Wagler A
Department of Mathematical Sciences, University of Texas at El Paso, El Paso, Texas 79968, USA.
J Biopharm Stat. 2011 May;21(3):405-22. doi: 10.1080/10543401003703306.
In generalized linear models, such as the logistic regression model, maximum likelihood estimators are well known to be biased at smaller sample sizes. When the number of dose levels or replications per dose is small, bias in the maximum likelihood estimates can lead to very misleading results and the model often fails to converge. In order to correct the bias present in the maximum likelihood estimates and the problem of nonconvergence, the penalized maximum likelihood estimator is considered. Simulations compare the fit and empirical confidence levels of inferences made from the maximum likelihood and penalized maximum likelihood based models.
在广义线性模型中,如逻辑回归模型,众所周知,最大似然估计量在样本量较小时会有偏差。当剂量水平的数量或每个剂量的重复次数较少时,最大似然估计中的偏差可能会导致极具误导性的结果,并且模型常常无法收敛。为了纠正最大似然估计中存在的偏差以及非收敛问题,考虑了惩罚最大似然估计量。模拟比较了基于最大似然和惩罚最大似然模型所做推断的拟合度和经验置信水平。