的授課內(nèi)涵，老師極具教學(xué)熱忱，十分重視學(xué)生的學(xué)習(xí)反應(yīng)，對(duì)學(xué)生的日常生活也甚表關(guān)心，深受學(xué)生們