區間設限數據之比例連續比模型估計

Estimation of the Proportional Continuation Ratio Model with Interval-censored Data

林奕君(I-Chun Lin)

指導教授 ： 温啟仲

淡江大學/理學院/數學學系數學與數據科學碩士班/碩士(2020年)

https://doi.org/10.6846/TKU.2020.00389

摘要

本論文考慮了比例連續比模型下離散時間區間設限數據的最大概似估計。我們採用R軟體中“optim”和“ hessian”函數來計算最大概似估計和可觀測的費雪信息矩陣。R套件“ discSurv”和哥本哈根中風研究的右設限資料驗證了計算在右設限情形下的正確性。模擬試驗評量了在一般區間設限情形下估計的數值表現，而所提計算方法與乳腺癌研究的區間設限資料則例說了實際應用。

關鍵字

存活分析；區間設限；比例連續比模型

並列摘要

In this thesis, we consider the maximum likelihood estimation of discrete time interval censored data under the proportional continuous ratio model. We employ the ‘optim’ and ‘hessian’ routines in the R environment to compute the estimator and the observed information matrix. The correctness of the computation under right censoring setting is validated with R package ‘discSurv’ and a right censored Copenhagen Stroke example. The numerical performance of the estimator under general interval censoring setting is examined by simulations and the real application is illustrated with our proposal and an interval censored breast cancer example.

並列關鍵字

Survival analysis；Interval-censored；Proportional Continuation Ratio Model

參考文獻

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