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研究生: 黃晧庭
Hao-Ting Huang
論文名稱: 區間設限下半母數存活模型的布賴爾分數
Semiparametric survival model based Brier score for interval censored data
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: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 135
中文關鍵詞: 比例風險模型加速失敗模型比例勝算模型布賴爾分數區間設限
外文關鍵詞: Cox proportional hazards model, accelerated failure time model, proportional odds model, Brier score, interval-censored
相關次數: 點閱:21下載:0
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  • 校準(Calibration)為評估模型預測精確度的重要指標,若預測結果為存活時間,常見衡量模型預測校準的指標為布賴爾分數(Brier score)。在過去文獻中,布賴爾分數已應用於未設限資料和右設限資料下的參數模型或半母數存活模型,本研究在區間設限資料下將布賴爾分數推廣至三種半母數存活模型:比例風險(proportional hazards)模型、加速失敗(accelerated failure time)模型和比例勝算(proportional odds)模型,並且藉由布賴爾分數比較不同參數模型與半母數模型的預測準確度,進而選擇較適合的模型。而區間設限下半母數存活模型的參數估計是困難的,所以在比例風險模型和比例勝算模型,本文使用條件牛頓法(conditional Newton-Raphson)和迭代凸次要演算法(iterative convex minorant algorithm),而在加速失敗模型,使用最大近似伯恩斯坦估計法(Maximum approximate Bernstein likelihood estimation),來估計區間設限下半母數存活模型的迴歸參數。本文藉由模擬研究觀察區間設限下布賴爾分數在不同模型、樣本數以及區間設限長度下的表現,並將此方法應用於愛滋病資料以及乳癌資料。


    Calibration is an important indicator of the predictive accuracy of a model. If the predictive outcome is survival time, the Brier score is widely used as an indicator of calibration. In literature, the Brier score is applied to the parametric model or semiparametric survival model under the uncensored and right censored data. In our study, the Brier score is extended to three types of semiparametric survival models under interval censored: the Cox proportional hazards model, the accelerated failure time model, and the proportional odds model. Consequently, the Brier score may be used for model selection. The parameter estimation of the semiparametric survival model under interval censored is not straightforward. In this study uses the conditional Newton-Raphson method and the iterative convex minorant algorithm proposed for the Cox proportional hazards model and the proportional odds model, and applied the maximum approximate Bernstein likelihood estimation for the accelerated failure time model. The performance of Brier scores under different models, sample sizes, and lengths of interval censored are evaluated by simulation study, and the proposed method is applied to breast cancer data and HIV data.

    中文摘要 i Abstract ii 致謝 iii 目錄 iv 圖目錄 vi 表目錄 vii 第一章 緒論 1 1.1 模型預測準確度 1 1.2 布賴爾分數(Brier score) 3 1.3 右設限下的布賴爾分數 4 1.4 區間設限下的布賴爾分數 5 第二章 統計方法 10 2.1 區間設限下比例風險模型的布賴爾分數 10 2.2 區間設限下加速失敗模型的布賴爾分數 15 2.3 區間設限下比例勝算模型的布賴爾分數 19 第三章 模擬研究 22 3.1 比例風險模型下的模擬研究 23 3.2 加速失敗模型下的模擬研究 34 3.3 比例勝算模型下的模擬研究 45 第四章 資料分析 56 4.1 乳癌資料分析 56 4.2 愛滋病資料分析 61 第五章 結論與討論 66 參考文獻 68 附錄A:區間設限下半母數加速失敗模型的參數估計 71 附錄B:區間設限下存活參數模型的布賴爾分數 75 附錄C:R code :模擬研究 80 附錄D:R code :資料分析 119

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