Monleón-Getino, Toni
Ruiz de Villa Jubany, Ma. Carmen
Ocaña i Rebull, Jordi
2010-03-26T12:35:43Z
2010-03-26T12:35:43Z
2010-03-26T12:35:43Z
2010-03-27T04:31:31Z
2010-03-27T04:31:31Z
2010-03-27T04:31:31Z
http://hdl.handle.net/2445/11904
http://hdl.handle.net/2445/11904
AcknowledgementsThe authors would like to thank professor Ludwig Fahrmeir from the Institut fürStatistik at the Ludwig Maximilians University in Munich (Germany) for checking thismanuscript and his wise comments. Part of this work was completed at the Institut fürStatistik and we are most grateful for their hospitality.
The aim of this study is to define a new statistic, PVL, based on the relativedistance between the likelihood associated with the simulation replications and thelikelihood of the conceptual model. Our results coming from several simulationexperiments of a clinical trial show that the PVL statistic range can be a good measureof stability to establish when a computational model verifies the underlying conceptualmodel. PVL improves also the analysis of simulation replications because only onestatistic is associated with all the simulation replications. As well it presents severalverification scenarios, obtained by altering the simulation model, that show theusefulness of PVL. Further simulation experiments suggest that a 0 to 20 % range maydefine adequate limits for the verification problem, if considered from the viewpoint ofan equivalence test.
This research was supportedby a scholarship from the Department of Statisticsat the University of Barcelona, grant no.: ACES-UB 2006.
eng
Aquest material està subjecte a una llicència de Creative Commons que permet la reproducció, la distribució i la comunicació pública del material sempre que es reconegui la Universitat de Barcelona i els autors de l'obra. L'ús comercial i la possibilitat de generar obres derivades i les condicions per fer-ho estan determinats per la llicència corresponent.
http://creativecommons.org/licenses/by-nc-sa/3.0/es/
Models matemàtics
Simulació per ordinador
Mètodes de simulació
Models lineals (Estadística)
Assaigs clínics
Estabilitat
A measure of stability as a criterion for the verification and analysis of simulation models
article