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研究生: 黃偉傑
Huang, Wei-Jie
論文名稱: 設限與截斷資料Weibull模式之研究
A Weibull-based proportional hazards model for arbitrarily censored and truncated data
指導教授: 陳麗霞
Chen, Li-Shya
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2000
畢業學年度: 88
語文別: 中文
論文頁數: 87
中文關鍵詞: 成比例危險迴歸模式設限截斷中點估計
外文關鍵詞: Proportional hazards regression model, Censoring, Truncation, Midpoint estimation
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  • 成比例危險迴歸模式常被用於分析存活資料,Weibull模式更是其中惟一兼具加速失敗特性者。本論文將利用兩種分析方法,以研究任意設限及截斷資料的Weibull迴歸模式。第一種方法是利用最大概似估計法求算設限及截斷資料下的參數估計值(MLE),第二種方法則是對左設限及區間設限分別以所在區間之中點代入,稱其為中點估計法,再求算模式中的參數估計值(MDE)。並對此兩種估計方法進行比較。模擬結果顯示,相當地大樣本之下,最大概似估計法在許多情況均優於中點估計法;而在樣本少、危險率為平穩或接近平穩且區間設限比率約為0.5時,中點估計法是可被推薦的。而且,本論文亦提出對設限及截斷資料的Weibull模式之適合度檢驗程序。


    The proportional hazards regression model is most commonly used model for lifetime data. The Weibull model is the only parametric model which has both a proportional hazards representation and an accelerated failure-time representation. This paper studies the use of a Weibull-based proportional hazards regression model when any censored and truncated data are observed. Two alternative methods of analysis are considered. First, the maximum likelihood estimates(MLEs) of parameters are computed for the observed censoring and truncation pattern. Second, the estimates where midpoints are substituted for left- and interval-censored data(midpoint estimation, MDE)are computed. Then, MLEs are compared with MDEs. Simulation studies indicate that for relative large samples there are many instances when the MLE is superior to the MDE. For small samples where the hazard rate is flat or nearly so, and the percentage of interval-censored data is nearly half of samples, the MDE is adequate. Also, an evaluation of the adequacy of the Weibull model for any censored and truncated data is proposed.

    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    表目錄
    圖目錄
    第一章 緒論
    1.1 研究動機與目的
    1.2 文獻回顧
    1.3 研究限制及論文架構
    第二章 Weibull模式的參數估計
    2.1 簡介
    2.2 模式
    2.2.1 概似函數
    2.2.2 Weibull模式
    2.3 參數估計
    2.3.1 最大概似估計(MLE)
    2.3.2 中點估計法(MDE)
    第三章 模式適合度之圖形檢驗
    3.1 存活函數之無母數最大概似估計量
    3.1.1 介紹
    3.1.2 自行一致估計量
    3.2 殘差適合度之圖形檢驗
    第四章 模擬方法與結果
    4.1 模擬方法
    4.1.1 左截斷及設限資料之模擬
    4.1.2 數值分析方法
    4.2 模擬結果
    第五章 結論與建議
    5.1 結論
    5.2 建議
    參考文獻
    附錄
    附錄一 MLE法之S-PLUS程式
    附錄二 MDE法之S-PLUS程式

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