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研究生: 林冠廷
Kuan-Ting Lin
論文名稱: 對於右設限存活模型預測精準度的估計
Estimation for Right-Censored Survival Model based Predictive Accuracy
指導教授: 曾議寬
Yi-Kuan Tseng
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
論文出版年: 2019
畢業學年度: 107
語文別: 中文
論文頁數: 110
中文關鍵詞: 加速失敗模型比例風險模型聯合模型預測精準度時間 相依接受者作業特徵曲線下面積
外文關鍵詞: AFT model, Cox model, joint model, prediction accuracy, time-dependent AUC
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  • 在本論文中,主要透過先前研究所發展出的一種預測精準度指標concordance來作為衡量疾病預測能力的標準,它是藉由研究中提出應用在固定共變數下的時間相依敏感度與特異度所導出並使用Cox模型描述共變數與存活時間的關係。然而使用Cox模型需要資料符合比例風險假設,若不符合假設我們可以利用其他模型像是加速失敗(AFT)模型來替代。接著,本研究更進一步將其推廣到具有長期追蹤的生物指標上。我們藉由後續的模擬章節來評估本篇論文所推廣的程式其結果表現,以及根據三筆實際的資料來展示出推廣後的成果。


    In this thesis, we used a concordance index as a measure of disease prediction ability which was derived from time-dependent sensitivity and specificity with fixed covariates. In addition, the concordance was utilized the Cox proportional hazards model to describe the relationship between covariates and survival time via previous studies. Since proportional hazard assumption may fail in some cases, we may replace the Cox model by alternative model such as the accelerated failure time (AFT) model. Moreover, we further extended the procedures to data with longitudinal biomarkers. We evaluated the performance of the extended methodology via simulations and demonstrated the usefulness of our procedures through three real data.

    摘要i Abstract ii 致謝iii 目錄v 圖目錄viii 表目錄ix 1 第一章緒論1 1.1 ROC curve 介紹. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 ROC 曲線推廣. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.3 時間相依ROC 曲線分析之比較. . . . . . . . . . . . . . . . . . . . . . 10 2 第二章模型介紹13 2.1 時間獨立共變數存活模型. . . . . . . . . . . . . . . . . . . . . . . . . . 14 2.1.1 Cox 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 2.1.2 AFT 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.2 時間相依共變數存活模型. . . . . . . . . . . . . . . . . . . . . . . . . . 19 v 2.2.1 聯合模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 2.2.2 Cox 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.2.3 AFT 迴歸模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 3 第三章R 套件risksetROC 的延伸24 3.1 程式函數- CoxWeights . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 3.2 程式函數- risksetAUC . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 3.3 對於時間相依共變數之應用. . . . . . . . . . . . . . . . . . . . . . . . . . 29 4 第四章模擬研究31 4.1 時間獨立共變數. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 4.1.1 Weibull PH 模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 4.1.2 Weibull AFT 模型. . . . . . . . . . . . . . . . . . . . . . . . . . . 35 4.1.3 Lognormal PH 模型. . . . . . . . . . . . . . . . . . . . . . . . . . 38 4.1.4 Lognormal AFT 模型. . . . . . . . . . . . . . . . . . . . . . . . . 41 4.1.5 Loglogistic PH 模型. . . . . . . . . . . . . . . . . . . . . . . . . . 44 4.1.6 Loglogistic AFT 模型. . . . . . . . . . . . . . . . . . . . . . . . . 47 4.2 時間相依共變數. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 4.2.1 PH 模型之下不同補值方法之比較. . . . . . . . . . . . . . . . . . 50 4.2.2 AFT 模型之下不同補值方法之比較. . . . . . . . . . . . . . . . . 53 5 第五章實例分析55 5.1 時間獨立共變數. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 5.1.1 燒傷患者葡萄球菌感染. . . . . . . . . . . . . . . . . . . . . . . . 55 5.1.2 男性喉癌資料. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 5.2 時間相依共變數. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60 vi 6 第六章結論62 參考文獻63 附錄67 A.1 I/D 定義下之AUC 與concordance 推導. . . . . . . . . . . . . . . . . . . 67 A.2 Weibull PH 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 A.3 Weibull AFT 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 A.4 Lognormal PH 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . . 71 A.5 Lognormal AFT 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . 73 A.6 Loglogistic PH 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . . 75 A.7 Loglogistic AFT 模型之推導. . . . . . . . . . . . . . . . . . . . . . . . . . 77 A.8 對於時間相依共變數下PH 模型之推導. . . . . . . . . . . . . . . . . . . . 79 A.9 對於時間相依共變數下AFT 模型之推導. . . . . . . . . . . . . . . . . . . 80 A.10 第3.1節之R 程式. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81 A.11 第3.2節之R 程式. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 A.12 第3.3節之R 程式. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90

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