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From |
Steven Joel Hirsch Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nl -choice between alternative parametrisations of sigmoid models |

Date |
Thu, 25 Oct 2007 17:08:43 -0400 |

Thanks for clarifying, Rosy. I didn't know this about the sigmoid model.

-Steven

On Oct 25, 2007, at 2:53 PM, Rosy Reynolds wrote:

Steven,

No, I'm not saying that the same data produce two curves.

What I'm saying is that you can have two different sets of coefficients to describe the same curve.

e.g.

b0= 2, b1 =8, b2 = 1, b3 = 5 will give the same curve as b0= 10, b1 = -8, b2 = -1, b3 = 5

I can show that algebraically, too, as a general case. (At least, I think I can.)

With the same data, -nl- produces one or other of those sets of coefficients, depending on the starting values. They are equivalent; I just have a preference for the set where b2 is positive.

Examples with synthetic data follow, but it applies to real data too.

* Example of identical curves with different coefficients as above.

. set obs 101

obs was 0, now 101

. gen x=(_n-1)/10

. gen y1= 2 + 8/(1 + exp(-(1)*(x-5)))

. gen y2= 10 + -8/(1 + exp(-(-1)*(x-5)))

. assert y1==y2

*Example of -nl- producing models with each of the coefficient sets, depending on starting values (using x and y1 generated above)

. nl ( y1= {b0} + {b1}/(1 + exp(-{b2}*(x-{b3}))) ), init(b0 1 b1 6 b2 0.5 b3 3)

(obs = 101)

[iterations snipped]

Source | SS df MS

-------------+------------------------------ Number of obs = 101

Model | 984.148347 3 328.049449 R-squared = 1.0000

Residual | 2.4290e-12 97 2.5042e-14 Adj R-squared = 1.0000

-------------+------------------------------ Root MSE = 1.58e-07

Total | 984.148347 100 9.84148347 Res. dev. = -2880.598

---------------------------------------------------------------------- --------

y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]

------------- +----------------------------------------------------------------

/b0 | 2 4.18e-08 4.8e+07 0.000 2 2

/b1 | 8 6.81e-08 1.2e+08 0.000 8 8

/b2 | 1 2.28e-08 4.4e+07 0.000 1 1

/b3 | 5 2.36e-08 2.1e+08 0.000 5 5

---------------------------------------------------------------------- --------

Parameter b0 taken as constant term in model & ANOVA table

. nl ( y1= {b0} + {b1}/(1 + exp(-{b2}*(x-{b3}))) ), init(b0 1 b1 -6 b2 -0.5 b3 3)

(obs = 101)

[iterations snipped]

Source | SS df MS

-------------+------------------------------ Number of obs = 101

Model | 984.148347 3 328.049449 R-squared = 1.0000

Residual | 2.4290e-12 97 2.5042e-14 Adj R-squared = 1.0000

-------------+------------------------------ Root MSE = 1.58e-07

Total | 984.148347 100 9.84148347 Res. dev. = -2880.598

---------------------------------------------------------------------- --------

y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]

------------- +----------------------------------------------------------------

/b0 | 10 4.18e-08 2.4e+08 0.000 10 10

/b1 | -8 6.81e-08 -1.2e+08 -8 -8

/b2 | -1 2.28e-08 -4.4e+07 -1 -1

/b3 | 5 2.36e-08 2.1e+08 0.000 5 5

---------------------------------------------------------------------- --------

Parameter b0 taken as constant term in model & ANOVA table

best wishes

Rosy Reynolds

BSAC Resistance Surveillance Co-ordinator

www.bsacsurv.org

----- Original Message ----- From: "Steven Joel Hirsch Samuels" <sjhsamuels@earthlink.net>

To: <statalist@hsphsun2.harvard.edu>

Sent: Thursday, October 25, 2007 5:05 PM

Subject: Re: st: nl -choice between alternative parametrisations of sigmoid models

Rosy, are you saying that the same set of data will produce two different curves? What conditions vary to do this? Exactly what are the data? Have you plotted the data? Are you sure that the curve is monotone?

-Steven

On Oct 25, 2007, at 11:41 AM, Rosy Reynolds wrote:

Hello,

I am fitting 4-parameter logistic (sigmoid Emax) dose-response models using the built-in -log4- feature of -nl-.

The model is y= b0 + b1/(1 + exp(-b2*(x-b3))) + error

and the coefficients can be interpreted as

b0 = baseline outcome

b1 = Emax i.e. largest change from baseline

b2 = Hill or slope coefficient

b3 = ED50 i.e. value of x (dose) required to produce half-maximal effect,

The same curve can actually be produced with two different sets of these parameters.

In one set, the Hill slope b2 is positive and the other parameters intuitively have the interpretations above.

In the other set, b2 is negative, the sign of b1 is reversed, and b0 becomes the outcome at infinitely high dose instead of at the lowest doses. The lowest-dose outcome is now given by b0+b1.

With our data, -nl- naturally produces the set of coefficients with negative b2.

For ease of interpretation, I would prefer the set with positive b2.

I can push -nl- into doing that by supplying carefully chosen starting values close to the desired coefficients. I could even run -nl- , manipulate the coefficients it obtains, and use those as starting values. That would always work, I suppose, but it seems long-winded.

Please could you tell me an easier way to make -nl- parametrise the model in the preferred way, if you know of one? I haven't found anything about it in the manual.

Thanks for thinking about this.

best wishes

Rosy Reynolds

BSAC Resistance Surveillance Co-ordinator

www.bsacsurv.org

*

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Steven Samuels sjhsamuels@earthlink.net 18 Cantine's Island Saugerties, NY 12477 Phone: 845-246-0774 EFax: 208-498-7441 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

Steven Samuels sjhsamuels@earthlink.net 18 Cantine's Island Saugerties, NY 12477 Phone: 845-246-0774 EFax: 208-498-7441 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: nl -choice between alternative parametrisations of sigmoid models***From:*"Rosy Reynolds" <rr@dandr.demon.co.uk>

**Re: st: nl -choice between alternative parametrisations of sigmoid models***From:*Steven Joel Hirsch Samuels <sjhsamuels@earthlink.net>

**Re: st: nl -choice between alternative parametrisations of sigmoid models***From:*"Rosy Reynolds" <rr@dandr.demon.co.uk>

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