Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Comparison of parametric and nonparametric hazard change-point estimators

모수적과 비모수적 위험률 변화점 통계량 비교

  • Kim, Jaehee (Department of Information and Statistics, Duksung Women's University) ;
  • Lee, Sieun (Office of Biostatistics, School of Medicine, Ajou University)
  • 김재희 (덕성여자대학교 정보통계학과) ;
  • 이시은 (아주대학교 의과대학 의과학연구소)
  • Received : 2016.08.10
  • Accepted : 2016.09.24
  • Published : 2016.09.30
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Abstract

When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

위험률에 변화점이 존재할 경우 위험률 변화점에 대한 추정 정확한 모수 추정을 위해 매우 필요하다. 본 연구에서는 한 개 위험률 변화점이 존재하는 경우 위험률의 변화점 추정량에 대한 비교 연구를 수행하였다. 우도함수에 기반한 모수적 방법인 Matthews와 Farewell (1982) 위험률 변화점 추정량과 Nelson-Aalen 누적 위험률에 기반한 비모수적 방법의 Zhang 등 (2014) 위험률 변화점 통계량을 고찰하여 특성을 파악하였다. 모의실험에서 지수분포를 따르는 생존데이터에 대해 위험률 변화점이 한 개 있는 경우 중도절단이 없는 경우와 중도절단이 있는 경위험률 추정량의 능력을 평균제곱오차를 계산하여 비교하였다. 실제 데이터에 대한 적용으로 백혈병 생존데이터와 원발성 담백증 경화 생존데이터에 대해 위험률 변화점을 추정하고 비교해 보았다.

Keywords

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