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含有缺失机制的多元纵向数据分析
引用本文:庄严,邢艳春,马文卿. 含有缺失机制的多元纵向数据分析[J]. 中国卫生统计, 2008, 25(5)
作者姓名:庄严  邢艳春  马文卿
作者单位:1. 南方医科大学公共卫生与热带医学学院生物统计学系,510515
2. 长春教育学院数学系
3. 东北师范大学数学与统计学院
摘    要:
目的本文旨在对含有不可忽略缺失机制的多元纵向数据建立一个适当的统计模型。方法对纵向数据建立含有潜在变量的线性混合模型;由于潜在变量在本文中代表治疗效果,而且随着时间变化在不断改进,所以本文用一阶的马氏链来反应潜在变量之间的这种联系;引入logistic回归模型来描述数据的缺失机制。最后利用EM算法对参数进行估计,并且给出了数据的模拟结果。结果从模拟的结果可以看出,参数的96%置信区间包含了待估计参数的真值。结论本文所提出的方法对于估计类似数据的参数具有一定的有效性,相对于传统方法,适用性更广泛,且大大简化了计算的工作量。

关 键 词:多元纵向数据  潜在变量  不可忽略缺失机制  EM算法  随机效应

Analysis of Multivariate Longitudinal Outcomes With Nonignorable Dropouts
Zhuang Yan,Xing Yanchun,Ma Wenqin. Analysis of Multivariate Longitudinal Outcomes With Nonignorable Dropouts[J]. Chinese Journal of Health Statistics, 2008, 25(5)
Authors:Zhuang Yan  Xing Yanchun  Ma Wenqin
Abstract:
Objective To set up an appropriate statistical model with regard to the analysis of multivariate longitudinal outcomes with nonignorable dropouts.Methods Linear mixed models are used to model the relationship between the observed outcomes and the latent variable.To account for the improvement of the latent variable though time points,the Markov Chain with first order was applied to express the relationship.Specially,in view of the data with nonignorable dropouts,logistic regression was used to model this missing mechanism.The EM algorithm was used to estimate the model parameters.Results The proposed method performs well in finite samples.Conclusion It comes to conclusion that the proposed approach was useful for dealing with this types of multivariate longitudinal outcomes.
Keywords:EM algorithm  Latent variable  Multivariate longitudinal outcomes  Nonignorable dropout  Random effects
本文献已被 CNKI 维普 万方数据 等数据库收录!
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