Professional Documents
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ΣΑΧΜ Biostatistics v4 0
ΣΑΧΜ Biostatistics v4 0
, 2009,
4 (v.4.2 23/9/2009)
ii
iii
iv
.
2005 .
3 .
, 16 2008
1 1
1.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 7
2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 . . . . . . . . . . . . . . . . . . 8
2.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3 . . . . . . . . . . . . . . . . . . . . . . . 9
2.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3.2 . . . . . . . 10
2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.4.1 . . . . . . . . . . . . . . . . 11
2.4.2 . . . . . . . . . . . . . 13
2.4.3 . . . . . . . . . . . . . . . . . . 14
2.5 . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.5.1 - . . . . . . . . . . . . . . . . . . . . 14
2.5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5.2.2 . . . . . . . 18
2.5.2.3 . . . . . . . . . . . . . . . . . 19
2.5.3 - . . . . . . . . . . . . 19
2.5.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5.3.2 . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.5.3.3 . . . . . . . . . . . . . . . . . 22
v
vi
3 , 23
3.1 - . . . . . . . . . . . . . . . . . . . . 23
3.1.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.1.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 - . . . . . . . . . . . . . . . . . 26
3.2.1 2 2 . . . . . . . . . . . . . . 26
3.2.1.1 . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.2.1.2 . . . . . . . . . . . . . . . . . . . . . . 27
3.2.1.3 . . . . . . . . . . . . . 28
3.2.2 . . . . . . . . . . . . . . . . . . . 29
3.2.3 (Relative Risk, RR) . . . . . . . . . . . . . . . . . . . . 29
3.2.4 (Odds Ratio, OR) . . . . . . . . . . . . . . . 31
3.2.4.1 (odds) . . . . . . . . . . . . . . . . . . . . . 31
3.2.4.2 Odds Ratio. . . 33
3.2.5 SPSS. . . . . . 36
3.3 (Odds Ratio) . . . . . . . . . . . . . . . . . . 36
3.4 - . . . . . . 37
3.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.5.1 ( -). 38
3.5.1.1 SPSS. . . . . . . . . . . . . . . . . 39
3.5.1.2 . . . . . . . 39
3.5.1.3 . . . . . . . . . . . . . . 41
3.5.2 -
( ) . . . . . . . . . . . . . . . . . . . . 42
3.5.3 3: . . . . . . . . . . . . . . . . . . . . . . 44
3.6 2 2 . . . . . 45
3.6.1 . . . . . . . . . . . . . . . . . . . . . . 45
3.6.1.1 . . . . . . . . . . . . . . . . . . . . . . . 45
3.6.1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.6.1.3 . . . . . . . . . . . . . . . . . . . . . 52
3.6.1.4 3.2 () . . . . . . . . . . . . . . . . . . . . . 56
3.6.2 2 Pearson. . . . . . . . . . . . . . . . . . 58
3.6.3 . . . . . . . . . . . . . . . . . . . . . . . 59
vii
3.6.4 Fisher. . . . . . . . . . . . . . . . . . 61
3.6.5 . . . . . . . . . . . . . . . . . . . . . . 63
3.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.7.1 . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.7.2 2 2 . . . . . . . . . . . . . . . . . 67
3.7.3 ROC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.7.4 . . . . . . . . . . . . 69
4 (Clinical Trials) 71
4.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
4.3.1 I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
4.3.2 II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.3.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.3.4 IV. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.6.1 . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.6.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
4.6.3 . . . . . . . . . . . . . . . . . . . . . . . . 80
4.6.4 . . . . . . . . . . . . . . 81
4.6.5 . . . . . . . . . . . . . . . . . 81
4.7 . . . . . . . . . . . . . . . . . . . . . . . 82
4.7.1 - . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.8.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.8.2 . . . . . . . . . . . . . . . . . . . . . . 84
5 85
5.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
5.1.1 . . . 88
5.2 / 88
viii
5.2.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
5.2.2 (Kappa). . . . . . . . . . . . . . . . . . . . . . 93
5.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.4 . . . . . . . . 96
5.4.1 (Effect Modification). . . . . . . . . . . . . . . 99
5.4.2 . . . . . . . . . . . 100
5.4.3 SPSS. . . . . . 101
5.4.4 . . . . . . . . . . . . . . . 103
6 107
6.1 2 . . . . . . . . . . . . 107
6.1.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
6.1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
6.1.3 : , -
. . . . . . . . . . . . . . 109
7.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
7.7 . . . . . . . . . . . . . . . . . . . . 135
7.8 . . . . . . . . . . . . . . . . . . . . . . . . . 135
7.9 Ordinal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
1.1
-
. -
.
, ,
, ( ).
-
.
, .
. ,
Poisson ( )
, + 3 ,
.
:
1. .
2. .
3. ( -
).
1
2 . :
4. (monitoring) -
.
5. ( -screening).
6. .
7. , .
1.2 .
(, , ).
(460-357 ..) , .
,
, , , .
.
, Graunt (1620-1674)
. Farr
(1807-1883) -
. ,
Snow (1813-1858)
.
(, , ):
Lambeth ( ) Soutwork ( ). Lambeth
8 .
.
20 .
Doll
. Doll and Peto (1976).
1922 Harvard
.
.
(1982, .4-7)
McMahon & Trichopoulos (1996).
1: 3
1.3 .
-
.
-
(
).
1.1 : . -
(blood pressure)
(
).
Rosner (1994, . 14). -
.
: -
:
1. ;
2. ;
3. ;
4. ;
5. ;
6. ;
( Rosner, 1994):
1. 4 .
2. .
3. .
.
( ).
4 . :
4.
, , body-mass index .
(.. , ) (..
)
.
5. ,
, (missing values).
2
.
6. ,
-
.
1. . -
:
.. .. ..
98 142.5 21.0 142.0 18.1 0.5 11.2
84 134.1 22.5 133.6 23.2 0.5 12.1
98 147.9 20.3 133.9 18.3 14.0 11.7
62 135.4 16.7 128.5 19.0 6.9 13.6
100 ,
(missing values),
.
.
2. .
. (
)
t (paired t-test).
, -
.
1: 5
-
.
(
) . ,
,
.
6 . :
2
2.1 .
2. (observational medical
surveys).
() (analytic/aetiologic studies).
:
7
8 . :
2.2
. ,
(
). ,
, .
-
.
2.2.1
, -
, (.. ).
:
1.
.
.
. ,
, , .
2. .
. ,
.
3. . -
.
4. .
2.2.2
,
. : -
,
(
2: 9
)
.
2.5.1, 2.5.2 2.5.3.
2.3
,
. -
.
-
. , .
.
2.3.1
. -
( ).
(cross-sectional).
( ) -
(prevalence). ,
.
(field surveys).
. -
.
: ,
. -
: (
), -
10 . :
(
).
2.3.2
. -
.
( t-test
Wilcoxon test)
(hierarhical generalised linear models)
(structural equation models) .
(
) ( ).
-
( -
)
().
2.4
-
(association)
. -
.
(.. ) -
-
.
. (confounder)
. -
.
.
, -
.
-
. :
1. (consistency).
2. (strength).
3. (specificity).
4. (temporality).
5. (coherency).
, ( )
.
2.4.1
) : -
.
,
,
( ).
-
.
12 . :
) :
.
. ,
(dose-response effect)
(.. )
.
:
.
) : -
.
(, ,
) . ,
, .
.
. ,
( ).
) :
. .
( ).
.
(..
).
;
.
) : -
(.. , ,
2: 13
, ). -
,
.
.
-
.
2.4.2
,
. .
.
.
.
.
( ) ,
(
,
, ). -
.
A ()
.&
B ( ) ( )
| {z }
, -
.
14 . :
.
-
(risk factor).
(protective factor). -
,
.
2.4.3
. :
-
,
. -
( )
.
. ,
,
.
2.5
2.5.1 -
(temporal
relationship). -
.
(snapshot). (-
, , .)
. .
2: 15
- -
( ),
.
( ). , -
.
2.2 ( prevalence) /
.
- -
( -
).
,
,
.
2.5.2
2.5.2.1
-
(cohort studies), (follow-up) - (longitudinal).
(cohort) -
.
. - (longitudinal)
- (cross-sectional)
( ) .
( ).
.
-
. ,
.
-
(
16 . :
).
( ) - .
( ).
. -
, -
.
(historical records cohort studies). -
.
,
.
Armitage (1994, . 184).
, :
1. .
() (
) ( )
( ).
2. ,
, .
3. ( -
).
4. .
. :
1. .
.
2: 17
2. ( 50-60
2-3 ).
3. ( ).
4.
( ,
).
( ).
,
. -
-
.
( )
.
.
( )
(
). (censoring)
(censored) .
, : -
.
2.1 1951 . -
59600
41000 .
.
( ) -
.
-
: , -.
18 . :
, -
. 1976 :
. -
. Doll & Peto (1976).
:
1. (41000).
( )
8/10000.
2. . .
.
2.5.2.2
- -
.
(/exposed -
/non-exposed ).
1.
.
2.
. -
.
. -
.
3. . .
.
. ,
, 8.
2: 19
4. ( ,
.).
10000
.
(matching)
. -
.
, -
.
. ,
. : , -
/ .
2.5.2.3
-
.
, , .
.
. .
(.. , , .).
,
.
.
2.5.3 -
2.5.3.1
, , ,
.
. (recall
information) .
20 . :
- (case-control
studies). : (cases) (
) (controls,
). (disease group)
(control group).
( )
.
.
.
.
-
.
( ).
.
.
.
2.5.3.2
1. .
2. .
3. .
4. - .
) : -
.
-
.
. ,
.
.
2: 21
) : .
.
. -
( )
.
.
- .
,
.
(individual matching)
(frequency matching).
.
) :
. -
.
(.. ; /).
,
/.
.
- . ,
-
(..
5 ).
. .
.
) - :
. .
22 . :
2.5.3.3
1. .
2. ( ).
3. .
4. .
5. .
1. (
).
2. .
3. ( -
).
4. .
5. (selection
bias).
6.
.
-
.
-
.
.
3
3.1 -
3.1.1
(prevalence) ( ) -
t ( ).
[t0 , t1 ) ( )
t [t0 , t1 ) ( t0 t < t1 ).
()
d t.
Ntd
Prevalencedt = ,
Nt
Ntd d
t N (x ) t.
- (cross-sectional measure)
.
- n :
n
d 1X nd
Prevalenced
t = Yid = ,
n i =1 n
23
24 . :
d.
.
Nt n
. Daly et. al
(1991, . 281-282) Pereira-Maxwell (1998, . 62).
3.1.2
.
.
(case) (incident)
.
(cummulative incidence) [t0 , t1 )
(Rosner, 1994, . 61).
NItd0 ,t1
Itd0 ,t1 = P (t0 < D d < t1 |D d > t0 ) = d
NI t0
D d d, NItd0 ,t1
d [t0 , t1 ) NI (t0 )
d t0 .
( ) :
Pn
YiId (t0 ,t1 ) nitd0 ,t1
Itd0 ,t1 = Pi =1 =
n
Yi
Id (t0 ) ni dt0
i =1
3.1.3
.
.
.
(incidence rate)
[t0 , t1 )
(Pereira-Maxwell, 1998, . 29).
. ,
. ,
:
NItd0 ,t1 NItd0 ,t1
IRtd0 ,t1 = = PNt
T(t0 ,t1 ) 0
i =1 Ti,(t0 ,t1 )
Nt0 t0 , T(t0 ,t1 )
Ti,(t0 ,t1 ) [t0 , t1 )
i.
(t1 t0 )
NItd0 ,t1
IRtd0 ,t1 = .
Nt0 (t1 t0 )
3.1.4
(duration)
D ( D d ).
d
D ( D ).
.
26 . :
(
) .
3.2 - .
, (
).
.
.
.
( /
), -
.
( )
.
(Bernoulli) X Y
. -
2 2 .
3.2.1 2 2 .
3.2.1.1
2 -
(barchart) (two - way
contingency tables).
-
2 .
. X Y I J
I J . I
J .
(cell). (X, Y ) = (i, j)
3: , 27
(count) nij .
PI PJ
n n = i =1 j=1 nij . P (X = i, Y = j)
ij pij = nij /n .
, I J
I J . 2 2
:
Y: ..
X:. 1 () 2 () X
1 () n11 n12 .n1
2 () n21 n22 n. 2
.. Y n . 1 n. 2 n.. = n
X Y
(marginal distributions). -
. ( n )
i X ni i+
j Y n. ( j
n ) n . = n n. = n . . -
P J P I
+j i j=1 ij j i =1 ij
+ . n.. n ++
.
i . . j X Y
pi . p. .
j
3.2.1.2
(.. Y ) - (response)
(.. X ) (explanatory variable).
X
. ij = P (X = i, Y = j)
( X ).
Y () X .
Y X . ,
, -
j|i = P (Y = j|X = i )
28 . :
PJ
j=1 j|i = 1. (1|i , . . . , J |i ) ( )
(conditional distribution) Y i X .
2 2
( 3.1). , ,
P (| ) = j=1|i =1 P (| ) = j=1|i =2 -
.
3.2.1.3
ij = P (X = i, Y = j) = P (X = i )P (Y = j) = i ... j
P (Y |X = i )
i
P (Y = j, X = i )
j|i = P (Y = j|X = i ) =
P (X = i )
P (Y = j)P (X = i )
=
P (X = i )
= P (Y = j) = ..j
(Y ) -
X .
i |j = P (X = i |Y = j).
H0 : j|i = . i = 1, . . . , I j = 1, . . . , J .
j
PJ
j=1 j|i = 1, j
J 1 J 1
J . 2 2
A, E E ( ),
.
3: , 29
-
, ,
.
( )
.
3.2.2
E = P (A|E ) E = P (A|E )
(E) (E).
pE pE
. (3.1)
H0 : AR = 0 H1 : AR 6= 0.
. -
0.10 0.20 AR 0.6 0.7
.
(, 1982, . 190)
(relative risk)
30 . :
. 2 2
j=1|i =1 j=1|i =2 ,
E P ( A |E ) j=1|i =1 1 j=2|i =1
RR = = = = .
E P ( A |E ) j=1|i =2 1 j=2|i =2
d=
RR
pE
=
pj=1|i =1
=
n11 /n1 ..
pE pj=1|i =2 n21 /n .
2
, (3.1)
H0 : RR = 1 H1 : RR 6= 1. ,
. ,
Y X
, ,
X
( X ).
RR = a,
:
1. (Y = 1) -
(X = 1) a
(X = 2).
2. a > 1 : (Y = 1)
(X = 1) a 1 ( (a 1)100%
) (X = 2).
3. a < 1 : (Y = 1)
(X = 1) 1 a ( (1 a )100%
) (X = 2) (
).
4. a = 1 : (Y = 1)
(X = 1)
(X = 2) ( X
).
3: , 31
3.2.4.1 (odds)
odds pro-
bability ()
. odds A
P (A)
Odds(A) =
1 P (A)
( ,
, ).
odds .
Longman (1987) (
):
1.
2. .
odds
.
2004 , -
, ( ) 80
1 (80 : 1) odds =1/80. , odds
(
)
(Pereira-Maxwell, 1998, . 49).
- , odds
.
-
.
.
32 . :
-
odds :
.
( , 1997, . 30).
. -
.
odds
- -
- (. odds12 = 1 /2 1 + 2 < 1).
-
. odds : )
)
.
1 1 -
odds
odds = = .
1 1 + odds
.
.
2004 80 : 1
80 .
(1/(80 + 1) =) 0.0123 .
.
1. odds =1 ( 1 : 1)
( 50%).
2. odds = a
a .
3. odds = a
() a > 1 a 1 (
(a 1)100%) .
3: , 33
() a < 1 1 a (
(1 a )100%) .
odds =1 .
odds > 1
.
odds < 1
.
2 2 , -
odds ( X ) :
1|i =1 1|i =1 11 1|i =2 1|i =2 21
odds(X = 1) = = = odds(X = 2) = = .= .
2|i =1 1 1|i =1 12 2|i =2 1 1|i =2 22
d (X = 1) =
odds
p1|i =1
=
n11 /n1 .=n 11
d (X = 2) =
odds
p1|i =2
=
n21 /n2 .=n 21
.
p2|i =1 n12 /n .
1 n 12 p2|i =2 n22 /n .
2 n 22
, -
.
P (A|E ) E P (A|E ) E
oddsE = = oddsE = =
1 P (A|E ) 1 E 1 P (A|E ) 1 E
pE pE
d E =
odds d E =
odds .
1 pE 1 pE
-
odds ratio .
odds
X . -
X = 1 X = 2
2 2 .
(crossproduct ratio).
:
( . , , 2000, .
7075) odds ratio .
.
2 2 ()
OR = 1.
(3.1)
H0 : OR = 1 H1 : OR 6= 1.
, OR > 1 ( -
) .
OR =4 X ( , X = 1)
X
( , . X = 2). OR =1/4 (
X = 2) -
( X = 1). (
) .
3: , 35
.
:
Y = 1 X = 1 OR
X = 2
Y = 2 X = 2 OR
X = 1.
(
)
:
1. OR = a (Y = 1)
(X = 1) a
(X = 2). : (Y = 2)
(X = 2) a
(X = 1).
2. OR = a > 1 (Y = 1)
(X = 1) a 1 ( {a 1}100%)
(X = 2).
3. OR = a < 1 (Y = 1)
(X = 1) 1 a ( {1 a }100%)
(X = 2).
, -
, -.
OR > 1 X ( X
) OR < 1
X ( X
).
.
.
.
(3.1)
H0 : log OR = 0 H1 : log OR 6= 0.
36 . :
. -
, ,
.
(disease odds ratio,
Rosner, 1994, . 365).
(exposure odds ratio, Rosner, 1994, . 366).
2 2
.
2 2 (
) .
3.2.5 SPSS.
SPSS
2 2 .
Analyze>Descriptive Statistics>Crosstabs.
,
Statistics
Risk.
( ) 2 2
.
OddsE Odds(X = 1) j=1|1 /j=2|1 j=1|1 j=2|1
OR = = = =
OddsE Odds(X = 2) j=1|2 /j=2|2 j=1|2 j=2|2
RR (Y = 1)
= .
RR (Y = 2)
(
) j=2|1 1 j=2|2 1 RR (Y = 2) 1
OR RR (Y = 1). Rosner (1994, . 368)
(. ) 0.10 .
.
( )
j=1|1 j=1|2 . -
. ,
,
. , ,
3.2, .
(3.2)
OR =
1|i =1 /2|i =1
=
11 22
.=
.
i =1|1 1 i =2|2 2 .
1|i =2 /2|i =2 21 12 i =1|2 .
2 .
i =2|1 1
i =1|1 i =2|2
OR = . (3.3)
i =1|2 i =2|1
j=1|i i = 1, 2
i |j=1 i = 1, 2
-. -
(X Y ) .
.
3.4 -
:
P (A|E ) E
RR = = .
P (A|E ) E
38 . :
- (A) A -
.
Bayes
X ( E E). -
, -
. , ,
.
-
-
P (E |A) P (E |A). P (A) -
-
.
3.5
3.5.1 ( -
).
3.1 2 2 3.1
Mann et. al (1975, Brit. J. Med.). 58 45
.
19681972.
. . 1113
Agresti (1990).
3: , 39
X: Y: ..
. 1: 2: X
1: 23 34 57
2: 35 132 167
.. Y 58 166 224
3.1: 3.1:
(Mann et. al , 1975).
3.5.1.1 SPSS.
SPSS -
3 . X, Y
.
. 4 (2 2).
SPSS .
counts
Data>Weight Cases .
Analyze>Descriptive Stats>Crosstabs
row(s) column(s) contrac myocard .
Splus Stat-exact
3.1.
3.5.1.2 .
40 . :
X: Y: ..
. 1: 2: X
1: p11 = 23
224
= 0.103 p12 = 34
224
= 0.152 .=
p1 23+34
224
= 0.255
2: 35
p21 = 224 = 0.156 p22 = 132
224
= 0.589 p.= 1
35+132
224
= 0.745
.. Y . 24+35
p 1 = 224 = 0.259 p .2 =
34+132
224
= 0.741
SPSS cells
Crosstabs Percentages:Total.
,
,
.
. -
P (Y |X = 1) P (Y |X = 2) (
). -
SPSS Cells Crosstabs
(Percentages:Row).
:
X: Y:
. 1: 2:
1: p1|i =1 = 23
57
= 0.404 p2|i =1 = 34
57
= 0.596
35
2: p1|i =2 = 167 = 0.210 p2|i =2 = 132
167
= 0.790
.. Y .
p 1 = 24+35
224
= 0.259 .
p 2 = 34+132
224
= 0.741
, ( )
0.404 0.210 (40.4% 21%).
( )
( 0.596 0.79).
( -
) () - .
, .
, ,
P (X |Y ) X .
- ( ).
X ( -
) SPSS Cells Crosstabs
3: , 41
(Percentages:Column).
:
X: Y: ..
. 1: 2: X
1: p1|j=1 = 23
58
= 0.397 p1|j=2 = 34
166
= 0.205 .=
p1 23+34
224
= 0.255
2: p2|j=1 = 35
58
= 0.603 p2|j=2 = 132
166
= 0.795 p.=
1
35+132
224
= 0.745
.
(39.7%) (20.5%). Bayes
P (Y |X )
( ).
3.5.1.3 .
. (
SPSS)
1. OR = 2.551 :
() (Y = 1)
(X = 1) 2.55
42 . :
(X = 2).
() .
:
(Y = 2)
(X = 2) 2.55
(X = 1).
()
() ( )
.
() : -
.
23/57 0.404
2. RR (myocard = 1) = 35/167
= 0.210
= 1.936: -
93%
.
34/57 0.596
3. RR (myocard = 2) = 132/167
= 0.790
= 0.759:
24%
.
4. : -
. -
Y
-
Bayes
.
.
3.5.2 -
( )
3.2 368
60 . 2
. (X )
(Y ). 2 2
X: Y: 2 ..
; 1: 2: X
1: 19 (12.3%) 135 (87.7%) 154
2: 15 ( 7.0%) 199 (93.0%) 214
.. Y 34 ( 9.2%) 334 (90.8%) 368
3.2: 3.2:
(Daly et. al , 1983).
5.3%.
, , 5.3 .
.
.
RR = 0.123/0.07 = 1.757.
1.76 (
76% ) .
0.053/0.123 = 43.1%.
43%
. , 43% (2
)
(
8 , 19 0.431 = 8.1).
OR = (19 199)/(15 135) = 1.867.
86%
. ,
44 . :
10% ,
.
3.5.3 3: .
3.3 , -
.
. , ,
.
-
. 1970 (MacKahon et. al
, 1970) , , , , , .
.
.
30
(E : X 30 E : X 29).
Rosner (1994 . 346). 2 2
..
(1) 30 (2) 29 X
1: 683 2537 3220
2: 1498 8747 10245
.. Y 2181 11284 13465
3.3: 3.3:
(MacKahon et. al , 1970).
. ;
3: , 45
3.6 2 2 -
3.6.1
3.6.1.1
:
E E Y : (A
A).
.
H0 : P (A|E ) = P (A|E )
H0 : P (A|E ) P (A|E ) = 0
H1 : P (A|E ) 6= P (A|E ) H1 : P (A|E ) P (A|E ) 6= 0
H0 : E = E
H0 : E E = 0
H0 : AR = 0
.
H1 : E 6= E 6 0
H1 : E E = H1 : AR 6= 0
Y |E Bin (E , nE ) Y |E Bin (E , nE ).
.
z test. nE E , nE (1 E ), nE E nE (1 E )
! !
E (1 E ) E (1 E )
pE N E , pE N E ,
nE nE
pE pE
.
!
d = pE p N E (1 E ) E (1 E )
AR E E E , + .
nE nE
:
d AR
AR
z= r N (0, 1).
E (1E ) E (1E )
nE
+ nE
46 . :
H0 AR = E E = 0 E = E =
d
AR
z= s N (0, 1).
1 1
(1 ) nE
+ nE
p = (nE pE + nE pE )/(nE + nE )
d
AR pE pE
z= s = s N (0, 1).
1 1 1 1
p(1 p) nE
+ nE
p(1 p) nE
+ nE
,
. , -
,
100(1 )%
v
u
u
d z1/2 t pE (1 pE ) + pE (1 pE ) .
AR
nE nE
22: 22
(E, E ) (A, A)
AR = E E = 1|1 1|2
p=
n . 1
=
n11 + n21
.
n n11 + n12 + n21 + n22
3: , 47
AR
H0 : E = E H1 : E 6= E
H0 : AR = 0 H1 : AR 6= 0
pE pE
zAR = s
1 1
p(1 p) nE
+ nE
nE pE + nE pE
p =
nE + nE
100(1 )%
v
u
u pE (1 pE ) p (1 pE )
AR z1/2 t
d + E .
nE nE
3.4: -
.
48 . :
, H0 ,
s s
d) =
se (AR p(1 p) +
=
1
+
1
n. n.
1 2
1 1
s
. n. n1
s
n n. n. 2
2
1 2
n. n. n .+n . n. n.
1 2 1 2 1 2
= = .
n 2n .n . nn.n.
1 2 1 2
... ...
n11 n21 n11 n22 n21 n12
.. ..
n11 +n12 n21 +n22
Z = q
n 1 n 2
= q nn1 n2
1 n 2
n n1 n2 n n1 n2
(n11 n22 n21 n12 ) n
= .
n . n. n .n .
1 2 1 2
( -
) X = (E, E ) Y = (A, A).
3: , 49
3.6.1.2 .
: -
RR = E /E .
d = pE /p
RR E
. -
( ).
d = log pE log p
log RR E
nE pE Bin (E , nE )
nE pE Bin (E , nE ),
Bin (p, n ) p -
n.
pE pE
E (1 E )
E (pE ) = E Var (pE ) =
nE
E (1 E )
E (pE ) = E Var (pE ) = .
nE
( nE pE 5 nE (1 pE ) 5)
pE
.
nE pE 5 nE (1 pE ) 5.
! !
E (1 E ) E (1 E )
pE N E , pE N E , .
nE nE
Taylor
h (x )
X (x a )k (x a )2 (x a )3
h (x ) = h (k ) (a ) = h (a ) + h 0 (a )(x a ) + h 00 (a ) + h 000 (a ) + ...
k =0 k! 2 6
h (k ) (x ) k h (x ). X
a = E (X ) =
50 . :
X .
X E (X )k
E (h (X )) = h (k ) ( )
k =0 k!
0 00 E (X )2
h ( ) + h ( )E (X ) + h ( )
2
V (X )
h ( ) + h 00 ( ) . (3.4)
2
.
!
X
(k ) (X )k
V (h (X )) = V h ( )
k =0 k!
V (h ( ) + h 0 ( )(X ))
{h 0 ( )}2 V (X ). (3.5)
, X = pE , h (X ) = log(pE ),
E (X ) = E V (X ) = E (1 E )/nE (3.4)
1 E (1 E ) 1 (1 E )
E (log pE ) log E = log E
E2 2nE 2nE E
nE log E . log pE
log E . (3.5)
1 E (1 E ) 1 (1 E )
V (log pE ) 2
= .
E nE nE E
Taylor
k
X
(k ) (pE E )k X
k 1 k (pE E )
k X pE E
O= (log E ) = (1) k !E = (1)k 1 .
k =2 k! k =2 k! k =2 E
pE E
n (log pE log E ) = nE + nE O
E
n
pE E . 1 E
nE (log pE log E ) nE N 0,
E E
3: , 51
!
. 1 (1 E )
log pE N log E , .
nE E
log pE
!
. 1 (1 E )
log pE N log E , .
nE E
(-
)
!
d = log pe log p N log RR,
. 1 (1 E ) 1 (1 E )
log RR E + .
nE E nE E
pE
pE
d) = 1 (1 pE ) 1 (1 pE )
V (log RR +
nE pE nE pE
1 nE rE 1 (nE rE )
= +
nE rE nE rE
1 1 1 1
= + .
rE nE rE nE
rE rE
. 100(1 )%
q
d z1/2
log RR d )
V (log RR
s
d z1/2 1 1 1 1
log RR +
rE nE rE nE
zq 100q .
q
c
log R R z1/2 1
rE
n1 + r1 n1
E
e E E
H0 : RR = 1 H1 : RR 6= 1.
52 . :
d
log RR
Z = q1 N (0, 1).
rE
n1E + r1 1
nE
E
|Z | < Z1/2 -
100 % H0 .
-
. -
: H1 : RR > 1 ( ) H1 : RR < 1 (
). (one sided tests) -
H0 Z < Z
(H1 : RR < 1) Z > Z1
(H1 : RR > 1).
d
2 2 : 2 2 log RR
d) = 1 1 1 1
se (log RR + .
n11 n1. n21 n2.
3.6.1.3 .
d = log pE pE
log OR log .
1 pE 1 pE
(3.4)
!
pE E (1 )
E E
E log log + E2 + (1 E )2
1 pE 1 E ne
1 1
log OddsE + OddsE
nE OddsE
3: , 53
RR
100(1 )%
q
d z1/2
log RR d )
V (log RR
s
d z1/2 1 1 1 1
log RR +
rE nE rE nE
zq 100q .
q
c
log R R z1/2 1
rE
n1 + r1 n1
E
e E E
e 2.71 .
nE pE (1 pE ) 5
nE pE (1 pE ) 5.
RR
:
H0 : log RR = 0 H1 : log RR 6= 0.
d
log RR
Z = q1 N (0, 1).
rE
n1E + r1 1
nE
E
|Z | < Z1/2
100 % H0 .
3.5:
.
54 . :
d ) = log E E
E (log OR = log OddsE log OddsE = log OR
log
1 E 1 E
d) = 1 +
V (log OR
1 1
+ +
1
.
rE nE rE rE nE rE
(nE , nE ) ( )
!
d N log OR,
. 1 1 1 1
log OR + + + .
rE nE rE rE nE rE
d = log E 1 E d0.
d log RR
log OR log = log RR
E 1 E
0
d log RR
log RR d =
log 1E
1
E
A ( RR A).
3: , 55
OR
100(1 )%
q
d z1/2 V (log OR
log OR d )
s
d z1/2 1 1 1 1
log OR + + +
rE nE rE rE nE rE
zq 100q .
q
cRz1/2
log O 1
+n 1
+ r1 + n 1
rE E rE r
e E E E
e 2.71 .
nE pE (1 pE ) 5
nE pE (1 pE ) 5.
OR
-
:
H0 : log OR = 0 H1 : log OR 6= 0.
d
log OR
Z = q1 1
N (0, 1).
rE
+ nE rE
+ r1 + 1
nE rE
E
|Z | < Z1/2
100 % H0 .
3.6:
.
56 . :
2 2 : 2 2
d . 1 1 1 1
log OR N log OR, + + + .
n11 n12 n21 n22
.
. = 0.5
nij
.
3.6.1.4 3.2 ()
3.2 3.2
:
,
H0 : AR = 0 H1 : AR 6= 0.
!
d |H 0 ) = 1 1
V (AR p(1 p) +
nE nE
34 334 1 1
= +
368 368 154 214
= 0.092 0.9080.1117 = 0.000936
d |H 0 ) =
se (AR 0.000936 = 0.0306 .
95%
v
u
u pE (1 pE ) p (1 pE )
d) =
se (AR t + E
nE nE
s
0.123(1 0.123) 0.07(1 0.07)
= + = 0.000700461 + 0.0003042056 = 0.0317
154 214
95% 0.053 1.96 0.0317 = (0.009, 0.115) .
) :
d = pE
RR = 0.123/0.070 = 1.76
pE
d = log 1.76 = 0.5654
log RR
s
1 1 1 1
d) =
se (log RR + = 0.108132 = 0.3288 .
19 154 15 214
95% 0.56541.960.3288 =
(0.0791, 1.2099) (e 0.0791 , e 1.2099 ) = (0.924, 3.353).
H0 : RR = 1 H1 : RR 6= 1
ZRR = 0.5654/0.3288 = 1.72 < z0.975 H0
= 5%
.
) :
d =19 199
OR = 1.867
15 135
d = log 1.867 = 0.6244
log OR
s
1 1 1 1
d) =
se (log OR + + + = 0.1317 = 0.363 .
19 135 15 199
95% 0.6244 1.96 0.363 =
(0.0867, 1.3358) (e 0.0867 , e 1.3358 ) = (0.9167, 3.8030).
H0 : OR = 1 H1 : OR 6= 1
ZOR = 0.6244/0.363 = 1.72 < z0.975 H0 = 5%
.
58 . :
3.6.2 2 Pearson.
.
Pearson.
X Y I J .
H0 : X Y -
H1 : X Y . , 3.2.1.3
..
ij = i j .
i, j
E (Nij |H0 ) = ij = ni .. j
eij = n
ni n. . j
=
. ..
ni n j
n n n
Poisson
Nij ij .
N (0, 1).
ij
!2
Nij ij .
12
ij
2 (I 1)(J 1)
I X
X J
(Nij ij )2 .
(2I 1)(J 1) .
i =1 j=1 ij
-
nij eij (i, j).
2
I X
X J
(Nij ij )2
obs = . (3.6)
i =1 j=1 ij
3: , 59
2
obs > (2I 1)(J 1),1 . -
eij 5.
2 2 ,
(. Armitage Berry, 1994, . 135)
Pearson 2 2
3.6.1.1.
2 2 2
Yates :
2
2 X
X 2
(|nij eij | 1/2)2
Yates = 12 . (3.8)
i =1 j=1 eij
3.2 ( ):
e12 = 139.77
e21 = 19.77
e22 = 194.2
2 (19 14.23)2 (135 139.77)2 (15 19.77)2 (199 194.23)2
obs = + + +
14.23 139.77 19.77 194.23
= 3.03 p value = 0.082 .
2 Yates
2 (|19 14.23| 1/2)2 (|135 139.77| 1/2)2 (|15 19.77| 1/2)2 (|199 194.23| 1/2)2
Yates = + + +
14.23 139.77 19.77 194.23
= 2.43 p value = 0.119 .
5%.
3.6.3 .
1935 Wilks
L0
G 2 = 2 log d21 d0
L1
60 . :
Lk dk
Hk , k = 0, 1. I J
H0 : X,Y H1 : X,Y .
H1 , ij d1 =
PI PJ
IJ 1 ( i =1 j=1 ij = 1
). H0 ,
i . . j d0 =
(I 1) + (J 1) = I + J 2 . d1 d0 = IJ 1 I J + 2 =
IJ I J + 1 = I (J 1) (J 1) = (I 1)(J 1).
,
I Y
Y J I X
X J I X
X J
L0 =
i =1 j=1
..
(i j )Nij log L0 =
i =1 j=1
Nij log i .+ i =1 j=1
.
Nij log j
I Y
Y J I X
X J
N
L1 = ij ij log L1 = Nij log ij .
i =1 j=1 i =1 j=1
G 2 = 2(log L0 log L1 ) = 2
I X
X J
Nij log
i .. j
i =1 j=1 ij
I X
X J I X
X J
ij /n ij
= 2 Nij log = 2 Nij log
i =1 j=1 ij i =1 j=1 nij
I X
X J
2 eij
Gobs = 2 nij log .
i =1 j=1 nij
2
Pearson Gobs >
(2I 1)(J 1),1 . G 2 (2I 1)(J 1) n/(IJ ) 5
Pearson.
G 2 -
(nij ) (eij ) .
Poisson . -
2 Pearson
.
3.2 ( ):
2
Gobs = 2(19 log 14.2319 + 135 log 139.77135 + 15 log 19.7715 + 199 log 194.23199)
= 2.982695 p value = 0.0842 .
5%.
3: , 61
3.6.4 Fisher.
. (exact)
.
( -
2 ). p value
.
Fisher (Fishers exact test)
-
N11 .
.
p value
.
3.4
Y ..
X A A X
E 3 1 4
E 1 3 4
.. Y 4 4 8
H0 : OR = 1 H1 : OR > 1.
Fisher.
n11 0, 1, 2, 3, 4.
62 . :
Y ..
X A A X
E 3 1 4 n11 = 3
E 1 3 4
.. Y 4 4 8 OR = 9
Y ..
X A A X
E 3+1=4 1-1=0 4 n11 = 4
E 1-1=0 3+1=4 4
.. Y 4 4 8 OR = ORcor = 81
Y ..
X A A X
E 3-1=2 1+1=2 4 n11 = 2
E 1+1=2 3-1=2 4
.. Y 4 4 8 OR = 1
Y ..
X A A X
E 3-2=1 1+2=3 4 n11 = 1
E 1+2=3 3-2=1 4
.. Y 4 4 8 OR = 1/9 = 0.111
Y ..
X A A X
E 3-3=0 1+3=4 4 n11 = 0
E 1+3=4 3-3=0 4
.. Y 4 4 8 OR = 0 ORcor = 1/81 = 0.012
p value OR
9 .
4 4 4 4
3 1 4 0
p value = P (A) + P (B) = +
8 8
4 4
44 1
= P (A) + P (B) = +
5 6 7 8/(2 3 4) 5 6 7 8/(2 3 4)
16 1 17
= + = = 0.24286 .
527 527 70
H0 .
p value = P ( OR 9) + P ( OR 1/9)
3: , 63
4 4
2 2
= P (A) + P (B) + P () + P (E ) = 1 P () = 1
8
4
36
= 1 = 1 0.514 = 0.486
70
H0 .
2 2
11
2
12
1
21
2
22
1. -
.
2. .
3. ( -
) .
4. p-value
() H1 : E =
6 E H1 : OR 6= 1 p-value= 2 min{P (N11 n11 ), P (N11 n11 )}.
() H1 : E > E H1 : OR > 1 p-value= P (N11 n11 ).
eij < 5
.
3.6.5 .
, , -
. ,
64 . :
, ( -
) p value.
(.. 10000 )
p value.
( 99%) p value. H0
. p value
H0 H0
p value.
3.7
(diagnostic tests) (screening tests)
-
. check up,
, .
( ) .
(
) (
).
Bayes
P (A|Bk )P (Bk )
P (Bk |A) = P
j P (A|Bj )P (Bj )
P
j P (Bj ) = 1 Ai Aj = i 6= j.
3.7.1 .
A A
T + T
.
PV + = P (A | T + ).
3.5 10000
100 .
PV + = 1/100 = 0.01
PV = 1 1/10000 = 0.9999.
.
( ).
. ,
(
). PV +
( PV + ).
,
.
3.3 ( sensitivity) ( ) -
( )
sensitivity = = P (T + | A).
3.4 ( specificity) ( ) -
( )
specificity = = P (T | A).
.
-
.
.
-.
, -
p1|1 p2|2 . :
P (A)P (T + |A)
PV + = P (A | T + ) =
P (A)P (T + |A) + P (A)P (T + |A)
P (A) sensitivity
=
P (A) sensitivity + {1 P (A)}{1 P (T |A)}
A sensitivity
= . (3.9)
A sensitivity + (1 A )(1 specificity)
A = P (A) .
(1 A ) specificity
PV = . (3.10)
(1 A ) specificity + A (1 sensitivity)
-
-
.
A = 0.2
sensitivity = P (T + |A) = 84/100 = 0.84
(3.9) (3.10)
0.2 0.84
PV + = = 0.48,
0.2 0.84 + 0.8 0.23
0.8 0.77
PV = = 0.95 .
0.8 0.77 + 0.2 0.16
.
3.7.2 2 2
..
A A X
T +
n11 n12 .
n1
T
n21 n22 n.2
.. Y n. 1 n . 2 n
) : ,
.
d
PV
+
.
= Pb (A|T + ) = n11 /n1 = n11 /(n11 + n12 )
/n . = n
d
PV = Pb (A|T ) = n22 2 22 /(n21 + n22 )
b
b .
A = P (A) = n 1 /n = (n11 + n21 )/n .
-
:
d
Sensitivity = Pb (T + |A) = n11 /n . 1 = n11 /(n11 + n21 )
d
Specificity = Pb (T |A) = n22 /n. 2 = n22 /(n12 + n22 ) .
) - : -
.
(3.9)
(3.10) . :
+
b n /(n + n )
d A 11 11 21
PV = b b
A n11 /(n11 + n21 ) + (1 A )n12 /(n12 + n22 )
(1 b ) n /(n + n )
d A 22 12 22
PV = b b
.
(1 A ) n22 /(n12 + n22 ) + A n21 /(n11 + n21 )
68 . :
3.7.3 ROC
( ).
- .
(cut-off point)
(
). , T ,
t T t
( ) T > t ( ).
ROC(Receiver Operating
Characteristic curves) -
(1 specificity) ( X
Y ) .
( ).
ROC
-
.
ROC AUC(area under curve)
ROC X . AUC
(T A )
(T A )
AUC = P (T A > T A )
nA X n
1 X A
w= S(TiA , TjA )
nA nA i =1 j=1
nA nA , TiA
i , TjA
j S(TiA , TjA ) (1) TiA > TjA ,
1/2 TiA = TjA (0) TiA < TjA .
(
)
w0 = 1 w (
3: , 69
).
H0 : AUC = 0.5
H1 : AUC > 0.5. AUC = 0.5 (
)
.
( 05_ROC EXAMPLE 1.pdf
eclass ).
3.7 WAIS
3.8 hivassay
3.7.4 .
-
.
P (T + ) = P (T + , A) + P (T + , A)
3.9 -
..
A A X
T+ 90 180 270
T 10 720 730
.. Y 100 900 1000
d
Sensitivity = 90/100 = 0.9
d
Specificity = 720/900 = 0.8
b (T + ) = 270/1000 = 0.27
P
b 0.27 (1 0.8)
A = = 0.07/0.7 = 0.1 .
0.9 + 0.8 1
70 . :
10% .
4
(Clinical Trials)
4.1
, (clinical trials)
(. Armitage & Berry, 1994, . 189).
,
-
(. Perreira-Maxwell, 1998, AZ of Medical Statistics, . 11).
, (drugs)
(treatments).
(treatment)
(intervention technique).
, .
.
-
(control/placebo groups). (placebo),
. ,
71
72 . :
, ,
. / -
. ,
. -
, ,
,
(reference treatment group),
.
-
/ (Single or double blind). /
,
(single blinded). / -
(double blinded).
-
/ .
(Randomization/
Random allocation).
.
(Randomized Controlled Trial), III
I IV.
4.2 .
18 Lind
, Lind 6 12
Salisbury. 12
6 . 1926 Fisher ,
Amberson 1931 (1931, Am. Rev. Tumberc.), ,
24 ,
/ ,
. 1938 placebo
(Dielh et al. 1938 JAMA), 1948,
4: 73
4.3
4.3.1 I
.
.
( ).
(toxicity level). - (maximum
tolarated dose - MTD) ,
() .
( ):
1. ( 3)
.
2.
.
3. 3
.
4.
.
5. 2 -
.
1/3
.
74 . :
1. .
2. .
3. .
4. 12 -
.
5. .
6. .
7. .
,
.
.
.
,
1/3 (toxic low dose, TLD)
.
,
, 3-4
.
2-12 : 2
3.3 5 7 9 12 16
3
.
4: 75
4.3.2 II
,
. ,
/.
. , ,
, .
, .
: 2 (2-stage trials).
2
, 20% , < 20%
. , 14
. 2 , 10-20 1
2 .
.
-
.
% .
. -
,
.
.
:
H0 : > 0 ( )
H1 : 0 ( ).
H0 ,
. , ,
, .
(
76 . :
),
(
).
4.3.3 .
/. -
.
. .
4.3.4 IV.
.
IV (screening) -
.
,
. .
4.4
. -
.
, 20
100 .
(primary prevention studies)
,
.
(secondary
prevention studies). (
),
2 .
.
,
4: 77
. 10000
1000 .
4.5
(Randomization - random allocation), -
.
(selection bias), -
.
.
.
:
,
1.
( ) ( )
2. ( ) ( )
( ) ( )
4.6
4.6.1
-
.
.
(- ), ,
, ( )
.
. (1998),
:
(background).
(objectives).
(design).
78 . :
(organization).
, /
(background) -
- . ,
, -
.
(objectives) :
-,
(design) (study
or target population) (in-
clusion criteria) (exclusion criteria).
, , -
(enrolment of participants).
(informed consent),
(assessment of eligibility), (baseline examination) -
(). -
(Intervention)
) (measures of compliance)
, / -
(follow up description+schedule).
(ascertainment of response variables),
) (training), :
3 ; 3
, ;.
4: 79
) (data collection)
) (quality monitoring/control).
** , -
-
, .
** , ,
-
, .
.
(data collectors).
** , ,
.
) (Interim analysis)
.
(organization), (participating
investigators)
-,
.
-
.
80 . :
4.6.2
. -
.
- -
,
. inclusion
exclusion - .
4.6.3
,
, placebo -
/ .
-
/ (
) , ,
, (-
Placebo). Hawthorne
,
, .
( -
).
4: 81
4.6.4
,
- , :
.. .
:
/ (single blinded):
/ - (double blinded):
(/)
, -
.
4.6.5
,
/
(.. ID).
. /
(selection bias). :
(
)
82 . :
/
-
.
-
, (..
) (..
).
/ .
-
-
. :
4.7
4.7.1 -
- -
.
, ,
(publication bias).
(
). -
.
. -
H0 : j = 0 ().
4: 83
L < 0 U > 0
/ L < < U
. - :
1 :
3. H0A H0B -.
2 :
1. (1-2)% (1 , 2 ).
2. - L < (1 , 2 ) < U
- 1 .
4.8
4.8.1
(unrestricted randomization),
( ). -
,
.
(blocked/ restricted randomization),
/2. . .
block ( )
.
, =2 2: , ,
=4 6: , , , , ,
t-test, ANOVA, 2 test
84 . :
4.8.2
,
.
(
).
-
.
-
.
.
.
5.1
5.1 ( Confounding factor) -
.
.
( ) -
(matching)
(standardization)
.
(controlling for a confounding factor)
(confounder adjusted results).
5.2 -
( ) -
( stratification stratified analysis).
85
86 . :
1. .
2. .
5.1
(
). 5.1.
X: Y: ..
. 1: 2: X
1: 2 33 1667 1700
2: < 2 27 2273 2300
.. Y 60 3940 4000
. 1.667
= 10% ( 2 p = 0.065).
-
.
: (1) : (2)
X: Y: . . .. Y: . . ..
. 1: 2: X 1: 2: X
1: 2 24 776 800 9 891 900
2: < 2 6 194 200 21 2079 3000
.. Y 30 970 1000 30 2970 3000
5.2: -
5.1 (Rosner, 1994, . 399400).
5: - 87
. 5.2.
.
5.2 Sha-
piro et. al (1979) Lancet. -
:
. , / : 25-29, 30-34,
35-39, 40-44, 45-49. 5.3 .
. (cases) (controls) (OR) .(%)
25-29 4 62 7.2 23 2
2 224
30-34 9 33 8.9 9 5
12 390
35-39 4 26 1.5 8 9
33 330
40-44 6 9 3.7 3 16
65 362
45-49 6 5 3.9 3 25
93 301
29 135 1.7 8 12
205 1607
5.3: 5.2.
5.3,
=1.7 . ,
.
.
88 . :
5.1.1 -
1. (.. )
2. .
1.
2.
3. Mantel-Haenszel
4.
5.2 / -
5.2.1 -
3.6
. -
( ).
(matching)
( ).
5: - 89
5.3
.
. -
() ( 5 )
.
. 5
5 (/).
:
X: 5 ..
1: 2: X
1: 526 95 621
2: 515 106 621
.. Y 1041 201 1242
( -
5%) ( 2 = 0.59 < x12,0.95 = 3.84, p-value=0.557 > 0.05).
. -
.
621.
. :
, , -
.
:
/ .
P ( ) = P ( ) 1. = .1
n12 = n21 .
, 2 2 ,
2 5.2.1
.
90 . :
X: ..
5 ..
1: 2: X
1: 510 16 526
2: 5 90 95
.. Y 515 106 621
-
.
, H0
1
n21 Binomial , nD .
2
E (n21 ) = nD /2 V (n21 ) = nD /4. npq 5 nD 20
n21 nD /2
N (0, 1).
nD /4
McNemar -
:
(n21 nD /2)2
12 . (5.1)
nD /4
nD nD = n12 + n21 .
:
(|n21 nD /2| 1/2)2
12 . (5.2)
nD /4
McNemar -
:
5: - 91
1. 2 2 .
( ) (
) (
) ( ).
2
2. obs 5.1 5.2.
3. H0 :
2
obs > 12,1 . p value = P (X 2 obs
2
)
p value < .
: nD 20.
5.3 (): nD = 21
20
p value = P (X 2 obs
2
) = P (X 2 4.76) = 1 P (X 2 4.76) = 1 0.9708 = 0.029.
nD < 20
. p value
1 n21 = nD /2
nP
21 n
2 D
2nD n21 < nD /2
p value = k =0 k .
P
nD nD
2 2nD n21 > nD /2
k =n21 k
92 . :
5.4 20
:
C O C O C O C O
1 - - 6 + - 11 + - 16 + -
2 - - 7 - - 12 + - 17 + -
3 + - 8 + + 13 - - 18 - -
4 + + 9 + + 14 + - 19 - -
5 - - 10 - - 15 - + 20 - -
5.6: 5.4
(+: , : , C: , O
).
. 20 40;
20 ( ).
:
..
1: 2: X
1: 3 7 10
2: 1 9 10
.. Y 4 9 20
5.7: 2 2 5.4.
H0 5%.
5.1 SPSS.
1. Analyse>Descriptives>Crosstabs :
2. Statistics|McNemar : McNemar -
3. Exact|Exact : McNemar.
5.2.2 (Kappa).
( ).
-
. (reliability studies)
(reproducibility and reliability). -
.
(..
) ,
.
I I (
PI
) o = i =1 ii
PI
po = i =1 nii /n. -
( )
e =
PI
i =1 i .. i
pe =
PI
i =1 .. 2
ni n i /n . -
. -
o e .
.
max(o e ) = 1 e o = 1
Cohen (1960):
=
PI
i =1 ii
PI
i =1 ..i i
=
o e
,
. .
PI
1 i =1 i i 1 e
94 . :
b =
PI
i =1 nii /n
PI
i =1 ..
ni n i /n 2
=
po pe
.
1
PI
i =1 ..
ni n i /n 2 1 pe
( ). -
( ).
.
Agresti (1990, . 366-367) .
I
!
1 X
Var (
b) =
n (1 pe )2
pe + pe
2
i =1
.. . .
pi p i (pi + p i ) .
H0 : = 0 H1 :
> 0 z = b
Var (b
)
N (0, 1) H0 .
.
5.5 , -
.
(Food Frequency Questionaire)
.
. 537
.
.
5.5 .
X: ..
1: 1 2:< 1 ..
/ / X
1: 1 / 136 92 228
2: > 1 / 69 240 309
.. Y 205 332 537
5.8: 2 2 5.5.
b > 0.75 (
).
0.4
b 0.75 ( -
).
0
b < 0.4 (
).
.
( )
(
Pearson t-test
).
. McNemar -
.
5.3
-
.
( )
. pi
i I
I
X ni I
X
pst = p =
i
wi pi
i =1 n i =1
ni
i , n -
wi = ni /n
i .
pst
( ). -
-
.
5.4 -
5.6 1985 518
518 ( Sandler et. al , 1985,
5: - 97
Amer.J.Epidem.).
.
/ 1 6
.
,
(
). 5.6 .
: (1) : (2)
X: Y: . .. Y: . ..
1: 2: X 1: 2: X
1: 120 111 231 161 117 278
2: 80 155 235 130 124 254
.. Y 200 266 466 291 241 532
(OR) 2.1 1.3
95% 1.72-2.47 0.95-1.64
5.9:
5.6 (Rosner, 1994, . 399400).
, ( ) -
= 1.64 (95% =1.35-1.88).
(
). -
.
2 2 K , K
/ (
).
X Y Z
k
98 . :
Z=k
X: Y ..
1: 2: X
1 n11k n12k .
n1 k
2 n21k n22k n. 2 k
.. Y n. 1k n . 2k n.. k
HyperGeometric (m, n, N )
n m
x N x
f (x ) = ,
n+m
N
E (n11k ) =
n1. n.k 1k
n..
n . n . n. n.
k
1 k 2 k 1k 2k
V (n11k ) = .
n.. (n.. 1)
2
k k
H0 , ( )
11
E=
K
X
E (n11k ) =
K
X n1 . n.k 1k
k =1 k =1 n.. k
O = n11
PK PK
.=
k =1 n11k . H0 , E (O ) = E V (O ) = k =1 V (n11k ) = V .
Mantel-Haenszel :
2 (|O E | 1/2)2
MH = 12
V
5.6 ().
2 (|281251.2|1/2)2
MH = 61.55
= 13.94 > 3.84 = 12,0.95 , p value = 0.0001887 -
/ (
).
, -
. - -
.
.
(effect modifier).
5.8 - -
(effect modification).
(effect modifier) -
.
5.6
(1.3
2.1 ).
10% 5%.
H0 : OR1 = OR2 = . . . = ORK -
H1 : ORi 6= ORj i 6= j .
K
X 2
2
HOM = d k log OR
wk log OR K2 1
k =1
100 . :
1
1 1 1 1 1
wk = = + + + ,
dk)
Var (log OR n11k n12k n21k n22k
PK d
k =1 wk log OR k d k = n11k n22k .
log OR = PK OR
k =1 wk n12k n21k
P 2
K
X 2 K dk
wk log OR
2 k =1
HOM = d
wk log OR PK .
k
k =1 k =1 wk
5.6 ( ).
d 120 155
log OR 1 = log = log 2.0945 = 0.7394
80 111
d2 = 161 124
log OR log = log 1.3126 = 0.2720
130 117
1 1 1 1 1
w1 = + + + = (0.0083 + 0.0090 + 0.0125 + 0.0065)1
120 111 80 155
= 1/0.0363 = 27.55
1 1 1 1 1
w2 = + + + = (0.0062 + 0.0085 + 0.0077 + 0.0081)1
161 117 130 124
= 1/0.0305 = 32.79
5.4.2 .
( )
.
Mantel-Haenszel
PK
OR MH = PKk =1
d n11k n22k /n .. .k
PK PK PK
k =1 Pk Rk k =1 (Pk Sk + Qk Rk ) Qk Sk
d MH ) =
Var (log OR P 2 + P P + k =1 2
K K PK
2 K
k =1 Rk 2 k =1 Rk k =1 Sk 2 k =1 Sk
Pk = n11k + n22k
Qk = n12k + n21k
Rk = n11k n22k /n .. k
(1 )100%
q
d
log OR d
MH z1/2 Var (log OR MH )
cRMH z1/2
log O cRMH )
Var (log O cRMH +z1/2
log O cRMH )
Var (log O
e , e .
5.6 ( ).
5.4.3 SPSS.
1. Analyze>Descriptives>Crosstabs: Analyze>
Descriptives>Crosstabs.
2. Crosstabs
102 . :
() ROWS Cancer:
( 5.6 ).
d MH )
1. Estimate: (OR
d MH )
2. ln(Estimate): (log OR
5: - 103
5.6
1. Estimate: 1.625 .
2. ln(Estimate): 0.486 .
5.4.4 .
McNemar Mantel-Haenszel.
. 2 2
k = 1, 2, . . . , n, n .
Pn
OR MH = Pnk =1
d N11k N22k /N ..
k
Nijk i, j
/ - k ( Nijk
nij ).
/
: (1,1),
(1,2), (2,1)
(2,2).
104 . :
(A = i, B = j) (1) (2) N11k N22k /N..k N11k N22k /N..k nij
dM H =
0 n11 + 12 n12 + 0 n21 + 0 n22
OR = n12 /n21
0 n11 + 0 n12 + 12 n21 + 0 n22
nij () i
j .
d = n12
OR
n21
d) = 1 1
Var (log OR + .
n12 n21
100(1 )% -
s
n12 1 1
log z1/2 +
n21 n12 n21
q q
n12 1 n12
log z1/2 + n1 log +z1/2 1
+ n1
e n21 n12 21
,e
n21 n12 21 .
5.3 ().
d = 16/5 =
5.3, 5.2.1 OR
3.2 / () -
.
d ) = 1/5 + 1/16 = 0.2625 95% Var (log OR )
Var (log OR
log 3.2 1.96 0.2625 (0.159, 2.170)
5: - 105
95% OR
d 1 = 5/16 =
. OR
0.3125 /
70% -
/ 70%
.
(0.3125 e 1.96 0.2625
, 0.3125 e 1.96 0.2625
) (0.11, 0.85) .
106 . :
6
6.1 2 -
( 0.05) (1 )
H0 .
6.1.1
H0 : 1 = 2
H1 : 1 6= 2 . H0 1 (
). H1 : |1 2 | =
> 0 H0 1 .
P ( H0 | |1 2 | = ) = 1
q q 2
1
n1 = z1 1 (1 1 ) + 2 (1 2 )/k + z1/2 (1 )(1 + 1/k ) (6.1)
2
n2 = kn1 , 1 2 .
.
= (1 + k2 )/(1 + k ).
6.1 .
107
108 . :
6.2 .
6.3
.
6.1.2
H0 : DA = 1/2
H1 : DA 6= 1/2, DA = n21 /nD . H0
1 ( ).
H1 : DA = 1AD H0 1 .
P ( H0 |DA = 1AD ) = 1
q 2
2z1 1AD (1 1AD ) + z1/2
nD = .
4(1/2 1AD )2
nD
. -
D = nD /n
q 2
2z1 1AD (1 1AD ) + z1/2
n = nD /D = .
4(1/2 1AD )2 D
2n.
6.4 .
6.5 .
6.2 2 . -
85%.
H0 90%
2 1. -
.
6: 109
6.1.3 : ,
.
( ,
).
( )
.
1 : (drop-out rate).
2 : (drop-in rate).
1 : (.. )
.
2 : (.. )
.
1 : .
2 : .
1 2
:
1 = P (|)
110 . :
= P (, |)
+P (, |)
= P (| , )P ( |)
+P (| , )P ( |)
= 1 (1 1 ) + 2 1 .
2 = P (|.)
= P (, |.)
+P (, |.)
= P (| , .)P ( |.)
+P (| , .)P ( |.)
= 2 (1 2 ) + 1 2 .
1
2 .
1 2 = 1 (1 1 ) + 2 1 2 (1 2 ) 1 2 = (1 2 )(1 1 2 ).
-
(compliance-adjusted risk difference, . Rosner, 1994, . 390).
-
1 = 2 = 0 1 = 1 , 2 = 2 .
= |1 2 |.
n1 = n2 = n ( 6.1)
q q 2
1
n= z1 1 (1 1 ) + 2 (1 2 ) + z1/2 2 (1 ) .
2
1 = 1 (1 1 ) + 2 1
2 = 2 (1 2 ) + 1 2
= |1 2 | = |1 2 |(1 1 2 ) = (1 1 2 )
.
6: 111
(1 , 2 0.10) 1 1 ,
2 2
q q 2
z1 1 (1 1 ) + 2 (1 2 ) + z1/2 2 (1 ) 1
n
2 (1 1 2 )2
( .) 1
n1 = n2( .) n (..) .
(1 1 2 )2
( .) ( .)
n1 , n2
n (..) -
( ) (
1
Rosner, 1994, . 389392). (11 2 )2
.
6.3
-
( myocardial infraction).
0.5% . ,
20% . 1
2 10% 5% -
80%
5%.
112 . :
7
(Logistic
Regression)
7.1
3 ,
, -
. ,
. -
. ,
.
.
,
, , .
,
,
, ,
,
. , ,
, ,
.
-
. ,
113
114 . , . :
. , -
, ,
.
,
, -
.
.
7.2
7.2.1
7.1:
0: 1:
40 86 6 92
> 40 88 20 108
174 26 200
RR = 0.185/0.065 = 2.846.
2.84
7: 115
( 184% ) 40
. OR = 86 20/88 6 = 3.25.,
3.25
.
,
,
, ,
. ,
.
(Royston, Altman, Sauerbrei) -
. ,
40 .
. ,
.
200 , 2
. , 41 225%
,
30 .
, 10 .
, .
,
.
, ,
, -
.
y
Q ( ) :
E (y|X ) = 0 + 1 X (7.1)
. ,
(7.1) y
116 . , . :
. , ,
. ,
, P (Y = 1|X )
Q. , :
P (Y = 1|X ) = 0 + 1 X
. ,
, -
,
(0,1).
, .
7.2.2
,
(0,1).
(7.1)
. = 0 + 1 X .
(logistic function) :
1
f () = (7.2)
1 + exp()
.
- (7.2.2), =
f () = 0 = f () = 1. = f ()
0 .
.
. ,
, .
.
7: 117
7.1:
7.2.3
f () = 1/(1+exp()).
exp()
P (Y = 1|X ) = (7.3)
1 + exp()
(7.3) .
:
P (Y = 1|X )
= exp(0 + 1 X )
1 P (Y = 1|X )
P (Y = 1|X )
log[ ] = logit (P (Y = 1|X )) = 0 + 1 X = (7.4)
1 P (Y = 1|X )
Q.
.
(link function) f (.) = exp(.)/(1 + exp(.))
.
(7.3) ,
y -
x. y
:
118 . , . :
yi ( i i- -
)
E (Y |X ) = P (Y = 1|X )
7.3
7.3.1
(7.2.1)
.
SPSS.
Analyze>Regression> Binary logistic :
7.2:
7.3:
7: 119
constant 0 ( -
), agegroup
1 , .
agegroup , , 40 (Q = 0)
40 (Q = 1).
(7.4) . ( 40 )
:
P (Y = 1|X = 0)
log = 0 + 1 X = 0 = 2.663
P (Y = 1|X = 0)
40
P (Y = 1|X = 1)
log = 0 + 1 X = 0 + 1 = 2.663 + 1.181 = 1.482
P (Y = 1|X = 0)
1 . 1 ,
40 , . exp(1.181) = 3.258
,
22 .
-
,
. , 35
:
exp(2.663)
P (Y = 1|X = 0) = = 0.065
1 + exp(2.663)
55 :
exp(2.663 + 1.181)
P (Y = 1|X = 1) = = 0.185
1 + exp(2.663 + 1.181)
7.3.2
-
. ,
.
:
120 . , . :
7.4:
(0 )
-4.793, 1 0.063. 1
,
.
1 ,
exp(0.063) = 1.065. 6.5%
. , 45
:
7.3.3
. ,
.
, , ,
, .
7: 121
.
,
. -
. , -
. ,
,
.
m
:
P (Y = 1|X1 , X2 , ..., Xm )
log[ ] = 0 + 1 X1 + 2 X2 + ... + m Xm (7.5)
1 P (Y = 1|X1 , X2 , ..., Xm ))
:
P (Y = 1|X)
log[ ] = logit [P (Y = 1|X )] = X (7.6)
1 P (Y = 1|X)
X n (p + 1), n
p .
1 (p + 1)
.
, X1
, X2 X3
, X :
1 X11 X21 X31
1 X12 X22 X32
X=
.. .. .. ..
. . . .
1 X1n X2n X3n
X21 .
X
, . =
[0 , 1 , 2 , 3 ].
SPSS :
122 . , . :
7.5:
0.053. -
,
5.4% ( exp(0.053) = 1.054).
, -
,
exp(0.018) = 1.018.
2%
-
exp(0.007) = 1.007.
. 0.7% -
. ,
( 200mg/dl ) 180mg/dl
240mg/dl ( 60mg/dl
exp(0.007 60) = 1.522 52.2%.
(7.5.1) -
(
, ). -
7: 123
.
53 , 173 mg/dl 85 :
7.4
(Generalized Linear Models, GLMs).
,
. ,
. , , -
,
.
.
Newton-Raphson
(Iterative Weighted Least Squares).
.
7.4.1
L -
L (; Y ). (
) p . -
( )
. ,
() .
10 8 2 .
:
n!
L (p; x = 8, n = 10) = px (1 p)n x
n !(n x )!
124 . , . :
p.
, p = 0.5
0.044. , 10
.
,
. , p
. p = 0.7 0.233 p = 8
0.302. ,
0.8. ,
p .
p
p. 7.4.1
p. p = 0.8.
7.6: p.
.
, p = 0.5
.
, ,
7: 125
,
.
7.4.2
, , , -
... (, )
, Bernoulli
. , -
p. ,
exp(X )
() , , (X ) = P (Y = 1|X ) = 1+exp(X )
,
X -
.
.
y 0 () 1 () yi = 1
i . Xi i- X
exp(Xi )
i , (Xi ) = 1+exp(Xi )
i . L :
n
Y
L (X ) = (Xi )yi (1 (Xi ))1yi (7.7)
i =1
, (Xi )
( y = 1) 1 (Xi ) y = 0.
.
,
.
. log L ()
L.
n
X
log L (; X ) = ln[L (; X )] = yi ln( (Xi )) + (1 yi ) ln(1 (Xi )) (7.8)
i =1
b = 1, 2, ..., p
scores :
log( (Xi )) (Xi )
= / (Xi ) (7.9)
b b
exp(Xi )
=
b b 1 + exp(Xi )
exp(Xi )
b
(1 + exp(Xi )) exp(Xi ) 1+exp(
b
Xi )
=
[1 + exp(Xi )]2
Xib exp(Xi )(1 + exp(Xi )) exp(Xi )Xib exp(Xi )
=
[1 + exp(Xi )]2
Xib exp(Xi )
= (7.10)
[1 + exp(Xi )]2
(7.9) (7.10)
I
n
X
U (b ) exp(Xi )
I (bq ) = = Xiq Xiq (7.14)
q i =1 1 + exp(Xi )
:
m = m 1 + I (m 1 )1 U (m 1 ) (7.15)
7: 127
7.4.3 -
. McCullacg Nelder (, 40)
.
(Iterative Weighted Least Squares, ITWLS).
,
.
, ,
, .
i = g1 (i .
i = Xi
z :
i
zi = i + (yi i ) (7.16)
i
i
i
.
,
i i
i = log( ) = log( )
1 i ni i
i = ni i . , :
yi i
zi = i + ni
i (ni i )
, ,
= (X 0 WX )1 X 0 Wz
(7.17)
W wi i = i (ni i )/ni (
w
, McCullacg Nelder (, 40) ).
7.5
, -
128 . , . :
. ,
,
. -
,
. ,
. ,
.
:
, -
-
, ,
Wald scores .
7.5.1
-
.
(nested ). ,
m1 , X1 -
m2 . , (m2 )
X1 .
m1 m2 m1 m2 L (m1 , y) , m1
m1 ,
L (m2 , y) m2 .
L (m1 , y)
= (7.18)
L (m2 , y)
0 1.
,
. ,
() .
( ) X 2 ,
7: 129
.
-
. ,
( ),
, (deviance). -
ms .
(saturated). m
. :
L (m , y)
=
L (ms , y)
D = 2 log L (ms , y) 2 log L (m , y) (7.20)
. , -
(7.8) :
n
X
log L (; X ) = yi ln(yi ) + (1 yi ) ln(1 yi )
i =1
i = yi . ,
(7.8) (7.20):
n
X yi 1 yi
D=2 [yi ln( ) + (1 yi ) ln( )] (7.21)
i =1 (Xi ) 1 (Xi )
.
nested X 2 ,
.
. ,
( )
,
Pn
(SSE = i =1 (yi yi )2 . ,
130 . , . :
, -
(overdispersion).
-
, ,
m1 . , ,
, ( m3 .
, (m2 ). -
m3 m2 m1 , m2 m1 (m1 m2 m3 ).
,
.
SPSS , ,
blocks. :
Analyze>Regression> Binary logistic
7.7:
CNT .
, NEXT , -
. , block
. -
, blocks
7: 131
. output
(7.3.2 7.5.1) m1 m3 , ,
.
( block)
(
). ,
:
7.8:
142.742 (-2Loglikelihood )
-71.371.
:
1 ; y) 2 log L (
= 2 log L ( 0 ; y) = 11.813
X 2
Sig=0.001. , -
,
.
-77.227.
. m2
(138,768) .
m1
132 . , . :
7.9:
7.10:
7.5.2 Wald
Wald -
. ,
H0 : = 0
, ,
-
( )
-
, :
Np (, I 1 ())
(7.22)
0 )0 I 1 (
W = ( )(
0 ) (7.23)
, , X 2 p , p
.
Wald -
. , m1
7.3.2 Wald ,
(p-value).
134 . , . :
H0 : age = 0 W 10.828, X 2 -
(X12,a =5% = 3.84. ,
. ,
.
SPSS Sig.=0.001.
Wald
. ,
, . ,
.
m3 7.5.1.
,
.
. p-value
0.069 H0 : chol = 0.
7.5.3
.
j 100(1 )%
. ,
:
q
j z1/2 var
j )
( (7.24)
j I 1 = (X 0 WX )1
jj . m3
0.007. 95%
7.24, (0.999-1.014). -
SPSS. Options>CI
for Exp(B).
7.6
7: 135
7.7
7.8
7.9
7.10 Ordinal
136 . , . :
8
(Survival Analysis)
8.1
(Survival Analysis) -
,
, ,
.
,
. ,
. ,
(competing risk)
. ,
4 ,
.
,
.
(censored cases).
.
,
, . ,
,
.
137
138 . , . :
,
.
.
,
. , -
, ,
.
-
,
, ,
. -
: )
, 5
)
. ,
. ,
,
.
, -
, ,
.
,
.
8.2
T .
, ,
, ...
( )
.
, ,
.
8: 139
8.2.1
(Survival Function) -
. . , T
, , S ( Survival)
t.
S(t ) = P (T > t ) (8.1)
-
, S(t ) = 1 F (t ) F (t ) = P (T t )
t. , -
, f (t ):
Z
S(t ) = P (T > t ) = f (s)ds (8.2)
t
dS(t )
f (t ) =
dt
f (t )
t, f (t ) 0
.
(
) .
.
. 0 -
1, ,
0 .
.
-
. f (x ) =
exp(x ), > 0, x > 0.
t,
(8.2).
140 . , . :
Z
S(t ) = P (T > t ) = f (s)ds
t
Z
= exp(s)ds
t
" #
exp(s)
=
t
= exp() + exp(t ) = exp(t )
. -
.
8.2.1 0.1 10
, 0.2, 0.6, 1. -
, ,
= 1 .
8.2.2
(hazard func-
tion) . -
, (cumulative hazard )
8: 141
.
(force of mortality )
(age-specific failure rate) .
P (t T < t + t |T t )
h (t ) = lim (8.3)
t 0 t
T :
f (t ) d ln(S(t ))
h (t ) = = (8.4)
S(t ) dt
:
Z t
H (t ) = h (s)d (s) = ln(S(t )) (8.5)
0
:
Z t
S(t ) = exp[H (t )] = exp( h (s)ds) (8.6)
0
8.3
t .
, ,
.
h (t ) ,
t.
, , -
, .
,
,
-
. ,
.
2.1.1 -
.
S(t ) = exp(t ). (4)
f (t ) exp(t )
h (t ) = = =
S(t ) exp(t )
142 . , . :
, -
,
.
,
.
.
Z t
H (t ) = h (s)ds = t
0
(8.2.2)
.
, .
8.2:
. =1, ... =0.6, - - -
=0.2
8.2.3
, ,
t.
mlr (t ) = E (T t |T > t )
8: 143
t S(t ). ,
. ,
t. = mrl (0).
, :
R
(s t )f (s)ds
t
mrl (t ) = =
S (t )
R R R
t sf (s)ds t t f (s)ds sf (s)ds tS(t )
= = t =
S(t ) S(t )
R
S(s)ds
= t
S(t )
R
(2) t f (s)ds = S(t ). ,
Z Z
sf (s)ds = s[S0 (s)]ds
t t
Z
= [sS(s)]t s0 (S(s))ds
t
Z Z
= slim
sS(s) + tS(t ) + S(s)ds = tS(t ) + S(s)ds
t t
lim sS(s) = 0
s
, R R
t (s t )f (s)ds t S(s)ds
mrl (t ) = = (8.7)
S (t ) S(t )
:
Z Z
= E (T ) = sf (s)ds = S(s)ds (8.8)
0 0
8.3
, -
(censored).
, , -
.
.
144 . , . :
-
t = 0 , .
.
.
(8.3).
-
. 8.3 .
-
. (
1, 5, 8). 1, 5, 8 . ,
,
3 .
8.3: .
.
, ,
.
, . -
.
,
:
8: 145
(8.3) . -
8.1: .
1 15-4-2008 26-4-2008 11
2 20-4-2008 24-4-2008 4
3 25-4-2008 02-5-2008 7
4 26-4-2008 30-4-2008 4
12 , ,
, .
,
. -
8.3.
, ( ). -
(
) Ti , i = 1, 2, 3 .
,
Ci , .
,
T .
,
C. (Ti , di )
i (i = 1, 2, ..., n, )
D 1
0 , :
1 T < C
i i
di =
0 T C
i i
-
.
.
( , ,
) .
146 . , . :
, -
.
,
(competing risks) , (interval censoring).
Andersen et al. (. 128-165).
8.4: .
.
8.5: .
8: 147
8.4
8.4.1
Kaplan Meier
. n
T D di = 1 i
di = 0 i .
,
.
D .
.
,
, t(1) , t(2) , ..., t(D) (
).
,
t(D) . ,
.
ti , i = 1, 2, .., D di , i = 1, 2, ..., D
. Ni
ti . Kaplan-Meier
. t :
1, t < t1
S(t ) = (8.9)
Q [ NiNi di ] =
Q
[1 di
], t1 t
ti t ti t Ni
t1 .
product limit estimator -
. 4
3. ,
S(4) ,
. . ,
Y .
, 1, ,
, t(1) 1 N01 = 1,
N1 . ,
148 . , . :
di
1 Ni
(t(i 1) , t(i ) ).
-
.
4
0 4 1.
.
,
-
.
10
. ( )
6, 8, 12+, 14, 16, 16, 16+, 19, 21+, 24. -
(+) .
:
8.2: 10
# # d/N S(t )
(t) (N ) (d )
0 10 0 0 1
6 10 1 1/10 0.900
8 9 1 1/9 0.800
12 8 0 0/8 0.800
14 7 1 1/7 0.686
16 6 2 2/4 0.457
19 3 1 1/3 0.305
21 2 0 0/2 0.305
24 1 1 1/1 0.000
t = 14 . ,
Q di
S(14) = ti 12 [1 Yi
] = (1 0/10)(1 1/10)(1 1/9)(1 0/8)(1 1/7) = 0.686.
S(t ) -
,
8: 149
, V (S(t )). ,
-
, Kaplan-Meier t
.
-
Taylor. f (X )
Q. Taylor ,
,
f (X ) = f ( ) + (X )f 0 ( ) (8.10)
df (X )
f 0 ( ) = |X =
dX
, .
:
2 Q. 2
2
V (f (X )) = 2 f 0 ( )2 (8.12)
Kaplan-Meier
f (X ) = exp(X ). S(t ) = exp[ln(S(t ))].
Taylor
V (exp(X ))
= exp( )2 (8.13)
pi = (Ni di )/Ni .
0 Ni Bernoulli
pi . pi pi
pi (1 pi )/Ni . , (8.12)
1 pi (1 pi ) di
V (ln(pi )) = 2
=
pi Ni Ni (Ni di )
(8.13)
X di
V [S(t )] = S(t )2 (8.14)
ti t
Ni (Ni di )
Greenwood (1926) .
V (S(14)) = 0.6862 [1/10 9 + 1/9 8 + 1/7 6] = 0.02296.
8.4.1 95%
.
8.6: 10 .
95% .
8.4.2 SPSS
SPSS
. ,
.
.
8: 151
(2.3.2) SPSS .
16,
.
8.7: SPSS
options
.
152 . , . :
output .
.
,
.
-
95% . , SPSS
.
.
8.4.2.1
, -
, H (t ) = ln[S(t )].
Nelson (1972) Aalen (1978)
8: 153
h (t ) .
Nelson-Aalen :
0, t < t1
H (t ) = (8.15)
P di
t1 t
ti t Ni ,
:
X di
2
sH (t ) = (8.16)
ti t
Ni2
Petterson (1977)
154 . , . :
Kaplan-Meier :
Y 1 di X 1 di X 1 di
H (t ) = ln S(t ) = ln = ln = ln (8.17)
ti t
Ni ti t
Ni ti t
Ni
Taylor
t. Nelson-Aalen
Kaplan-Meier.
di /Ni
= ln((1
di )/Ni ) .
SPSS
Petterson options Hazard .
.
8.5
.
.
,
.
. ,
.
log-rank .
log-rank
.
(
) ( ),
:
H0 : hA (t ) = hB (t ), t
HA : hA (t ) 6= hB (t ), t
8: 155
i k, Dik -
Eik , .
t(1) < t(2) < ... < t(D) .
t(ik ) dik k , Nik .
Pk
di = j=1 dij t(i ) ,
Pk
Ni = j=1 Nik .
, ,
di
Ni
- : Eik = Nik Ndii . log-rank
:
PD
i =1 di 1 Ni 1 (di /Ni )
Z = qP (8.18)
D
i =1 Vi
Ni 1 Ni 1 Ni di
Vi = di ( )(1 )( )
Ni Ni Ni 1
. |Z | > Z/2 .
Z
Q2 . ,
.
690 -
(<20). 537 , 153
. 8.5
.
. -
8.3.
8.8: , -
20 (...)
(). log-rank p-value=0.023
8.3: -
.
# Dk Ek (Dk Ek )2 )/V
537 65 75.3 5.16
153 41 30.7 5.16
log-rank .
, .
.
153 , 41 , 537
65 .
, 5.156, p-value .
8.6
,
,
8: 157
,
.
, ,
,
, .
.
Cox (proportional hazards model)
-
.
.
h (t |X ) = h0 (t ) exp(X) (8.19)
X n p p
n , p 1 h0 (t )
158 . , . :
h ( t |X ) h0 (t ) exp(X)
= = exp [(X X )]
h (t |X ) h0 (t ) exp(X )
, . (8.6),
(hazard ratio) X
X .
8.6.1
Cox ,
(partial likelihood function) .
(Ti , di , Xi ), i = 1, 2, ..., n, Ti , di
1 , 0 ,
. t(1) , t(2) , ..., t(D)
( ) Xi i-
ti .
(risk set) ti , R (ti )
, ti . :
D
Y exp(Xi )
L () = P (8.20)
i =1 jR (ti ) exp(Xj )
8: 159
-
,
,
. , ti
, Xi
.
- .
Mantel-Haenzel.
8.20
. () = ln L (), (8.20) :
D
X D
X X
l () = Xi ln exp(Xj ) (8.21)
i =1 i =1 jR (ti )
-
Newton-Rapshon . scores
8.21 . U () = l ()/
scores
D D
P
X X jR (ti ) Xj exp(Xi )
U () = Xi P (8.22)
i =1 i =1 jR (ti ) exp(Xj )
(8.21) kl :
P
2 l () D
X jR (ti ) Xjk Xjl exp(Xj )
Ikl = = P
k l i =1 jR (ti ) exp(Xj )
D
"P # "P #
X jR (ti ) Xjk exp(Xj ) jR (ti ) Xjl exp(Xj )
P P
i =1 jR (ti ) exp(Xj ) jR (ti ) exp(Xj )
8.6.2
. , -
.. .
H0 : = 0
.
scores, Wald .
160 . , . :
-
2
Xsc = U (0 )0 I 1 (0 )U (0 )
X 2 p , p -
.
scores ( H0 0
- I () ).
, -
h i
2
XLR ) l (0 )
= 2 l (
X 2 p .
, Wald -
2
XW 0 )0 I (
= ( )(
0 )
X 2 p . Wald
, H0 : l = l 0 .
z /se ).
(
, -
. ,
Wald .
, 1
( 0), , .. = (1 , 2 ) = 0 ,
, -
.
-
,
-
. , -
, , ,
, ,
, , /
8: 161
. 3
(standard errors) p-value ,
.
8.4: Cox. ,
, ,
, 0 ()
1 ().
Wald p
0.017 0.003 4.80 <0.001
0.011 0.002 4.53 <0.001
0.032 0.003 8.70 <0.001
0.373 0.070 5.29 <0.001
0.006 0.099 0.06 0.951
-0.208 0.095 -2.17 0.029
-0.623 0.087 -7.11 <0.001
0.017, (23 )
(98 ) 1.275 ( 0.017 75 ).
,
98 23 3.58 (=exp(1.275)),
.
.
0.03 -
. ,
10
.
, Wald statistic .
, -
0.373 ( 1.45, 45%)
162 . , . :
.
( 2.1
110%).
0.011
.
0.623,
. ,
47% ( = exp(0.623) =
0.53).
0.208,
.
, ,
(p-value = 0.951),
b .
,
.
.
8: 163
. -
Wald
p-value.
( )
,
(0.95).
,
,
, , ,
.
:
8.5: Cox. ,
, ,
Wald p
0.013 0.003 3.89 <0.001
0.013 0.002 5.15 <0.001
0.035 0.003 9.87 <0.001
0.345 0.070 4.91 <0.001
,
. Wald .
,
.
. ,
164 . , . :
, (null)
.
, (8.21). -4123.519
, -4150.684 -4255.621 .
.
4150.684(4255.621) = 104.937.
2 209.874.
X 2 4 ,
4 .
0, .
.
.
54.32 X 2 ,
.
.
8.6.3
S(t |X ) ,
. Breslow
:
di
h0 (t ) = P (8.23)
jR (ti )
)
exp(X
,
X
H0 (t ) = h0 (t )
ti t
S0 (t ) S0 (t ) = exp[H0 (t )]. -
-
X 0.
,
X = X0 :
S(t |X0 ) = S0 (t )exp(X0 ) (8.24)
8: 165
.
.
30 , 10 ,
, 2, ,
, 8.24:
S(t |X ) = S0 (t )exp(300.017+100.011+00.032+20.373+00.00610.20810.623)
-
, .
8.7 -
,
. ,
.
.
.
6 , .
,
. ,
, .
. ,
. ,
.
Kaplan-Meier .
, .
, .
Therneau
166 . , . :
, martingale .
S-plus, R.
,
,
.
.
.
-
.
:
h (t |X ) = h0 (t ) exp(X1 + X2 f (t ))
f (t ) -
.
. SPSS, S-PLUS,
SAS, R, STATA .
-
(clusters).
,
. -
( ),
(frailty models).
8.7.1
.
, -
,
. ,
,
. n1
, n2 nk k .
i j h (t |X ) = h0j (t ) exp(X).
,
lj (), j =
8: 167
1, 2, ..., k. lj () (8.21)
j . scores -
.
.
8.8
. ,
, ,
.
, ,
.
accelerated failure time models.
, , -
, . ,
.
cure rate, ,
-
0.
, , AIDS -
.
,
.
,
Bayes, ,
Aalen , .