We consider a bivariate logistic model for a binary response, and we assume that two rival dependence structures are possible. Copula functions are very useful tools to model different kinds of dependence with arbitrary marginal distributions. We consider Clayton and Gumbel copulae as competing association models. The focus is on applications in testing a new drug looking at both efficacy and toxicity outcomes. In this context, one of the main goals is to find the dose which maximizes the probability of efficacy without toxicity, herein called P-optimal dose. If the P-optimal dose changes under the two rival copulae, then it is relevant to identify the proper association model. To this aim, we propose a criterion (called PKL) which enables us to find the optimal doses to discriminate between the rival copulae, subject to a constraint that protects patients against dangerous doses. Furthermore, by applying the likelihood ratio test for non-nested models, via a simulation study we confirm that the PKL-optimal design is really able to discriminate between the rival copulae.

Deldossi, L., Osmetti, S. A., Tommasi, C., Optimal design to discriminate between rival copula models for a bivariate binary response, <<TEST>>, 2019; 28 (1): 147-165. [doi:10.1007/s11749-018-0595-1] [http://hdl.handle.net/10807/130926]

Optimal design to discriminate between rival copula models for a bivariate binary response

Deldossi, Laura
Primo
;
Osmetti, Silvia Angela
Secondo
;
2019

Abstract

We consider a bivariate logistic model for a binary response, and we assume that two rival dependence structures are possible. Copula functions are very useful tools to model different kinds of dependence with arbitrary marginal distributions. We consider Clayton and Gumbel copulae as competing association models. The focus is on applications in testing a new drug looking at both efficacy and toxicity outcomes. In this context, one of the main goals is to find the dose which maximizes the probability of efficacy without toxicity, herein called P-optimal dose. If the P-optimal dose changes under the two rival copulae, then it is relevant to identify the proper association model. To this aim, we propose a criterion (called PKL) which enables us to find the optimal doses to discriminate between the rival copulae, subject to a constraint that protects patients against dangerous doses. Furthermore, by applying the likelihood ratio test for non-nested models, via a simulation study we confirm that the PKL-optimal design is really able to discriminate between the rival copulae.
2019
AREA13 - SCIENZE ECONOMICHE E STATISTICHE
Articolo su rivista presente in almeno un database (EconLit, MatScinet, Scopus, Web of Knowledge, Publish or perish)
Inglese
Articolo in rivista
Inglese
Bivariate logistic model; Copula models; Cox’s test; Efficacy–toxicity response; KL-optimality; Optimal experimental design; Statistics and Probability; Statistics, Probability and Uncertainty
Settore SECS-S/01 - STATISTICA
Springer New York LLC
28
1
2019
147
165
19
Articolo su rivista scientifica / specializzata
a stampa
info:eu-repo/semantics/article
Deldossi, L., Osmetti, S. A., Tommasi, C., Optimal design to discriminate between rival copula models for a bivariate binary response, <<TEST>>, 2019; 28 (1): 147-165. [doi:10.1007/s11749-018-0595-1] [http://hdl.handle.net/10807/130926]
none
262
Deldossi, Laura; Osmetti, Silvia Angela; Tommasi, Chiara
3
art_per_29
03. Contributo in rivista::Articolo in rivista, Nota a sentenza
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/130926
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