Cancer is a dangerous disease causing the most deaths in the world today and around 550,000 deaths in America per year (American Cancer Society). Larynx cancer data was recorded by Kardaun (1983). The data was collected at a Dutch hospital during 1970 – 1978. Ninety male adults with cancer of larynx were involved into the study. Each patient was divided into one of four groups depending on his or her illness condition. The data also recorded their age, lifetime, and year of entering the research. These are common factors as factors of other cancer data. The purpose of this thesis is to apply proportional hazard regression model, additive hazard regression model, censored quantiles regression model, and censored linear regression model to analyze the above larynx cancer data and find the best regression model of data by using each method. Comparison and suggestion for which method should be used in specific situation are also made. Some related topics are also mentioned so we can have resource for future study. Key words: right censoring, proportional risk model, additive risk model, quantiles regression model, linear regression model.

以貝氏方法來處理部分區分(partially-classified)或是失去部分訊息資料的類別抽樣(categorical sampling with censored data)，大部分建立在「誠實回答」(truthful reporting)以及「無價值性失去部分訊息」(non-informative censoring)的前提下。Dr.Jiang(1995)取消以上兩個限制，提出quasi-Bayes method來近似這類問題的貝氏解。另外我們也嘗試利用Gelfand and Smith(1990)針對Gibbs sampler所提出的收斂方法來估計。本文重點在比較此兩種方法的估計值準確性，並考慮先驗參數(prior)對估計精準的影響。

Comparison of two or more failure time distributions based on interval-censored data is tested by extension of log-rank test proposed by Sun (1996, 2001, 2004). Furthermore, Chang (2004) verified that the proposed test statistics are approximately chi-cquare with degrees of freedom p-1 after constants factor adjustment which can be obtained from simulations. In this paper we approach in a different way to estimate the adjustment factor of a given interval-censored data by applying the bootstrap technique to the test statistics. Simulation results indicate that the bootstrap technique performs well on those test statistics except the one proposed in 1996. By using chi-square goodness of fit test, we found that Sun's test in 1996 is significantly far from any chi-square.

Monotone function, such as growth function and cumulative distribution function, is often a study of interest in statistical literature. In this dissertation, we propose a nonparametric least-squares method for estimating monotone functions induced from stochastic processes in which the starting time of the process is subject to interval censoring. We apply this method to estimate the mean function of tumor growth with the data from either animal experiments or tumor screening programs to investigate tumor progression. In this type of application, the tumor onset time is observed within an interval. The proposed method can also be used to estimate the cumulative distribution function of the elapsed time between two related events in human immunodeficiency virus (HIV)/acquired immunodeficiency syndrome (AIDS) studies, such as HIV transmission time between two partners and AIDS incubation time from HIV infection to AIDS onset. In these applications, both the initial event and the subsequent event are only known to occur within some intervals. Such data are called doubly interval-censored data. The common property of these stochastic processes is that the starting time of the process is subject to interval censoring. A unified two-step nonparametric estimation procedure is proposed for these problems. In the first step of this method, the nonparametric maximum likelihood estimate (NPMLE) of the cumulative distribution function for the starting time of the stochastic process is estimated with the framework of interval-censored data. In the second step, a specially designed least-squares objective function is constructed with the above NPMLE plugged in and the nonparametric least-squares estimate (NPLSE) of the mean function of tumor growth or the cumulative distribution function of the elapsed time is obtained by minimizing the aforementioned objective function. The theory of modern empirical process is applied to prove the consistency of the proposed NPLSE. Simulation studies are extensively carried out to provide numerical evidence for the validity of the NPLSE. The proposed estimation method is applied to two real scientific applications. For the first application, California Partners' Study, we estimate the distribution function of HIV transmission time between two partners. In the second application, the NPLSEs of the mean functions of tumor growth are estimated for tumors with different stages at diagnosis based on the data from a cancer surveillance program, the SEER program. An ad-hoc nonparametric statistic is designed to test the difference between two monotone functions under this context. In this dissertation, we also propose a numerical algorithm, the projected Newton-Raphson algorithm, to compute the non– and semi-parametric estimate for the M-estimation problems subject to linear equality or inequality constraints. By combining the Newton-Raphson algorithm and the dual method for strictly convex quadratic programming, the projected Newton-Raphson algorithm shows the desired convergence rate. Compared to the well-known iterative convex minorant algorithm, the projected Newton-Raphson algorithm achieves much quicker convergence when computing the non- and semi-parametric maximum likelihood estimate of panel count data.

The receiver operating characteristic, or the ROC curve, is widely utilized to evaluate the diagnostic performance of a test, in other words, the accuracy of a test to discriminate normal cases from diseased cases. In the biomedical studies, we often meet with missing data, which the regular inference procedures cannot be applied to directly. In this thesis, the random hot deck imputation is used to obtain a 'complete' sample. Then empirical likelihood (EL) confidence intervals are constructed for ROC curves. The empirical log-likelihood ratio statistic is derived whose asymptotic distribution isproved to be a weighted chi-square distribution. The results of simulation study show that the EL confidence intervals perform well in terms of the coverage probability and the average length for various sample sizes and response rates.

Groundwater data in this thesis, which is taken from the database of Sveriges Geologiska Undersökning, characterizes chemical and quantitative status of groundwater in Sweden. The data usually is recorded with only quantification limits when it is below certain values. Accordingly, this thesis is aiming at handling such kind of data. The thesis considers this topic by using the EM algorithm to get the results from maximum likelihood estimation. Consequently, estimations of distributions on censored data of trace elements are expounded on. Related simulations show that the estimation is acceptable.

A nonparametric test for the interval-censored failure time data is proposed in determining whether p lifetime populations come from the same distribution. For the comparison problem based on interval-censored failure time data, Sun proposed some nonparametric test procedures in recent year. In this paper, we present simulation procedures to verify the test proposed by Sun. The simulation results indicate that the proposed test is not approximately Chisquare distribution with degrees of freedom p-1 but Chisquare distribution with degrees of freedom p-1 times a constant.

In this paper, we prove that the simulation method for interval-censored data proposed by Fay (1999) is consistent in the sense that if we select a sample, then the estimate obtained from Turnbulls (1974) EM algorithm will converge to the true parameter when the sample size tends to infinity. We also propose a non-parametric rank test for interval-censored data to determine whether two populations come from the same distribution. Simulation result shows that the proposed test statistics performs pretty satisfactory.

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the ratio and difference of two hazard functions using smoothed empirical likelihood methods. The empirical log-likelihood ratio is derived and its asymptotic distribution is a chi-squared distribution. Furthermore, the proposed method can be applied to medical diagnosis research. Simulation studies show that the proposed EL confidence intervals have better performance in terms of coverage accuracy and average length than the traditional normal approximation method. Finally, our methods are illustrated with real clinical trial data. It is concluded that the empirical likelihood methods provide better inferential outcomes.

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the ratio and difference of two hazard functions using smoothed empirical likelihood methods. The empirical log-likelihood ratio is derived and its asymptotic distribution is a chi-squared distribution. Furthermore, the proposed method can be applied to medical diagnosis research. Simulation studies show that the proposed EL confidence intervals have better performance in terms of coverage accuracy and average length than the traditional normal approximation method. Finally, our methods are illustrated with real clinical trial data. It is concluded that the empirical likelihood methods provide better inferential outcomes.