Classified mixed logistic model prediction
Classified mixed logistic model prediction
复制标题
分类混合逻辑模型预测
DOI:
10.1016/j.jmva.2018.06.004
复制
发表时间:
2018
影响因子:
1.6
通讯作者:
Jiang, Jiming
中科院分区:
文献类型:
--
作者:
Sun, Hanmei;Nguyen, Thuan;Luan, Yihui;Jiang, Jiming
We develop a classified mixed logistic model prediction (CMLMP) method for clustered binary data by extending a method proposed by Jiang et al. (2018) for continuous outcome data. By identifying a class, or cluster, that the new observations belong to, we are able to improve the prediction accuracy of a probabilistic mixed effect associated with a future observation over the traditional method of logistic regression and mixed model prediction without matching the class. Furthermore, we develop a new strategy for identifying the class for the new observations by utilizing covariates information, which improves accuracy of the class identification. In addition, we develop a method of obtaining second-order unbiased estimators of the mean squared prediction errors (MSPEs) for CMLMP, which are used to provide measures of uncertainty. We prove consistency of CMLMP, and demonstrate finite-sample performance of CMLMP via simulation studies. Our results show that the proposed CMLMP method outperforms the traditional methods in terms of predictive performance. An application to medical data is discussed.
DOI:
10.4310/amsa.2018.v3.n2.a2
发表时间:
2016
期刊:
arXiv: Computation
影响因子:
--
作者:
Jiming Jiang;P. Lahiri;Thuan Nguyen
通讯作者:
Thuan Nguyen
影响因子:
3.7
作者:
Jiming Jiang;J. Sunil Rao;J. Fan;Thuan Nguyen
通讯作者:
Thuan Nguyen
影响因子:
7.5
作者:
W. Muntean
通讯作者:
W. Muntean