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系統識別號 U0002-2205200609585700
中文論文名稱 長期性資料分析之模型診斷
英文論文名稱 Model Diagnostics in Longitudinal Data Analysis
校院名稱 淡江大學
系所名稱(中) 數學學系博士班
系所名稱(英) Department of Mathematics
學年度 94
學期 2
出版年 95
研究生中文姓名 楊恭漢
研究生英文姓名 Kung-Han Yang
學號 889150032
學位類別 博士
語文別 中文
口試日期 2006-04-28
論文頁數 75頁
口試委員 指導教授-張玉坤
委員-戴政
委員-張淑惠
委員-伍志祥
委員-傅瓊瑤
中文關鍵字 長期性資料分析  隨機性檢定  模型診斷  廣義估計方程式  混合效應模型 
英文關鍵字 Longitudinal data analysis  Tests for randomness  Model diagnostic  Generalized estimating equation  Mixed effects model 
學科別分類
中文摘要 在醫學研究領域裡,長期性資料分析已經是一種經常被採用的分析方式。處理這種長期性資料的方法中,邊際效應的GEE方法以及混合效應模型經常用來探討引起疾病的可能危險因子與疾病風險間的相關性。但是,相關的模型診斷方法卻還沒有被正式地探討,也許不存在單一方法可以適用於所有長期性資料之模型診斷問題。主要的可能因素是個體內相依資料之差異以及重複測量次數之差異性很大。在長期性資料分析的模型診斷問題裡,單一指標(例如,連串檢定)是不可能解決所有模型診斷問題的。因此應用多重檢驗指標來描述其變異有其必要性。我們提出八種檢定方法來檢驗序列之隨機性並輔以傳統的殘差圖以及非傳統的個別殘差圖,以彌補長期性資料分析之模型診斷的相關問題。並且,我們將這些方法應用在台灣的四個臨床試驗研究。
英文摘要 Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g. run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this thesis is well illustrated with four clinical studies in Taiwan.
論文目次 目錄......................................................I
中文摘要................................................III
英文摘要.................................................IV
第一章  緒論...........................................1
第二章  文獻回顧與檢定方法.............................7
第2.1節 連串檢定.........................................7
第2.2節 O’Brien方法.....................................9
第2.3節 Kamat及Sathe共同提出之六種檢驗方法..............11
第2.4節 檢驗方法的可行性................................12
第三章  四個醫學實例應用的結果........................17
第3.1節 糖尿病視網膜病變對病患瞳孔擴張功能之影響........18
第3.2節 以伽瑪刀對腦膜瘤進行雷射手術治療之療效評估......21
第3.3節 Risperidone對急性重症精神分裂症患者之療效評估...24
第3.4節 藥物治療對急性重症精神分裂症患者體重的影響......26
第3.5節 四個臨床試驗實例探討之總結......................28
第四章  模擬結果......................................54
第五章  討論..........................................60
第六章  結論..........................................64
附錄  八種檢定方法之SAS程式............................66
參考文獻.................................................74
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[5] Dunlop, D.d. (1994), Regression for Longitudinal Data: A Bridge from Least Squares Regression. The American Statistics, 48, 299-303.

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[9] Kamat A.R., Sathe Y.S. (1962), Asymptotic power of certain test criteria (based on first and second differences) for serial correlation between successive observations. Annals of Mathematical Statistics, 33, 186-200.


[10] Kay S.R., Fiszbein A., andOpler L.A. (1987), The positive and negative syndrome scale (PANSS) for schizophrenia. Schizophr Bull, 13, 261-76.

[11] Lane H.Y., Chang Y.C., Chiu C.C., Chen T.T., Lee S.H., Chang W.H. (2002), Influences of patient-related variables on risperidone efficacy for acutely exacerbated schizophrenia: analyses with rigorous statistics. Journal Of Clinical Psychopharmacology, 22, 353-358.

[12] Lane H.Y., Chang Y.C., Cheng Y.C., Liu G.C., Lin X.R., Chang W.H. (2003), Effects of patient demographics, risperidone dosage, and clinical outcome on body weight in acutely exacerbated schizophrenia patients. Journal of Clinical Psychiatry, 64, 316-320.

[13] Liang K.Y., Zeger S.L. (1986), Longitudinal data analysis using generalized linear models. Biometrika, 73, 13-22.

[14] McCullagh P. and Nelder J.A. (1989), Generalized Linear Models (2nd Edition), Chapman and Hall, New York.

[15] O’Brien P.C. (1976), A test for randomness. Biometrics, 32, 391-401.

[16] Pan D.H.C., Guo W.Y., Chang Y.C., Chung W.Y., Shiau C.Y., Wang L.W., Wu S.M. (1998), The effectiveness and factors related to treatment results of gamma knife radiosurgery for meningiomas. Stereotactic and Functional Neurosurgery, 70 (suppl 1), 19-32.

[17] SAS Institute Inc. (1999), SAS OnlineDoc(R), Version 8, SAS Institute Inc, Cary, N.C.

[18] Zeger S.L., Liang K.Y. (1986), Longitudinal data analysis for discrete and continuous outcomes. Biometrics, 42, 121-130.


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