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Improved numerical stability for the bounded integer model

This article highlights some numerical challenges when implementing the bounded integer model for composite score modeling and suggests an improved implementation. The improvement is based on an approximation of the logarithm of the error function. After presenting the derivation of the improved imp...

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Detalles Bibliográficos
Autores principales: Ueckert, Sebastian, Karlsson, Mats O.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8060183/
https://www.ncbi.nlm.nih.gov/pubmed/33242184
http://dx.doi.org/10.1007/s10928-020-09727-8
Descripción
Sumario:This article highlights some numerical challenges when implementing the bounded integer model for composite score modeling and suggests an improved implementation. The improvement is based on an approximation of the logarithm of the error function. After presenting the derivation of the improved implementation, the article compares the performance of the algorithm to a naive implementation of the log-likelihood using both simulations and a real data example. In the simulation setting, the improved algorithm yielded more precise and less biased parameter estimates when the within-subject variability was small and estimation was performed using the Laplace algorithm. The estimation results did not differ between implementations when the SAEM algorithm was used. For the real data example, bootstrap results differed between implementations with the improved implementation producing identical or better objective function values. Based on the findings in this article, the improved implementation is suggested as the new default log-likelihood implementation for the bounded integer model. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (10.1007/s10928-020-09727-8) contains supplementary material, which is available to authorized users.