摘要
本文主要考慮群集樣本(clustered samples)的存活分析,而每一群集中又分為兩種組別(groups)。假定同群集同組別內的個體共享相同但不可觀測的隨機脆弱性(frailty),因此面臨的是雙變量脆弱性變數的多變量存活資料。首先,驗證雙變量脆弱性對雙變量對數存活時間及雙變量存活時間之相關係數所造成的影響。接著,假定雙變量脆弱性服從雙變量對數常態分配,條件存活時間模式為韋伯迴歸模式,我們利用EM法則,推導出雙變量脆弱性之多變量存活模式中母數的估計方法。
關鍵詞:雙變量脆弱性,Weibull迴歸模式,對數常態分配,EM法則 / Abstract
Consider survival analysis for clustered samples, where each cluster contains two groups. Assume that individuals within the same cluster and the same group share a common but unobservable random frailty. Hence, the focus of this work is on bivariate frailty model in analysis of multivariate survival data. First, we derive expressions for the correlation between the two survival times to show how the bivariate frailty affects these correlation coefficients. Then, the bivariate log-normal distribution is used to model the bivariate frailty. We modified EM algorithm to estimate the parameters for the Weibull regression model with bivariate log-normal frailty.
Key words:bivariate frailty, Weibull regression model, log-normal distribution, EM algorithm.
Identifer | oai:union.ndltd.org:CHENGCHI/B2002001563 |
Creators | 余立德, Yu, Li-Ta |
Publisher | 國立政治大學 |
Source Sets | National Chengchi University Libraries |
Language | 中文 |
Detected Language | English |
Type | text |
Rights | Copyright © nccu library on behalf of the copyright holders |
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