删失数据下医药费用的经验似然估计  

Empirical Likelihood Estimator of Medical Costs with Censored Data

作　　者：周勇[1,2] 田军[1] 

机构地区：[1]中国科学院数学与系统科学研究院,北京100190 [2]上海财经大学统计管理学院,上海200433

出　　处：《数学学报（中文版）》2013年第6期817-828,共12页Acta Mathematica Sinica：Chinese Series

基　　金：国家杰出青年基金(70825004);国家自然科学基金(10731010);国家重点基础研究发展计划(2007CB814902);国家创新研究群体科学基金(10721101);上海财经大学211项目Ⅲ期;上海市重点学科建设项目(B803)

摘　　要：生存时间数据删失问题是医药费用统计推断的一大难点,本文针对可以获得费用历史信息的情形,提出了在删失数据下医药费用的经验似然估计方法,给出在一定置信水平下感兴趣参数的置信区间.通过模拟,比较了在不同样本量下本文提出的方法与已有方法的表现,结果是我们的方法得到的置信区间更短,估计效果更好.同时,我们也针对一项心脏病实验的实际数据进行了相关分析和比较,得到满意的结果.The statistical analysis and inference of medical cost is often challenged by the fact that the survival times are censored. In this paper, we consider the case that medical cost history is available. An empirical likelihood procedure is proposed for inaking statistical inference on the mean cost when censoring is present, then we can easily get the confidence intervals for the parameters of interest at a given confidence level. In the simulation sdudies, we use different sample sizes to compare the finite sample performances of our procedure with some popular procedures in the literatures. We show that our procedure gives better confidential intervals for the mean of medical cost. The proposed procedure is also applied to a real dataset collected in a cardiology trial.

关 键 词：医药费用 删失数据 经验似然 区间估计 

分 类 号：O212.1[理学—概率论与数理统计]