对随机效应混合治愈模型的一些推广概率论与数理统计专业论文.docxVIP

摘要极大化某个BLUP型的log似然函数以找出固定效应的估计值，最后用之前求 摘要 极大化某个BLUP型的log似然函数以找出固定效应的估计值，最后用之前求 出的估计去计算方差成分的REML．型估计。笔者分析了一些具体数据来说明模 型和估计方法在现实中的可行性，包括口咽癌数据，骨髓移植数据和婴幼儿生 存数据。除此之外，笔者还运用模拟计算去检验估计程序在各种模型设定下的 运行效果。总体来说，风险函数和治愈概率这两部分的参数估计还是比较可靠 的。这一结果说明笔者所采用的计算方法在一定程度上可以准确地估计出模型 中的变量效应。最后，笔者将进一步讨论这几项研究并提出一些后续的研究计 划。 关键词：治愈病人EM算法广义线性混合模型 随机效应REML型估计 AbstractABSTRACT Abstract ABSTRACT Cured patients(or the SO called long·term survivors)ale increasingly being observed in clinical trial studies．As exemplified in some data sets，a considerable portion of the patients are deemed to be cured．With the presence of random hospital／centre effects，long—term survivor model has been proposed to analyze clustered survival data with a possible portion of cured patients．Under such mixture modeling setting，several extensions on random effects cure model are investigated in this thesis to accommodate the dependence among outcomes which often originate from the multi—centre research design settings． Firstly,by taking the possible dependence of random effects into account，the long-term survivor model with bivariate random effects is proposed to assess the covariates and random effects in both recovery probability and the instantaneous failure rate．This study extends earlier work by allowing the random effects in the cure fraction and hazard function part to follow the bivariate normal distribution， which gives a generalized model with ail additional correlation parameter goveming the relationship between the cure probability and the hazard rate due to the hospital／clinic effects． Secondly，a hierarchical cure model iS considered for survival data obtained from multilevel research design where the nested random effects are used to model the hierarchical structure for such kJind of survival data．In the modeling framework， multilevel random effect terms are incorporated into the Cox’S proportional hazards function and the cured probability via a logistic transform，for handling the hierarchical clustering effects