Spiess Andrej-Nikolai, Neumeyer Natalie
Department of Andrology, University Hospital Hamburg-Eppendorf, Hamburg, Germany.
BMC Pharmacol. 2010 Jun 7;10:6. doi: 10.1186/1471-2210-10-6.
It is long known within the mathematical literature that the coefficient of determination R(2) is an inadequate measure for the goodness of fit in nonlinear models. Nevertheless, it is still frequently used within pharmacological and biochemical literature for the analysis and interpretation of nonlinear fitting to data.
The intensive simulation approach undermines previous observations and emphasizes the extremely low performance of R(2) as a basis for model validity and performance when applied to pharmacological/biochemical nonlinear data. In fact, with the 'true' model having up to 500 times more strength of evidence based on Akaike weights, this was only reflected in the third to fifth decimal place of R(2). In addition, even the bias-corrected R(2)(adj) exhibited an extreme bias to higher parametrized models. The bias-corrected AICc and also BIC performed significantly better in this respect.
Researchers and reviewers should be aware that R(2) is inappropriate when used for demonstrating the performance or validity of a certain nonlinear model. It should ideally be removed from scientific literature dealing with nonlinear model fitting or at least be supplemented with other methods such as AIC or BIC or used in context to other models in question.
数学文献中早就知道,决定系数R²对于非线性模型的拟合优度而言是一种不充分的度量。然而,在药理学和生物化学文献中,它仍经常被用于对数据进行非线性拟合的分析和解释。
密集模拟方法推翻了先前的观察结果,并强调了R²在应用于药理学/生物化学非线性数据时,作为模型有效性和性能基础的极低表现。事实上,“真实”模型基于赤池权重的证据强度高达500倍,但这仅在R²的第三位到第五位小数中有所体现。此外,即使是偏差校正后的R²(adj) 对参数化程度更高的模型也表现出极大的偏差。在这方面,偏差校正后的AICc以及BIC的表现明显更好。
研究人员和审稿人应该意识到,R²用于证明某个非线性模型的性能或有效性时是不合适的。理想情况下,它应该从处理非线性模型拟合的科学文献中删除,或者至少辅以其他方法,如AIC或BIC,或者结合所讨论的其他模型使用。