Franck Christopher T, Arena Sara L, Madigan Michael L
Department of Statistics, Virginia Tech, 403E Hutcheson Hall (0439), Blacksburg, VA, 24061, USA.
Department of Biomedical Engineering and Mechanics, Virginia Tech, 317 Kelly Hall (0298), Blacksburg, VA, 24061, USA.
Ann Biomed Eng. 2023 Feb;51(2):422-429. doi: 10.1007/s10439-022-03046-4. Epub 2022 Aug 20.
Frequently, biomedical researchers need to choose between multiple candidate statistical models. Several techniques exist to facilitate statistical model selection including adjusted R, hypothesis testing and p-values, and information criteria among others. One particularly useful approach that has been slow to permeate the biomedical literature is the notion of posterior model probabilities. A major advantage of posterior model probabilities is that they quantify uncertainty in model selection by providing a direct, probabilistic comparison among competing models as to which is the "true" model that generated the observed data. Additionally, posterior model probabilities can be used to compute posterior inclusion probabilities which quantify the probability that individual predictors in a model are associated with the outcome in the context of all models considered given the observed data. Posterior model probabilities are typically derived from Bayesian statistical approaches which require specialized training to implement, but in this paper we describe an easy-to-compute version of posterior model probabilities and inclusion probabilities that rely on the readily-available Bayesian information criterion. We illustrate the utility of posterior model probabilities and inclusion probabilities by re-analyzing data from a published gait study investigating factors that predict required coefficient of friction between the shoe sole and floor while walking.
生物医学研究人员常常需要在多个候选统计模型之间做出选择。有多种技术可用于辅助统计模型选择,包括调整后的R值、假设检验和p值以及信息准则等。后验模型概率这一概念在生物医学文献中的传播较为缓慢,但它是一种特别有用的方法。后验模型概率的一个主要优点是,它通过对竞争模型之间进行直接的概率比较,量化模型选择中的不确定性,即哪一个是生成观测数据的“真实”模型。此外,后验模型概率可用于计算后验包含概率,该概率在给定观测数据且考虑所有模型的情况下,量化模型中各个预测变量与结果相关联的概率。后验模型概率通常源自贝叶斯统计方法,实施这些方法需要专门的训练,但在本文中,我们描述了一种易于计算的后验模型概率和包含概率版本,它们依赖于现成的贝叶斯信息准则。我们通过重新分析一项已发表的步态研究中的数据来说明后验模型概率和包含概率的效用,该研究调查了预测行走时鞋底与地面之间所需摩擦系数的因素。