Cox比例風險模型之參數估計與比例風險檢定-比較部分概似法、二階段方法以及聯合模型法;Proportional Hazards Test and Estimation for Cox Proportional Hazards model ---- Among Partial Likelihood, Two-stage and Joint modeling approach

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/54298

Title:	Cox比例風險模型之參數估計與比例風險檢定-比較部分概似法、二階段方法以及聯合模型法;Proportional Hazards Test and Estimation for Cox Proportional Hazards model ---- Among Partial Likelihood, Two-stage and Joint modeling approach
Authors:	林宜蓁;Lin,Yi-Chen
Contributors:	統計研究所
Keywords:	長期追蹤資料;部分概似法;Cox比例風險模型;二階段模型;聯合模型;隨機效應;Partital Likelihood;Cox proportional hazards model;Joint model;Longitudinal data
Date:	2012-07-04
Issue Date:	2012-09-11 18:43:24 (UTC+8)
Publisher:	國立中央大學
Abstract:	在生物醫學的研究的過程中，有興趣的是時間相依共變量與存活時間的關聯性，而推估關聯性最常使用的是Cox比例風險迴歸模型。傳統上使用Cox(1972)的部分概似法估計參數，但前提是必須有所有研究對象的完整共變量資訊且不允許誤差。為了減少部分概似法對於有遺失值時其參數估計上的偏差，本研究分別採用二階段方法以及聯合模型(Wulfsohn，1997)來估計參數，目的是比較此三種方法之下，對於不同遺失比例其參數估計值變化情形，以及通過比例風險假設之比例，以利於不同條件之下選擇最有效之方法，模擬結果在不同的共變量軌跡之下，若無遺失比例之發生則可選擇程式效率較高之部分概似法，在有遺失比例發生但測量誤差不大時可選擇二階段方法，若有遺失比例之發生且測量誤差較高時，則需使用聯合模型來估計參數，其結果較二階段模型快速且準確。The relationship between longitudinal covariates and a failure time process can be assessed using the Cox proportional hazards model. The purpose of the study is to evaluate the performance of three approaches, the partial likelihood, two-stage partial likelihood , and joint model approaches for the Cox model when the covariate is measured in irregular times with measurements error. The results show that partial likelihood is an efficient choice when data has no missing values; two-stage model can be selected for data with small measure error. As a conclusion, joint modeling approach is the best choice in all situations.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

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