New Methods to reduce Bias and Mean Square Error of Maximum Likelihood Estimators

Information

  • Research Project
  • 8538472
  • ApplicationId
    8538472
  • Core Project Number
    R44GM104597
  • Full Project Number
    5R44GM104597-03
  • Serial Number
    104597
  • FOA Number
    PA-11-096
  • Sub Project Id
  • Project Start Date
    7/1/2009 - 15 years ago
  • Project End Date
    12/31/2015 - 8 years ago
  • Program Officer Name
    GREGURICK, SUSAN
  • Budget Start Date
    8/1/2013 - 11 years ago
  • Budget End Date
    12/31/2015 - 8 years ago
  • Fiscal Year
    2013
  • Support Year
    03
  • Suffix
  • Award Notice Date
    9/12/2013 - 11 years ago
Organizations

New Methods to reduce Bias and Mean Square Error of Maximum Likelihood Estimators

DESCRIPTION (provided by applicant): Categorical outcomes are ubiquitous in biomedical research, and generalized linear models (GLMs) represent the most widely applied methodology for testing associations between categorical variables and fixed investigative factors. Logistic regression in particular is the most frequently used model for binary data and has widespread applicability in the health, behavioral, and physical sciences. King and Ryan (2002) stated that there were 2,770 research papers published in 1999 in which logistic regression was in the title of the paper or among the keywords. King and Zeng (2001) referred to the use of the maximum likelihood method in logistic regression as the nearly universal method. Maximum likelihood estimates (MLE) for logistic regression are based on large sample approximations that are reliable for problems with large samples and when the proportion of responses is not too small or too large. However, it has been known for several years that MLE are not reliable for small, sparse or unbalanced datasets, with the latter referring to a considerable difference between the number of zeros and ones of the response variable. Recent research has suggested a flexible means of correcting MLE bias and improving performance using a penalized likelihood-based approach, but the underlying theory has not been fully applied and implemented for practical use. In this project, we will extend the work begun during Phase 1 with logistic regression by (1) implementing the bias correction approach for a variety of other GLM's that include Poisson, multinomial, negative binomial, and censored survival data; (2) provide new diagnostic procedures that identify potential problems with near separability and MLE bias; (3) implement and evaluate an exact target estimation approach for bias correction in logistic regression; (4) improve the computational algorithms required for Aims 1-3; and (5) additionally implement the procedures in a SAS PROC. Given the ubiquity of categorical regression in public health and biomedical research, the final product of this effort will provide a critical intermediate alternative when analyzing data for which standard large-sample methods are unreliable and small-sample exact methods are infeasible.

IC Name
NATIONAL INSTITUTE OF GENERAL MEDICAL SCIENCES
  • Activity
    R44
  • Administering IC
    GM
  • Application Type
    5
  • Direct Cost Amount
  • Indirect Cost Amount
  • Total Cost
    484588
  • Sub Project Total Cost
  • ARRA Funded
    False
  • CFDA Code
    859
  • Ed Inst. Type
  • Funding ICs
    NIGMS:484588\
  • Funding Mechanism
    SBIR-STTR RPGs
  • Study Section
    ZRG1
  • Study Section Name
    Special Emphasis Panel
  • Organization Name
    CYTEL, INC
  • Organization Department
  • Organization DUNS
    183012277
  • Organization City
    CAMBRIDGE
  • Organization State
    MA
  • Organization Country
    UNITED STATES
  • Organization Zip Code
    021393309
  • Organization District
    UNITED STATES