Polynomial Maximization Method with Fractional Polynomial Basis: A Frequentist Bridge to Bayesian Fractional Polynomials
Abstract
Fractional polynomials are widely used for dose-response modelling, and recent Bayesian fractional polynomial work has renewed interest in this finite model class. We propose PMM-FP, a frequentist extension of Kunchenko's polynomial maximization method to fractional-polynomial bases, developed in two parallel tracks for positive and full FP power sets under appropriate moment conditions. The main result is the closed-form variance-reduction coefficient g_2=1-gamma_3^2/(2+gamma_4) relative to OLS-FP for asymmetric non-Gaussian errors, formalised in Lean 4 and validated by Monte Carlo. On GBSG residuals, gamma_3=-1.74, gamma_4=4.91, g_2 approx 0.56: an expected standard-error gain. PMM-FP is a computationally cheap frequentist bridge to Bayesian FP modelling.
Cite
@article{arxiv.2605.16846,
title = {Polynomial Maximization Method with Fractional Polynomial Basis: A Frequentist Bridge to Bayesian Fractional Polynomials},
author = {Serhii Zabolotnii},
journal= {arXiv preprint arXiv:2605.16846},
year = {2026}
}
Comments
47 pages, 2 figures, 6 tables