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題名 含存活分率之貝氏迴歸模式
作者 李涵君
貢獻者 陳麗霞
李涵君
關鍵詞 存活分率
貝氏治癒率模式
Weibull迴歸模式
對數邏輯斯迴歸模式
完全條件後驗分配
馬可夫鏈蒙地卡羅方法
Gibbs抽樣法
條件預測指標
對數擬邊際概似函數值
surviving fraction
Bayesian cure rate models
Weibull regression model
log-logistic regression model
full conditional posterior distributions
Markov chain Monte Carlo method (MCMC)
Gibbs sampling
conditional predictive ordinate (CPO)
log of pseudomarginal likelihood (LPML)
日期 2005
上傳時間 2009-09-14
摘要 當母體中有部份對象因被治癒或免疫而不會失敗時,需考慮這群對象所佔的比率,即存活分率。本文主要在探討如何以貝氏方法對含存活分率之治癒率模式進行分析,並特別針對兩種含存活分率的迴歸模式,分別是Weibull迴歸模式以及對數邏輯斯迴歸模式,導出概似函數與各參數之完全條件後驗分配及其性質。由於聯合後驗分配相當複雜,各參數之邊際後驗分配之解析形式很難表達出。所以,我們採用了馬可夫鏈蒙地卡羅方法(MCMC)中的Gibbs抽樣法及Metropolis法,模擬產生參數值,以進行貝氏分析。實證部份,我們分析了黑色素皮膚癌的資料,這是由美國Eastern Cooperative Oncology Group所進行的第三階段臨床試驗研究。有關模式選取的部份,我們先分別求出各對象在每個模式之下的條件預測指標(CPO),再據以算出各模式的對數擬邊際概似函數值(LPML),以比較各模式之適合性。
When we face the problem that part of subjects have been cured or are immune so they never fail, we need to consider the fraction of this group among the whole population, which is the so called survival fraction. This article discuss that how to analyze cure rate models containing survival fraction based on Bayesian method. Two cure rate models containing survival fraction are focused; one is based on the Weibull regression model and the other is based on the log-logistic regression model. Then, we derive likelihood functions and full conditional posterior distributions under these two models. Since joint posterior distributions are both complicated, and marginal posterior distributions don’t have closed form, we take Gibbs sampling and Metropolis sampling of Markov Monte Carlo chain method to simulate parameter values. We illustrate how to conduct Bayesian analysis by using the data from a melanoma clinical trial in the third stage conducted by Eastern Cooperative Oncology Group. To do model selection, we compute the conditional predictive ordinate (CPO) for every subject under each model, then the goodness is determined by the comparing the value of log of pseudomarginal likelihood (LPML) of each model.
參考文獻 1. Berkson, J., and Gage, R. P. (1952). Survival curve for cancer patients following treatment. Journal of the American Statistical Association, 47, 501-515.
2. Betensky, R. A., and Schoenfeld, D. A. (2001). Nonparametric estimation in a cure model with random cure times. Biometrics, 57, 282-286.
3. Chen, M.-H., Ibrahim, J. G., and Sinha, D. (1999). A new Bayesian model for survival data with a surviving fraction. Journal of the American Statistical Association, 94, 909-918.
4. Chen, M.-H., Shao, Q,-M., and Ibrahim, J. G. (2000). Monte Carlo Methods in Bayesian Computation. New York: Springer.
5. Chen, M.-H., and Ibrahim, J. G. (2002). Bayesian cure rate models for melanoma: a case-study of Eastern Cooperative Oncology Group trail E1690. Apply Statistic, 51, 135-150.
6. Cho, M., Schenker, N., Taylor, J. M. G., and Zhuang, D. (2001). Survival analysis with long-term survivors and partially observed covariates. The Canadian Journal of Statistics, 29, 421-436.
7. Diebolt, J., and Robert, C. (1994). Estimation of finite mixture distributions through Bayesian sampling. Journal of the Royal Statistical Society, 56, 363-375.
8. Ewell, M., and Ibrahim, J. G. (1997). The large sample distribution of the weighted log rank statistic under general local alternatives. Lifetime data analysis, 3, 5-12.
9. Farewell, V. T. (1982). The use of mixture models for the analysis of survival data with long-term survivors. Biometrics, 38, 1041-1046.
10. ─── (1986). Mixture models in survival analysis: Are they worth the risk? Canadian Journal of Statistics, 14, 337-348.
11. Gelfand, A. E., Dey, D. K. and Chang, H. (1992). Model determination using predictive distributions with implementation via sampling-based methods. In Bayesian Statistics 4, pp. 147-167. Oxford: Oxford University Press.
12. Gilks, W. R., and Wild, P. (1992). Adaptive rejection sampling for Gibbs sampling. Applied Statistics, 41, 337-348.
13. Goldman, A. I., (1984). Survivorship analysis when cure is a possibility: A Monte Carlo study. Statistics in Medicine, 3, 153-163.
14. Gray, R. J., and Tsiatis, A. A. (1989). A linear rank test for use when the main interest is in differences in cure rates. Biometrics, 45, 899-904.
15. Greenhouse, J. B., and Wolfe, R. A. (1984). A competing risks derivation of a mixture model for the analysis of survival. Communications in Statistics, 13, 3133-3154.
16. Halpern, J., and Brown, B. W., Jr. (1987a). Cure rate models: Power of the log rank and generalized wilcoxon tests. Statistics in Medicine. 6, 483-489.
17. ───(1987b). Designing clinical trials with arbitrary specification of survival functions and for the log rank or generalized Wilcoxon test. Controlled Clinical Trials, 8,177-189.
18. Hoggart, C. J., Griffin, J. E. (2001), A Bayesian partition model for customer attrition. Proceedings of the ISBA conference, 61-70.
19. Ibrahim, J. G., Chen, M.-H. (2000). Power prior distributions for regression models. Statistical Science, 15, 46-60.
20. Ibrahim, J. G., Chen, M.-H., and Sinha, D. (2001). Bayesian Survival Analysis. New York: Springer.
21. Kuk, A. Y. C., and Chen, C.-H. (1992). A mixture model combining logistic regression with proportional hazards regression. Biometrika, 79, 531-541.
22. Laska, E. M., and Meisner, M. J. (1992). Nonparametric estimation and testing in a cure rate model. Biometrics, 48, 1223-1234.
23. Miller, R. G. (1981). Survival analysis. New York: John Wiley.
24. Maller R., and Zhou X. (1996). Survival analysis with long-term survivors. New York: Wiley.
25. Peng, Y., and Dear, K. B. G. (2000). A nonparametric mixture model for cure rate estimation. Biometrics, 56, 237-243.
26. Seltman, H., Greenhouse, J., and Wasserman, L. (2001). Bayesian model selection: analysis of a survival model with a surviving fraction. Statistics in Medicine, 20, 1681-1691.
27. Sinha, D., and Dey, D. K. (1997). Semiparametric Bayesian methods for survival data. Journal of the American Statistical Association, 92, 1195-1212.
28. Sinha, D., Patra, K., and Dey, D. K. (2003). Modelling accelerated life test data by using a Bayesian approach. Apply Statistic, 52, 249-259.
29. Spiegelhalter, D. J., Best, N. G., Carlin, B. P., and van der Linde, A. (2002). Bayesian measures of model complexity and fit (with discussion). Journal of the Royal Statistical Society, Series B, 64, 583-639.
30. Sposto, R., Sather, H. N., and Baker, S. A. (1992). A comparison of tests of the difference in the proportion of patients who are cured. Biometrics, 48, 87-99.
31. Stangl, D. K., and Greenhouse, J. B. (1998). Assessing placebo response using Bayesian Hierarchical survival models. Lifetime Data Analysis, 4, 5-28.
32. Sy, J. P., and Taylor, J. M. G. (2000). Estimation in a Cox proportional hazards cure model. Biometrics, 56, 227-236.
33. Taylor, J. M. G. (1995). Semi-parametric estimation in failure time mixture models. Biometrics, 51, 899-907.
34. Yamaguchi, K. (1992). Accelerated failure-time regression models with a regression model of surviving fraction: an application to the analysis of “permanent employment” in Japan. Journal of the American Statistical Association, 87, 284-292.
35. Yin, G. (2005). Bayesian cure rate frailty models with application to a root canal therapy study. Biometrics, 61, 552-558.
參考網站
http://www.stat.uconn.edu/~mhchen/survbook/
描述 碩士
國立政治大學
統計研究所
93354008
94
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0093354008
資料類型 thesis
dc.contributor.advisor 陳麗霞zh_TW
dc.contributor.author (作者) 李涵君zh_TW
dc.creator (作者) 李涵君zh_TW
dc.date (日期) 2005en_US
dc.date.accessioned 2009-09-14-
dc.date.available 2009-09-14-
dc.date.issued (上傳時間) 2009-09-14-
dc.identifier (其他 識別碼) G0093354008en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/30897-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 93354008zh_TW
dc.description (描述) 94zh_TW
dc.description.abstract (摘要) 當母體中有部份對象因被治癒或免疫而不會失敗時,需考慮這群對象所佔的比率,即存活分率。本文主要在探討如何以貝氏方法對含存活分率之治癒率模式進行分析,並特別針對兩種含存活分率的迴歸模式,分別是Weibull迴歸模式以及對數邏輯斯迴歸模式,導出概似函數與各參數之完全條件後驗分配及其性質。由於聯合後驗分配相當複雜,各參數之邊際後驗分配之解析形式很難表達出。所以,我們採用了馬可夫鏈蒙地卡羅方法(MCMC)中的Gibbs抽樣法及Metropolis法,模擬產生參數值,以進行貝氏分析。實證部份,我們分析了黑色素皮膚癌的資料,這是由美國Eastern Cooperative Oncology Group所進行的第三階段臨床試驗研究。有關模式選取的部份,我們先分別求出各對象在每個模式之下的條件預測指標(CPO),再據以算出各模式的對數擬邊際概似函數值(LPML),以比較各模式之適合性。zh_TW
dc.description.abstract (摘要) When we face the problem that part of subjects have been cured or are immune so they never fail, we need to consider the fraction of this group among the whole population, which is the so called survival fraction. This article discuss that how to analyze cure rate models containing survival fraction based on Bayesian method. Two cure rate models containing survival fraction are focused; one is based on the Weibull regression model and the other is based on the log-logistic regression model. Then, we derive likelihood functions and full conditional posterior distributions under these two models. Since joint posterior distributions are both complicated, and marginal posterior distributions don’t have closed form, we take Gibbs sampling and Metropolis sampling of Markov Monte Carlo chain method to simulate parameter values. We illustrate how to conduct Bayesian analysis by using the data from a melanoma clinical trial in the third stage conducted by Eastern Cooperative Oncology Group. To do model selection, we compute the conditional predictive ordinate (CPO) for every subject under each model, then the goodness is determined by the comparing the value of log of pseudomarginal likelihood (LPML) of each model.en_US
dc.description.tableofcontents 第一章 緒論……………………………………………………………………1
     第一節 研究動機………………………………………………………………1
     第二節 研究目的………………………………………………………………1
     第三節 文獻探討………………………………………………………………2
     第四節 本文架構………………………………………………………………3
     第二章 含存活分率之迴歸模式………………………………………………4
     第一節 標準治癒率模式………………………………………………………4
     第二節 貝氏標準治癒率模式…………………………………………………6
     第2.2.1節 含存活分率之Weibull迴歸模式………………………………7
     第2.2.2節 含存活分率之對數邏輯斯迴歸模式……………………………13
     第2.2.3節 馬可夫鏈蒙地卡羅法與Gibbs抽樣法…………………………18
     第三節 含潛在危機因子數之貝氏治癒率模式………………………………20
     第三章 實證分析………………………………………………………………23
     第一節 以Weibull迴歸模式為架構的治癒率模式之實證分析……………24
     第二節 以邏輯斯迴歸模式為架構的治癒率模式之實證分析………………32
     第三節 模型的比較……………………………………………………………40
     第四章 結論與建議……………………………………………………………43
     參考文獻……………………………………………………………………………44
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0093354008en_US
dc.subject (關鍵詞) 存活分率zh_TW
dc.subject (關鍵詞) 貝氏治癒率模式zh_TW
dc.subject (關鍵詞) Weibull迴歸模式zh_TW
dc.subject (關鍵詞) 對數邏輯斯迴歸模式zh_TW
dc.subject (關鍵詞) 完全條件後驗分配zh_TW
dc.subject (關鍵詞) 馬可夫鏈蒙地卡羅方法zh_TW
dc.subject (關鍵詞) Gibbs抽樣法zh_TW
dc.subject (關鍵詞) 條件預測指標zh_TW
dc.subject (關鍵詞) 對數擬邊際概似函數值zh_TW
dc.subject (關鍵詞) surviving fractionen_US
dc.subject (關鍵詞) Bayesian cure rate modelsen_US
dc.subject (關鍵詞) Weibull regression modelen_US
dc.subject (關鍵詞) log-logistic regression modelen_US
dc.subject (關鍵詞) full conditional posterior distributionsen_US
dc.subject (關鍵詞) Markov chain Monte Carlo method (MCMC)en_US
dc.subject (關鍵詞) Gibbs samplingen_US
dc.subject (關鍵詞) conditional predictive ordinate (CPO)en_US
dc.subject (關鍵詞) log of pseudomarginal likelihood (LPML)en_US
dc.title (題名) 含存活分率之貝氏迴歸模式zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. Berkson, J., and Gage, R. P. (1952). Survival curve for cancer patients following treatment. Journal of the American Statistical Association, 47, 501-515.zh_TW
dc.relation.reference (參考文獻) 2. Betensky, R. A., and Schoenfeld, D. A. (2001). Nonparametric estimation in a cure model with random cure times. Biometrics, 57, 282-286.zh_TW
dc.relation.reference (參考文獻) 3. Chen, M.-H., Ibrahim, J. G., and Sinha, D. (1999). A new Bayesian model for survival data with a surviving fraction. Journal of the American Statistical Association, 94, 909-918.zh_TW
dc.relation.reference (參考文獻) 4. Chen, M.-H., Shao, Q,-M., and Ibrahim, J. G. (2000). Monte Carlo Methods in Bayesian Computation. New York: Springer.zh_TW
dc.relation.reference (參考文獻) 5. Chen, M.-H., and Ibrahim, J. G. (2002). Bayesian cure rate models for melanoma: a case-study of Eastern Cooperative Oncology Group trail E1690. Apply Statistic, 51, 135-150.zh_TW
dc.relation.reference (參考文獻) 6. Cho, M., Schenker, N., Taylor, J. M. G., and Zhuang, D. (2001). Survival analysis with long-term survivors and partially observed covariates. The Canadian Journal of Statistics, 29, 421-436.zh_TW
dc.relation.reference (參考文獻) 7. Diebolt, J., and Robert, C. (1994). Estimation of finite mixture distributions through Bayesian sampling. Journal of the Royal Statistical Society, 56, 363-375.zh_TW
dc.relation.reference (參考文獻) 8. Ewell, M., and Ibrahim, J. G. (1997). The large sample distribution of the weighted log rank statistic under general local alternatives. Lifetime data analysis, 3, 5-12.zh_TW
dc.relation.reference (參考文獻) 9. Farewell, V. T. (1982). The use of mixture models for the analysis of survival data with long-term survivors. Biometrics, 38, 1041-1046.zh_TW
dc.relation.reference (參考文獻) 10. ─── (1986). Mixture models in survival analysis: Are they worth the risk? Canadian Journal of Statistics, 14, 337-348.zh_TW
dc.relation.reference (參考文獻) 11. Gelfand, A. E., Dey, D. K. and Chang, H. (1992). Model determination using predictive distributions with implementation via sampling-based methods. In Bayesian Statistics 4, pp. 147-167. Oxford: Oxford University Press.zh_TW
dc.relation.reference (參考文獻) 12. Gilks, W. R., and Wild, P. (1992). Adaptive rejection sampling for Gibbs sampling. Applied Statistics, 41, 337-348.zh_TW
dc.relation.reference (參考文獻) 13. Goldman, A. I., (1984). Survivorship analysis when cure is a possibility: A Monte Carlo study. Statistics in Medicine, 3, 153-163.zh_TW
dc.relation.reference (參考文獻) 14. Gray, R. J., and Tsiatis, A. A. (1989). A linear rank test for use when the main interest is in differences in cure rates. Biometrics, 45, 899-904.zh_TW
dc.relation.reference (參考文獻) 15. Greenhouse, J. B., and Wolfe, R. A. (1984). A competing risks derivation of a mixture model for the analysis of survival. Communications in Statistics, 13, 3133-3154.zh_TW
dc.relation.reference (參考文獻) 16. Halpern, J., and Brown, B. W., Jr. (1987a). Cure rate models: Power of the log rank and generalized wilcoxon tests. Statistics in Medicine. 6, 483-489.zh_TW
dc.relation.reference (參考文獻) 17. ───(1987b). Designing clinical trials with arbitrary specification of survival functions and for the log rank or generalized Wilcoxon test. Controlled Clinical Trials, 8,177-189.zh_TW
dc.relation.reference (參考文獻) 18. Hoggart, C. J., Griffin, J. E. (2001), A Bayesian partition model for customer attrition. Proceedings of the ISBA conference, 61-70.zh_TW
dc.relation.reference (參考文獻) 19. Ibrahim, J. G., Chen, M.-H. (2000). Power prior distributions for regression models. Statistical Science, 15, 46-60.zh_TW
dc.relation.reference (參考文獻) 20. Ibrahim, J. G., Chen, M.-H., and Sinha, D. (2001). Bayesian Survival Analysis. New York: Springer.zh_TW
dc.relation.reference (參考文獻) 21. Kuk, A. Y. C., and Chen, C.-H. (1992). A mixture model combining logistic regression with proportional hazards regression. Biometrika, 79, 531-541.zh_TW
dc.relation.reference (參考文獻) 22. Laska, E. M., and Meisner, M. J. (1992). Nonparametric estimation and testing in a cure rate model. Biometrics, 48, 1223-1234.zh_TW
dc.relation.reference (參考文獻) 23. Miller, R. G. (1981). Survival analysis. New York: John Wiley.zh_TW
dc.relation.reference (參考文獻) 24. Maller R., and Zhou X. (1996). Survival analysis with long-term survivors. New York: Wiley.zh_TW
dc.relation.reference (參考文獻) 25. Peng, Y., and Dear, K. B. G. (2000). A nonparametric mixture model for cure rate estimation. Biometrics, 56, 237-243.zh_TW
dc.relation.reference (參考文獻) 26. Seltman, H., Greenhouse, J., and Wasserman, L. (2001). Bayesian model selection: analysis of a survival model with a surviving fraction. Statistics in Medicine, 20, 1681-1691.zh_TW
dc.relation.reference (參考文獻) 27. Sinha, D., and Dey, D. K. (1997). Semiparametric Bayesian methods for survival data. Journal of the American Statistical Association, 92, 1195-1212.zh_TW
dc.relation.reference (參考文獻) 28. Sinha, D., Patra, K., and Dey, D. K. (2003). Modelling accelerated life test data by using a Bayesian approach. Apply Statistic, 52, 249-259.zh_TW
dc.relation.reference (參考文獻) 29. Spiegelhalter, D. J., Best, N. G., Carlin, B. P., and van der Linde, A. (2002). Bayesian measures of model complexity and fit (with discussion). Journal of the Royal Statistical Society, Series B, 64, 583-639.zh_TW
dc.relation.reference (參考文獻) 30. Sposto, R., Sather, H. N., and Baker, S. A. (1992). A comparison of tests of the difference in the proportion of patients who are cured. Biometrics, 48, 87-99.zh_TW
dc.relation.reference (參考文獻) 31. Stangl, D. K., and Greenhouse, J. B. (1998). Assessing placebo response using Bayesian Hierarchical survival models. Lifetime Data Analysis, 4, 5-28.zh_TW
dc.relation.reference (參考文獻) 32. Sy, J. P., and Taylor, J. M. G. (2000). Estimation in a Cox proportional hazards cure model. Biometrics, 56, 227-236.zh_TW
dc.relation.reference (參考文獻) 33. Taylor, J. M. G. (1995). Semi-parametric estimation in failure time mixture models. Biometrics, 51, 899-907.zh_TW
dc.relation.reference (參考文獻) 34. Yamaguchi, K. (1992). Accelerated failure-time regression models with a regression model of surviving fraction: an application to the analysis of “permanent employment” in Japan. Journal of the American Statistical Association, 87, 284-292.zh_TW
dc.relation.reference (參考文獻) 35. Yin, G. (2005). Bayesian cure rate frailty models with application to a root canal therapy study. Biometrics, 61, 552-558.zh_TW
dc.relation.reference (參考文獻) 參考網站zh_TW
dc.relation.reference (參考文獻) http://www.stat.uconn.edu/~mhchen/survbook/zh_TW