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題名 雙變量脆弱性韋伯迴歸模式之研究
作者 余立德
Yu, Li-Ta
貢獻者 陳麗霞
余立德
Yu, Li-Ta
關鍵詞 雙變量脆弱性
Weibull迴歸模式
對數常態分配
EM法則
bivariate frailty
Weibull regression model
log-normal distribution
EM algorithm
日期 1998
上傳時間 21-Apr-2016 09:55:08 (UTC+8)
摘要 摘要
Abstract
參考文獻 參考文獻
[1] Aalen, O. O., (1988). "Heterogeneity in Survival Analysis",
Statistics in medicine, vol. 7, p. 1121-1137.
[2] Aalen, O. O., (1992). "Modeling Heterogeneity in Survival
Analysis by the compound Poisson distribution", Ann. Appl. Prob.,
vol. 2, p. 951- 972.
[3] 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, vol. 65, p.
141-151.
[4] Clayton, D. G., and Cuzick, J., (1985). "Multivariate Associations of
The Proportional Hazards Model", Journal of the Royal Statistical
Society, Ser. A vol. 148, p. 82-108.
[5] Clayton, D. G., (1991). "A Monte Carlo Method for Binary
Inference in Frailty Models", Biometrics, vol. 47, p. 467-485.
[6] Gail, M. H., Wieand, S. and Piantados, S., (1984). "Biased
Estimates of Treatment Effect in Randomized Experiments with
Nonlinear Regression and Omitted Covariates", Biometrika, vol. 71,
p. 431-444.
[7] Gilks, W. R., Best, N. G., Tan, K. K. C., (1995). "Adaptive Rejection
Metropolis Sampling within Gibbs Sampling", Applied Statistics,
vol. 44., p.455-472.
[8] Hougaard, P., (1986). "Survival Models for Heterogeneous
Populations Derived from Stable Distributions", Bimoetrika, vol. 73,
p. 387-396.
[9] Hougaard, P., (1986). "A Class of Multivariate Failure Time
Distributions ", Bimoetrika, vol. 73, p. 671-678.
[10] Huster, W. J., Brookmeyer, R., and Self,,S. G., (1989). "Modeling
Paired Survival Data with Covariates", Biometrics, vol. 45, p. 145-
156.
[11] Klein, J. P., and Moeschberger, M. I., (1988). "Bounds on Net
Survival Probabilities for Dependent Competing Risks",
Biometrics, vol. 44 ,p. 529-538.
[12] Lancaster, T., (1990). The Econometrics Analysis of Transition Data.
CUP, Cambridge.
[13] Lindley, D. V., and Singpurwalla, N. D., (1986). "Multivariate
Distributions for the Life Lengths of Components of a System
Sharing a Common Environment", Journal of Applied Probability,
vol. 23, p. 418-431.
[14] Mcgilchrist, A., and Aisbett, C. W., (1991). "Regression with Frailty
in Survival Analysis", Biometrics, vol. 47, p. 461-466.
[15] Pickles, A., and Crouchley, R., (1995). "A Comparison of Frailty
Models for Multivariate Survival Data", Statistics in Medicine, vol.
14, p. 1447-1461.
[16] Wei, L. J., Lin, D. Y., and Weissfeld, L., (1989). "Regression
Analysis of Multivariate Incomplete Failure Time Data by
Modeling Marginal Distributions", Journal of the American
Statistical Association, vol. 84, p. 1065-1073.
[17] Wei, G. C. G., Tanner, M. A., (1990). "A Monte Carlo
Implementation of the EM algorithm and the Poor Man`s Data
Augmentation Algorithms", Journal of the American Statistical
Association, vol. 85, p. 699-704.
[18] Xue, X., (1995). Analysis of Survival Data under Heterogeneity:
Univariate and Bivariate Frailty Models. Unpublished Ph.D. Thesis,
School of Hygiene and Public Health, Johns Hopkins University.
[19] 陳麗霞, (民84). "脆弱性Weibull迴歸模式之貝氏推論".國科
會計畫, NSC-84-2415-H-004-006.
描述 碩士
國立政治大學
統計學系
86354003
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002001563
資料類型 thesis
dc.contributor.advisor 陳麗霞zh_TW
dc.contributor.author (Authors) 余立德zh_TW
dc.contributor.author (Authors) Yu, Li-Taen_US
dc.creator (作者) 余立德zh_TW
dc.creator (作者) Yu, Li-Taen_US
dc.date (日期) 1998en_US
dc.date.accessioned 21-Apr-2016 09:55:08 (UTC+8)-
dc.date.available 21-Apr-2016 09:55:08 (UTC+8)-
dc.date.issued (上傳時間) 21-Apr-2016 09:55:08 (UTC+8)-
dc.identifier (Other Identifiers) B2002001563en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/85892-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description (描述) 86354003zh_TW
dc.description.abstract (摘要) 摘要zh_TW
dc.description.abstract (摘要) Abstracten_US
dc.description.tableofcontents 目錄
第一章 緒論……………………………………… 1
1-1節 研究動機與目的………………………………1
1-2節 文獻回顧………………………………………4
1-3節 論文架構………………………………………5
第二章 雙變量存活時間之相關係數………………6
2-1節 具有雙變量脆弱性的雙變量存活模式………6
2-2節 條件存活時間為韋伯(Weibull)及指數
(exponential)分配時的相關係數………………… 7
第三章 具有雙變量脆弱性的多變量存活模式之
估計…………………………………………21
3-1節 雙變量存活資料………………………… 21
3-1-1節 對數脆弱性為部分相關的雙變量存活
資料…………………………………………21
3-1-2節 對數脆弱性為完全相關的雙變量存活
資料…………………………………………30
3-2節 多變量存活資料……………………………33
3-2-1節 對數脆弱性為部分相關的多變量存活
資料…………………………………………33
3-2-2節 對數脆弱性為完全相關的多變量存活
資料…………………………………………37
第四章 模擬與計算……………………………….…41
4-1節 蒙地卡羅EM法則(MCEM)……………………41
4-2 節 模擬研究…………………………………… 42
第五章 結論與建議……………………………… 51
參考文獻…………………………………………… 53
附錄………………………………………………… 55		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002001563en_US
dc.subject (關鍵詞) 雙變量脆弱性zh_TW
dc.subject (關鍵詞) Weibull迴歸模式zh_TW
dc.subject (關鍵詞) 對數常態分配zh_TW
dc.subject (關鍵詞) EM法則zh_TW
dc.subject (關鍵詞) bivariate frailtyen_US
dc.subject (關鍵詞) Weibull regression modelen_US
dc.subject (關鍵詞) log-normal distributionen_US
dc.subject (關鍵詞) EM algorithmen_US
dc.title (題名) 雙變量脆弱性韋伯迴歸模式之研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考文獻
[1] Aalen, O. O., (1988). "Heterogeneity in Survival Analysis",
Statistics in medicine, vol. 7, p. 1121-1137.
[2] Aalen, O. O., (1992). "Modeling Heterogeneity in Survival
Analysis by the compound Poisson distribution", Ann. Appl. Prob.,
vol. 2, p. 951- 972.
[3] 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, vol. 65, p.
141-151.
[4] Clayton, D. G., and Cuzick, J., (1985). "Multivariate Associations of
The Proportional Hazards Model", Journal of the Royal Statistical
Society, Ser. A vol. 148, p. 82-108.
[5] Clayton, D. G., (1991). "A Monte Carlo Method for Binary
Inference in Frailty Models", Biometrics, vol. 47, p. 467-485.
[6] Gail, M. H., Wieand, S. and Piantados, S., (1984). "Biased
Estimates of Treatment Effect in Randomized Experiments with
Nonlinear Regression and Omitted Covariates", Biometrika, vol. 71,
p. 431-444.
[7] Gilks, W. R., Best, N. G., Tan, K. K. C., (1995). "Adaptive Rejection
Metropolis Sampling within Gibbs Sampling", Applied Statistics,
vol. 44., p.455-472.
[8] Hougaard, P., (1986). "Survival Models for Heterogeneous
Populations Derived from Stable Distributions", Bimoetrika, vol. 73,
p. 387-396.
[9] Hougaard, P., (1986). "A Class of Multivariate Failure Time
Distributions ", Bimoetrika, vol. 73, p. 671-678.
[10] Huster, W. J., Brookmeyer, R., and Self,,S. G., (1989). "Modeling
Paired Survival Data with Covariates", Biometrics, vol. 45, p. 145-
156.
[11] Klein, J. P., and Moeschberger, M. I., (1988). "Bounds on Net
Survival Probabilities for Dependent Competing Risks",
Biometrics, vol. 44 ,p. 529-538.
[12] Lancaster, T., (1990). The Econometrics Analysis of Transition Data.
CUP, Cambridge.
[13] Lindley, D. V., and Singpurwalla, N. D., (1986). "Multivariate
Distributions for the Life Lengths of Components of a System
Sharing a Common Environment", Journal of Applied Probability,
vol. 23, p. 418-431.
[14] Mcgilchrist, A., and Aisbett, C. W., (1991). "Regression with Frailty
in Survival Analysis", Biometrics, vol. 47, p. 461-466.
[15] Pickles, A., and Crouchley, R., (1995). "A Comparison of Frailty
Models for Multivariate Survival Data", Statistics in Medicine, vol.
14, p. 1447-1461.
[16] Wei, L. J., Lin, D. Y., and Weissfeld, L., (1989). "Regression
Analysis of Multivariate Incomplete Failure Time Data by
Modeling Marginal Distributions", Journal of the American
Statistical Association, vol. 84, p. 1065-1073.
[17] Wei, G. C. G., Tanner, M. A., (1990). "A Monte Carlo
Implementation of the EM algorithm and the Poor Man`s Data
Augmentation Algorithms", Journal of the American Statistical
Association, vol. 85, p. 699-704.
[18] Xue, X., (1995). Analysis of Survival Data under Heterogeneity:
Univariate and Bivariate Frailty Models. Unpublished Ph.D. Thesis,
School of Hygiene and Public Health, Johns Hopkins University.
[19] 陳麗霞, (民84). "脆弱性Weibull迴歸模式之貝氏推論".國科
會計畫, NSC-84-2415-H-004-006.		zh_TW