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研究生: 林子暄
Lin, Tzu-Hsuan
論文名稱: Cox比例風險模型基於疾病發生率之輔助資訊的有效估計
Efficient estimation of the Cox proportional hazard model incorporating 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: 2019
畢業學年度: 107
語文別: 中文
論文頁數: 46
中文關鍵詞: Cox比例風險模型經驗概似法疾病發生率
外文關鍵詞: Cox proportional hazard model, empirical likelihood, incidence rate.
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  • 由於疾病發生率(incidence rate)具備明確的意義和容易解釋的特質,疾病發生率已被廣泛應用於醫學研究領域中。在本論文中,針對右設限資料,在無法取得大量的資料下,如何利用外部資料所提供的疾病發生率,精準地估計出Cox比例風險模型參數的研究問題。我們提出了一種有效的估計方法,將次群疾病發生率的輔助資訊納入Cox比例風險模型的估計中。與未結合輔助資訊的傳統模型估計方法相比,本研究利用外部資訊,所提出的最大經驗概似法提高了模型參數估計量的效率。此外,模擬研究顯示,本研究提出的估計量,相較於傳統方法,有更高的效率。

    Incidence rate for a disease have been wildly used in the field of medical research because of its clear physical and simple clinical interpretation. In this thesis, we propose an efficient estimation to incorporate with the auxiliary subgroup information of incidence rate information into the estimation of the Cox proportional hazard model. Comparing to the conventional models without incorporation of the available auxiliary information, utilizing the external information shows that the proposed method improves efficiency for the estimation of the regression parameters based on the maximum empirical likelihood method. In addition, simulation studies demonstrate that the proposed method gain in efficiency over the conventional approach.

    目錄 第一章 緒論 1 1.1 研究背景 1 1.2 研究目的和論文架構 3 第二章 文獻探討 5 2.1 符號定義 5 2.2 結合t時間點存活率的Cox比例風險模型估計方程式 6 第三章 統計方法 10 3.1 輔助資訊 10 3.2 估計方程式 12 3.3 解估計方程式 15 第四章 統計模擬 16 4.1 模擬資料 16 4.1.1 存活時間的生成 17 4.1.2 設限比例 17 4.2 模擬結果 19 第五章 結論與建議 30 5.1 結論 30 5.2 研究限制與未來研究方向 31 參考文獻 32

    [1] Bender, R., Augustin, T., and Blettner, M. (2005). Generating survival times to simulate Cox proportional hazards models. Statistics in Medicine, 24(11), 1713-1723.

    [2] Cox, D. (1972). Regression Models and Life-Tables. Journal of the Royal Statistical Society. Series B (Methodological), 34(2), 187-220.

    [3] Cox, D. (1975). Partial likelihood. Biometrika, 62(2), 269-276.

    [4] Huang, C. Y., Qin, J., and Tsai, H. T. (2016). Efficient Estimation of the Cox Model with Auxiliary Subgroup Survival Information. Journal of the American Statistical Association, 111, 787-799.

    [5] He, J., Li, H., Zhang, S., and Duan, X. G. (2019). Additive hazards model with auxiliary subgroup survival information. Lifetime Data Anal, 25, 128-149.

    [6] White, I., R. (2010) simsum: Analyses of simulation studies including Monte Carlo error. The Stata Journal, 10(3), 369-385.

    [7] Liao, C. C., Shih, C. C., Yeh, C. C., Chang, Y. C., Hu, C. J., Lin, J. G., and Chen, T. L. (2015). Impact of Diabetes on Stroke Risk and Outcomes: Two Nationwide Retrospective Cohort Studies. Medicine, 94(52), e2282.

    [8] Qin, J., and Lawless, J. (1994). Empirical Likelihood and General Estimating Equations. The Annals of Statistics, 22, 300-325.

    [9] Zhou, M. (2006), The Cox Proportional Hazards Model With Partially Known Baseline, in Random Walk, Sequential Analysis and Related Topics, eds. A. C. Hsiung, Z. Ying, and C.-H. Zhang, Singapore: World Scientific Publishing Co., 215-232.

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