有依从性观测的临床试验模型的参数估计

Parameter Estimation of a Heteroscedasticity Model for Clinical Trials

为了研究依从性对药物效果的影响,对一种结构线性模型,结合最小二乘和拟似然的思想,提出了一种新的参数估计方法,并在一般的条件下,证明了参数估计的相合性和渐近正态性.计算机模拟表明,这种方法不仅计算简单,有好的大样本性质,而且对于中小样本也有小的均方误差.

For the purpose of evaluating the efficacy of description dosage in a clinical trial in which compliance is observed, a new parameter estimation method is proposed for a structure linear model based on the combination of least square and pseudo-likelihood, and under general regular conditions, the consistency and asymptotic normality of the estimators are verified. This method not only is simple and has good properties for large samples, but also has been shown by a group of Monte Carlo simulations having smaller mean square errors for moderate and small sample sizes.