Final

(Written)

92.1.16

1. (30%) Suppose that a experiment is undertaken to compare the effect of a new process with the current process. The response is the number of occurrences. For a single stand-alone experiment, the number of occurrences using the current process and new process may be regarded as independent Poisson variables Y1 i ~ P ( 1i ) and Y 2 i ~ P ( 2 i ) , respectively, where

log ( 1i ) = i + , i = 1, 2, K , n log ( 2 i ) = i
and the parameter of interest, , can characterize the treatment effect. (a) For every single stand-alone experiment, find the sufficient statistic for i and the conditional distribution based on the sufficient statistic. (b) Derive the conditional likelihood for by combining the conditional likelihood for every single-alone experiment. (c) Derive the score statistic for no treatment effect based on the conditional likelihood. 2. (20%) Suppose the independent data Y1 , Y 2 , K , Y n have the mean i and the variance function. V i ( i ) (a) If

i = , V i ( ) = (1

),

find the quasi-likelihood

function and maximized quasi-likelihood estimate for . (b) Suppose

i = x i , V i ( i ) =

, where

is a single

parameter. Find the quasi-score function and the estimate based on the quasi-score function.
1

3. (30%) Suppose we have the following data for the survival times of ovarian cancer patients: Survival Censor time indicator 156 1 I 1040 0 II 59 1 III 421 0 IV 329 1 V 769 0 VI T: treatment group; C: control group. Subject Group T T T C T C Age 66 38 72 53 43 59

(a) Calculate the Kaplan-Meier estimate for the data. (b) Test the treatment effect using log-rank test and Wilcoxon test. (c) Suppose the variable age is the only variable of interest. Using proportional hazards model, derive the partial likelihood and describe how to obtain the partial likelihood estimate. 4. (20%) The responses y1 , y 2 , K , y n are assumed to be the observed values of independent random variables Y1 , Y 2 , K , Y n such that Yi ~ B (m i , i ) For the linear logistic model, we have logit ( i ) = where

i = xi , 1i

is a single parameter and

xi

is the covariate corresponding

to Yi . Derive the iterated reweighted least square (IRLS) estimate.

(Computer, using SAS or Splus)

1. (30%) For the following data, Patient Time Cens Treat 156 1 1 1
2

Age 66

RDISEASE 2

PERF 2

1040 0 1 38 2 2 2 59 1 1 72 2 1 3 421 0 2 53 2 1 4 329 1 1 43 2 1 5 769 0 2 59 2 2 6 365 1 2 64 2 1 7 770 0 2 57 2 1 8 1227 0 2 59 1 2 9 268 1 1 74 2 2 10 475 1 2 59 2 2 11 1129 0 2 53 1 1 12 464 1 2 56 2 2 13 1206 0 2 44 2 1 14 638 1 1 56 1 2 15 563 1 2 55 1 2 16 1106 0 1 44 1 1 17 431 1 1 50 2 1 18 855 0 1 43 1 2 19 803 0 1 39 1 1 20 115 1 1 74 2 1 21 744 0 2 50 1 1 22 477 0 1 64 2 1 23 448 0 1 56 1 2 24 353 1 2 63 1 2 25 377 0 2 58 1 1 26 Cens: censor indicator; Treat: treatment. (a) Calculate the Kaplan-Meier estimate and plot the survival function. (b) Test the treatment effect using log-rank test and Wilcoxon test. (c) Fit the following proportional hazards models z z z 2.

(t ) = 0 (t ) exp( ) ,

= 1 Age + 2 Treat + 12 Treat Age = 1 Age + 2 PERF = 1 Age + 2 RDISEASE

(30%)The following data concern a type of damage caused by waves to the forward section of certain cargo-carrying vessels:
3

Ship type

Year of construction

Period of operation

Aggregate months service

1960-64 1960-74 127 A 1960-64 1975-79 63 A 1965-69 1960-74 1095 A 1965-69 1975-79 1095 A 1970-74 1960-74 1512 A 1970-74 1975-79 3353 A 1975-79 1960-74 0 A 1975-79 1975-79 2244 A 1960-64 1960-74 45 B 1960-64 1975-79 0 B 1965-69 1960-74 789 B 1965-69 1975-79 437 B 1970-74 1960-74 1157 B 1970-74 1975-79 2161 B 1975-79 1960-74 0 B 1975-79 1975-79 542 B 1960-64 1960-74 1179 C 1960-64 1975-79 552 C 1965-69 1960-74 781 C 1965-69 1975-79 676 C 1970-74 1960-74 783 C 1970-74 1975-79 1948 C 1975-79 1960-74 0 C 1975-79 1975-79 274 C *: Necessarily empty cells, **: Accidentally empty cell

Number of damage incidents 0 0 3 4 6 18

0

11 0
0

7 7 5 12
0

1 1 1 0 1 6 2
0

Fit the log-linear model for the response the number of damage

incidents, with qualitative factors, Ship type, Year of construction, Period of operation and quantitative variate Aggregate months service as offset. What are the conclusions?