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題名 空間相關存活資料之貝氏半參數比例勝算模式
Bayesian semiparametric proportional odds models for spatially correlated survival data
作者 張凱嵐
Chang, Kai lan
貢獻者 陳麗霞
張凱嵐
Chang, Kai lan
關鍵詞 空間聚集
比例勝算模型
貝氏階層模型
混合Polya樹
馬可夫鏈蒙地卡羅模擬
多變量條件自回歸模型
條件預測指標
平均對數擬邊際概似函數值
離差訊息準則
spatial clusters
proportional odds
Bayesian hierarchical model
mixture of Polya trees
Markov Chain Monte Carlo (MCMC)
multivariate conditionally autoregressive (MCAR)
average log-marginal pseudo-likelihood (ALMPL)
conditional predictive ordinate (CPO)
deviance information criterion (DIC)
日期 2008
上傳時間 2009-09-14
摘要 近來地理資訊系統(GIS)之資料庫受到不同領域的統計學家廣泛的研究,以期建立及分析可描述空間聚集效應及變異之模型,而描述空間相關存活資料之統計模式為公共衛生及流行病學上新興的研究議題。本文擬建立多維度半參數的貝氏階層模型,並結合空間及非空間隨機效應以描述存活資料中的空間變異。此模式將利用多變量條件自回歸(MCAR)模型以檢驗在不同地理區域中是否存有空間聚集效應。而基準風險函數之生成為分析貝氏半參數階層模型的重要步驟,本研究將利用混合Polya樹之方式生成基準風險函數。美國國家癌症研究院之「流行病監測及最終結果」(Surveillance Epidemiology and End Results, SEER)資料庫為目前美國最完整的癌症病人長期追蹤資料,包含癌症病人存活狀況、多重癌症史、居住地區及其他分析所需之個人資料。本文將自此資料庫擷取美國愛荷華州之癌症病人資料為例作實證分析,並以貝氏統計分析中常用之模型比較標準如條件預測指標(CPO)、平均對數擬邊際概似函數值(ALMPL)、離差訊息準則(DIC)分別測試其可靠度。
The databases of Geographic Information System (GIS) have gained attention among different fields of statisticians to develop and analyze models which account for spatial clustering and variation. There is an emerging interest in modeling spatially correlated survival data in public health and epidemiologic studies. In this article, we develop Bayesian multivariate semiparametric hierarchical models to incorporate both spatially correlated and uncorrelated frailties to answer the question of spatial variation in the survival patterns, and we use multivariate conditionally autoregressive (MCAR) model to detect that whether there exists the spatial cluster across different areas. The baseline hazard function will be modeled semiparametrically using mixtures of finite Polya trees. The SEER (Surveillance Epidemiology and End Results) database from the National Cancer Institute (NCI) provides comprehensive cancer data about patient’s survival time, regional information, and others demographic information. We implement our Bayesian hierarchical spatial models on Iowa cancer data extracted from SEER database. We illustrate how to compute the conditional predictive ordinate (CPO), the average log-marginal pseudo-likelihood (ALMPL), and deviance information criterion (DIC), which are Bayesian criterions for model checking and comparison among competing models.
參考文獻 Aslanidou, H., Dey, D.K. and Sinha, D. (1998). Bayesian analysis of multivariate survival data using Monte Carlo methods. Canadian Journal of Statistics, 26, 33-48.
Banerjee, S, Carlin, B.P. and Gelfand, A.E. (2004). Hierarchical Modeling and Analysis for Spatial Data. Boca Raton: Chapman and Hall/CRC.
Banerjee, S., Wall, M. and Carlin, B.P. (2003). Frailty modelling for spatially correlated survival data with application to infant mortality in Minnesota. Biostatistics, 4, 123–142.
Banerjee, S. and Dey, D.K. (2005). Semiparametric proportional odds model for spatially correlated survival data. Lifetime Data Analysis, 11, 175–191.
Besag, J. (1974). Spatial Interaction and the Statistical Analysis of Lattice Systems (with Discussion). Journal of the Royal Statistical Society, Ser. B, 36, 192–236.
Bennett, S. (1983). Analysis of survival data by the proportional odds model. Statistics in Medicine, 2, 273–277.
Brook, D. (1964). On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems. Biometrika, 51(3-4), 481-483
Carlin, B.P. and Banerjee, S. (2003). Hierarchical multivariate car models for spatio-temporally correlated survival data. Bayesian Statistics, 7, 45–64.
Celeux, G., Forbes, F., Robert, C.P. and Titterington, D.M. (2006). Deviance information criteria for missing data models (with discussion). Bayesian Analysis, 1, 651–706.
Clayton, D. G. (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65,141–151.
Cox, D.R. (1972). Regression models with life tables. Journal of the Royal Statistical Society, 34, 187–220.
Diva, U.A., Banerjee, S. and Dey, D.K. (2007). Modeling spatially correlated survival data for individuals with multiple cancers. Statistical Modeling, 7(2), 1–23.
Diva, U.A., Dey, D.K. and Banerjee, S. (2008). Parametric models for spatially correlated survival data for individuals with multiple cancers. Statistics in Medicine, 27, 2127–2144.
Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Annals of Statistics, 1, 209–230.
Gelfand, A.E. and Vounatsou, P. (2002). Proper multivariate conditional autoregressive models for spatial data analysis. Biostatistics, 4, 11–25.
Gilks, W.R. and Wild, P. (1992). Adaptive Rejection Sampling for Gibbs Sampling. Applied Statistics, 41(2), 337-348
Geisser, S. and Eddy, W.F. (1979). A predictive approach to model selection. Journal of the American Statistical Association, 74, 153-160.
Hammersley, J.M. and Clifford, P. (1971). Markov fields on finite graphs and lattices. Unpublished.
Kelderman, H. (1984). Loglinear Rasch model tests. Psychometrika, 49, 223–45.
Kraft, C.H. (1964). A Class of Distribution Function Processes Which Have Derivatives. Journal of Applied Probability, 1, 385-388
Han, C. and Carlin, B.P. (2001). Markov chain Monte Carlo methods for computing Bayes factors: a comparative review. Journal of the American Statistical Association, 96, 1122-1132.
Hanson, T. and Johnson, W.O. (2002). Modeling regression error with a mixture of Polya trees. Journal of the American Statistical Association, 97, 1020–1033.
Hanson, T. (2006). Inference for mixtures of finite Polya tree models. Journal of the American Statistical Association, 101, 1548-1565.
Hanson, T. and Yang, M. (2007). Bayesian semiparametric proportional odds models. Biometrics, 63, 88-95.
Heinävaara, S. (2003). Modelling survival of patients with multiple cancers. Ph.D. Thesis, University of Helsinki, Statistical Research Reports, No. 18. The Finnish Statistical Society.
Held, L. and Best, N.G. (2001). A shared component model for detecting joint and selective clustering of two diseases. Journal of the Royal Statistical Society, Series A, 164, 73–85.
Held, L., Natario, I., Fenton, S., Rue, H. and Becker, N. (2005). Towards joint disease mapping. Statistical Methods in Medical Research, 14, 61–82.
Ibrahim, J.G., Chen, M.H. and Sinha, D. (2001). Bayesian Survival Analysis, New York: Springer-Verlag.
Jin, X. and Carlin, B.P. (2005). Multivariate parametric spatio-temporal models for county level breast cancer survival data. Lifetime Data Analysis, 11, 5-27.
Jin, X., Carlin, B.P. and Banerjee, S. (2005). Generalized hierarchical multivariate car models for areal data. Biometrics, 61, 950–961.
Lam, K. F., Lee, Y. W., and Leung, T. L. (2002). Modeling multivariate survival data by a semiparametric random effects proportional odds model. Biometrics, 58, 316–323.
Lavine, M. (1992). Some aspects of Polya tree distributions for statistical modeling. Annals of Statistics, 20, 1222–1235.
Lichstein, J.W., Simons, T.R., Shriner, S.A. and Franzreb. K.E. (2002). Spatial autocorrelation and autoregressive models in ecology. Ecological Monographs, 72(3), 445–463.
Mallick, B.K. and Walker, S.G. (2003). A Bayesian semiparametric transformation model incorporating frailties. Journal of Statistical Planning and Inference, 112, 159-174.
Mardia, K. V. (1988). Multi-Dimensional Multivariate Gaussian Markov Random Fields with Application to Image Processing. Journal of Multivariate Analysis, 24, 265–284.
Murphy, S. A., Rossini, A. J., and van der Vaart, A. W. (1997). Maximum likelihood estimation in the proportional odds model. Journal of the American Statistical Association, 92, 968–976.
National Cancer Institute (NCI). Cancer Facts: Cancer Clusters, Fact Sheet. http://cancertrials.nci.nih.gov/images/Documents/
Ries, L.A.G., Eisner, M.P., Kosary, C.L., Hankey, B.F., Miller, B.A., Clegg, L., Mariotto, A., Feuer, E.J. and Edwards, B.K. (eds). SEER Cancer Statistics Review, 1975–2002, National Cancer Institute, Bethesda, MD. Available from: http://seer.cancer.gov/csr/1975 2002/, based on November 2004 SEER data submission, posted to the SEER Web site 2005
Sahu, S. K., Dey, D. K., Aslanidou, H., and Sinha, D. (1997). A Weibull regression model with gamma frailties for multivariate survival data. Lifetime Data Analysis, 3, 123–137.
Sinha, D. and Dey, D. K. (1997). Semiparametric Bayesian analysis of survival data. Journal of the American Statistical Association, 92, 1195–1212.
Spiegelhalter, D.J., Best, N., Carlin, B.P., and van der Linde, (2002). A. Bayesian measures of model complexity and fit (with discussion). Journal of the Royal Statistical Society, Series B, 64, 583-639.
Sun, D., Tsutakawa, R.K., Kim, H., and Zhuoqiong, H. (2000). Spatio-temporal interaction with disease mapping. Statistics in Medicine, 19, 2015-2035.
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Walker, S.G. and Mallick, B.K. (1997). Hierarchical generalized linear models and frailty models with Bayesian nonparametric mixing. Journal of the Royal Statistical Society, Series B, 59, 845-860.
Walker, S.G. and Mallick, B.K. (1999). Semiparametric accelerated life time model. Biometrics, 55, 477-483.
Yang, S. and Prentice, R.L. (1999). Semiparametric inference in the proportional odds regression model. Journal of the American Statistical Association, 94, 125–136.
Zhao, L., Hanson, T., and Carlin, B.P. (2009). Mixtures of Polya trees for flexible spatial frailty survival modeling. Biometrika, 96(2), 263–276
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描述 碩士
國立政治大學
統計研究所
95354013
97
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0095354013
資料類型 thesis
dc.contributor.advisor 陳麗霞zh_TW
dc.contributor.author (作者) 張凱嵐zh_TW
dc.contributor.author (作者) Chang, Kai lanen_US
dc.creator (作者) 張凱嵐zh_TW
dc.creator (作者) Chang, Kai lanen_US
dc.date (日期) 2008en_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) G0095354013en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/30922-
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) 95354013zh_TW
dc.description (描述) 97zh_TW
dc.description.abstract (摘要) 近來地理資訊系統(GIS)之資料庫受到不同領域的統計學家廣泛的研究,以期建立及分析可描述空間聚集效應及變異之模型,而描述空間相關存活資料之統計模式為公共衛生及流行病學上新興的研究議題。本文擬建立多維度半參數的貝氏階層模型,並結合空間及非空間隨機效應以描述存活資料中的空間變異。此模式將利用多變量條件自回歸(MCAR)模型以檢驗在不同地理區域中是否存有空間聚集效應。而基準風險函數之生成為分析貝氏半參數階層模型的重要步驟,本研究將利用混合Polya樹之方式生成基準風險函數。美國國家癌症研究院之「流行病監測及最終結果」(Surveillance Epidemiology and End Results, SEER)資料庫為目前美國最完整的癌症病人長期追蹤資料,包含癌症病人存活狀況、多重癌症史、居住地區及其他分析所需之個人資料。本文將自此資料庫擷取美國愛荷華州之癌症病人資料為例作實證分析,並以貝氏統計分析中常用之模型比較標準如條件預測指標(CPO)、平均對數擬邊際概似函數值(ALMPL)、離差訊息準則(DIC)分別測試其可靠度。zh_TW
dc.description.abstract (摘要) The databases of Geographic Information System (GIS) have gained attention among different fields of statisticians to develop and analyze models which account for spatial clustering and variation. There is an emerging interest in modeling spatially correlated survival data in public health and epidemiologic studies. In this article, we develop Bayesian multivariate semiparametric hierarchical models to incorporate both spatially correlated and uncorrelated frailties to answer the question of spatial variation in the survival patterns, and we use multivariate conditionally autoregressive (MCAR) model to detect that whether there exists the spatial cluster across different areas. The baseline hazard function will be modeled semiparametrically using mixtures of finite Polya trees. The SEER (Surveillance Epidemiology and End Results) database from the National Cancer Institute (NCI) provides comprehensive cancer data about patient’s survival time, regional information, and others demographic information. We implement our Bayesian hierarchical spatial models on Iowa cancer data extracted from SEER database. We illustrate how to compute the conditional predictive ordinate (CPO), the average log-marginal pseudo-likelihood (ALMPL), and deviance information criterion (DIC), which are Bayesian criterions for model checking and comparison among competing models.en_US
dc.description.tableofcontents 1. Introduction 1
     2 Semiparametric Spatial Models for Multiple Cancers 4
     2.1 Semiparametric proportional odds frailty models 4
     2.2 CAR and MCAR 5
     2.2.1. Univariate CAR models 5
     2.2.2. Multivariate CAR models 8
     2.3. Multivariate semiparametric proportional odds models for multiple cancers 10
     2.4. Mixture of Polya trees priors for the baseline survival function 11
     3. Numerical implementation 16
     3.1 SEER database and multiple response 16
     3.2 Models Implementation 18
     3.3 The Mixture of Polya trees prior implementation 19
     3.4 MCMC steps 20
     4. Illustration 21
     5. Summary and Future Work 34
     References 36
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0095354013en_US
dc.subject (關鍵詞) 空間聚集zh_TW
dc.subject (關鍵詞) 比例勝算模型zh_TW
dc.subject (關鍵詞) 貝氏階層模型zh_TW
dc.subject (關鍵詞) 混合Polya樹zh_TW
dc.subject (關鍵詞) 馬可夫鏈蒙地卡羅模擬zh_TW
dc.subject (關鍵詞) 多變量條件自回歸模型zh_TW
dc.subject (關鍵詞) 條件預測指標zh_TW
dc.subject (關鍵詞) 平均對數擬邊際概似函數值zh_TW
dc.subject (關鍵詞) 離差訊息準則zh_TW
dc.subject (關鍵詞) spatial clustersen_US
dc.subject (關鍵詞) proportional oddsen_US
dc.subject (關鍵詞) Bayesian hierarchical modelen_US
dc.subject (關鍵詞) mixture of Polya treesen_US
dc.subject (關鍵詞) Markov Chain Monte Carlo (MCMC)en_US
dc.subject (關鍵詞) multivariate conditionally autoregressive (MCAR)en_US
dc.subject (關鍵詞) average log-marginal pseudo-likelihood (ALMPL)en_US
dc.subject (關鍵詞) conditional predictive ordinate (CPO)en_US
dc.subject (關鍵詞) deviance information criterion (DIC)en_US
dc.title (題名) 空間相關存活資料之貝氏半參數比例勝算模式zh_TW
dc.title (題名) Bayesian semiparametric proportional odds models for spatially correlated survival dataen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Aslanidou, H., Dey, D.K. and Sinha, D. (1998). Bayesian analysis of multivariate survival data using Monte Carlo methods. Canadian Journal of Statistics, 26, 33-48.zh_TW
dc.relation.reference (參考文獻) Banerjee, S, Carlin, B.P. and Gelfand, A.E. (2004). Hierarchical Modeling and Analysis for Spatial Data. Boca Raton: Chapman and Hall/CRC.zh_TW
dc.relation.reference (參考文獻) Banerjee, S., Wall, M. and Carlin, B.P. (2003). Frailty modelling for spatially correlated survival data with application to infant mortality in Minnesota. Biostatistics, 4, 123–142.zh_TW
dc.relation.reference (參考文獻) Banerjee, S. and Dey, D.K. (2005). Semiparametric proportional odds model for spatially correlated survival data. Lifetime Data Analysis, 11, 175–191.zh_TW
dc.relation.reference (參考文獻) Besag, J. (1974). Spatial Interaction and the Statistical Analysis of Lattice Systems (with Discussion). Journal of the Royal Statistical Society, Ser. B, 36, 192–236.zh_TW
dc.relation.reference (參考文獻) Bennett, S. (1983). Analysis of survival data by the proportional odds model. Statistics in Medicine, 2, 273–277.zh_TW
dc.relation.reference (參考文獻) Brook, D. (1964). On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems. Biometrika, 51(3-4), 481-483zh_TW
dc.relation.reference (參考文獻) Carlin, B.P. and Banerjee, S. (2003). Hierarchical multivariate car models for spatio-temporally correlated survival data. Bayesian Statistics, 7, 45–64.zh_TW
dc.relation.reference (參考文獻) Celeux, G., Forbes, F., Robert, C.P. and Titterington, D.M. (2006). Deviance information criteria for missing data models (with discussion). Bayesian Analysis, 1, 651–706.zh_TW
dc.relation.reference (參考文獻) Clayton, D. G. (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65,141–151.zh_TW
dc.relation.reference (參考文獻) Cox, D.R. (1972). Regression models with life tables. Journal of the Royal Statistical Society, 34, 187–220.zh_TW
dc.relation.reference (參考文獻) Diva, U.A., Banerjee, S. and Dey, D.K. (2007). Modeling spatially correlated survival data for individuals with multiple cancers. Statistical Modeling, 7(2), 1–23.zh_TW
dc.relation.reference (參考文獻) Diva, U.A., Dey, D.K. and Banerjee, S. (2008). Parametric models for spatially correlated survival data for individuals with multiple cancers. Statistics in Medicine, 27, 2127–2144.zh_TW
dc.relation.reference (參考文獻) Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Annals of Statistics, 1, 209–230.zh_TW
dc.relation.reference (參考文獻) Gelfand, A.E. and Vounatsou, P. (2002). Proper multivariate conditional autoregressive models for spatial data analysis. Biostatistics, 4, 11–25.zh_TW
dc.relation.reference (參考文獻) Gilks, W.R. and Wild, P. (1992). Adaptive Rejection Sampling for Gibbs Sampling. Applied Statistics, 41(2), 337-348zh_TW
dc.relation.reference (參考文獻) Geisser, S. and Eddy, W.F. (1979). A predictive approach to model selection. Journal of the American Statistical Association, 74, 153-160.zh_TW
dc.relation.reference (參考文獻) Hammersley, J.M. and Clifford, P. (1971). Markov fields on finite graphs and lattices. Unpublished.zh_TW
dc.relation.reference (參考文獻) Kelderman, H. (1984). Loglinear Rasch model tests. Psychometrika, 49, 223–45.zh_TW
dc.relation.reference (參考文獻) Kraft, C.H. (1964). A Class of Distribution Function Processes Which Have Derivatives. Journal of Applied Probability, 1, 385-388zh_TW
dc.relation.reference (參考文獻) Han, C. and Carlin, B.P. (2001). Markov chain Monte Carlo methods for computing Bayes factors: a comparative review. Journal of the American Statistical Association, 96, 1122-1132.zh_TW
dc.relation.reference (參考文獻) Hanson, T. and Johnson, W.O. (2002). Modeling regression error with a mixture of Polya trees. Journal of the American Statistical Association, 97, 1020–1033.zh_TW
dc.relation.reference (參考文獻) Hanson, T. (2006). Inference for mixtures of finite Polya tree models. Journal of the American Statistical Association, 101, 1548-1565.zh_TW
dc.relation.reference (參考文獻) Hanson, T. and Yang, M. (2007). Bayesian semiparametric proportional odds models. Biometrics, 63, 88-95.zh_TW
dc.relation.reference (參考文獻) Heinävaara, S. (2003). Modelling survival of patients with multiple cancers. Ph.D. Thesis, University of Helsinki, Statistical Research Reports, No. 18. The Finnish Statistical Society.zh_TW
dc.relation.reference (參考文獻) Held, L. and Best, N.G. (2001). A shared component model for detecting joint and selective clustering of two diseases. Journal of the Royal Statistical Society, Series A, 164, 73–85.zh_TW
dc.relation.reference (參考文獻) Held, L., Natario, I., Fenton, S., Rue, H. and Becker, N. (2005). Towards joint disease mapping. Statistical Methods in Medical Research, 14, 61–82.zh_TW
dc.relation.reference (參考文獻) Ibrahim, J.G., Chen, M.H. and Sinha, D. (2001). Bayesian Survival Analysis, New York: Springer-Verlag.zh_TW
dc.relation.reference (參考文獻) Jin, X. and Carlin, B.P. (2005). Multivariate parametric spatio-temporal models for county level breast cancer survival data. Lifetime Data Analysis, 11, 5-27.zh_TW
dc.relation.reference (參考文獻) Jin, X., Carlin, B.P. and Banerjee, S. (2005). Generalized hierarchical multivariate car models for areal data. Biometrics, 61, 950–961.zh_TW
dc.relation.reference (參考文獻) Lam, K. F., Lee, Y. W., and Leung, T. L. (2002). Modeling multivariate survival data by a semiparametric random effects proportional odds model. Biometrics, 58, 316–323.zh_TW
dc.relation.reference (參考文獻) Lavine, M. (1992). Some aspects of Polya tree distributions for statistical modeling. Annals of Statistics, 20, 1222–1235.zh_TW
dc.relation.reference (參考文獻) Lichstein, J.W., Simons, T.R., Shriner, S.A. and Franzreb. K.E. (2002). Spatial autocorrelation and autoregressive models in ecology. Ecological Monographs, 72(3), 445–463.zh_TW
dc.relation.reference (參考文獻) Mallick, B.K. and Walker, S.G. (2003). A Bayesian semiparametric transformation model incorporating frailties. Journal of Statistical Planning and Inference, 112, 159-174.zh_TW
dc.relation.reference (參考文獻) Mardia, K. V. (1988). Multi-Dimensional Multivariate Gaussian Markov Random Fields with Application to Image Processing. Journal of Multivariate Analysis, 24, 265–284.zh_TW
dc.relation.reference (參考文獻) Murphy, S. A., Rossini, A. J., and van der Vaart, A. W. (1997). Maximum likelihood estimation in the proportional odds model. Journal of the American Statistical Association, 92, 968–976.zh_TW
dc.relation.reference (參考文獻) National Cancer Institute (NCI). Cancer Facts: Cancer Clusters, Fact Sheet. http://cancertrials.nci.nih.gov/images/Documents/zh_TW
dc.relation.reference (參考文獻) Ries, L.A.G., Eisner, M.P., Kosary, C.L., Hankey, B.F., Miller, B.A., Clegg, L., Mariotto, A., Feuer, E.J. and Edwards, B.K. (eds). SEER Cancer Statistics Review, 1975–2002, National Cancer Institute, Bethesda, MD. Available from: http://seer.cancer.gov/csr/1975 2002/, based on November 2004 SEER data submission, posted to the SEER Web site 2005zh_TW
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