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研究生: 李家任
Jia-ren Li
論文名稱: Cox模型與AFT模型的相互誤判對於迴歸參數影響之探討
The effect of misspecification of regression parameters between Cox and AFT model
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
畢業學年度: 99
語文別: 中文
論文頁數: 76
中文關鍵詞: Cox模型誤判模型AFT模型擴充風險模型史丹佛心臟移植資料
外文關鍵詞: Misspecified model, Cox model, AFT model, Extended hazard model, Stanford heart transplant data
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  • 在存活分析中,使用誤判模型 (misspecified model)配適存活資料時,常會影響存活模型中的參數估計值,而且與正確模型配適存活資料相比較的話,甚至會導致其共變數對風險函數的顯著性產生不同的結果,所以本篇藉由統計模擬,分別在時間獨立及時間相依的共變數存活模型下,使用Cox模型、AFT模型及擴充風險模型配適存活資料,我們所感興趣的是Cox模型與AFT模型的相互誤用是否會對共變數的迴歸參數產生影響,而我們的方法是利用擴充風險模型來做Cox模型及AFT模型誤判的研究,而主要的原因在於擴充風險模型為一個較廣義的模型,它同時包含了Cox模型及AFT模型的特性。在實例分析的部份,我們討論台灣愛滋病病患資料 (Taiwan AIDS data)以及Miller (1981)所分析的史丹佛心臟移植資料 (Stanford heart transplant data)。在這兩筆資料中,我們分別使用Cox模型及AFT模型時,觀察其共變數對於風險函數的影響程度。


    In the survival analysis, when we use the misspecified model to fit the survival data, it often affects the parameter estimates of the survival model, and this even leads to produce different results of significance from covariates on the hazard function, if we compare with the result of using the correct model to fit the survival data. Therefore, through statistical simulation under the time-independent covariate of survival model and the time-dependent covariate of survival model, we use Cox model, AFT model, and extended hazard model to fit the survival data, and we have interest in the effects of misspecification of regression parameters between Cox and AFT model. Our approach is to use extended hazard model to discuss the effect of misspecification between Cox and AFT model mainly, because the extended hazard model is a more generalized model, which includes the features of Cox model and AFT model. In the real data analysis, we analyze Stanford heart transplant data from Miller (1981), and the Taiwan AIDS data. We use Cox model and AFT model to analyzed these data, and to observe the degree of influence from the covariate on the hazard function.

    中文摘要 i 英文摘要 ii 致謝辭 iv 目錄 v 表目錄 vii 符號表 viii 第一章 緒論 1 1.1 研究動機與背景 1 1.2 本文架構 8 第二章 統計方法 10 2.1 與時間獨立共變數的存活模型下的統計方法 10 2.2 與時間相依共變數的存活模型下的統計方法 15 第三章 模擬研究 20 3.1 模擬方法 21 3.1.1 與時間獨立的共變數存活模型的存活時間推導過程 21 3.1.2 與時間相依的共變數存活模型的存活時間推導過程 24 3.1.3 Nelder-Mead方法 28 3.2 模擬結果 30 3.2.1 與時間獨立的共變數存活模型的模擬結果 31 3.2.2 與時間相依的共變數存活模型的模擬結果 36 第四章 實例分析 42 4.1 史丹佛心臟移植資料背景 42 4.2 史丹佛心臟移植資料實例研究 44 4.3 臺灣愛滋病病患資料背景 52 4.4 臺灣愛滋病病患資料實例研究 53 第五章 結論與討論 60 參考文獻 63

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