Emax模型下的最大似然估计:存在性、几何和效率。

IF 1.1 3区 数学 Q2 STATISTICS & PROBABILITY
Statistical Papers Pub Date : 2025-01-01 Epub Date: 2025-06-10 DOI:10.1007/s00362-025-01673-2
Giacomo Aletti, Nancy Flournoy, Caterina May, Chiara Tommasi
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引用次数: 0

摘要

本研究的重点是Emax剂量反应模型的估计,这是一个广泛应用于临床试验、药理学、农业、环境科学等领域的实验框架。在获得模型参数的最大似然估计(MLE)方面存在的挑战通常归因于计算问题,但实际上源于缺乏最大似然估计。我们的贡献为从业者可能面临的所有实验情况提供了新的理解和控制,在评估过程中指导他们。我们推导了一个三点实验设计的精确最大似然值,并确定了最大似然值不存在的两种情况。为了应对这些挑战,我们建议利用Firth的修正分数,我们将其分析表达为实验设计的函数。通过模拟研究,我们证明了Firth修正在一个有问题的情况下产生有限的估计。对于剩下的情况,我们引入了类似于假设检验的设计增强策略。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.

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来源期刊
Statistical Papers
Statistical Papers 数学-统计学与概率论
CiteScore
2.80
自引率
7.70%
发文量
95
审稿时长
6-12 weeks
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.
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