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Methods of Combining P-values for Multiple Endpoints of Various Data Types

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(1)

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j 3©œ e”©œr+«>\"f u«Ñ´òõ #ŒQ ìøÍ6£xú(endpoints)–Ð 8£¤&ñ|¨c M:, s[þt ìøÍ6£x

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ú @/1px > ׿כ¹ #Œ ÅÒכ¹ ìøÍ6£xú(primary endpoint)\¦ ‚×þ˜½+É Ãº \OH ©œS!s µ

1

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Ž

&ñ(one-tailed testing) :Ÿx>|¾Óܼ–Ð"f ìøÍ6£xú ƒ5Åq+þA(continuous) «Ñ–Ð 8£¤&ñ÷&%3

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¦ M: Ordinary Least Square(OLS)ü< Generalized Least Square(GLS) Ž&ñ :Ÿx>|¾Ó`¦ ]

jr %i. Pocock 1px (1987)“Ér #ŒQ +þAI, 7£¤ ƒ5Åq+þA, síߖ+þA(binary), Òqt”>r(survival)



«Ñ_ ìøÍ6£xú\¦ †<Êa ìr$3½+É Ãº e”6£§`¦ ƒ/åL “¦ e”ܼ z´]j–Ð sü< °ú s #ŒQ +þA I

_ ìøÍ6£xú #î½+Ë\ @/ôÇ ëH]j&h`¦ [O"î  ½¨^‰&hܼ–Ð —¸_z´+«>ܼ–Ð"f sQôÇ â Ä

º_ OLSü< GLS :Ÿx>|¾Ó_ ´òÖ¦$í`¦ ·ú˜˜ÐtH ·ú§€Œ¤. ‘:r 7HëH\"fH :£¤y #ŒQ +þA I

_ ìøÍ6£xú\¦ 7áx½+Ë #Œ u«Ñ´òõ\ @/ôÇ :r`¦ ?/oHX< P °úכ_ #î½+Ë :Ÿx>|¾Ó`¦ ]j î

ß

–  9, sM: yŒ• ìøÍ6£xú_ u«Ñ´òõ\ @/ôÇ Ž&ñ õ“ P °úכ“Ér "f–Ð ©œ›'a$ís ”>rF 





H P °úכs. OLS x9 GLS Ž&ñ :Ÿx>|¾Ó˜Ð ©œ&h`¦ t P °úכ_ #î½+Ë~½ÓZO ׿, ~½ÓZO Fü<

GH ]j 17áx š¸ÀÓ Ä»_úïr˜Ð &"f Ž&ñ_ :rs ¸ú˜3lw ?/9|9 ú e”H âĺ e”“¦

~

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ÓZO BH ]j 17áx_ š¸ÀÓ ¸ú˜ :Ÿx]j÷&“¦ ¢¸ôÇ ´òÖ¦$ís Z}“Ér כ ܼ–Ð  zŒ¤.

Å

Òכ¹6 x#Q: ׿ ìøÍ6£xú, 1lqwn)a P °úכ_ #î½+Ë, ƒ›'a)a P °úכ_ #î½+Ë, OLS, GLS.

1. " V´ * 0

1 l

qwn)a ¿º çH_ u«Ñ´òõ\¦ q“§ H e”©œr+«>_ ‰&³©œ\"f yŒ• ¨8Š\>"f Ñüt s©œ_ ìøÍ 6

£

xú 8£¤&ñ÷&#Q ׿ ìøÍ6£xú(multivariate endpoints)\¦ ìr$3K H âĺ ™¥u ·ú§

>

 µ1ÏÒqtôÇ. \V\¦ [þt#Q"f, p²DG d”€•'õA(U.S. FDA)s „wn‚ q@/7£x(prostatic hyperplasia)

¨ 8

Š\ @/ôÇ u«Ñ–Ð 0A€•(placebo)õ q“§ôÇ &h&ñ|¾Ó 5mg_ finasteride\¦ 5px“Ùþ¡~ e”©œr+«>

`



¦ ¶ú˜(R˜Ð€, 8úx C”¹7£x©œ&hú(urinary symptom score), כ¹5ÅqŽ(urinary-flow rate test), „ w

n

‚ „^‰ÂÒx(total prostate volume), ïߖ”¹|¾Ó(residual volume), „wn‚ :£¤s†½Ó"é¶(prostate specific antigen) 1px_ ìøÍ6£xú–Ð u«Ñ´òõ\¦ ¨î %i. :£¤y, %ƒ6£§ [j ìøÍ6£xú_ :Ÿx>

&

h

 Ä»_$í`¦ H–Ð Õª ´òõ\¦ 7£x"î %i(Chowü< Liu, 2003). sQôÇ ×æ ìøÍ6£xú\ ›'a

1) (137-701) "¦r "í½¨ ìøÍŸí1lx 505, d¦aË:@<Ɠ§ _<Æ:Ÿx><Æõ, $3&ñ. E-mail: [email protected]

2) (137-701) “§’$. "¦r "í½¨ ìøÍŸí1lx 505, d¦aË:@<Ɠ§ _<Æ:Ÿx><Æõ, “§Ãº.

E-mail: [email protected]

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ô



Ç ìr$3 r ©œ /'îr ]XH“Ér Åқ'a&h óøÍéߖ < ʓÉr ƒ½¨3lq&h 1px\ qÆÒ#Q ˜Ð ÅÒכ¹ ìøÍ6£x Ã

º(primary endpoint)ü< ˜ÐØæ ìøÍ6£xú(subsidiary endpoint)\¦ ĺ‚&hܼ–Ð ‚×þ˜ #Œ yŒ•  Ã

º\ @/K éߖ|¾Ó ìr$3(univariate analysis)`¦ z´r H כ s. ÕªQ Pocock 1px (1987)s

ƒ



/åL %i1pws Ä»_ t ·ú§“Ér ìøÍ6£xú\¦ ]jü@†<Êܼ–Ð+‹ “0A&hܼ–Ð Ä»_ôÇ :r`¦ %3H â Ä

º•¸ µ1ÏÒqt  9, :£¤y «Ñ_ ÂÒìr&h“ :r`¦ ]jr HX< Õªu> ÷&H éߖ&hs e”. sQôÇ Ð



o|ÃÌ\"f #ŒQ ìøÍ6£xú @/1pxôÇ ×æכ¹$íܼ–Ð ìr$3÷&H ~½ÓZOs “¦9÷&#Q ôÇ.

Hotelling_ T2:Ÿx>|¾Ó“Ér ׿ ìøÍ6£xú —¸¿º\ HôÇ u«Ñ´òõ\¦ Ž&ñ tëߖ, O0Brien (1984)õ Meier (1975) t&h %i1pws 8úx K>h_ ìøÍ6£xú_ yŒ• ìøÍ6£xú ´òõß¼l(effect sizes)“ δk= µ1k− µ2k 0õ Ér\ @/ôÇ @/wn[O_ Ž&ñsÙ¼–Ð u«Ñ´òõ\¦ _p H δk > 0÷rëߖ m u«Ñ Ä»KôÇ âĺ\¦ _p H δk < 0•¸ †<Êa lyŒ• #Œ Ž&ñ§4s ±ú`¦ Ã

º µ1Ú\ \O.

#

ŒQ ìøÍ6£xú_ ´òõß¼l_ €ªœ~½Ó†¾Ó$í ëH]j\¦ x½+É Ãº e”H ]XHܼ–Ð"f éߖ8£¤ Ž&ñ Êê Bonferroni ú&ñZOs e”. K>h_ ìøÍ6£xú "f–Ð 1lqwns &ñ½+É M:, yŒ• ìøÍ6£xú_ éߖ 8

£

¤ Ž&ñ_ õ–Ð %3“Ér P °úכ ׿ ©œ Œ•“Ér °úכ\ K\¦ YLôÇ °úכ`¦ Ä»_úïr αü< q“§ #Œ Ž&ñ





:r`¦ ?/oH ~½ÓZOs. &h6 xs çߖéߖ “¦ sK l /'îr s ~½ÓZO“Ér yŒ• ìøÍ6£xú\ @/K éߖ





|¾Ó ìr$3`¦ z´r > ÷&#Q #ŒQ SÃº_ Ä»_$í Ž&ñܼ–Ð 7£x÷&H ]j 17áx š¸ÀÓ\¦ ˜Ð&ñôÇ



H ©œ&hs e”tëߖ ìøÍ6£xú_ ©œ›'a$í(ρ)s 7£x½+Éú2Ÿ¤, :£¤y ρ ≥ 0.5“ âĺ\ Bonferroni Ã

º&ñZOs Bĺ ˜Ðú&he”`¦ Pocock 1px (1987)“Ér 7HëH_ ³ð 1\"f µ1ßy“¦ e”. sH Gupta (1963) ]jrôÇ |¾Ó &ñ½©(multivariate normal) ìrŸí_ ³ðïro)a &ñ½©¼#  ׿, þj@/°úכ_ S

X

‰Ò¦ ìrŸí\ HôÇ α0°úכõ Bonferroni ú&ñ\ _ôÇ α00= α/K°úכ`¦ q“§†<Êܼ–Ð+‹ 7£x"î %i



. Bonferroni ú&ñZO_ ¢¸ Ér éߖ&h“Ér #ŒQ ìøÍ6£xú\ K{©œ H P °úכ ׿ ©œ Œ•“Ér P °úכ

\

 H #Œ :r`¦ ?/2;H כ s 9, "f K>h_ ìøÍ6£xú ׿ #Q‹" \"f ̺§Â ôÇ u

«

Ñ´òõ ”>rFôǍH @/wn[O \"f Bonferroni ú&ñZO“Ér Ž&ñ§4s Z}tëߖ, —¸ŽH ìøÍ6£x Ã

º\"f ̺§Â tH ·ú§Ü¼ {9Ò¦&hܼ–Ð #QÖ¼ &ñ•¸_ u«Ñ´òõ ”>rF H @/wn[O \"f





H Ž&ñ§4s Z}t ·ú§.

O0Brien (1984)“Ér —¸ŽH ìøÍ6£xú\¦ 7áx½+Ë #Œ ¿º çH_ u«Ñ´òõ\¦ q“§ H ~½ÓZOܼ–Ð"f OLSü< GLS Ž&ñ :Ÿx>|¾Ó`¦ ]jîߖ %i. s Ž&ñ :Ÿx>|¾Ó“Ér ~½Ó†¾Ó$í`¦ °úH @/wn[O \"f



Ž

&ñ§4s Z}“Ér ©œ&h`¦ tmH ìøÍ€, $ 1px“Ér ƒ5Åq+þA «Ñ\ @/ôÇ &h6 xëߖ`¦ “¦9 %i.

s

\ Pocock 1px (1987)“Ér ƒ5Åq+þA, síߖ+þA, Òqt”>r «Ñü< °ú s #ŒQ «Ñ +þAI_ ìøÍ6£xú

†

<

Êa ]jr)a âĺ\ GLS :Ÿx>|¾Ós 8¹¡¤ &h]X†<Ê`¦ ƒ/åL %i. GLS :Ÿx>|¾Ó“Ér ½¨^‰&hܼ–Ð y

Œ

• éߖ|¾Ó ìr$3\"f >íߖ)a Ž&ñ :Ÿx>|¾Ó`¦ #ŒQ ìøÍ6£xúçߖ_ /BNìríߖܼ–Ð ×ær& ½+Ëíߖ ô



Ç :Ÿx>|¾Ós. ÕªQ ‰&³z´&hܼ–Ð +þAI "f–Ð Ér ìøÍ6£xú_ éߖ|¾Ó ìr$3`¦ :ŸxK %3“Ér



Ž

&ñ :Ÿx>|¾Ó“Ér Bĺ €ªœ #Œ #î½+Ë\ e”#Q #Q9¹¡§s e”. ‘:r 7HëH\"fH #ŒQ +þAI_ 

×



æ ìøÍ6£xú_ ìr$3~½ÓZOܼ–Ð"f ·ú¡\"f ƒ/åLôÇ #ŒQ éߖ&hõ #Q9¹¡§s \O“¦ óøÍéߖ÷&H éߖ





|¾Ó ìr$3_ õ“ P °úכ`¦ #î½+Ë H ~½ÓZO`¦ ]jîߖôÇ. e”©œr+«>_ :rs _ P °úכܼ–Ð כ

¹€•H†ds ׿כ¹  9, #ŒQ ìøÍ6£xú\ _ôÇ "f–Ð ©œ›'a$ís ”>rF H P °úכ_ #î½+Ë~½ÓZOܼ–Ð"f

#

ŒQ s:r\ HôÇ ~½ÓZOs ]jr|¨c ú e”. ·ú¡\"f ƒ/åLôÇ OLSü< GLS_ ~½ÓZO˜Ð Ž&ñ§4 s

 Z}“Ér P °úכ #î½+Ë~½ÓZO`¦ ‘:r 7HëH\"f ]jîߖ½+É כ s.

(3)

2. • î |q @ è

O0Brien (1984)õ Pocock 1px (1987)_ OLSü< GLS :Ÿx>|¾Ó`¦ [O"î  9, 6£§Ü¼–Ð ©œ›'a

$ í

s e”H P °úכ`¦ #î½+Ë H ~½ÓZO[þt`¦ ]jîߖôÇ. sp 1lqwn&h“ P °úכ_ #î½+Ë~½ÓZOܼ–Ð Fisher (1950)_ ~½ÓZO`¦ q2Ÿ© #Œ Bĺ ´ú§“Ér ~½ÓZO[þts ]jîߖ÷&%3ܼ, ©œ›'a$ís e”H P °úכ_ #î½+Ë~½Ó Z

O

“Ér Brown (1975)õ Zaykin 1px (2002)\ Ô¦õ . s[þt_ ~½ÓZOõ Ér, e”©œr+«>_ âĺ

\

 ½+Ë{©œôÇ P °úכ_ #î½+Ë~½ÓZO`¦ [O"î½+É כ s.

2.1. OLSØþ GLS 5ùç=ˆê ïÕ65“ï| 2.1.1. OLS

OLS :Ÿx>|¾Ó`¦ [O"îv 0AK ƒ5Åq+þA «Ñ–Рئµ1Ï  9 s ƒ5Åq+þA «Ñ Yijk(i = 1, 2, j = 1, . . . , ni, k = 1, . . . , K)H iP: |9éߖ\ 5ÅqôÇ jP: >h^‰_ kP: ìøÍ6£xú\¦  ·p. "f

–

Ð Ér >h^‰_ «ÑH 1lqwnstëߖ 1lx{9 >h^‰_ #ŒQ ìøÍ6£xúH ƒ›'a÷&#Q e”“¦ |¾Ó &ñ

½

© ìrŸí  9 1lx{9 /BNìríߖ 'Ÿ§>=`¦ &’6£§`¦ &ñôÇ. 7£¤, Yij ∼ N (µi, Σ)s 9, #Œl"f Yij

= (Yij1, . . . , Yijk)T, µi = (µi1, . . . , µik)T (i = 1, 2)s“¦ Σkk = σk2–Ð"f yŒ• ìøÍ6£xú_ ìríߖ

“ É

r "f–Ð ØÔ 9 úçߖ /BNìríߖ Σkk0s ”>rF†<Ê`¦ &ñôÇ. OLS :Ÿx>|¾Ó“Ér yŒ• ìøÍ6£xú\¦ ĺ

‚



 ³ðïrorvH כ ܼ–Рئµ1ÏôÇ. 7£¤, ³ðïro)a ìøÍ6£xúH 6£§õ °ú .

Yijk =Yijk− ¯Y..k

S..k

. (2.1)

#

Œl"f ¯Y..kü< S..k2 H yŒ• ìøÍ6£xú\"f_ ¨îçHõ ½+Ë#îìríߖ(pooled variance)_ ÆÒ&ñ°úכܼ–Ð  6

£

§õ °ú .

Y¯..k = n1Y¯1.k+ n2Y¯2.k

n1+ n2 , (2.2)

S..k2 = (n1− 1)S1.k2 + (n2− 1)S2.k2

n1+ n2− 2 . (2.3)

#

Œl"f ¯Yi.kH yŒ• çH_ ¨îçHܼ–Ð"f ¯Yi.k = (1/ni)Pni

j=1Yijk–Ð &ñ_)a.

s

]j ³ðïro)a Yijk \ H #Œ yŒ• ìøÍ6£xú\ @/K u«Ñ´òõ e”H\ @/ôÇ t :Ÿx>

|

¾

Ó`¦ ½¨½+É Ãº e”ܼ 9 Lehmacher 1px (1991)_ l ñ\¦ "f s\¦ ¼#_©œ Z–Ð ³ð‰&³ôÇ.

Zk= Y¯1.k − ¯Y2.k

p(1/n1) + (1/n2). (2.4)

#

Œl"f ¯Yi.k = (1/ni)Pni

j=1Yijk s.

OLS :Ÿx>|¾Ó“Ér sü< °ú s ½¨ôÇ yŒ• ìøÍ6£xú_ Zk\¦ ‚+þA ½+Ëíߖr& ½¨ôÇ כ s. s]j 0A

\

"f ƒ/åLôÇ K>h_ Zk[þt–Ð sÀÒ#Q” K × 1 7˜'\¦ Z = (Z1, . . . , Zk)T–Ð, Yijk –ÐÂÒ' ÆÒ&ñ

 )

a K × K _ ©œ›'a'Ÿ§>=(correlation matrix)`¦ ˆRܼ–Ð, yŒ• "鶙è 1–Ð sÀÒ#Q” K × 1 7˜'

\



¦ J = (1, . . . , 1)T–Ð &ñ_ôÇ. OLS :Ÿx>|¾Ó“Ér 6£§õ °ú .

TOLS= JTZ p

JTRJˆ . (2.5)

(4)

s

 :Ÿx>|¾Ó TOLS_ ìr\¦ ¶ú˜(R˜Ð€ Zk\¦ éߖíH ½+Ëíߖ(unweighted sums)rv“¦ e”#Q Êê\ [O

"

î

H GLS_ ׿ ½+Ëíߖ(weighted sums)õ ØÔ.

OLS :Ÿx>|¾Ó TOLSH yŒ• ìøÍ6£xúZ>–Ð «Ñ–ÐÂÒ' ÆÒ&ñôÇ ½+Ë#îìríߖܼ–Ð ³ðïror† Yijk \ HôÇ Zk\¦ ½+ËíߖrvÙ¼–Ð ) Áº[O \"f•¸ {9ìøÍ&hܼ–Ð &ñSX‰y t ìrŸí t ·ú§ Ü

¼ 9, ¢¸ôÇ @/wn[O \"f•¸ &ñSX‰y q׿d” t ìrŸí t ·ú§H. ) Áº[O \"f :£¤Z>ôÇ

 â

ĺ\ ôÇ #Œ TOLSH &ñSX‰y t ìrŸí HX< sQôÇ âĺêøÍ —¸ŽH ìøÍ6£xú 1lx{9 8£¤&ñ°úכ

# 3

0A(same scale)\¦ t€"f 1lx{9 ìríߖ(7£¤, σk = σ, k = 1, . . . , K){9 M: Yijk\¦ S..k 



©

œÃº“ S...–Ð ¾º#Q ³ðïrorvH âĺs. O0Brien (1984)\"f ) Áº[O \"f TOLS



Ä»•¸ n1+ n2− 2_ H t ìrŸí†<Ê`¦ s6 x #Œ Ž&ñ “¦ e”ܼ 9 ‘:r 7HëH\"f•¸ s\¦ Õª@/

–

Ð G×þ˜ôÇ.

é ß

–íH > >íߖ÷&H OLS :Ÿx>|¾Ó“Ér úu&hܼ–Ð îߖ&ñ H ©œ&hs e”tëߖ @/ÂÒìr_ â Ä

º\ #ŒQ ìøÍ6£xúçߖ\ 1lx{9 ©œ›'a$í`¦ tm“¦ e”t ·ú§l M:ëH\ sQôÇ ©œ›'a$í`¦ ׿ܼ

–

Ð ¿º“¦ ½+ËíߖôÇ GLS :Ÿx>|¾Ós 8 H Ž&ñ§4`¦ t> )a.

2.1.2. GLS

GLS :Ÿx>|¾Ó“Ér yŒ• ³ðïro)a &ñ½©¼#  Zk\ ³ðïro)a Yijk –ÐÂÒ' ÆÒ&ñ)a ©œ›'a'Ÿ§>=_

% i

(inverse)`¦ ׿ܼ–Ð ½+ËíߖôÇ :Ÿx>|¾Ós 9, "f yŒ• ìøÍ6£xú_ l#Œ &ñ•¸ ØÔ> )a



. 7£¤, GLS :Ÿx>|¾Ó“Ér 6£§õ °ú .

TGLS= JT−1Z q

JT−1J

. (2.6)

s

 TGLS %ir O0Brien (1984)“Ér ) Áº[O \"f Ä»•¸ n1+ n2− 2_ H t ìrŸí†<Ê`¦ s 6

 

x #Œ Ž&ñ “¦ e”ܼ 9 ‘:r 7HëH\"f•¸ s\¦ Õª@/–Ð G×þ˜ôÇ. ìøÍ6£xú_ ú éߖt ¿º >h

“



 âĺ\H OLS :Ÿx>|¾Óõ GLS :Ÿx>|¾Ós {9u > ÷&tëߖ, ìøÍ6£xú !Ó s©œ“ âĺ\





H GLS :Ÿx>|¾Ó_ Ž&ñ§4s 8¹¡¤ ß¼“¦ ·ú˜94R e” (Lehmacher 1px, 1991).

OLSü< GLS :Ÿx>|¾Ó“Ér ³ðïro)a ìøÍ6£xú\ H #Œ >íߖ÷&HX< #ŒQ ìøÍ6£xú 

€ ª

œôÇ «Ñ +þAI“ âĺ, :£¤y síߖ+þAs íH"f+þA(ordinal), Òqt”>r «Ñ\¦ 1lx{9 #30A\¦ t•¸ 2

Ÿ

¤ ³ðïrorvH {9s "îu ·ú§. #ŒQ ìøÍ6£xú\¦ yŒ• ìøÍ6£xúZ> íH0A–Ð ¨8ŠôÇ“¦ K

•

¸ ëH]jH K÷&t ·ú§H. "f sQôÇ €ªœôÇ ìøÍ6£xú_ ìr$3\H 6£§ ]X\"f ™è>h

H P °úכ_ #î½+Ës 8¹¡¤ |ÃÐf” .

2.2. P ÇH?ê :…êÔ± 2.2.1. #H B‘!@ ^lv„¶Ý䟮„ÞÅ'H P ÇH?ê 5_lv Ñä=ˆê

e

”

©œr+«>\"f ú|9÷&H ìøÍ6£xú_ +þAI–ЍH ƒ5Åq+þA «Ñ–Ð"f &ñ½© ¢¸H q&ñ½© ìrŸí



«Ñ e”“¦, sü@\•¸ síߖ+þA, íH"f+þA x9 Òqt”>r «Ñ e”. u«Ñ´òõ ”>rFôǍH @/wn

[O \"f yŒ• +þAI_ ìøÍ6£xú\ @/K éߖ8£¤ Ž&ñ_ P °úכ`¦ ½¨ H õ&ñ`¦ ÷&•¸2Ÿ¤ Âúª> "f Õ

ü tôÇ.

(5)

Ä

º‚ kP: ìøÍ6£xú_ ƒ5Åq+þA «Ñ &ñ½© ¢¸H H &ñ½© ìrŸí H âĺ 6£§_ T :Ÿx

>

|¾Ós Ä»•¸ n1+ n2− 2“ t ìrŸí†<Ê`¦ s6 x #Œ Ž&ñôÇ.

Tk = Y¯1.k− ¯Y2.k

S..k

p(1/n1) + (1/n2). (2.7)

#

Œl"f S2..kH ¿º çH_ ½+Ë#îÆÒ&ñ|¾Ós 9, P °úכ“Ér Pk= Pr(T ≥ Tk)\ _K ½¨ôÇ.

ì ø

Í6£xú &ñ½© ìrŸí t ·ú§H âĺ, q—¸Ãº ~½ÓZO“ ]49q’H(Wilcoxon) íH0A½+Ë Ž&ñܼ

–

Ð ¿º çH`¦ q“§ôÇ. ]49q’H íH0A½+Ë Ž&ñ“Ér ¿º çH «Ñ\¦ íH0A–Ð ¨8ŠôÇ Êê ôÇ çH_ íH0A

½ +

Ë Wk\¦ :Ÿx>|¾Óܼ–Ð 6 x  9 ³ð‘:rú n1s n2 20˜Ð ß¼€ 6£§_ :Ÿx>|¾Ós &ñ½© H



†<Ê`¦ s6 x #Œ Ž&ñôÇ.

Zk =Wk− E(Wk)

Var(Wk) . (2.8)

#

Œl"f E(Wk< Var(Wk)H yŒ•yŒ• Wk_ ¨îçHõ ìríߖܼ–Ð"f 6£§õ °ú .

E(Wk) = n1(n1+ n2+ 1)

2 , Var(Wk) = n1n2

12 (n1+ n2+ 1). (2.9) 1

l

x&h «Ñ e”€, 0A_ ìríߖ /BNd”“Ér ˜Ð&ñ ÷&#Q ôÇ (Hollanderü< Wolfe, 1999). P °úכ

“ É

r Pk = Pr(Z ≥ Zk)\ _K ½¨ôÇ.

s

íߖ+þA ìøÍ6£xú“ âĺ\H qÖ¦  Ž&ñܼ–Ð ³ð‘:rú Œ•t ·ú§€ qÖ¦ _ H &ñ

½

© ìrŸí†<Ê`¦ s6 xôÇ. ˆP1kü< ˆP2k ¿º çH_ |  µ1ÏÒqt_ SX‰Ò¦s“¦, ˆPpH —¸qÖ¦_ ½+Ë#î ÆÒ

&

ñ

|¾Ó{9 M:, qÖ¦  Ž&ñ :Ÿx>|¾Ó“Ér

Zk = Pˆ1k− ˆP2k

qPˆp(1 − ˆPp)(n1

1 +n1

2)

(2.10)

s

 9, P °úכ“Ér Pk= Pr(Z ≥ Zk)\ _K ½¨ôÇ.

] X

éߖ «Ñ(censored data) e”H Òqt”>r «Ñ_ âĺH Gehan (1965)_ :Ÿx>|¾Ó Ws=

n1

X

j=1

|uj| (2.11)

`



¦ s6 xôÇ. #Œl"f ujH Mantel (1966)_ Û¼ï–Ð"f 'Í P: |9éߖ_ jP: ›'a8£¤°úכ˜Ð H

¿

ºP: |9éߖ_ ›'a8£¤°úכ\"f 'Í P: |9éߖ_ jP: ›'a8£¤°úכ˜Ð Œ•“Ér ¿ºP: |9éߖ_ ›'a8£¤°úכ`¦

 É

™ °úכs. Ws_ l@/°úכ“Ér 0s“¦, ìríߖ“Ér Var(Ws) = n1n2

(n1+ n2)(n1+ n2− 1)

nX1+n2

j=1

(uj)2 (2.12)

s

 9, ujH ™D¥½+Ë ³ð‘:r_ jP: ›'a8£¤°úכ˜Ð H ›'a8£¤°úכ\"f jP: ›'a8£¤°úכ˜Ð Œ•“Ér ›'a8£¤°úכ`¦

 É

™ °úכܼ–Ð &ñ_ôÇ. n1, n2 Øæìry ß¼€ :Ÿx>|¾Ó Zk = Ws/p

Var(Ws)s H &ñ½© ìr

Ÿ

í†<Ê`¦ s6 x #Œ Ž&ñ  9, P °úכ“Ér Pk = Pr(Z ≥ Zk)\ _K ½¨ôÇ.

s

ü< °ú s #ŒQ +þAI ìøÍ6£xú–ÐÂÒ' ½¨ôÇ P °úכ“Ér ©œ›'a$ís e”H P °úכܼ–Ð"f K × 1 7˜ '

 P = (P1, . . . , Pk)T–Ð ³ð‰&³ôÇ. s]j, #ŒQ P °úכ`¦ #î½+Ë #Œ _ 7áx½+˝)a P °úכ(global P -value)`¦ ]jr H ~½ÓZO`¦ [O"îôÇ.

(6)

2.2.2. æÐüÊPèh²¿ P ÇH?ê :…êÔ± 1

l

qwn)a P °úכ_ #î½+Ëܼ–Ð #ŒQ t ~½ÓZO[þts ]jr÷&%3ܼ 9 ‘:r 7HëH\"fH ©œ V,o æ¼ s

H Fisher (1950)_ ~½ÓZOõ Good (1958)_ ›¸o¨îçH(harmonic mean)`¦ s6 xôÇ ~½ÓZO`¦ “¦



9ôÇ. ‘:r 7HëH_ ÅÒ 3lq&h“Ér 1lqwn)a P °úכ_ #î½+Ës m ƒ›'a)a P °úכ_ #î½+Ëܼ–Ð"f s\¦ /

B

I [O"î > )a.

Fisher (1950)_ P °úכ #î½+Ë~½ÓZO“Ér Littellõ Folk (1971, 1973) t&h %i1pws 1lqwn)a Ž

&

ñ

ܼ–ÐÂÒ' ½¨K” P °úכ_ #î½+Ë~½ÓZO îrX< ´òÖ¦$ís Z}“¦ ·ú˜94R e”. P °úכ“Ér {9€ªœ ìr

Ÿ

í Ù¼–Ð, Pr(−2 loge P > t) = Pr(P < e−t/2) = e−t/2–ÐÂÒ' Ä»•¸ 2_ s]jYL ìrŸí\¦



2£§`¦ ·ú˜ ú e”. "f 1lqwn)a #ŒQ P °úכ_ ½+˓Ér Ä»•¸ 2K“ s]jYL ìrŸí\¦ Ér.

X2= XK k=1

−2 logePk. (2.13)

Õ

ªQÙ¼–Ð 7áx½+˝)a P °úכ“Ér PFisher= Pr(χ2(2K)≥ X2)s )a. #Œl"f χ2(2K)H Ä»•¸ 2K_  s

]jYL ìrŸís.

Good (1958)“Ér 6£§õ °ú s ìøÍ6£xú_ ú\¦ 1lqwn)a P °úכ_ %iú_ ½+Ëܼ–Ð èH °úכ`¦ 7

á

x½+˝)a P °úכܼ–Ð &ñôÇ.

PGood= K XK k=1

Pk−1

. (2.14)

2.2.3. –î|fy;ˆêc ÎPòKûý P ÇH?ê †Ã=ˆêh²¿  כƒ¬˜Þ2 cëàf£­ :…êÔ±

Brown (1975)“Ér ©œ›'a$ís e”H P °úכ_ #î½+Ë~½ÓZOܼ–Ð ·ú¡\"f ƒ/åLôÇ Fisher (1950)_ ~½ÓZO

`



¦ ú&ñ #Œ &h6 xôÇ. ©œ›'a$ís e”H P °úכ`¦ #î½+Ë H âĺ 0A_ d” (2.13)\ ]jr)a X2_

¨ î

çHõ ìríߖ`¦ ½¨K˜Ð€ 6£§õ °ú .

E(X2) = 2K, (2.15)

Var(X2) = XK i=1

Var(−2 logePi) + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj)

= 4K + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj). (2.16)

Brown (1975)“Ér ìríߖ_ š¸ÉrAᤠ†½Ó\ e”H Cov(−2 logePi, −2 logePj)\¦ iP:ü< jP: ìøÍ 6

£

xú_ ©œ›'a>ú ρij_ †<Êú–Ð ³ð‰&³ #Œ, ρij €ªœÃº{9 M: ρij(3.25 + 0.75 × ρij)–Ð, 6£§Ãº {

9

 M: ρij(3.27 + 0.71 × ρij)–Ð ]jr %i. ÕªQÙ¼–Ð õ ƒ½¨–ÐÂÒ' ρij_ °úכ`¦ ·ú˜> ÷&€ Var(X2)\¦ ½¨½+É Ãº e”. s]j X2_ ¨îçHõ ìríߖs ½¨K&’“¦, s]jYL ìrŸíü< ƒ›'a f± H {

9

s zŒ™ e”.

(7)

χ2(f ) Ä»•¸ f _ s]jYL ìrŸí{9 M: d” (2.13)_ X2\¦ cχ2(f )–Ð Hr~´ ú e”“¦ 

&

ñ

€, X2_ ¨îçHõ ìríߖ“Ér 6£§õ °ú .

E(X2) = cf, Var(X2) = 2c2f. (2.17) Õ

ªQÙ¼–Ð d” (2.15), (2.16)õ (2.17)`¦ s6 x € cü< f H 6£§õ °ú s &ño)a.

c = Var(X2)

2E(X2), f =2[E(X2)]2

Var(X2) . (2.18) s

]j E(X2< Var(X2)\¦ s6 x #Œ cü< f _ °úכ`¦ ½¨ “¦, s–ÐÂÒ' Ä»•¸ f _ s]jYL ì



rŸí\¦ ØÔH 6£§_ :Ÿx>|¾Ó`¦ %3H.

X2

c ≈ χ2(f ) (2.19)



"f 7áx½+˝)a P °úכ“Ér PBrown = Pr(χ2(f ) ≥ X2/c)s. sü< °ú s ©œ›'a$ís e”H #ŒQ P °úכ`¦ #î½+Ë #Œ PBrown`¦ Ä»•¸ H ~½ÓZO`¦ ĺoH ¼#_©œ ‘~½ÓZO B’ ÂÒØÔ’x.

2.2.4. –î|fy;ˆêc ÎPòKûý P ÇH?ê æÐüÊPè Ýäsìë ¦Í :…êÔ±



©

œ›'a$ís e”H P °úכ_ #î½+˘ÐH 1lqwn)a P °úכ_ #î½+Ë\ @/ôÇ s:r[þts 8¹¡¤ ´ú§s ]jr

÷

&%36£§s z´s. ÕªQÙ¼–Ð ©œ›'a$ís e”H P °úכ`¦ 1lqwn)a P °úכܼ–Ð ¨8Šr& s\¦ #î½+Ë 





H ~½ÓZO•¸ ¢¸ôÇ 0px . Zaykin 1px (2002)“Ér Ä»„†<Æ_ ©œS!, 7£¤ úëߖ>h_ Ä»„ &ñ˜Ð\¦ ì



r$3K H âĺ\ Bĺ &h]XôÇ Wilkinson (1951)_ #QÖ¼ °úכ s _ P °úכëߖ`¦ YL #Œ 7áx

½ +

Ë H Truncation Product ~½ÓZO`¦ ]jîߖ H õ&ñ\"f ¢¸ôÇ 1lqwn)a P °úכܼ–Ð_ ¨8Š`¦ [O

"

î

%i. ‘:r 7HëH\"fH e”©œr+«>\_ &h6 xܼ–Ð ©œ›'a$ís e”H P °úכ`¦ 1lqwn)a P °úכܼ–Ð 

¨ 8

Šr† Êê\ ´òÖ¦$ís Z}“¦ µ1ß)€” Fisher (1950)_ ~½ÓZOõ Good (1958)_ ~½ÓZO`¦ ]X3lq r

†.

#

ŒQ ìøÍ6£xú_ ©œ›'a'Ÿ§>= Rs €ªœ&ñu 'Ÿ§>=(positive definite matrix){9 M:, R = MMT`¦ ë

ß

–7ᤠH c+tYUÛ¼v כ¹™è(Cholesky factor)“ K × K'Ÿ§>= Ms ”>rFôÇ. 1lqwn)a K>h_ P °úכ Ü

¼–Ð sÀÒ#Q” K × 1 7˜'\¦ PI–Ð &ñ_ €, s\ ©œ6£x H ³ðïr &ñ½© ìrŸí_ Z°úכ 7˜'H ZI = Φ−1(J − PI)s )a. #Œl"f Φ(·)H ³ðïr &ñ½© ìrŸí_ SX‰Ò¦ìrŸí †<Êús 9, JH 1]X\

"

f &ñ_ %i1pws K ×1 7˜' J = (1, . . . , 1)Ts. s]j ©œ›'a$ís e”H P °úכ 7˜'\¦ P–Ð &ñ_

€ sH ĺ‚ MZI ¨îçHs 0s“¦, ìríߖs Var(MZI) = MVar(ZI)MT = MMT = R“



†½Ó &ñ½© ìrŸí\¦ ÉrH כ `¦ s6 x #Œ ½¨ôÇ.

P = J − Φ{MZI}

= J − Φ{MΦ−1(J − PI)}. (2.20)

#

Œl"f P °úכ\ ©œ6£x H Z°úכ 7˜'_ ©œ›'a'Ÿ§>= Var(ZI)H #ŒQ ìøÍ6£xú_ ©œ›'a'Ÿ§>=õ 1lx {

9

 “¦ &ñ %iHX<, sH ©œ›'a>úH éߖ›¸ ¨8Š(monotone transformation)\ _K H



&hܼ–Ð Ô¦ H z´, 7£¤, Corr{g(Pi), g(Pj)} ≈ Corr{Pi, Pj}`¦ s6 xôÇ כ s (Zaykin 1

p x, 2002).

(8)

s

–ÐÂÒ' 1lqwn)a P °úכ 7˜' PIH 6£§õ °ú s ½¨K”.

PI = J − Φ{M−1Φ−1(J − P)}. (2.21) s

ü< °ú s ©œ›'a$ís e”H P °úכ_ 7˜' P\¦ ¨8Š #Œ 1lqwn)a P °úכ_ 7˜' PI\¦ ½¨ %i“¦ s ]

j PI_ yŒ• כ¹™è“ 1lqwn)a P °úכ_ #î½+Ëܼ–Ð"f ·ú¡\"f ™è>hôÇ Fisher (1950)_ P °úכ #î½+Ëõ Good (1958)s ]jrôÇ ›¸o¨îçH ~½ÓZO`¦ &h6 xôÇ. yŒ•yŒ•_ ~½ÓZO\ _ôÇ 7áx½+˝)a P °úכ_ #î½+Ë

`



¦ ¼#_©œ ‘~½ÓZO F’ü< ‘~½ÓZO G’ ÂÒØÔ’x.

3. = . ãë à  N M

#

ŒQ +þAI_ ìøÍ6£xú–ÐÂÒ' 7áx½+˝)a :r`¦ ?/9 H âĺ ™¥y µ1ÏÒqt  9 6£§_

\

V]j Õª ôÇt âĺs. _†<Æ&h lÕütµ1τ x9 ²DG_ “¦§îo 1pxܼ–Ð “ #Œ _«Ñq6 xs ß

¼> /åL7£x €"f s\ @/ôÇ ŽžÐ ƒ½¨[þt\ _K #ŒQ ~½Ó€\"f sÀÒ#Qt“¦ e”. :£¤y



H tئ†½Ó3lqܼ–Ð #î"é¶ {9"é¶u«Ñ t&h÷&€"f @"é¶_ Ô¦€9כ¹ôÇ tƒ, q´òÖ¦&h“ u«Ñ ƒ

>

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H ”¸§4s ÂÒyŒ•÷&“¦ e”.

‘ :

r 7HëH\"f ]jr H «ÑH 2002¸ ¿º ²ú˜ 1lxîߖ @/†<Æíߖ  #î"é¶\"f ú|9÷&%3ܼ 9, 50- 59[j zŒ™$í ¨8Р׿ 63"î_ Iõ ¨8Šü< 47"î_ Sõ ¨8Š_ {9"é¶u«Ñ\¦ ìr$3 #Œ ¿º ”«Ñõ\¦ q

“§½+É 3lq&hܼ–Ð ÂÒ&h&ñ {9"é¶{9ú\¦ ú|9 %i (Kim, 2004). ÂÒ&h&ñ {9"é¶{9“Ér Gertmanõ Restuccia (1981)\ _K >hµ1ϝ)a Appropriate Evaluation Protocol(AEP)`¦ s6 x #Œ &ñ_

 9, 11>h_ _«Ñ "fqÛ¼ x9 ”'Ÿ\ ›'aº)a †½Ó3lq, 7>h_ çߖ ñ 1px_ ˜Ð›¸ "fqÛ¼\ ›'aº)a

†

½

Ó3lq, 8>h_ ¨8Š_ e”©œ&h :£¤fç\ ›'aº)a †½Ó3lqܼ–Ð ½¨$í)a 8úx 27>h †½Ó3lq\ H #Œ &h&ñ {

9

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[þt\ _K Y> YV ú&ñ`¦ •2; •¸½¨–Ð {9"é¶{9s 0A_ †½Ó3lq ׿ #QÖ¼ כ \•¸ ÂÒ½+Ë÷&t ·ú§

`



¦ M:\¦ ÂÒ&h&ñ{9–Ð &ñ_ %i. ¨8Š_ ÂÒ&h&ñ{9 «Ñ–ÐÂÒ' #ŒQ ÂÒ&h&ñ$í ¨î'‘•¸

í ß

–ئ÷& 9, ©œ ™¥y æ¼sH '‘•¸H yŒ• ¨8Š_ 8úx {9"é¶{9ú ׿ ÂÒ&h&ñ {9"é¶ {9ú_ qÖ¦s



. ÕªQ ƒ5Åqú“ s ÂÒ&h&ñÖ¦“Ér @/|ÄÌ&h“ '‘•¸–Ð"f Øæìry [jÂÒ&hst 3lw . ÂÒ&h

&

ñ

{9s ÷&l /'îr {9"é¶ 'Í ±ú˜õ @"é¶ „±ú˜“Ér _«Ñ ›'ao[þt\> :£¤Z>ôÇ _p\¦ t 9 s yŒ• y

Œ

•“Ér síߖ+þA ús. %ƒ6£§ ÂÒ&h&ñ{9s rŒ•)a sÊê–Ð 6£§ ÂÒ&h&ñ{9s  l „t

\



¦ _  :Ÿx>|¾Ó(run statistics)ܼ–Ð &ñ_ #Œ ú(run number)\¦  ?/H íH"f+þA  Ã

º ¢¸ôÇ _p e”. ôÇ \V–Ð"f, {9"é¶lçߖs 8úx 21{9s ÷&H ¨8Š_ «Ñ\"f 0`¦ &h&ñ {

9

–Ð, 1`¦ ÂÒ&h&ñ{9–Ð ³ð‰&³ #Œ 0-0-0-1-1-1-1-1-1-0-0-0-1-1-1-1-0-1-0-0-0ü< °ú “¦ . 8úx 11{9_ ÂÒ&h&ñ {9ú–Ð {9"é¶{9\ @/ôÇ ÂÒ&h&ñÖ¦“Ér 11/21=0.524s ÷& 9, úH 4s. ¢¸ôÇ {

9

"é¶ 'Í ±ú˜õ @"é¶ „±ú˜ —¸¿º &h&ñôÇ u«Ñ\¦ ~Ã΀Œ¤. #ŒQ ú †<Êa ÂÒ&h&ñôÇ &ñ•¸\¦ 

·p.

³

ð 3.1\ Iõü< Sõ ¨8Š_ yŒ• ú\ @/ôÇ כ¹€• úu ]jr÷&%3ܼ 9, #ŒQ '‘•¸\¦ 7áx

½ +

Ë #Œ"f ¿º ”«Ñõ\¦ q“§ “¦ ôÇ. {9"é¶ 'Í ±ú˜, @"é¶ „±ú˜“Ér „^‰ ¨8Р׿\"f ÂÒ&h&ñ {

9

`¦ ” ¨8Šú ]jr÷&%3“¦, ú_ 4H Õª s©œ`¦ Ÿí†<Ê H #3ÅҖÐ"f ú\ ]jr)a

(9)

³

ð 3.1: yŒ• ú\ @/ôÇ כ¹€• úu

¨ 8

Šº {9"é @"é º

 Ò&h&ñÖ¦ '

Í

±ú˜ „ú˜ 1 2 3 4

 47 25 27 11 13 16 7

(53%) (57%) (23%) (28%) (34%) (15%) 0.22

 63 15 25 30 19 7 7

(24%) (40%) (48%) (30%) (11%) (11%) 0.20

110 40 52 41 32 23 14

(36%) (47%) (37%) (29%) (21%) (13%) 0.21

Ã

ºH yŒ• #3ÅÒ\ 5Åq H ¨8Šú\¦  ·p. síߖ+þAõ íH"f+þA ú_ âĺ\ F‹c ñ îߖ\ q Ö



¦`¦ ]jr %i. Sõ\"f {9"é¶ 'Í ±ú˜ ÂÒ&h&ñ{9_ qÖ¦s Z}ܼ 9 ¢¸ôÇ ú H âĺ_ q Ö



¦•¸ Z}. ÕªQ ÂÒ&h&ñÖ¦“Ér Sõ Iõ˜Ð ÂÒ&h&ñôÇ &ñ•¸ Z}H z´`¦ ìøÍ%ò t 3lw

“¦ e”.

y

Œ

• úZ>–Ð Sõ Iõ˜Ð ÂÒ&h&ñ '‘•¸ Z}H כ `¦ Ž&ñ½+É 3lq&hܼ–Ð z´rôÇ éߖ

|

¾

Ó ìr$3\"f {9"é¶ 'Í ±ú˜õ @"é¶ „±ú˜ úH qÖ¦  Ž&ñܼ–Ð Z°úכs yŒ•yŒ• 3.169õ 1.846s

“

¦, úH ]49q’H íH0A½+Ë Ž&ñܼ–Ð Z°úכs 2.797s. ƒ5Åq+þA“ ÂÒ&h&ñÖ¦“Ér —¸¨îçH q“§–Ð t Ž&ñ`¦ z´r “¦ @/³ð‘:r H Z:Ÿx>|¾Óܼ–Ð 0.39s ½¨K&’. Ä»_úïr 5%\"f ÂÒ&h&ñÖ¦

“ É

r Sõ_ ÂÒ&h&ñôÇ u«Ñ\ @/ôÇ Ä»_ôÇ H ÷&t 3lw H ìøÍ€,  Qt [j úH Ä»_ôÇ





H\¦ ]jrôÇ.

‘ :

r 7HëH\"f [O"îôÇ ×æ ìøÍ6£xú\¦ 7áx½+ËôÇ Ž&ñ~½ÓZO`¦ &h6 xK ‘:r. yŒ• úçߖ ©œ›'a '

Ÿ

§>=“Ér õ ƒ½¨–ÐÂÒ' ½¨ H כ s þj&hstëߖ s ”«Ñõ ìr$3\"fH ³ð‘:r\"f ÆÒ&ñôÇ

 כ

`¦ 6 xôÇ.

R =





1 0.2306 0.4970 0.5612 1 0.5298 0.5387 1 0.4111 1



.



©

œ›'a$í e”H P °úכ #î½+Ë~½ÓZO“ ~½ÓZO B\"f ½¨ôÇ X2x9 ¨îçH E(X2)õ ìríߖ Var(X2)H 6£§ õ

 °ú .

X2 = XK k=1

−2 logePk = 14.352 + 6.857 + 11.92 + 2.106 = 35.235, E(X2) = 2K = 8,

Var(X2) = 4K + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj)

= 16 + 2 × (0.791 + 1.801 + 2.06 + 1.933 + 1.97 + 1.462)

= 36.026.

(10)

³

ð 3.2: 7áx½+˝)a ìr$3 õ

OLS GLS ~½ÓZO B ~½ÓZO G ~½ÓZO F



Ž

&ñ :Ÿx>|¾Ó 2.656 2.957 15.648 - 26.185 7

á

+˝)a P °úכ 0.004 0.0016 0.0023 0.0004 0.001



"f c = Var(X2)/2E(X2) = 36.026/(2 × 8) = 2.252, f = 2E(X2)2/Var(X2) = (2 × 82)/36.026 = 3.553`¦ s6 x #Œ %3“Ér X2/c = 15.648H Ä»•¸ f “ s]jYL ìrŸí\¦ Ér.

s

 M: PBrown°úכ“Ér 0.0023ܼ–Ð, Ä»_úïr 5%\"f Iõü< Sõ {9"鶨8Š_ ÂÒ&h&ñôÇ &ñ•¸\  s

 \OH ) Áº[O`¦ lyŒ•ôÇ.



6£§“Ér ~½ÓZO Fü< G_ >íߖ\"f כ¹½¨÷&H Mõ M−1s.

M =





1 0.2306 0.4970 0.5612 0 0.9731 0.4267 0.4206 0 0 0.7556 −0.0625 0 0 0 0.7101



,

M−1=





1 −0.2369 −0.5240 −0.6960 0 1.0277 −0.5803 −0.6599 0 0 1.3234 0.1165 0 0 0 1.4082



.

s

]j éߖ|¾Óܼ–ÐÂÒ' ½¨K” P °úכ 7˜' P = (0.0008, 0.0324, 0.0026, 0.3488)Tõ s\ K{©œ

H Z°úכ 7˜' Φ−1(J−P) = (3.1690, 1.8461, 2.7968, 0.3885)T\ _K Φ{M−1Φ−1(J−P)} = (0.8403, 0.5071, 0.9999, 0.7079)Ts >íߖ÷&#Q, 1lqwn ¨8Š)a P °úכ 7˜' PI = (0.1597, 0.4929, 0.0001, 0.2921)T\¦ Ä»•¸ôÇ.

PI\¦ s6 x #Œ P

Pk−1 = 6.2617 + 2.0288 + 10000 + 3.4235 = 10011.71`¦ ìr—¸–Ð 





H PGood = 4/10011.71 = 0.0004s >íߖ)a. Õªo“¦ Ä»•¸ 8_ s]jYL ìrŸí\¦ ØÔH XFisher2 = 3.6692 + 1.4148 + 18.6401 + 2.4610 = 26.1851_ PFisher°úכ“Ér 0.0010s. ~½ÓZO G ü

< F ¢¸ôÇ Ä»_úïr 5%\"f Iõü< Sõ_ ÂÒ&h&ñôÇ &ñ•¸\ s \OH ) Áº[O`¦ lyŒ• ô

 Ç.

OLSü< GLS :Ÿx>|¾Ó“Ér éߖ|¾Ó ìr$3 õ Ä»•¸ôÇ Ž&ñ :Ÿx>|¾Ó Z 7˜'–ÐÂÒ' TOLS= JTZ/

p

JTRJ = 8.2013/3.0881 = 2.656õˆ  TGLS = JT−1Z/

q

JT−1J = 3.8574/1.3045 = 2.957`¦ yŒ•yŒ• >íߖôÇ. —¸ŽH ~½ÓZO\"f 7áx½+˝)a P °úכs Ä»_úïr 5% \"f Ä»_ . ³ð 3.2\ OLS, GLS x9 ~½ÓZO B, G, F_ õ\¦ כ¹€• %i.

4. … ¬? êÍ P æB  

4.1. …¬?êÍPæB 5¨ÉÌ

#

ŒQ +þAI_ |¾Ó ìøÍ6£xú–Ð u«Ñ´òõ 8£¤&ñ)a âĺ, 1lqwn)a ¿º çH_ q“§\ @/ôÇ Ž

(11)

&

ñ

ZOܼ–Ð ‘:r 7HëH\"f #ŒQ ~½ÓZOs ]jr÷&%3“¦, s\¦ q“§ H —¸_z´+«>`¦ z´r %i. ©œ

› '

a$ís e”H 4>h_ |¾Ó ìøÍ6£xú\¦ Òqt$í  9 yŒ• çH\"f 1lx{9 ³ð‘:rú n(= n1= n2)=20, 50“ âĺ\¦ “¦9ôÇ. ¿º |9éߖ ׿ u«ÑçH(treatment group)“Ér T –Ð, @/›¸çH(control group)“Ér Ð ³ðr “¦, T çH_ ìøÍ6£x°úכs CçH˜Ð ß¼H @/wn[O \"f éߖ8£¤ Ž&ñ`¦ 1000 ìøÍ 4

Ÿ

¤ #Œ ]j 17áx š¸ÀÓü< Ž&ñ§4`¦ q“§ôÇ.

‘ :

r 7HëH\"f ]jîߖôÇ P °úכ_ #î½+Ë~½ÓZOs OLSü< GLS :Ÿx>|¾Ó\ q #Œ {©œôÇt ·ú˜?/ l

 0AK ĺ‚ —¸ŽH ~½ÓZO`¦ ƒ5Åq+þA ìøÍ6£xú\ &h6 x #Œ q“§ôÇ. ƒ5Åq+þAܼ–ЍH |¾Ó &ñ

½

©ü< q&ñ½© ìrŸí\¦ Òqt$í  9 q&ñ½© ìrŸí–Ð š¸%i)a &ñ½©(contaminated normal) ìrŸíü< –Ð Õ

ª &ñ½©(log-normal) ìrŸí\¦ “¦9ôÇ.



|¾Ó &ñ½© ìrŸí\¦ N s tgA “¦, N “Ér Yijk = cXij0+

1 − c2Xijk\ lœí #Œ ½™ ü

 > Òqt$íôÇ. #Œl"f Xij0õ XijkH yŒ•yŒ• 1lqwn)a ³ðïr &ñ½© |¾Ós. |¾Ó &ñ½© ìr

Ÿ

í_ ©œ›'a'Ÿ§>= R“Ér 6£§õ °ú Ü¼ 9, —¸_z´+«>\"f c2= 1/2`¦ &ñôÇ.

R =





1 c2 c2 c2 1 c2 c2 1 c2 1



.

š

¸%i)a &ñ½© ìrŸí_ Òqt$í“Ér ³ð‘:rú_ 95%H N (0, 1)\"f,  Qt 5%H N (0, 25)\"f Òqt$í ô



Ç. 4>h ú ׿ 2>hH &ñ½© ìrŸí–Ð,  Qt 2>h úH š¸%i)a &ñ½© ìrŸí–Ð Òqt$í)a âĺ

\



¦ CN s tgAôÇ. @/wn[O_ Ž&ñ“Ér T çH_ &ñ½© ìrŸí_ ¨îçH`¦ 0.5–Ð ¿º“¦ z´r %i



. q&ñ½© ìrŸí–Ð"f –ÐÕª &ñ½© ìrŸí_ Òqt$í“Ér N õ °ú “Ér ~½ÓZOܼ–Ð Òqt$í)a «Ñ\ tú

¨ 8

Š(exp(Yijk))`¦ 5g %3H. |¾Ó &ñ½© ìrŸí\"f 3>h ú –ÐÕª &ñ½© ìrŸí–Ð @/u)a

 â

ĺ\¦ LN s tgAôÇ.

ƒ



5Åq+þA «Ñ\ —¸ŽH Ž&ñZO, 7£¤, OLSü< GLS :Ÿx>|¾Óõ ~½ÓZO B, F, G\¦ q“§ l 0AK ĺ

‚



&hܼ–Ð úZ>–Ð ³ðïro\¦ z´rôÇ. ³ðïro)a «Ñ\ OLSü< GLS :Ÿx>|¾Ó“Ér t :Ÿx>|¾Ó`¦

½

¨ #Œ #î½+Ë “¦, ~½ÓZO B, F, GH yŒ• ú —¸¿º t Ž&ñ`¦ z´r #Œ ½¨ôÇ P °úכ`¦ #î½+ËôÇ.

³

ð‘:r\"f >íߖ)a ©œ›'a>ú 'Ÿ§>=`¦ /BNìríߖ 'Ÿ§>= R–Ð 6 x #Œ P °úכ`¦ #î½+ËôÇ.

#

ŒQ +þAI ìøÍ6£xú_ «Ñ Òqt$í“Ér 6£§õ °ú . 4>h_ ú\¦ íH"f@/–Ð 0A\"f ƒ/åLôÇ

ƒ



5Åq+þA ìrŸí N, CN, LN ܼ–Ð Òqt$íôÇ Êê, [j P: úH síߖ+þAܼ–Ð, W1 P: úH íH"f +

þ

Aܼ–Ð ¨8ŠôÇ. síߖ+þA úH T çH\"f po t&ñôÇ síߖ qÖ¦(binary property)\ ©œ6£x

H ìr0Aú\¦ ]Xéߖ&h(cutoff point)ܼ–Ð #Œ, T çHõ CçH_ «Ñ ]Xéߖ&hõ °ú  Œ•`¦

 â

ĺ\¦ 0ܼ–Ð, H âĺ\¦ 1–Ð ¨8ŠôÇ. síߖ qÖ¦`¦ 0.3, 0.5, 0.8–Ð 7£xr& —¸_z´+«>`¦ z´ r

ôÇ. íH"f+þA «ÑH #3ÅÒú“ m`¦ po &ñôÇ Êê, ¿º çH „^‰ «Ñ\¦ 1/mm”ܼ–Ð ¾º#Q í



H0A\¦ ÂÒ#Œ†<Êܼ–Ð"f ¨8ŠôÇ. #3ÅÒú\¦ 3, 5, 7>h–Ð 7£xr& —¸_z´+«>`¦ z´rôÇ.

P °úכ_ ¨8Š r\ כ¹½¨÷&H ©œ›'a'Ÿ§>=“Ér "é¶A_ ƒ5Åq+þA «Ñ–ÐÂÒ' ÆÒ&ñ)a כ `¦ 6 xôÇ



.

(12)

³

ð 4.1: 4 "é¶ ƒ5Åq+þA ìrŸí\"f_ ]j 17áx š¸ÀÓ

ì



í ³ð‘:º OLS GLS ~½ÓZO B ~½ÓZO F ~½ÓZO G

α = 0.05



|¾Ó &ñ½© ìí 20 0.051 0.050 0.053 0.070 0.103 50 0.056 0.057 0.056 0.070 0.098

š

¸%i)a &ñ½© ìí 20 0.052 0.052 0.053 0.071 0.109 50 0.056 0.055 0.059 0.067 0.094

–

ÐÕª &ñ½© ìí 20 0.055 0.058 0.055 0.072 0.100 50 0.052 0.051 0.050 0.057 0.080

α = 0.01



|¾Ó &ñ½© ìí 20 0.013 0.012 0.015 0.027 0.040 50 0.013 0.013 0.013 0.025 0.026

š

¸%i)a &ñ½© ìí 20 0.010 0.010 0.010 0.027 0.038 50 0.013 0.013 0.013 0.020 0.028

–

ÐÕª &ñ½© ìí 20 0.010 0.010 0.011 0.021 0.031 50 0.011 0.010 0.010 0.013 0.018

–

ÐÕª &ñ½© ìí : ôÇ ºH &ñ½© ìí, [j ºH –ÐÕª &ñ½© ìí.

4.2. …¬?êÍPæB l5æÑä

³

ð 4.1“Ér ƒ5Åq+þA «Ñ N, CN, LN yŒ•yŒ•\"f Ä»_úïrõ ³ð‘:r_ ß¼l\¦ ²ú˜o #Œ, u«Ñ

´

òõ \OH ) Áº[O \"f_ ]j 17áx š¸ÀÓ\¦  ·p כ s. OLSü< GLS_ ]j 17áx š¸ À

ӍH &ñK” Ä»_úïr\ q“§&h H “¦ P °úכ_ #î½+Ë~½ÓZO ׿ ~½ÓZO B s ¿º ~½ÓZOõ q5pw ô



Ç õ\¦ ˜Ðstëߖ, ~½ÓZO Fü< GH Ä»_úïr˜Ð H úu\¦ ˜Ðs“¦ e”#Q |ÃÐf” t ·ú§.

³

ð 4.2H ƒ5Åq+þA «Ñ N , CN , LN yŒ•yŒ•\"f éߖ8£¤ @/wn[O \"f_ Ž&ñ§4s. —¸ŽH



Ž

&ñ~½ÓZO\"f ìrŸí N õ CN {9 M: Ž&ñ§4s @/^‰–Ð Z}. :£¤y 1>h_ úëߖs &ñ½© ìr

Ÿ

í “¦  Qt 3>h_ ú –ÐÕª &ñ½© ìrŸí H LN \"f ©œ ±ú“Ér Ž&ñ§4`¦ ˜Ð“. 





|¾Ó &ñ½© ìrŸí\"f 2>h_ úëߖs –ÐÕª &ñ½© ìrŸí–Ð @/u÷&#Q q@/gA_ ú W= [O“

 â

啸 —¸_z´+«>`¦ z´r %iܼ ·ú¡\"f_ –ÐÕª &ñ½© ìrŸí˜Ð Ž&ñ§4s €•çߖ Z}`¦ ÷rs

#

Q"f ]jru ·ú§H. sQôÇ ƒ5Åq+þA «Ñ\"f_ yŒ• ~½ÓZO_ Ž&ñ§4`¦ {9ÂÒ ú\¦ síߖ+þAõ í



H"f+þA «Ñ–Ð ¨8ŠôÇ Êê &h6 xôÇ P °úכ #î½+Ë~½ÓZO_ Ž&ñ§4õ q“§½+É כ s.

s

]j N, CN, LN «Ñ\"f [jP: ú\¦ síߖ+þAܼ–Ð, W1P: ú\¦ íH"f+þAܼ–Ð ¨8Š r

† âĺ_ ]j 17áx š¸ÀÓ ³ð 4.3\ ]jr÷&%3. @/gA ìrŸí“ N õ CN ìrŸí\"f ³ð‘:rú

50“ âĺ\ ~½ÓZO B Ä»_úïr\ îr °úכ`¦ ˜Ðs“¦, q@/gA ìrŸí“ ú [O“ LN _

 â

ĺ\ ³ð‘:rú 20ܼ–Ð Œ•8•¸ ~½ÓZO B_ 17áx š¸ÀӍH Ä»_úïr\ ¾úš. ÕªQ ~½ÓZO F ü

< GH ]j 17áx š¸ÀÓ Ä»_úïr˜Ð ß¼ 9, :£¤y ~½ÓZO GH t&ñ)a Ä»_úïr_ 2C\  î



r H °úכ`¦ ”. ¢¸ôÇ, @/gA“ N õ CN ìrŸí\"f ~½ÓZO Fü< G_ ]j 17áx š¸ÀӍH ³ð‘:rú\



 †<Ê\Os #Œ„y ß¼ 9, LN ìrŸí\"fH Œ•“Ér ³ð‘:rú 20“ âĺ\ H °úכ`¦ ”. sü<

° ú

 s síߖ+þA, íH"f+þAܼ–Ð ¨8Šr† âĺ_ #ŒQ ~½ÓZO_ Ž&ñ§4s ³ð 4.4\ ]jr÷&%3. —¸

Ž



H âĺ\ 5g síߖ qÖ¦s 7£x½+Éú2Ÿ¤, Õªo“¦ #3ÅÒú 7£x½+Éú2Ÿ¤ Ž&ñ§4s 7£x “¦ e

”

.

³

ð 4.4_ P °úכ #î½+Ë_ Ž&ñ§4`¦ ³ð 4.2\ ]jr)a ƒ5Åq+þA ìrŸí_ âĺü< q“§K ˜Ð€ @/gA

(13)

³

ð 4.2: 4 "é¶ ƒ5Åq+þA ìrŸí\"f_ Ž&ñ§4

ì



í ³ð‘:º OLS GLS ~½ÓZO B ~½ÓZO F ~½ÓZO G

α = 0.05



|¾Ó &ñ½© ìí 20 0.647 0.637 0.649 0.677 0.662 50 0.938 0.934 0.935 0.938 0.911

š

¸%i)a &ñ½© ìí 20 0.637 0.632 0.639 0.665 0.658 50 0.936 0.933 0.932 0.934 0.910

–

ÐÕª &ñ½© ìí 20 0.436 0.421 0.455 0.484 0.471 50 0.695 0.682 0.724 0.732 0.647

α = 0.01



|¾Ó &ñ½© ìí 20 0.381 0.373 0.384 0.488 0.442 50 0.790 0.789 0.792 0.836 0.769

š

¸%i)a &ñ½© ìí 20 0.375 0.369 0.384 0.492 0.453 50 0.798 0.793 0.802 0.834 0.749

–

ÐÕª &ñ½© ìí 20 0.203 0.196 0.218 0.274 0.239 50 0.450 0.435 0.486 0.495 0.349

–

ÐÕª &ñ½© ìí : ôÇ ºH &ñ½© ìí, [j ºH –ÐÕª &ñ½© ìí.

³

ð 4.3: 4 "é¶ ƒ5Åq+þA ìøÍ6£xú\¦ #ŒQ +þAI–Ð ¨8Š Êê_ ]j 17áx š¸ÀÓ

³

ð‘:r #3Ò sߖ &ñ½© ìí š¸%i)a &ñ½© ìí –ÐÕª&ñ½© ìí Ã

º ú q¦ ~½ÓZOB ~½ÓZOF ~½ÓZOG ~½ÓZOB ~½ÓZOF ~½ÓZOG ~½ÓZOB ~½ÓZOF ~½ÓZOG

20 3

0.3 0.042 0.064 0.103 0.041 0.064 0.108 0.046 0.074 0.113 0.5 0.043 0.066 0.107 0.041 0.063 0.106 0.048 0.077 0.116 0.8 0.043 0.065 0.103 0.038 0.063 0.105 0.042 0.078 0.116

5

0.3 0.044 0.064 0.106 0.039 0.061 0.105 0.050 0.077 0.113 0.5 0.045 0.065 0.104 0.042 0.062 0.103 0.052 0.080 0.112 0.8 0.043 0.062 0.106 0.039 0.059 0.100 0.047 0.079 0.110

7

0.3 0.044 0.067 0.105 0.042 0.066 0.105 0.048 0.077 0.111 0.5 0.046 0.068 0.108 0.042 0.066 0.101 0.050 0.079 0.112 0.8 0.042 0.066 0.105 0.040 0.063 0.099 0.049 0.076 0.110

50 3

0.3 0.046 0.066 0.106 0.047 0.065 0.098 0.044 0.061 0.088 0.5 0.048 0.068 0.105 0.048 0.064 0.100 0.045 0.060 0.092 0.8 0.044 0.067 0.110 0.044 0.065 0.100 0.042 0.062 0.096

5

0.3 0.049 0.068 0.110 0.046 0.063 0.096 0.049 0.064 0.085 0.5 0.051 0.069 0.109 0.050 0.064 0.099 0.051 0.065 0.087 0.8 0.048 0.066 0.113 0.047 0.062 0.095 0.048 0.066 0.090

7

0.3 0.047 0.066 0.105 0.049 0.063 0.097 0.051 0.063 0.086 0.5 0.050 0.068 0.104 0.051 0.065 0.098 0.051 0.065 0.083 0.8 0.048 0.066 0.108 0.047 0.063 0.093 0.049 0.066 0.089

ì



rŸí“ N õ CN ìrŸí_ âĺ ³ð 4.2_ Ž&ñ§4\H 3lw putëߖ #3ÅÒú &t€"f Bĺ 



îr °úכ`¦  ?/ ˜Ð“. sü< ìøÍ@/–Ð q@/gA ìrŸí“ LN ìrŸí\"fH š¸y9 P °úכ #î½+Ë_



Ž

&ñ§4s ³ð 4.2_ ƒ5Åq+þA ìrŸí_ OLSü< GLS_ Ž&ñ§4˜Ð Z}. sH síߖ qÖ¦õ yŒ• #3 Å

Ò_ qÖ¦\  yŒ•yŒ•_ :Ÿx>|¾Ó\ _ôÇ õ 8¹¡¤ Ä»_ “¦ "f P °úכ #î½+Ë~½ÓZOs 8

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