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研究生: 林昆震
Lin, Kun-chen
論文名稱: 利用多變量ROC曲面下體積來評估診斷三期疾病的精確性
Statistical Evaluation of Diagnostic Accuracy in Multiple Diagnostic Markers for Three Groups
指導教授: 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: 2007
畢業學年度: 95
語文別: 英文
論文頁數: 128
中文關鍵詞: 隨機效應模型無母數估計診斷精確性多變量ROC曲面下體積
外文關鍵詞: nonparametric estimation, the volume under multivariate ROC surface, diagnostic accuracy, the random effect model
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  • 醫學上常利用幾個診斷方法一起來查出診斷疾病,但當疾病分類不是只分成有病和無病,而是分成三群時,本文研究如何估計此種診斷精確性的問題。本文利用多變量ROC曲面下體積來衡量三群下診斷的精確性,並推導出無母數方法的診斷精確性估計量和其變異數。由於在多變量常態分配下,有太多參數的問題,所以假設隨機效應模型以濃縮參數,並基於該模型推導出診斷精確性的估計量和其變異數。並利用模擬研究比較無母數方法和模型假設下兩估計量的均方誤,利用拔靴法計算拔靴信賴區間和診斷精確性的涵蓋機率。模擬結果顯示為模型假設下的均方誤會小於無母數估計的均方誤。最後,應用一個實例來說明此方法。

    This paper studies the problem of estimating the diagnostic accuracy when several diagnostic markers are used to detect a disease. The volume under multivariate ROC surface is used to measure the diagnostic accuracy for three groups. A nonparametric estimator of the diagnostic accuracy and its variances will be proposed. Because there are many parameters under the assumption of multivariate normal distribution, a model-based estimate of the diagnostic accuracy and its variance will be derived based on the random effect model. The model-based estimate is compared with the nonparametric estimator by the mean square error. The approximated confidence intervals are derived and evaluated by the nominal coverage probability based on a simulation study. The simulation results show that the mean square error of the model-based estimator is smaller than that of the nonparametric estimator. Finally, the proposed methodology is applied to a real data for example.

    Contents Chapter 1 Introduction 1 Chapter 2 Literature Review 3 2.1 The Area under the ROC curve (AUROC)……………………………3 2.2 The Area under Multivariate ROC Curve (AUMROC)………………4 2.2.1 Model-based estimation 2.2.2 Non-parametric estimation 2.3 The Volume under the ROC Surface (VUROC)………………………9 2.4 The Relation among the VUROC, Discriminate Analysis, and Multi-logit regression Analysis…………………………………11 Chapter 3 Proposed Methods 13 3.1 The statistical properties of VUMROC……………………………14 3.2 Model-based estimation………………………………………………22 3.3 Nonparametric estimation……………………………………………28 3.4 The bootstrap method…………………………………………………31 Chapter 4 Example 33 Chapter 5 Simulation and Results 36 5.1 Simulation procedure…………………….…………………………36 5.2 Simulation results ….…………………………………………… 37 Chapter 6 Discussion 40 Reference Appendix

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