Download presentation

Presentation is loading. Please wait.

Published byMarkus Warner Modified over 2 years ago

1
Introduction to Likelihood Meaningful Modeling of Epidemiologic Data, 2012 AIMS, Muizenberg, South Africa Steve Bellan, MPH, PhD Department of Environmental Science, Policy & Management University of California at Berkeley

2
barplot(dbinom(x = 0:100, size = 100, prob =.3), names.arg = 0:size) In a population of 1,000,000 people with a true prevalence of 30%, the probability distribution of number of positive individuals if 100 are sampled:

3
> rbinom(n = 1, size = 100, prob =.3) [1] 28 We sample 100 people once and 28 are positive:

4
> rbinom(n = 1, size = 100, prob =.3) [1] 28 We sample 100 people once and 28 are positive: We don’t know the true prevalence! But we can calculate the probability of 28 or a more extreme value occurring for a given prevalence.

5
We sample 100 people once and 28 are positive. p-value = 0.74 > 2*pbinom(28,100,.3)) [1] 0.7535564 Cumulative Probability & P Values for 30% prevalence: p(28 or a more extreme value occurring) =

6
x2

13
Which hypotheses do we reject? IF GIVEN THE HYPOTHESIS p value < cutoff THEN REJECT HYPOTHESIS Cutoff usually chosen as α = 0.05

14
Which hypotheses do we reject?

15
Which hypotheses do we NOT reject: CONFIDENCE INTERVAL

16
We don’t know the true prevalence, but the probability that we had exactly 28/100 with 30% prevalence is: > dbinom(x = 28, size = 100, prob =.3) [1] 0.08041202 > rbinom(n = 1, size = 100, prob =.3) [1] 28 We sample 100 people once and 28 are positive: Let’s take another approach

23
Which prevalence gives the greatest probability of observing exactly 28/100?

24
Which of these prevalence values is most likely given our data?

25
Maximum Likelihood Estimate parameter value giving greatest probability of the data having occurred. MLE = 28/100 = 0.28 What do you think is the MLE here? true unknown value = 0.30 different null hypotheses

26
Defining Likelihood L(parameter | data) = p(data | parameter) Not a probability distribution. Probabilities taken from many different distributions. function of x PDF: function of p LIKELIHOOD:

27
Deriving the Maximum Likelihood Estimate maximize minimize

28
Deriving the Maximum Likelihood Estimate

29
The proportion of positives! XX

30
Maximum Likelihood Estimate

32
Building Confidence Intervals Likelihood Ratio Test > qchisq(p =.95, df = 1) [1] 3.841459 So if our α =.05, then we reject any null hypothesis for which When l MLE - l null > 1.92, we reject that null hypothesis. If the null hypothesis were true then

33
Let’s zoom in… Building Confidence Intervals Likelihood Ratio Test Maximum Likelihood Estimate

34
Building Confidence Intervals Likelihood Ratio Test

37
Comparing Confidence Intervals

38
Advantages of Likelihood Practical method for estimating parameters estimating variance of our estimates Easily adaptable to different probability distributions & dynamic models

39
This presentation is made available through a Creative Commons Attribution-Noncommercial license. Details of the license and permitted uses are available at http://creativecommons.org/licenses/by-nc/3.0/ © 2010 Steve Bellan and the Meaningful Modeling of Epidemiological Data Clinichttp://creativecommons.org/licenses/by-nc/3.0/ Title: Introduction to Likelihood Attribution: Steve Bellan, Clinic on the Meaningful Modeling of Epidemiological Data Source URL: http://lalashan.mcmaster.ca/theobio/mmed/index.php/http://lalashan.mcmaster.ca/theobio/mmed/index.php/ For further information please contact Steve Bellan (sbellan@berkeley.edu).

Similar presentations

OK

Estimation Samples are collected to estimate characteristics of the population of particular interest. Parameter – numerical characteristic of the population.

Estimation Samples are collected to estimate characteristics of the population of particular interest. Parameter – numerical characteristic of the population.

© 2017 SlidePlayer.com Inc.

All rights reserved.

Ads by Google

Gi anatomy and physiology ppt on cells Ppt on south america continent Ppt on computer languages wiki Ppt on inhabiting other planets warming Ppt on consistent and inconsistent equations Ppt on switching network design Ppt on ip address classes subnet Ppt on you can win michael Ppt on chapter electricity for class 10th Ppt on waxes definition