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研究生: 張力文
Chang, Li-Wen
論文名稱: 考慮內在條件自迴歸相關下的空間Cox比例風險模型
Spatial Cox Proportional Hazards Model with Intrinsic Conditional Autoregressive (ICAR) Dependence Modeling
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: 31
中文關鍵詞: Cox比例風險模型ICAR模型空間存活資料區域資料
外文關鍵詞: Cox proportional hazards model, ICAR model, spatial survival data, areal data
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  • 糖尿病為臺灣普遍的慢性代謝疾病之一,而心血管疾病為造成糖尿病患者死亡的重要原因。由於心血管疾病的發生與空氣汙染、溫度等環境因素可能有關,因此患者的病發時間也許會因為所在的地理位置產生空間相關,這樣的資料稱為空間存活資料,本研究則針對此類型的資料作探討。為了在考慮空間相關下,建立存活時間與感興趣的解釋變數之間的關係,本研究為右設限空間存活資料提出考慮空間相關下的比例風險模型。我們的模型假設存活時間服從Cox比例風險模型 (Cox proportional hazards model,簡稱Cox模型),並對存活時間做常態轉換,再以內在條件自迴歸模型 (intrinsic conditional autoregressive model,簡稱ICAR模型) 建立常態轉換後存活時間的空間相關結構,最後利用空間半參數估計方程式 (spatial semiparametric estimating equations) 同時估計迴歸係數及空間未知參數。我們透過模擬研究來評估本研究提出的模型表現,並將此模型應用於第II型糖尿病患者的資料。

    Type 2 diabetes mellitus (T2DM) is a common chronic diseases predisposing to cardio-vascular disease (CVD), which is the principal cause of death among diabetic patients. Due to the physical environment, there is likely to be a spatial component to the time of onset of CVD. This study aims to model the factors that affect the survival time while taking the spatial correlation into account. We develop a spatial Cox model with intrinsic conditional autoregressive (ICAR) dependence for spatial survival data. The proposed model is based on Cox proportional hazards model, and the joint distribution of the transformed survival outcomes is assumed to be the multivariate normal with a spatial correlation structure which is implied by an ICAR prior. The parameters of interest, including the regression coefficients and the spatial correlation parameter, are estimated by solving spatial semi-parametric estimating equations. The paper presents a simulation study to evaluate the performance of the proposed model, and then applied the method to analyze the data of type 2 diabetic patients in Taiwan.

    目錄 摘要......i 英文延伸摘要......ii 致謝......vii 目錄......viii 表目錄......x 圖目錄......xi 第一章 緒論......1 1.1 研究背景與動機......1 1.2 研究資料......2 1.3 資料型態......3 1.4 研究目的......3 第二章 文獻回顧......5 2.1 半參數常態轉換模型及半參數估計方程式......5 2.2 空間相關結構的參數模型......9 第三章 統計方法......13 3.1 Cox比例風險模型及ICAR空間相關結構......13 3.2 估計方程式......15 第四章 模擬研究......18 4.1 模擬資料......18 4.2 Cox比例風險模型......19 第五章 資料分析......21 5.1 敘述統計......21 5.2 資料分析......24 第六章 結論......26 參考文獻......27 附錄......28 附錄A ICAR模型中在限制式下的共變異數矩陣......28 附錄B 臺灣縣市代碼對照表......30 附錄C 臺灣本島縣市的近似度矩陣......31

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