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研究生:蔡瑩桂
研究生(外文):Yng-Gwai Tsay
論文名稱:修正型BJ估計量及其區域混淆現象
論文名稱(外文):THELOCAL CONFOUNDING EFFECT OF THE MODIFIED BUCKLEY JAMES ESTIMATORS
指導教授:張德新張德新引用關係
指導教授(外文):Der- Shin Chang
學位類別:碩士
校院名稱:國立清華大學
系所名稱:統計學研究所
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2001
畢業學年度:90
語文別:中文
論文頁數:31
中文關鍵詞:Buckley-James估計量大樣本性質局部交絡修正的Buckley-James估計方程式經驗過程方法
外文關鍵詞:Buckley-James estimatorasymptoticallyLocal confounding effectmodified Buckley James estimating equationEPA
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由於Buckley-James估計量常常不收斂而導致沒有唯一解,考慮Lai 與Ying 提出修正的Buckley-James估計量可以改善上述情況並具備有大樣本性質(Asymptotic theory)。但當故障函數隨時間有起伏的時候,我們發現修正的Buckley-James估計方程式(estimating equation )的故障函數(hazard function)和共變數(covariate)有局部交絡(local confounding)的現象存在。為了避免局部交絡現象,我們藉由改變本身截斷時間點的修正的Buckley-James估計方程式而建構的經驗過程,我們提出經驗過程方法(empirical process approach, EPA),並利用EPA來改善估計量。

Since Buckley-James estimator can’t always find the only solution and don’t have asymptotically properties. Lai and Ying (1991) introduced a slight modification of the Buckley-James estimators to get around the difficulties and showed that the modified Buckley-James estimator is consistent and asymptotically normal. When the hazards function goes up and down along the time scale, we find the phenomenon local confounding exist between the hazard function h(.) and the covariates x in the modified Buckley James estimating equation. In order to reduce the local confounding effect, we propose the empirical process approach (EPA) based on an empirical process constructed from modified Buckley James estimating equation by varying its truncating time point, and use EPA to improve the estimation.

1 Introduction ……………………………………………………1
2 The evolvememt of the estimating equation for the modification of the Buckley-James estimator ……………………………………………………….. 2
3 The local confounding effect……………………………………………………..9
4 Improvement on the modified Buckley James estimating equation by empirical
process approach………………………………………………………………..16
5 Extension to multiple covariates………………………………………………..21
6 Simulation study and discussion ……………………………………………….22
7 Appendix………………………………………………………………………..28
8 References………………………………………………………………………30

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