跳到主要內容

簡易檢索 / 詳目顯示

研究生: 劉恒秀
Heng-hsiu Liu
論文名稱: 比例風險假設檢定之探討
Discussion on testing proportional hazards assumption
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: 74
中文關鍵詞: Schoenfeld殘差檢定資料驅動平滑檢定分數過程檢定
外文關鍵詞: score process test, Schoenfeld residuals test, Data-driven smooth test
相關次數: 點閱:9下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 一般而言,存活資料若通過比例風險假設 (proportional hazards assumption),Cox比例風險模型即為模型配適之最佳選擇,但如此作法是否真的能保證Cox比例風險模型為最佳配適?因此,本研究針對此一疑問,做大量的統計模擬,尋找是否有資料來自於非Cox比例風險模型,但卻可以通過比例風險假設;另一方面,以針對文獻上三種不同方法分別為Schoenfeld殘差檢定 (Schoenfeld residuals te- st)、資料驅動平滑檢定 (Data-driven smooth test) 和分數過程檢定 (score process test),比較其檢定力之差異以及未通過比例風險假設的比例是否有一定的趨勢存在,再藉由擴充風險模型做模型選擇後的結果比較三種比例風險假設的結果是否一致。我們建議在選擇模型配適資料時,不能只靠比例風險假設的方法,來選擇資料適合的模型。最後,在實例分析的部份,我們使用五筆生物醫學相關的資料來驗證上述所提及的檢定方法所產生的疑問。


    Generally speaking, if the survival data satisfy the proportional hazards, Cox pro- portional hazards model is the best choice of the model fit. However, can we guarantee that Cox proportional hazards model is the best choice under this circumstance? Therefore, focusing on this issue, we do lots of statistical simulation to look for any data deviating from the nonproportional hazards model yet satisfying the proportional hazards assumption. On the other hand, for the three different methods in the literature, namely Schoenfeld residual test, Data-driven smooth test and score process test, we compare the difference with the power of these tests and there is an obvious proportion tendency for those satisfying the proportional hazards assumption. Then through use the Extended hazard model as the more general model, we compare three proportional hazards assumptions and check if the results are consistent. When we choose models to fit the data, we can not solely depend on the three methods to select the appropriate model. Finally, we use five biomedical data sets to illustrate the issue raised.

    中文摘要 i 英文摘要 ..ii 致謝辭 ..iii 目錄 iv 表目錄 ..vi 符號表 viii 第一章 緒 論 1 第二章 統計方法 10 2.1 Schoenfeld 殘差檢定 (Schoenfeld residual test) .. .12 2.2 資料驅動平滑檢定 (Data‐driven smooth test) .. . 13 2.3 分數過程檢定 (Score process test) ..19 第三章 統計模擬 23 3.1 模擬方法 ..24 3.1.1 時間獨立共變數 .24 3.1.2 時間相依共變數 .26 3.2 模擬結果 ..29 3.2.1 時間獨立共變數 .29 3.2.2 時間相依共變數 .40 第四章 實例研究 45 4.1 舌 癌 ..45 4.2 骨髓移植 ..48 4.3 人類後天免疫缺乏病毒 51 4.4 硼中子捕獲療法 .54 4.5 咽喉癌 56 第五章 結論與討論 59 參考文獻 61

    Abrahamowicz, M., Mackenzie, T. and Esdaile, J. M. (1996).“Time-Dependent Hazard Ratio : Modeling and Hypothesis Testing with Application in Lupus Nephritis.”Journal of the American Statistical Association, 91, 1432-1439.
    Andersen, P. K., Borgan, Ø., Gill, R. D. and Keiding, N. (1993). Statistical Models Based on Counting Processes. Springer, New York.
    Andersen, P. K. and Gill, R. D. (1982).“Cox’s Regression Model for Counting Processes : A Large Sample Study.” The Annals of Statistics, 10, 1100-1120.
    Cox, D. R. (1972).“Regression Models and Life Tables (with Discussion).”Journal of
    the Royal Statistical Society, Series B, 34, 187-220.
    Cox, D. R. and Oakes, D. (1984). Analysis of Survival Data. London : Chapman and Hall.
    Etezadi-Amoli, J. and Ciampi, A. (1987).“Extended Hazard Regression for Censored Survival Data with Covariates : A Spline Approximation for The Baseline Hazard Function.”Biometrics, 43, 181-192.
    Grambsch, P. M. and Therneau, T. M. (1994).“Proportional Hazards Tests and Diagnostics Based on Weighted Residuals.”Biometrics, 81, 515-526.
    Jiang, L., Zhang, D. and Davidian, M. (2006).“Smoothing Spline-Based Score Tests for Proportional Hazards Models.” Biometrics, 62, 803-812.
    Kauermann, G. and Berger, U. (2003).“A Smooth Test in Proportional Hazard Survival Models Using Local Partial Likelihood Fitting.”Lifetime Data Analysis, 9, 373-393.
    Kraus, D. (2007a).“Data-Driven Smooth Tests of The Proportional Hazards Assumption.” Lifetime Data Analysis, 13, 1-16.
    Kraus, D. (2007b). Neyman''s Smooth Tests in Survival Analysis. PhD thesis. Charles University in Prague, Department of Statistics.
    Kraus, D. (2008).“Identifying Nonproportional Covariates in The Cox Model. Communications in Statistics. Theory Methods, 37, 617-625.
    Laird, N. M. and Ware, J. H. (1982).“Random-Effects Models for Longitudinal Data.” Biometrics, 38, 963-974.
    Ledwina, T. (1994).“Data-Driven Version of Neyman’s Smooth Test of Fit.”Journal of the American Statistical Association, 89, 1000-1005.
    Lin, D. Y., Wei, L. J. and Ying, Z. (1993).“Checking The Cox Model with Cumulative Sums of Martingale-Based Residuals.”Biometrika, 80, 3, 557-572.
    Marzec, L. and Marzec, P. (1997).“Generalized Martingale-Residual Processes for Goodness-of-Fit Inference in Cox''s Type Regression Models.” The Annals of Statistics, 25, 683-714.
    Miller, R. G. (1981). Survival Analysis. Wiley: New York.
    Pawitan, Y. and Self, S. (1993).“Modeling Disease Marker Processes in AIDS.”Journal of the American Statistical Association, 88, 719-726.
    Pena, E. A. (2003).“Classes of Fixed-Order and Adaptive Smooth Goodness-of-Fit Tests with Discrete Right-Censored Data.” In: Mathematical and Statistical Methods in Reliability (Trondheim, 2002). World Science Publishing, River Edge.
    Prentice, R. L. (1982). “Covariate Measurement Errors and Parameter Estimation in A Failure Time Regression Model.”Biometrika, 69, 331-342.
    Schoenfeld, D. (1982).“Partial Residuals for The Proportional Hazards Regression Model.” Biometrika, 69, 239-241.
    Therneau, T. M., Grambsch, P. M. and Fleming, T. R. (1990).“Martingale-Based Residuals for Survival Models.”Biometrika, 77, 147-160.
    Tsiatis, A. A., Degruttola, V. and Wulfsohn, M. S. (1995).“Modeling The Relationship of Survival to Longitudinal Data Measured With Error. Applications to Survival and CD4 Counts in Patients with AIDS.”Journal of the American Statistical Association, 90, 27-37.
    Wang, Y. and Taylor, J. M. G. (2001).“ Jointly Modeling Longitudinal and Event Time Data with Application to Acquired Immunodeficiency Syndrome.” Journal of the American Statistical Association, 96, 895-905.
    Wulfsohn, M. S. and Tsiatis, A. A. (1997).“A Joint Model for Survival and Longitudinal Data Measured with Error.”Biometrics, 53, 330-339.
    Zeng, D. and Cai, J. (2005).“Asymptotic Results for Maximum Likelihood Estimators In Joint Analysis of Repeated Measurements and Survival Time.”The Annals of Statistics, 33(5), 2132-2163.

    QR CODE
    :::