estimate_ML: Estimate maximum likelihood accuracy statistics by...

In emery: Accuracy Statistic Estimation for Imperfect Gold Standards

Estimate maximum likelihood accuracy statistics by expectation maximization

Description

estimate_ML() is a general function for estimating the maximum likelihood accuracy statistics for a set of methods with no known reference value, i.e. "truth", or "gold standard".

Usage

estimate_ML(
  type = c("binary", "ordinal", "continuous"),
  data,
  init = list(NULL),
  max_iter = 1000,
  tol = 1e-07,
  save_progress = TRUE,
  ...
)

estimate_ML_binary(
  data,
  init = list(prev_1 = NULL, se_1 = NULL, sp_1 = NULL),
  max_iter = 100,
  tol = 1e-07,
  save_progress = TRUE
)

estimate_ML_continuous(
  data,
  init = list(prev_1 = NULL, mu_i1_1 = NULL, sigma_i1_1 = NULL, mu_i0_1 = NULL,
    sigma_i0_1 = NULL),
  max_iter = 100,
  tol = 1e-07,
  save_progress = TRUE
)

estimate_ML_ordinal(
  data,
  init = list(pi_1_1 = NULL, phi_1ij_1 = NULL, phi_0ij_1 = NULL, n_level = NULL),
  level_names = NULL,
  max_iter = 1000,
  tol = 1e-07,
  save_progress = TRUE
)

Arguments

type	A string specifying the data type of the methods under evaluation.
data	An n_obs by n_method matrix containing the observed values for each method. If the dimensions are named, row names will be used to name each observation (obs_names) and column names will be used to name each measurement method (method_names).
init	An optional list of initial values used to seed the EM algorithm. If initial values are not provided, the pollinate_ML() function will be called on the data to estimate starting values. It is recommended to try several sets of starting parameters to ensure that the algorithm converges to the same results. This is to verify that the result does not represent a local extrema.
max_iter	The maximum number of EM algorithm iterations to compute before reporting a result.
tol	The minimum change in statistic estimates needed to continue iterating the EM algorithm.
save_progress	A logical indication of whether to save interim calculations used in the EM algorithm.
...	Additional arguments
level_names	An optional, ordered, character vector of unique names corresponding to the levels of the methods.

Details

The lack of an infallible reference method is referred to as an imperfect gold standard (GS). Accuracy statistics which rely on a GS method, such as sensitivity, specificity, and AUC, can be estimated using imperfect gold standards by iteratively estimating the maximum likelihood values of these statistics while the conditional independence assumption holds. estimate_ML() relies on a collection of expectation maximization (EM) algorithms to achieve this. The EM algorithms used in this function are based on those presented in Statistical Methods in Diagnostic Medicine, Second Edition \insertCiteZhou_Obuchowski_McClish_2011emery and have been validated on several examples therein. Additional details about these algorithms can be found for binary \insertCiteWalter1988-oqemery, ordinal \insertCiteZhou2005-gkemery, and continuous \insertCiteHsieh_Su_Zhou_2011emery methods. Minor changes to the literal calculations have been made for efficiency, code readability, and the like, but the underlying steps remain functionally unchanged.

Value

estimate_ML() returns an S4 object of class "MultiMethodMLEstimate" containing the maximum likelihood accuracy statistics calculated by EM.

References

\insertRef

Zhou_Obuchowski_McClish_2011emery

\insertRef

Walter1988-oqemery

\insertRef

Zhou2005-gkemery

\insertRef

Hsieh_Su_Zhou_2011emery

Examples

# Set seed for this example
set.seed(11001101)

# Generate data for 4 binary methods
my_sim <- generate_multimethod_data(
  "binary",
  n_obs = 75,
  n_method = 4,
  se = c(0.87, 0.92, 0.79, 0.95),
  sp = c(0.85, 0.93, 0.94, 0.80),
  method_names = c("alpha", "beta", "gamma", "delta"))

# View the data
my_sim$generated_data

# View the parameters used to generate the data
my_sim$params

# Estimate ML accuracy values by EM algorithm
my_result <- estimate_ML(
  "binary",
  data = my_sim$generated_data,
  save_progress = FALSE # this reduces the data stored in the resulting object
)

# View results of ML estimate
my_result@results

emery documentation built on June 9, 2025, 5:09 p.m.