Giacomo Aletti, Nancy Flournoy, Caterina May, Chiara Tommasi
{"title":"Emax模型下的最大似然估计:存在性、几何和效率。","authors":"Giacomo Aletti, Nancy Flournoy, Caterina May, Chiara Tommasi","doi":"10.1007/s00362-025-01673-2","DOIUrl":null,"url":null,"abstract":"<p><p>This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, experiments in pharmacology, agriculture, environmental science, and more. Existing challenges in obtaining maximum likelihood estimates (MLE) for model parameters are often ascribed to computational issues but, in reality, stem from the absence of a MLE. Our contribution provides new understanding and control of all the experimental situations that practitioners might face, guiding them in the estimation process. We derive the exact MLE for a three-point experimental design and identify the two scenarios where the MLE fails to exist. To address these challenges, we propose utilizing Firth's modified score, which we express analytically as a function of the experimental design. Through a simulation study, we demonstrate that the Firth modification yields a finite estimate in one of the problematic scenarios. For the remaining case, we introduce a design-augmentation strategy akin to a hypothesis test.</p>","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"66 5","pages":"106"},"PeriodicalIF":1.1000,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12152072/pdf/","citationCount":"0","resultStr":"{\"title\":\"Maximum likelihood estimation under the Emax model: existence, geometry and efficiency.\",\"authors\":\"Giacomo Aletti, Nancy Flournoy, Caterina May, Chiara Tommasi\",\"doi\":\"10.1007/s00362-025-01673-2\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, experiments in pharmacology, agriculture, environmental science, and more. Existing challenges in obtaining maximum likelihood estimates (MLE) for model parameters are often ascribed to computational issues but, in reality, stem from the absence of a MLE. Our contribution provides new understanding and control of all the experimental situations that practitioners might face, guiding them in the estimation process. We derive the exact MLE for a three-point experimental design and identify the two scenarios where the MLE fails to exist. To address these challenges, we propose utilizing Firth's modified score, which we express analytically as a function of the experimental design. Through a simulation study, we demonstrate that the Firth modification yields a finite estimate in one of the problematic scenarios. For the remaining case, we introduce a design-augmentation strategy akin to a hypothesis test.</p>\",\"PeriodicalId\":51166,\"journal\":{\"name\":\"Statistical Papers\",\"volume\":\"66 5\",\"pages\":\"106\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2025-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12152072/pdf/\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistical Papers\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s00362-025-01673-2\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2025/6/10 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Papers","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00362-025-01673-2","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2025/6/10 0:00:00","PubModel":"Epub","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Maximum likelihood estimation under the Emax model: existence, geometry and efficiency.
This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, experiments in pharmacology, agriculture, environmental science, and more. Existing challenges in obtaining maximum likelihood estimates (MLE) for model parameters are often ascribed to computational issues but, in reality, stem from the absence of a MLE. Our contribution provides new understanding and control of all the experimental situations that practitioners might face, guiding them in the estimation process. We derive the exact MLE for a three-point experimental design and identify the two scenarios where the MLE fails to exist. To address these challenges, we propose utilizing Firth's modified score, which we express analytically as a function of the experimental design. Through a simulation study, we demonstrate that the Firth modification yields a finite estimate in one of the problematic scenarios. For the remaining case, we introduce a design-augmentation strategy akin to a hypothesis test.
期刊介绍:
The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.