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研究生: 孫薇婷
Wei-Ting Sun
論文名稱: 時間相依AUC與預測精準度-以半母數風險迴歸模型為例
指導教授: 曾議寬
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: 2018
畢業學年度: 106
語文別: 中文
論文頁數: 85
中文關鍵詞: 接受者作業特徵曲線下面積時間相依接受者作業特徵曲線 下面積一致性指標預測Cox 風險迴歸模型加速失效模型事件型敏感度動態型特異度R square
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  • 在現今的醫學研究中,每當病人進入實驗都會記錄其共變數數值,
    例如: 存活時間、血壓、血型等,我們可將與時間相依的共變數作為
    生物指標以衡量疾病的預測能力。在傳統醫學研究上,通常會使用接
    受者作業特徵曲線(Receiver Operating Characteristic Curve,或者叫ROC 曲線) 作為衡量疾病預測能力的標準。先前的研究中亦發展了固定共變數下時間相依敏感度與特異度之 Cox 風險迴歸模型。然而
    當比例風險假設不符合時,即不適用一般的 Cox 風險迴歸模型,在此
    我們建議可使用加速失效模型(Accelerated Failure Time Model)作為替代。接著,我們進一步將其推廣到長期追蹤共變數的資料。並於模擬與實例分析中,比較傳統模型衡量指標𝑅 square與一致性指標𝐶,以評估兩者模型預測能力之表現。


    In current medical research, whenever a patient enters an experiment, they will record their covariate values, such as: survival time, blood pressure, blood type, etc.
    We can use these time-dependent covariates as biomarkers to measure and predict disease. In traditional medical research, the Receiver Operating Characteristic Curve (or called ROC curve) is often used as a measure of disease
    prediction ability. Previous studies have also developed Cox regression models with time-dependent sensitivity and specificity for fixed covariates. However, when the proportional assumption is not fit, the general Cox regression model is not applicable. Here, we suggest that an Accelerated Failure Time Model can be used as an alternative. Then, we further extended it to the longitudinal covariate data. In the simulation and example analysis, the traditional model index 𝑅 square
    and the consistency index C were compared to evaluate the performance of the prediction ability of the two models.

    目錄 第一章 緒論 1 1.1 ROC 曲線之架構…………………………………………………………...2 1.1.1 傳統敏感度與特異度…………………………………………………2 1.1.2 ROC 圖型……………………………………………………………..3 1.1.3 計算方法……………………………………………………………....3 1.2 接受者作業特徵曲線下面積(Area Under The ROC Curve;簡稱 AUC)...8 1.3 ROC 曲線的推廣……………………………………………………….....11 第二章 統計方法 14 2.1 聯合模型 (Joint Model) …………………………………………………..14 2.2 存活模型…………………………………………………………………...17 2.2.1 Cox 比例風險模型……………………………………………………..17 2.2.2 加速失效模型 (AFT Model) ………………………………………......20 2.3 模型衡量指標…………………………………………………………..….23 2.3.1 一致性指標 Concordance…………………………………………….....23 2.3.2 模型衡量指標 𝑅 2……………………………………………………...25 第三章 模擬研究 27 3.1 固定共變數…………………………………………………………..…….27 3.1.1 Weibull-Cox 模型下之模擬研究…………………………………...…..27 3.1.2 Weibull-AFT模型下之模擬研究……………………………………….31 3.1.3 Loglogistic-Cox 模型下之模擬研究…………………………………....35 3.1.4 Loglogistic-AFT 模型下之模擬研究………………………………...…39 3.1.5 Lognormal-Cox 模型下之模擬研究…………………………………....44 3.1.6 Lognormal-AFT 模型下之模擬研究…………………………………...48 3.2 模型衡量指標之模擬研究………………………………………………...53 第四章 資料分析 56 4.1 資料背景介紹與分析……………………………………………………...56 4.2 分析結果…………………………………………………………………...57 第五章 結論 65 參考文獻 67 圖目錄 圖 1…………………………………………………………………………………...6 圖 2…………………………………………………………………………………..10 圖 3…………………………………………………………………………………..30 圖 4…………………………………………………………………………………..34 圖 5…………………………………………………………………………………..38 圖 6…………………………………………………………………………………..43 圖 7………………………………………………………………………………..…47 圖 8…………………………………………………………………………………..52 圖 9……………………………………………………………………………….….59 圖 10………………………………………………………………………………....59 圖 11………………………………………………………………………………....60 圖 12………………………………………………………………………………....61 圖 13………………………………………………………………………………....61 圖 14………………………………………………………………………………....63 圖 15………………………………………………………………………………....63 表目錄 表 1………………………………………………………………………………….....5 表 2…………………………………………………………………………………….5 表 3………………………………………………………………………………...…..9 表 4……………………………………………………………………………….…..29 表 5…………………………………………………………………………….……..33 表 6…………………………………………………………………………………...37 表 7…………………………………………………………………………………...42 表 8………………………………………………………………………………..….46 表 9……………………………………………………………………………...……51 表 10………………………………………………………………………………….53 表 11……………………………………………………………………………….…54 表 12………………………………………………………………………………….55 表 13……………………………………………………………………………….....55 表 14……………………………………………………………………………….…58 表 15……………………………………………………………………………….…62

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