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研究生: 吳瑾瑜
Wu, Chin-Yu
論文名稱: 評估檢定ROC曲線下面積相似性和非劣性統計方法之研究
Evaluation of Statistical Methods for Equivalence and Non-inferiority Based on the Area under ROC Curves
指導教授: 劉仁沛
Liu, Jen-Pei
馬瀰嘉
Ma, Mi-Chia
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: 2004
畢業學年度: 92
語文別: 英文
論文頁數: 111
中文關鍵詞: 模擬非劣性ROC曲線診斷檢定相似性
外文關鍵詞: diagnostic test, equivalence, non-inferiority, ROC curve, simulation
相關次數: 點閱:92下載:1
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  •   近幾年來,對於ROC曲線指標,有愈來愈多的文獻開始對於相似性及非劣性檢定方法提出相關的研究。例如:在醫學上一種新的非侵入性診斷方法與一種已被認定為標準的侵入性診斷方法欲做比較,在診斷的效率上不同時,當經過相似性及非劣性的檢定,得到新方法與標準的診斷方法是相似的,若新方法在成本、使用方便性及安全性的考量下較優於標準方法時,將以新方法取代標準的方法。而本篇論文主要是利用無母數法、最大概似法、動差估計法、標準化差評估法、調和相關係數法及拔靴法等六種方法評估相似性及非劣性的檢定方法,並以模擬結果比較這六種方法在常態分配假設、指數分配假設及離散資料假設下的優劣,並於最後提出一實例加以說明。

      In recent years, for ROC curve, more and more issues have focused on the equivalence/non-inferiority test, e.g. in comparing diagnostic efficacy of a non-invasive alternative diagnostic (test) procedure to an invasive (reference) method. If the diagnostic accuracy of the non-invasive alternative procedure is equivalent to the invasive method, we may replace the invasive procedure by the non-invasive alternative diagnostic procedure because of its easy administration, its better safety profile or its reduced cost. In this paper, we compare the equivalence/non-inferiority tests based on six methods, which are the non-parametric method, method based on MLE, the moment estimation, the standardized difference, concordance correlation coefficient, and bootstrap method. A large simulation study was conducted empirically to investigate the size and power of these six methods for various combinations of distributions, data types, sample size, difference correlation and equivalence limit. A real published dataset is used to illustrate proposed rocedures.

    Chapter 1 Introduction.......................................1 1.1 The Roc Curve............................................3 1.2 The Area under the ROC Curve (AUROC).....................4 1.3 Tests for Equivalence or Non-inferiority.................6 Chapter 2 Literature Review..................................7 2.1 Non-parametric Method....................................7 2.1.1 Analysis of Areas under Correlated ROC curves..........7 2.1.2 Hypotheses Testing for Two AUROCs.....................10 2.2 Method Based on MLE.....................................11 2.3 Method Based on Moment Estimation.......................14 2.3.1 Analysis of Areas under Correlated ROC curves.........14 2.3.2 Hypotheses Testing for Two AUROCs.....................15 Chapter 3 Proposed Methods..................................17 3.1 Method Based on the Standardized Difference.............17 3.1.1 Analysis of Areas under Correlated ROC curves.........17 3.1.2 Hypotheses Testing....................................20 3.2 Method Based on the Improved Concordance Correlation Coefficient.................................................22 3.3 Bootstrap Method........................................24 3.3.1 The Method Based on the Moment Estimation.............24 3.3.2 The Method Based on the standardized Difference.......26 3.3.3 The Method Based on the ICCC..........................28 Chapter 4 Simulation Study..................................31 4.1 Simulation Process and Parameter Combinations...........31 4.2 Simulation Results......................................37 Chapter 5 Example...........................................41 Chapter 6 Conclusion........................................48 Reference...................................................49 Appendix A..................................................52 Appendix B..................................................57 Appendix C..................................................60

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