Department of Statistics, Macquarie University, NSW 2109, Australia and National Health and Medical Research Council Clinical Trials Centre, University of Sydney, NSW 2006, Australia.
Biostatistics. 2012 Jan;13(1):179-92. doi: 10.1093/biostatistics/kxr030. Epub 2011 Sep 13.
Relative risks (RRs) are generally considered preferable to odds ratios in prospective studies. However, unlike logistic regression for odds ratios, the standard log-binomial model for RR regression does not respect the natural parameter constraints and is therefore often subject to numerical instability. In this paper, we develop a reliable and flexible method for fitting log-binomial models. We use an Expectation-Maximization (EM) algorithm where the multiplicative event probability is viewed as the joint probability for a collection of latent binary outcomes. This gives a simple iterative scheme that provides stable convergence to the maximum likelihood estimate. In addition to reliability, the method offers some flexible generalizations, including models with unspecified isotonic regression functions. We examine the method's performance using simulations and data analyses of the age-specific RR of mortality following heart attack. These analyses demonstrate the potential for numerical instability in RR regression and show how this can be overcome using the proposed approach. Source code to implement the method in R is provided as supplementary material available at Biostatistics online.
相对风险(RR)通常被认为优于前瞻性研究中的优势比。然而,与优势比的逻辑回归不同,RR 回归的标准对数二项式模型不遵守自然参数约束,因此经常受到数值不稳定性的影响。在本文中,我们开发了一种可靠且灵活的拟合对数二项式模型的方法。我们使用期望最大化(EM)算法,其中乘法事件概率被视为一组潜在二进制结果的联合概率。这给出了一个简单的迭代方案,为最大似然估计提供了稳定的收敛。除了可靠性之外,该方法还提供了一些灵活的推广,包括具有未指定同型回归函数的模型。我们使用模拟和心脏病发作后死亡率的特定年龄 RR 的数据分析来检查该方法的性能。这些分析表明 RR 回归中存在数值不稳定性的可能性,并展示了如何使用所提出的方法克服这一问题。在 R 中实现该方法的源代码作为补充材料可在 Biostatistics 在线获得。