乘法效应建模:一般情况

Multiplicative effect modelling: the general case

Biometrika · 2021
被引 5
ABS 4

中文导读

针对二元结果变量,提出一种新的二项回归模型,直接建模连续或分类处理的乘法效应(如相对风险),解决了传统逻辑回归和泊松回归的局限性,并通过蒙特卡洛模拟和泰坦尼克号数据验证了方法性能。

Abstract

Summary Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model correspond to log odds ratios, while subject-matter scientists are often interested in relative risks. Although odds ratios are sometimes used to approximate relative risks, this approximation is appropriate only when the outcome of interest is rare for all levels of the covariates. Poisson regressions do measure multiplicative treatment effects including relative risks, but with a binary outcome not all combinations of parameters lead to fitted means that are between zero and one. Enforcing this constraint makes the parameters variation dependent, which is undesirable for modelling, estimation and computation. Focusing on the special case where the treatment is also binary, Richardson et al. (2017) proposed a novel binomial regression model that allows direct modelling of the relative risk. The model uses a log odds product nuisance model leading to variation-independent parameter spaces. Building on this we present general approaches to modelling the multiplicative effect of a continuous or categorical treatment on a binary outcome. Monte Carlo simulations demonstrate the desirable performance of our proposed methods. An analysis of the relationship between passenger class and survival for passengers on the Titanic further exemplifies our methods.

计量经济学统计学回归分析生物统计学