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題名 再發事件資料之無母數分析
作者 黃惠芬
貢獻者 陳麗霞
黃惠芬
關鍵詞 再發事件
平均累積函數
發生率函數
核函數
靴環法
排列檢定
變異數分析比較法
Lawless-Nadeau檢定
類似 Hoetelling`s T square
recurrent events
mean cumulative function
rate function
bootstrap
permutation test
analysis-of-variance comparison
Lawless-Nadeau test
statistic like Hoetelling`s T square
kernel estimation
日期 2006
上傳時間 2009-09-14
摘要 再發事件資料常見於醫學、工業、財經、社會等等領域中,對再發資料分析研究時,我們往往無法確知再發事件發生的時間或是發生次數的分配。因此,本論文探討的是分析再發事件的無母數方法,包括Nelson提出的平均累積函數(mean cumulative function)估計量,及Wang、Chiang與Huang介紹的發生率(occurrence rate)之核函數(kernel function)估計量。
      就平均累積函數估計量來說,藉由Nelson導出的變異數及自然(naive)變異數,可分別求得平均累積函數的區間估計。本文利用靴環法(bootstrap)計算出平均累積函數在不同時點的變異數,再與Nelson變異數及自然變異數比較,結果顯示Nelson變異數與靴環法算出的變異數較接近。因此,應依據Nelson變異數建構出事件發生累積次數之漸近信賴區間。
      本論文亦介紹了兩個或多個母體的平均累積函數的比較方法,包含固定時點之比較與整條曲線之比較。在固定時點之下,比較方法分別為平均累積函數成對差異之漸近信賴區間及靴環信賴區間、變異數分析比較法,與排列檢定法;而整條曲線比較方法包含:類似 統計量、Lawless-Nadeau檢定。這些方法應用在本論文所採之實證資料時,所得到的檢定結論是一致的。
Recurrent event data arise in many fields, such as medicine, industry, economics, social sciences and so on. When studying recurrent event data, we usually don’t know the exact joint or marginal distributions of the occurrence times or the number of events over time. So, in this article we talk about some nonparametric methods, such as the mean cumulative function (MCF) discussed by Nelson, and kernel estimation of the rate function introduced by Wang, Chiang and Huang.
      As to the estimator of MCF, we can compute the confidence interval by Nelson’s variance and naive variance. We use bootstrap method to compare the performance of Nelson variance of the estimated MCF and naive variance of the estimated MCF. The results show that Nelson variance is better than naive variance, so we should construct the confidence limits for the MCF by Nelson’s variance except when only grouped data are available.
      We also introduce methods for comparing MCFs, including pointwise comparison of MCFs and comparison of entire MCFs. Methods for pointwise comparing MCFs include approximate confidence limits for difference between two MCFs, analysis-of-variance comparison, permutation test, and bootstrap’s confidence limits for difference between two MCFs. Methods for comparing entire MCFs include a statistic like Hoetelling’s , and Lawless-Nadeau test. Finally, all approaches are employed to analyze a real data, and the conclusions concordance with each other.
參考文獻 Aalen, O. O. (1978). Nonparametric inference for a family of counting processes, Annals of Mathematical Statistics, 6, 701-726.
Andersen, K. Borgan, O. Gill, R. D. Keiding, N. (1993). Statistical Models Based On Counting Processes, Springer-Verlag, New York.
Andrews, D. F. and Herzberg, A. M. (1985). A Collection of Problems from Many fields for The Student and Research Worker. Springer-Verlag, New York.
Ascher, H. and Feingold, H. (1984). Repairable Systems Reliability, Marcel Dekker, New York.
Bartoszyński, R., Brown, B. W., McBride, C. M. and Thompson, J. R. (1981). Some nonparametric techniques for estimating the intensity function of a cancer related nonstationary Poisson process. Annals of Statistics, 9 , 1050-1060.
Davis, D. J. (1952). An analysis of some failure data. Journal of The American Statistical Association, 47, 113-150.
Davison, A. C. and Hinkley, D. V. (1997). Bootstrap Methods and Their Application. Cambridge, UK.
Efron, B. (1979). Boostrap methods: another look at the jackknife. Annals of Statistics, 7, 1-26.
Engelhardt, M. (1995). Models and analyses for the reliability of a single repairable system. Recent Advances in Life-Testing and Reliability, CRC Press, Boca Raton, FL, 79-106.
Fleming, T. R. and Harrington, D. P. (1991). Counting Processes and Survival Analysis, John Wiley, New York.
Lancaster, T., Intrator, O. (1998). Panel Data With Survival: Hospitalization of HIV Patients. Journal of The American Statistical Association, 93, 46-53.
Lawless, J. F. (1987). Regression methods for poisson process data. Journal of The American Statistical Association, 82,808-815.
Lawless, J. F. and Nadeau C. (1995). Some simple Robust Methods for the analysis of recurrent events. Technometrics, 37,158-167.
Lin, D. Y., Wei, L. J. and Ying, Z. (2000). Semiparametric regression for the mean and rate functions of recurrent events. Journal of the Royal Statistical Society, Series B 62, 711-730.
Morrison, D. F. (1990). Multivariate Statistical Methods. Duxbury Advanced Series.
Nelson, W. (1988). Graphical analysis of system repair data, Journal of Quality Technology, 20, 24-35.
Nelson, W. (1995). Confidence limits for recurrence data: Applied to cost or number of repairs. Technometrics, 37,147-157.
Nelson, W.B. (2003). Recurrent events data analysis for product repairs, disease recurrences, and other applications. ASA-SIAM Series on Statistics and Applied Probability 10.
Pepe, M. S. and Cai, J. (1993). Some graphical displays and marginal regression analysis for recurrent failure times and time dependent covariates. Journal of the American Statistical Association. 88, 811-820.
Phillips, M. J. (2000). Bootstrap confidence regions for the expected ROCOF of a repairable system. IEEE Transactions on Reliability, 49,204-208.
Rigdon, S. E. and Basu, A. P. (2000). Statistical Methods for the Reliability of Repairable Systems, John Wiley, New York.
Sheather, S. J. and Jones, M. C. (1991). A reliable date-based bandwidth selection method for kernel density. Journal of the Royal Statistical Society, Series B, 53, 683-690.
Silverman, B. W. (1986). Density Estimation for Statistics and Data Analysis, Chapman and Hall, London.
Simonoff, J. S. (1996). Smoothing Methods in Statistics. Springer, New York.
Wang, M. C., Chiang, C. T. (2001). Analyzing recurrent event data with informative censorings. Journal of the American Statistical Association , 96,1057-1065.
Wang, M. C., Chiang, C. T. (2002). Non-parametric methods for recurrent event data with informative and non-informative censorings. Statistics in Medicine, 21,445-456.
Wang, M. C., Chiang, C. T. and Huang, C.Y. (2005). Kernel estimation of rate function for recurrent event data. Foundation of the Scandinavian Journal of Statistics, 32, 77-91.
Wang, M. C., Chiang, C. T., James, L. F. (2005). Random weighted bootstrap method for recurrent events with informative censoring. Lifetime Data Analysis, 11,489-509.
描述 碩士
國立政治大學
統計研究所
94354012
95
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0094354012
資料類型 thesis
dc.contributor.advisor 陳麗霞zh_TW
dc.contributor.author (Authors) 黃惠芬zh_TW
dc.creator (作者) 黃惠芬zh_TW
dc.date (日期) 2006en_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 (Other Identifiers) G0094354012en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/30916-
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) 94354012zh_TW
dc.description (描述) 95zh_TW
dc.description.abstract (摘要) 再發事件資料常見於醫學、工業、財經、社會等等領域中,對再發資料分析研究時,我們往往無法確知再發事件發生的時間或是發生次數的分配。因此,本論文探討的是分析再發事件的無母數方法,包括Nelson提出的平均累積函數(mean cumulative function)估計量,及Wang、Chiang與Huang介紹的發生率(occurrence rate)之核函數(kernel function)估計量。
      就平均累積函數估計量來說,藉由Nelson導出的變異數及自然(naive)變異數,可分別求得平均累積函數的區間估計。本文利用靴環法(bootstrap)計算出平均累積函數在不同時點的變異數,再與Nelson變異數及自然變異數比較,結果顯示Nelson變異數與靴環法算出的變異數較接近。因此,應依據Nelson變異數建構出事件發生累積次數之漸近信賴區間。
      本論文亦介紹了兩個或多個母體的平均累積函數的比較方法,包含固定時點之比較與整條曲線之比較。在固定時點之下,比較方法分別為平均累積函數成對差異之漸近信賴區間及靴環信賴區間、變異數分析比較法,與排列檢定法;而整條曲線比較方法包含:類似 統計量、Lawless-Nadeau檢定。這些方法應用在本論文所採之實證資料時,所得到的檢定結論是一致的。
zh_TW
dc.description.abstract (摘要) Recurrent event data arise in many fields, such as medicine, industry, economics, social sciences and so on. When studying recurrent event data, we usually don’t know the exact joint or marginal distributions of the occurrence times or the number of events over time. So, in this article we talk about some nonparametric methods, such as the mean cumulative function (MCF) discussed by Nelson, and kernel estimation of the rate function introduced by Wang, Chiang and Huang.
      As to the estimator of MCF, we can compute the confidence interval by Nelson’s variance and naive variance. We use bootstrap method to compare the performance of Nelson variance of the estimated MCF and naive variance of the estimated MCF. The results show that Nelson variance is better than naive variance, so we should construct the confidence limits for the MCF by Nelson’s variance except when only grouped data are available.
      We also introduce methods for comparing MCFs, including pointwise comparison of MCFs and comparison of entire MCFs. Methods for pointwise comparing MCFs include approximate confidence limits for difference between two MCFs, analysis-of-variance comparison, permutation test, and bootstrap’s confidence limits for difference between two MCFs. Methods for comparing entire MCFs include a statistic like Hoetelling’s , and Lawless-Nadeau test. Finally, all approaches are employed to analyze a real data, and the conclusions concordance with each other.
en_US
dc.description.tableofcontents 第一章 緒論................................1
     第一節 研究動機與目的.......................1
     第二節 文獻回顧 ...........................2
     第三節 論文架構 ...........................4
     第二章 再發事件無母數估計 ...................5
     第一節 平均累積函數.........................5
     2-1-1 平均累積函數及估計......................5
     2-1-2 平均累積函數之變異數估計.................9
     第二節 發生率..............................15
     2-2-1 發生率函數及平滑估計量..................15
     2-2-2 發生率函數之變異數估計..................18
     第三節 利用靴環法估計MCF 變異數...............21
     第四節 兩組樣本之比較方法.....................25
     2-4-1 固定時點之比較方法......................25
     2-4-2 整條平均累積函數之比較方法...............26
     第三章 實證分析.............................29
     第一節 估計量之比較...........................29
     3-1-1 與MCF有關的估計量之比較.................29
     3-1-2 再發率與發生率估計結果之比較.............34
     3-1-3 MCF與CORF估計結果之比較.................38
     第二節 三組樣本之比較.........................40
     3-2-1 固定時點之比較.........................41
     3-2-2 整條平均累積函數之比較..................47
     第四章 結論.................................50
     參考文獻.....................................52
     
     
     
     圖表目錄
     圖2-1 再發事件累積次數的離散分配..........................6
     圖2-2 MCF估計值.........................................8
     圖 3-1 各時點的MCF之95%漸近Nelson與自然區間估計...........29
     圖 3-2 Nelson與自然變異數估計............................30
     圖 3-3 MCF估計量抽人靴環法的在再抽樣結果...................31
     圖 3-4 MCF估計量抽時間靴環法再抽樣結果.....................31
     圖 3-5 MCF估計量分散靴環法再抽樣結果.......................31
     圖 3-6 三種靴環法估計出MCF之比較..........................32
     圖 3-7 MCF估計量之變異數比較..............................33
     圖 3-8 四種 區間估計之比較................................34
     圖 3-9 依區間ORF核函數估計(h在整個歷程相同)............... 36
     圖 3-10 依區間ORF核函數估計(h在各時間不同) ................36
     圖 3-11 依區間ORF核函數估計與 比較(h固定) ................37
     圖 3-12 依區間ORF核函數估計與 比較(h不固定)................37
     圖 3-13 依時點之ORF估計與 比較(h不固定)....................37
     圖 3-14 依時點之ORF估計與 比較(h不固定)....................37
     圖 3-15 未修勻之ORF估計與 比較............................38
     圖 3-16 依區間修勻CORF估計結果與MCF比較(h不固定)...........39
     圖 3-17 依區間修勻CORF估計結果與MCF比較(h固定).............39
     圖 3-18 三種治療方法的估計腫瘤平均累積次數..................40
     圖 3-19 安慰劑與Thiotepa腫瘤平均累積次數差異的漸近95%信賴區間 .................................................41
     圖 3-20 維他命B6與Thiotepa腫瘤平均累積次數差異的漸近95%信賴區間 .................................................42
     表 3-1 安慰劑與Thiotepa MCF差異檢定之Q統計量...............42
     表 3-2 維他命B6與Thiotepa MCF的差異檢定之Q統計量...........43
     圖 3-21 抽人靴環法所建立安慰劑與Thiotepa腫瘤平均累積次數差異的信 賴區. ...................................................45
     圖 3-22 抽人靴環法所建立維他命B6與Thiotepa腫瘤平均累積次數差異的信賴區間 .................................................45
     圖 3-23 排列檢定估計之安慰劑與Thiotepa的腫瘤平均累積次數差異的95%信賴區間 .................................................46
     圖 3-24 排列檢定估計之維他命B6與Thiotepa的腫瘤平均累積次數差異的95%信賴區間...............................................47
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0094354012en_US
dc.subject (關鍵詞) 再發事件zh_TW
dc.subject (關鍵詞) 平均累積函數zh_TW
dc.subject (關鍵詞) 發生率函數zh_TW
dc.subject (關鍵詞) 核函數zh_TW
dc.subject (關鍵詞) 靴環法zh_TW
dc.subject (關鍵詞) 排列檢定zh_TW
dc.subject (關鍵詞) 變異數分析比較法zh_TW
dc.subject (關鍵詞) Lawless-Nadeau檢定zh_TW
dc.subject (關鍵詞) 類似 Hoetelling`s T squarezh_TW
dc.subject (關鍵詞) recurrent eventsen_US
dc.subject (關鍵詞) mean cumulative functionen_US
dc.subject (關鍵詞) rate functionen_US
dc.subject (關鍵詞) bootstrapen_US
dc.subject (關鍵詞) permutation testen_US
dc.subject (關鍵詞) analysis-of-variance comparisonen_US
dc.subject (關鍵詞) Lawless-Nadeau testen_US
dc.subject (關鍵詞) statistic like Hoetelling`s T squareen_US
dc.subject (關鍵詞) kernel estimationen_US
dc.title (題名) 再發事件資料之無母數分析zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Aalen, O. O. (1978). Nonparametric inference for a family of counting processes, Annals of Mathematical Statistics, 6, 701-726.zh_TW
dc.relation.reference (參考文獻) Andersen, K. Borgan, O. Gill, R. D. Keiding, N. (1993). Statistical Models Based On Counting Processes, Springer-Verlag, New York.zh_TW
dc.relation.reference (參考文獻) Andrews, D. F. and Herzberg, A. M. (1985). A Collection of Problems from Many fields for The Student and Research Worker. Springer-Verlag, New York.zh_TW
dc.relation.reference (參考文獻) Ascher, H. and Feingold, H. (1984). Repairable Systems Reliability, Marcel Dekker, New York.zh_TW
dc.relation.reference (參考文獻) Bartoszyński, R., Brown, B. W., McBride, C. M. and Thompson, J. R. (1981). Some nonparametric techniques for estimating the intensity function of a cancer related nonstationary Poisson process. Annals of Statistics, 9 , 1050-1060.zh_TW
dc.relation.reference (參考文獻) Davis, D. J. (1952). An analysis of some failure data. Journal of The American Statistical Association, 47, 113-150.zh_TW
dc.relation.reference (參考文獻) Davison, A. C. and Hinkley, D. V. (1997). Bootstrap Methods and Their Application. Cambridge, UK.zh_TW
dc.relation.reference (參考文獻) Efron, B. (1979). Boostrap methods: another look at the jackknife. Annals of Statistics, 7, 1-26.zh_TW
dc.relation.reference (參考文獻) Engelhardt, M. (1995). Models and analyses for the reliability of a single repairable system. Recent Advances in Life-Testing and Reliability, CRC Press, Boca Raton, FL, 79-106.zh_TW
dc.relation.reference (參考文獻) Fleming, T. R. and Harrington, D. P. (1991). Counting Processes and Survival Analysis, John Wiley, New York.zh_TW
dc.relation.reference (參考文獻) Lancaster, T., Intrator, O. (1998). Panel Data With Survival: Hospitalization of HIV Patients. Journal of The American Statistical Association, 93, 46-53.zh_TW
dc.relation.reference (參考文獻) Lawless, J. F. (1987). Regression methods for poisson process data. Journal of The American Statistical Association, 82,808-815.zh_TW
dc.relation.reference (參考文獻) Lawless, J. F. and Nadeau C. (1995). Some simple Robust Methods for the analysis of recurrent events. Technometrics, 37,158-167.zh_TW
dc.relation.reference (參考文獻) Lin, D. Y., Wei, L. J. and Ying, Z. (2000). Semiparametric regression for the mean and rate functions of recurrent events. Journal of the Royal Statistical Society, Series B 62, 711-730.zh_TW
dc.relation.reference (參考文獻) Morrison, D. F. (1990). Multivariate Statistical Methods. Duxbury Advanced Series.zh_TW
dc.relation.reference (參考文獻) Nelson, W. (1988). Graphical analysis of system repair data, Journal of Quality Technology, 20, 24-35.zh_TW
dc.relation.reference (參考文獻) Nelson, W. (1995). Confidence limits for recurrence data: Applied to cost or number of repairs. Technometrics, 37,147-157.zh_TW
dc.relation.reference (參考文獻) Nelson, W.B. (2003). Recurrent events data analysis for product repairs, disease recurrences, and other applications. ASA-SIAM Series on Statistics and Applied Probability 10.zh_TW
dc.relation.reference (參考文獻) Pepe, M. S. and Cai, J. (1993). Some graphical displays and marginal regression analysis for recurrent failure times and time dependent covariates. Journal of the American Statistical Association. 88, 811-820.zh_TW
dc.relation.reference (參考文獻) Phillips, M. J. (2000). Bootstrap confidence regions for the expected ROCOF of a repairable system. IEEE Transactions on Reliability, 49,204-208.zh_TW
dc.relation.reference (參考文獻) Rigdon, S. E. and Basu, A. P. (2000). Statistical Methods for the Reliability of Repairable Systems, John Wiley, New York.zh_TW
dc.relation.reference (參考文獻) Sheather, S. J. and Jones, M. C. (1991). A reliable date-based bandwidth selection method for kernel density. Journal of the Royal Statistical Society, Series B, 53, 683-690.zh_TW
dc.relation.reference (參考文獻) Silverman, B. W. (1986). Density Estimation for Statistics and Data Analysis, Chapman and Hall, London.zh_TW
dc.relation.reference (參考文獻) Simonoff, J. S. (1996). Smoothing Methods in Statistics. Springer, New York.zh_TW
dc.relation.reference (參考文獻) Wang, M. C., Chiang, C. T. (2001). Analyzing recurrent event data with informative censorings. Journal of the American Statistical Association , 96,1057-1065.zh_TW
dc.relation.reference (參考文獻) Wang, M. C., Chiang, C. T. (2002). Non-parametric methods for recurrent event data with informative and non-informative censorings. Statistics in Medicine, 21,445-456.zh_TW
dc.relation.reference (參考文獻) Wang, M. C., Chiang, C. T. and Huang, C.Y. (2005). Kernel estimation of rate function for recurrent event data. Foundation of the Scandinavian Journal of Statistics, 32, 77-91.zh_TW
dc.relation.reference (參考文獻) Wang, M. C., Chiang, C. T., James, L. F. (2005). Random weighted bootstrap method for recurrent events with informative censoring. Lifetime Data Analysis, 11,489-509.zh_TW