LIKELIHOOD Owais Raza

PhD Candidate [Epidemiology] School of Public Health Tehran University of Medical Sciences

Objective
Able to: Explain qualitatively how likelihoods can be used to obtain parameter estimates Explain qualitatively how likelihood ratios can be used to obtain supported ranges / CIs Explain qualitatively how likelihood ratios can be used to test hypotheses about a parameter of interest.

Models
All statistical analysis is based on model Cohort with fixed interval Prevalence study Cohort with varying interval

Likelihood
Likelihood: the probability of the occurrence of a specified Estimation event.
Generalizability Likelihood

Likelihood in a Binary Model

Likelihood is a measure of the support provided by a body of data for a particular value of the parameter of a probability model.

Likelihood in a Binary Model

A study on 10 subjects with binary outcome

F = failure () S = success (1 )
. . (1 ) . . (1 ) . (1 ) . (1 ) . . (1 ) . (1 )

()4 . (1 )6

Likelihood in a Binary Model

= 0.1

(0.1)4 x (0.9)6 = 5.31 x 105 = 0.5

(0.5)4 x (0.5)6 = 9.77 x 10 4

Likelihood in a Binary Model

Likelihood is used to compare different possible candidate values for the parameters of the model One with greater likelihood is said to be more likely Parameter value for which the probability of the observed data is greatest are known as Maximum likelihood Estimates (MLE)

Likelihood in a Binary Model

Is = 0.4 more likely than = 0.5?

Likelihood in a Binary Model

0.4 0.5 0.1

Likelihood
11.9 x 10-4 9.77 x 10-4 5.31 x 10-5

Likelihood Ratio
Likelihood of any other value of is less than 11.9 x 10-4 It is measured by LR

Likelihood Ratio
What is LR, when = 0.1? When = 0.1 (0.1)4 x (0.9)6 = 5.31 x 105 Maximum likelihood = 11.9 x 104 LR = 5.31 x 105 / 11.9 x 104 LR = 0.045

Poisson Likelihood
Likelihood for a rate based on D cases and Y person years is D exp (- Y) Most likelihood value of is D/Y, when D=7 & Y=500 7 exp (- 500)

Gaussian likelihood
Normal distribution with mean & standard deviation
Probability observing a value close to x is proportional to x

This is also LR for based on single observation x, it takes maximum value when =x

Gaussian likelihood
95% confidence interval

Gaussian likelihood
With N observations of x with mean x and standard error /N
x /

95% confidence interval

= x 1.96 (/)