控制家庭预期损失的多个假设的最佳测试程序
Willi Maurer1, Frank Bretz1,2, Xiaolei Xun3
1Statistical Methodology, Novartis Pharma AG, Basel, Switzerland.
Biometrics
|August 3, 2023
概括
本研究引入了多重假设测试的决策理论方法,提出了对传统错误率的家庭预期损失控制. 这种方法允许对错误的决策进行不平等的损失分配,优化规则用于现实世界的应用,如医疗治疗效率.
科学领域:
- 统计方法学的统计方法.
- 决策理论 决策理论
- 假设测试 测试 假设测试
背景情况:
- 多重假设测试的传统方法经常使用限制性的I型错误率控制.
- 标准家族错误率可能无法充分解决错误决策的差异性成本的场景.
研究的目的:
- 为多重假设测试开发一个决策理论框架,以解释错误决策造成的不同损失.
- 引入控制家庭预期损失的概念,作为传统错误率的替代方案.
- 在各种参数配置下找到具有边界预期损失的最佳决策规则.
主要方法:
- 使用决策理论方法来定义测试假设的损失函数.
- 计算对数据采样分布的损失函数的预期.
- 寻找决策规则,以优化规则的标准,在规则类中的规则有边界的预期损失.
主要成果:
- 证明控制家庭预期损失是控制家庭错误率的可行替代方案.
- 开发了一种方法,将不同类型的错误决策的不平等损失值纳入其中.
- 根据指定的最佳性标准和损失函数,确定最佳决策规则.
结论:
- 建议的决策理论方法为多重假设测试提供了一种更灵活,更有背景意识的方法.
- 控制家庭预期损失在Type I和Type II错误的后果显著不同的应用中尤其有用.
- 该方法可以应用于实际问题,例如评估跨患者子组的新药治疗方法.
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