Murphy E A
Am J Med Genet. 1986 Nov;25(3):581-93. doi: 10.1002/ajmg.1320250322.
The statistical properties are explored of the least-squares estimators of the parameters of a deterministic linear model for homeostasis with random, normally distributed technical errors. The parameters are: the amplitude of perturbation (A), the homing value (H), the restoration constant (B), and the lag time (L). The former two, although important in their own right, tell us nothing about the processes of biologic restitution and are thus considered "nuisance" parameters; the latter two are the "business" parameters, which tell us about the processes of biologic adjustment. The properties studied include bias and precision and their relationships to the number of data points and to the size of the technical error. Efforts have been concentrated on data points equally spaced over six lag times (which corresponds roughly to the period of observation used in loading studies, such as glucose tolerance tests). The distributions of these four estimators are studied in sets of 100 Monte Carlo simulations, each with 15, 30, and 100 data points, respectively. The estimators are virtually unbiased and all satisfactorily close to Gaussian. The residual mean-square errors (the divisor being four less than the number of data points, since four parameters are estimated) seem to be unbiased estimators of the variances of the errors. Moreover, when suitably scaled, the residual sums of squares have distributions close to the chi-square distribution for the appropriate degrees of freedom and with the corresponding means and variances. The correlations among the estimators are modest and, except where A is involved, small.
本文探讨了具有随机、正态分布技术误差的稳态确定性线性模型参数的最小二乘估计量的统计特性。这些参数包括:扰动幅度(A)、归巢值(H)、恢复常数(B)和滞后时间(L)。前两个参数虽然本身很重要,但它们对生物恢复过程没有提供任何信息,因此被视为“干扰”参数;后两个参数是“关键”参数,它们能告诉我们生物调节过程的相关信息。所研究的特性包括偏差和精度,以及它们与数据点数量和技术误差大小的关系。研究重点集中在六个滞后时间上等间距分布的数据点(这大致对应于负荷研究中使用的观察期,如葡萄糖耐量试验)。在100组蒙特卡罗模拟中研究了这四个估计量的分布,每组模拟分别有15、30和100个数据点。这些估计量几乎是无偏的,并且都令人满意地接近高斯分布。残差均方误差(除数为数据点数量减4,因为估计了四个参数)似乎是误差方差的无偏估计量。此外,经过适当缩放后,残差平方和的分布接近具有适当自由度以及相应均值和方差的卡方分布。估计量之间的相关性适中,并且除了涉及A的情况外,相关性较小。