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系統識別號 U0026-0812200913461928
論文名稱(中文) 利用多變量ROC曲面下體積來評估診斷三期疾病的精確性
論文名稱(英文) Statistical Evaluation of Diagnostic Accuracy in Multiple Diagnostic Markers for Three Groups
校院名稱 成功大學
系所名稱(中) 統計學系碩博士班
系所名稱(英) Department of Statistics
學年度 95
學期 2
出版年 96
研究生(中文) 林昆震
研究生(英文) Kun-chen Lin
電子信箱 akun816@hotmail.com
學號 r2694113
學位類別 碩士
語文別 英文
論文頁數 128頁
口試委員 口試委員-鄭順林
口試委員-陳俞成
指導教授-馬瀰嘉
口試委員-趙昌泰
中文關鍵字 隨機效應模型  無母數估計  診斷精確性  多變量ROC曲面下體積 
英文關鍵字 nonparametric estimation  the volume under multivariate ROC surface  diagnostic accuracy  the random effect model 
學科別分類
中文摘要 醫學上常利用幾個診斷方法一起來查出診斷疾病,但當疾病分類不是只分成有病和無病,而是分成三群時,本文研究如何估計此種診斷精確性的問題。本文利用多變量ROC曲面下體積來衡量三群下診斷的精確性,並推導出無母數方法的診斷精確性估計量和其變異數。由於在多變量常態分配下,有太多參數的問題,所以假設隨機效應模型以濃縮參數,並基於該模型推導出診斷精確性的估計量和其變異數。並利用模擬研究比較無母數方法和模型假設下兩估計量的均方誤,利用拔靴法計算拔靴信賴區間和診斷精確性的涵蓋機率。模擬結果顯示為模型假設下的均方誤會小於無母數估計的均方誤。最後,應用一個實例來說明此方法。
英文摘要 This paper studies the problem of estimating the diagnostic accuracy when several diagnostic markers are used to detect a disease. The volume under multivariate ROC surface is used to measure the diagnostic accuracy for three groups. A nonparametric estimator of the diagnostic accuracy and its variances will be proposed. Because there are many parameters under the assumption of multivariate normal distribution, a model-based estimate of the diagnostic accuracy and its variance will be derived based on the random effect model. The model-based estimate is compared with the nonparametric estimator by the mean square error. The approximated confidence intervals are derived and evaluated by the nominal coverage probability based on a simulation study. The simulation results show that the mean square error of the model-based estimator is smaller than that of the nonparametric estimator. Finally, the proposed methodology is applied to a real data for example.
論文目次 Contents
Chapter 1 Introduction 1
Chapter 2 Literature Review 3
2.1 The Area under the ROC curve (AUROC)……………………………3
2.2 The Area under Multivariate ROC Curve (AUMROC)………………4
2.2.1 Model-based estimation
2.2.2 Non-parametric estimation
2.3 The Volume under the ROC Surface (VUROC)………………………9
2.4 The Relation among the VUROC, Discriminate Analysis,
and Multi-logit regression Analysis…………………………………11
Chapter 3 Proposed Methods 13
3.1 The statistical properties of VUMROC……………………………14
3.2 Model-based estimation………………………………………………22
3.3 Nonparametric estimation……………………………………………28
3.4 The bootstrap method…………………………………………………31
Chapter 4 Example 33
Chapter 5 Simulation and Results 36
5.1 Simulation procedure…………………….…………………………36
5.2 Simulation results ….…………………………………………… 37
Chapter 6 Discussion 40
Reference
Appendix
參考文獻 References
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