Cox模型中自變數有異質性測量誤差時之估計方法研究

The analysis of Cox regression model when covariates are subject to heteroscedastic measurement errors

黃揚閔(Yang-Min Huang)

指導教授 ： 黃逸輝

淡江大學/理學院/數學學系碩士班/碩士(2012年)

https://doi.org/10.6846/TKU.2012.00388

摘要

在本文中，我們探討Cox比例風險模型中自變數有異質性(heteroscedastic)測量誤差時的迴歸參數估計方法；若量測次數與存活時間相關時，那麼平均量測值的變異數會與存活時間有關，就會造成異質性測量誤差的問題。本文使用小測量誤差的估計方法，它不需在測量誤差上有分配的假設，直接以泰勒展開式來近似含有測量誤差的分數函數；除此之外，再與其它文獻所提過的估計方法一起做比較，這其中還包含新的誤差增量估計方法。最後我們利用電腦模擬在許多不同情況下各種估計方法的表現，並對結果加以討論。

關鍵字

Cox比例風險模型 ； 異質性 ； 測量誤差 ； 誤差增量

並列摘要

We consider the heteroscedastic measurement error problem in Cox regression model. The heteroscedastic measurement error can happen naturally when the number of replicates is related to the survival time or censoring time. To accommodate the effect of heteroscedastic measurement error in estimation, we consider a small measurement error assumption approach as well as the error augmentation for the conventional corrected score and conditional score. Their performances were evaluate by a simulation study.

並列關鍵字

Cox regression model ； heteroscedastic ； measurement error ； error augmentation

參考文獻

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