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赤池信息准则、施瓦茨准则和F检验作为模型选择指南的比较。

Comparison of the Akaike Information Criterion, the Schwarz criterion and the F test as guides to model selection.

作者信息

Ludden T M, Beal S L, Sheiner L B

机构信息

Division of Biopharmaceutics, Food and Drug Administration, Rockville, Maryland 20857, USA.

出版信息

J Pharmacokinet Biopharm. 1994 Oct;22(5):431-45. doi: 10.1007/BF02353864.

Abstract

In pharmacokinetic data analysis, it is frequently necessary to select the number of exponential terms in a polyexponential expression used to describe the concentration-time relationship. The performance characteristics of several selection criteria, the Akaike Information Criterion (AIC), and the Schwarz Criterion (SC), and the F test (alpha = 0.05), were examined using Monte Carlo simulations. In particular, the ability of these criteria to select the correct model, to select a model allowing estimation of pharmacokinetic parameters with small bias and good precision, and to select a model allowing precise predictions of concentration was evaluated. To some extent interrelationships among these procedures is explainable. Results indicate that the F test tends to choose the simpler model more often than does either the AIC or SC, even when the more complex model is correct. Also, the F test is more sensitive to deficient sampling designs. Clearance estimates are generally very robust to the choice of the wrong model. Other pharmacokinetic parameters are more sensitive to model choice, particularly the apparent elimination rate constant. Prediction of concentrations is generally more precise when the correct model is chosen. The tendency for the F test (alpha = 0.05) to choose the simpler model must be considered relative to the objectives of the study.

摘要

在药代动力学数据分析中,经常需要在用于描述浓度 - 时间关系的多指数表达式中选择指数项的数量。使用蒙特卡罗模拟研究了几种选择标准的性能特征,即赤池信息准则(AIC)、施瓦茨准则(SC)和F检验(α = 0.05)。特别地,评估了这些标准选择正确模型的能力、选择一个允许以小偏差和高精度估计药代动力学参数的模型的能力,以及选择一个允许精确预测浓度的模型的能力。在某种程度上,这些方法之间的相互关系是可以解释的。结果表明,即使更复杂的模型是正确的,F检验也比AIC或SC更倾向于选择更简单的模型。此外,F检验对不足的采样设计更敏感。清除率估计通常对错误模型的选择非常稳健。其他药代动力学参数对模型选择更敏感,特别是表观消除速率常数。当选择正确的模型时,浓度预测通常更精确。相对于研究目的,必须考虑F检验(α = 0.05)选择更简单模型的趋势。

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