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研究生: 翁振輝
Weng, Chen-Huei
論文名稱: 關於R統計軟體對於時間相依解釋變數下Cox迴歸模型之評估
Time-Dependent Covariates in Cox Regression Model by “R”
指導教授: 蘇郁如
Su, Yu-Ru
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: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 51
中文關鍵詞: 統計軟體R存活分析Cox模型時間相依解釋變數
外文關鍵詞: statistical software R, survival analysis, Cox model, time-dependent covariates
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  • 本研究主要在使用統計軟體R,進行時間相依解釋變數對於存活時間(survival time)影響的評估,本文採用 Cox 比例風險模型。釋變數外,本文考慮在加入了隨機截距項(random intercept)於時間相依解釋變數上的情況下生成存活資料,以達到每位病患都各自擁有自己的解釋變數。透過模擬分析,本文探討了R 裡的函數'coxph' (survival package) 在多種狀況之下於估計迴歸係數時的表現。
    此外,在配適Cox模型的解釋變數時,除了使用一般處理時間相依解釋變數的方法,亦考慮忽略時間相依解釋變數,單取起始量測值為時間獨立解釋變數進行模型配適,探討是否對於估計有任何影響。最後以成大醫院腎臟科一項慢性腎病之研究進行實際配模操作,並且以該方法偵測可能增加風險的因素。

    This study focuses on assessing statistical software R for survival data in the presence of time-dependent covariates. The common Cox model is considered to illustrate the association between the hazard function and the potential factors. The time-dependent covariates, for instance some biomarkers, of each patient are recorded at each clinical visit. The survival time is subject to usual right-censorship. In the simulation studies, many different types of time-dependent covariates, including linear process, nonlinear process, and process with individual effect, are assumed in the generating procedure of survival times.
    In addition to the usual fitting process in R with the function 'coxph' with time-dependent covariates, models with initial values of covariates taken at the onset time are also considered in the simulations. By comparing the simulation results, we can explore the impact of including the whole observed time-dependent covariates in model fitting. This method is then applied on a Chronic Kidney Disease (CKD) study in the National Cheng Kung University Hospital to detect the possible risk factors.

    目錄 1.緒論......................................1 1.1.研究動機.................................1 1.2.資料背景.................................3 2.相關基礎理論及文獻回顧.......................4 2.1.存活設限資料簡介..........................4 2.2.型一右設限問題...........................4 2.3.左截斷事件...............................5 2.4.Cox風險比例模型..........................5 2.4.1.模型及估計方法介紹......................5 2.4.2.時間相依解釋變數的處理方式...............7 3.模擬......................................8 3.1.時間相依解釋變數設定......................8 3.2.模擬步驟................................9 3.3.估計與分析..............................10 3.4.模擬結果................................11 3.4.1.解釋變數不含個體差異....................11 3.4.2.解釋變數含個體差異......................11 3.4.3.解釋變數含量測誤差下考量是否有個體差異....12 4.資料分析應用...............................14 5.結論......................................15 文獻........................................16 附錄........................................17 表目錄 表(3.1)線性時間相依解釋變數不含個體差異.....23 表(3.2)對數時間相依解釋變數不含個體差異...24 表(3.3)線性時間相依解釋變數含個體差異.....25 表(3.4)對數時間相依解釋變數含個體差異.....26 表(3.5)線性、對數時間相依解釋變數不含個體差異但有量測誤差....................................27 表(3.6)線性、對數時間相依解釋變數含個體差異及量測誤差.....................................28 表(4.1)病患的基本資料....................29 表(4.2)病患解釋變數基本統計量.............30 表(4.3)單一解釋變數對於存活時間之配適......31 表(4.4)所有解釋變數對於存活時間之配適狀況-以下考慮是否 拆解....................................32 圖目錄 圖(2.1)單一式型一右設限...................33 圖(2.2)非單一式型一右設限.................34 圖(3.1)時間相依解釋變數拆解方..............35 圖(4.1)病患進入研究的起始年齡分配直方圖.....36

    1.Austina, P.C. (2012). Generating survival times to simulate Cox proportional hazards models with time-varying covariates. Statist. Med. 31,3946–3958
    2.Cox, D.R. (1972). Regression models and lifetables. J. Royal Stat. Soc. Ser. B 34,187–220
    3.Cox, D.R. (1975). Partial Likelihood. Biometrika,Vol.62,No. 2,269-279
    4.Johansen, S. (1983). An Extension of Cox’s Regression Model. International Statistical Review 51,258-262

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