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研究生: 柳怡嘉
Liu, Yi-Chia
論文名稱: Cox比例風險模型結合疾病發生率之有效估計與變異數理論推導
Efficient estimation and theoretical variance inference of the Cox proportional hazard model with the auxiliary subgroup information of incidence rate
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: 2020
畢業學年度: 108
語文別: 中文
論文頁數: 40
中文關鍵詞: Cox 比例風險模型經驗概似法疾病發生率理論變異數
外文關鍵詞: Empirical likelihood, incidence rate, theoretical variance
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  • 疾病發生率用以描述風險族群罹患疾病的風險,其涵蓋的概念在許多醫學研究題材上得以廣泛應用。本論文主要研究問題有二,當利用Cox比例風險模型配適內部存活資料時,除了如何同時結合外部資料提供之子群疾病發生率,使得模型參數估計更有效之外,本研究進一步推導參數估計的變異數矩陣。因此,提供參數估計的理論變異數亦為探討重點。我們使用經驗概似估計法適當地納入外部輔助資訊,相較於未納入外部輔助資訊的傳統估計方法,模型參數估計的變異更小,並且利用理論變異數佐證本論文的方法確實能使得參數估計地更精確。

    By knowing the incidence rate, an investigator can realize how quickly people are getting the disease. Because the concept of incidence rate for a disease is simple, it can be used to interpret the clinical meaning clearly in the field of medical research. In this thesis, we not only propose an efficient estimation of the Cox proportional hazard model incorporated with the auxiliary subgroup incidence rate information but also make inference about the theoretical covariance matrix for the estimation of the regression parameters. Comparing to the conventional models without incorporating the available auxiliary information, making use of the incidence rate from external sources indicates that the proposed method improves efficiency for the estimation of the regression parameters based on the proposed maximum empirical likelihood method.

    摘要i 英文延伸摘要ii 誌謝viii 目錄ix 表目錄x 圖目錄xi 第一章緒論1 1.1 研究背景. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 研究目的與論文架構. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 第二章文獻回顧5 2.1 符號意義與估計方程式. . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.2 Cox 比例風險模型結合輔助子群資訊. . . . . . . . . . . . . . . . . . . . 8 第三章研究方法11 3.1 疾病發生率與限制式. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.2 參數估計方程式與變異數理論推導. . . . . . . . . . . . . . . . . . . . . 14 第四章統計模擬19 4.1 模擬資料. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.1.1 傳統方法-參數估計與理論變異數. . . . . . . . . . . . . . . . . 21 4.1.2 論文方法-參數估計與理論變異數. . . . . . . . . . . . . . . . . 22 4.2 模擬結果. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 第五章資料分析31 5.1 資料背景與說明. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 5.2 資料分析結果. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 第六章結論與建議36 參考文獻37 附錄A 38 A.1 右設限時間服從指數分配Exp(θ) . . . . . . . . . . . . . . . . . . . . . . 38 A.2 右設限時間服從均勻分配Uniform(θ1, θ2) . . . . . . . . . . . . . . . . . 39

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