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研究生: 朱瑋瑩
Chu, Wei-Ying
論文名稱: 針對復發事件共享伽瑪與共享對數常態脆弱模型之比較
A Comparison of Shared Gamma and Shared Log-normal Frailty Models for Recurrent Event Data
指導教授: 蘇佩芳
Su, Pei-Fang
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2018
畢業學年度: 106
語文別: 中文
論文頁數: 29
中文關鍵詞: 復發事件資料脆弱項共享伽瑪脆弱模型共享對數常態脆弱模型
外文關鍵詞: recurrent event, frailty, shared gamma frailty model, shared log-normal frailty model
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  • 在復發事件資料的分析中,為了考慮不同受試者之間所存在的變異,因此將脆弱項納入風險函數中做考量,以解決事件發生時未觀察到的解釋變項所產生無法觀測之異質性。假設在群體之內的個體擁有相同脆弱項的值,即為共享脆弱模型,其中常見的兩種共享脆弱模型為共享伽瑪脆弱模型或共享對數常態脆弱模型。本研究將以模擬的方法比較兩種模型,最後以躁鬱症患者就診紀錄的復發事件資料做實例分析並運用統計上的三個準則進行兩模型比較。

    In the analysis of recurrent events data, mostly consider the variability among different subjects. Therefore, include frailty term into the hazard function to measure heterogeneity caused by unobserved covariates. It means individuals in the cluster share the same frailty term, thus the model is called shared frailty model. More common models are shared gamma and log-normal frailty models which we compare with each other in terms of the simulation. Finally, we separately apply two models to medical records of patients with bipolar disorder and make comparisons by three statistical criterions.

    第一章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 2 1.3資料背景及介紹 2 1.4 研究流程 4 第二章 文獻回顧 5 2.1 Andersen與Gill模型 6 2.2共享脆弱模型 6 2.2.1共享伽瑪脆弱模型 7 2.2.2共享對數常態脆弱模型 8 2.2.3參數估計方法 8 第三章 模型比較 10 第四章 模擬研究 13 4.1模擬方法與設定 13 4.2模擬結果 15 4.2.1 模擬生成與參數估計模型一致 16 4.2.2模擬生成與參數估計模型不一致 20 第五章 實證分析 23 5.1 資料背景 23 5.2 資料結構與統計分析 24 第六章 結論與建議 27 參考文獻 28

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