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Transcript
Testing models against data
Bas Kooijman
Dept theoretical biology
Vrije Universiteit Amsterdam
[email protected]
http://www.bio.vu.nl/thb
master course WTC methods
Amsterdam, 2005/11/02
Kinds of statistics
1.2.4
Descriptive statistics
sometimes useful, frequently boring
Mathematical statistics
beautiful mathematical construct
rarely applicable due to assumptions to keep it simple
Scientific statistics
still in its childhood due to research workers being specialised
upcoming thanks to increase of computational power
(Monte Carlo studies)
Tasks of statistics
1.2.4
Deals with
• estimation of parameter values, and confidence of these values
• tests of hypothesis about parameter values
differs a parameter value from a known value?
differ parameter values between two samples?
Deals NOT with
• does model 1 fit better than model 2
if model 1 is not a special case of model 2
Statistical methods assume that the model is given
(Non-parametric methods only use some properties of the given
model, rather than its full specification)
Nested models
y ( x)  w0  w1 x  w2 x 2
w2  0
y( x)  w0  w1 x
Venn diagram
w1  0
y( x)  w0
y ( x)  w0  w2 x 2
Testing of hypothesis
Error of the first kind:
reject null hypothesis while it is true
Error of the second kind:
accept null hypothesis while the alternative hypothesis is true
Level of significance of a statistical test:
 = probability on error of the first kind
Power of a statistical test:
 = 1 – probability on error of the second kind
decision
No certainty in statistics
null hypothesis
true
false
accept
1-

reject

1-
NOEC
Statistical testing
Contr.
Response
NOEC
*
LOEC
NOEC No Observed Effect Concentration
LOEC Lowest Observed Effect Concentration
log concentration
What’s wrong with NOEC?
Power of the test is not known
No statistically significant effect is not no effect;
Effect at NOEC regularly 10-34%, up to >50%
Inefficient use of data
– only last time point, only lowest doses
– for non-parametric tests also values discarded
Contr.
NOEC
Response
•
•
•
•
LOEC
OECD Braunschweig meeting 1996: *
NOEC is inappropriate and should be phased out!
log concentration
Statements to remember
• “proving” something statistically is absurd
• if you do not know the power of your test,
do don’t know what you are doing while testing
• you need to specify the alternative hypothesis to know the power
this involves knowledge about the subject (biology, chemistry, ..)
• parameters only have a meaning if the model is “true”
this involves knowledge about the subject
Independent observations
If X and Y are independent
I
I
f
Central limit theorems
The sum of n independent identically (i.i.) distributed random variables
becomes normally distributed for increasing n.
Z  X  Y  f ( z )   f ( z  y) f ( y) dy; P( Z  z )   P( X  z  y) P(Y  y)
Z
X
y
Y
y
The sum of n independent point processes tends to behave as a
Poisson process for increasing n.
Number of events in a time interval is i.i. Poisson distributed
Time intervals between subsequent events is i.i. exponentially distributed
Poisson prob
Exponential prob dens
Sums of random variables
n
Y   Xi;
i 1
Var (Y )  nVar ( X i )
f X ( x)  λ exp( λx)
λ
fY ( y ) 
(λy) n1 exp( λy )
 ( n)
λx
P( X  x)  exp( λ)
x!
(nλ) y
P(Y  y ) 
exp( nλ)
y!
Normal probability density
σ
σ
 95%
(x-μ)/σ
 1  x  μ 2 
f X ( x) 
exp   
 
2

2πσ
 2 σ  
1
f X ( x) 
 1

exp    x  μ '  -1 x  μ 

2π n   2
1
Parameter estimation
Most frequently used method: Maximization of (log) Likelihood
likelihood: probability of finding observed data (given the model),
considered as function of parameter values
If we repeat the collection of data many times
(same conditions, same number of data)
the resulting ML estimate
Profile likelihood
large sample
approximation
95% conf interval
Comparison of models
Akaike Information Criterion
for sample size n and K parameters
n
 2 log L(θ)  2 K
n  K 1
in the case of a regression model
n
2
n log σ  2 K
n  K 1
You can compare goodness of fit of different models to the same data
but statistics will not help you to choose between the models
Confidence intervals
length, mm
L(t )  L  ( L  L0 ) exp( rB t )
 L0  ( L  L0 )rB t for small t
L0  1
excludes
point 4
95% conf intervals
rB
includes
point 4
time, d
L
correlations among
parameter estimates
can have big effects
on sim conf intervals
estimate
excluding
point 4
sd
excluding
point 4
estimate
including
point 4
sd
including
point 4
L, mm
6.46
1.08
3.37
0.096
rB,d-1
0.099
0.022
0.277
0.023
parameter
:No age, but size:These gouramis are from the same nest,
they have the same age and lived in the same tank
Social interaction during feeding caused the huge size difference
Age-based models for growth are bound to fail;
growth depends on food intake
Trichopsis vittatus
Rules for feeding
determin
expectation
length
reserve density
Social interaction  Feeding
time
time
1 ind
2 ind
length
reserve density
time
time
Dependent observations
Conclusion
Dependences can work out in complex ways
The two growth curves look like von Bertalanffy curves
with very different parameters
But in reality both individuals had the same parameters!