arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.09219stat.ME
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分布(单一)指数模型

Distributional (Single) Index Models

Alexander Henzi, Gian-Reto Kleger, Johanna F. Ziegel

摘要:

分布(单)指数模型(DIM)是分布回归的半参数模型,即估计给定协变量的条件分布。该方法是经典的单指数模型的组合,用于估计给定协变量的响应的条件平均值和保序分布回归。该指数的模型是参数化的,而条件分布是在随机排序约束下非参数化估计的。我们显示了我们的估计的一致性,并将其应用到一个高度具有挑战性的数据集上的患者在重症监护病房的住院时间(LoS)。我们使用该模型为个体患者的LoS提供熟练和校准的概率预测,其优于文献中的可用方法。

英文摘要:

A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination of classical single index models for the estimation of the conditional mean of a response given covariates, and isotonic distributional regression. The model for the index is parametric, whereas the conditional distributions are estimated non-parametrically under a stochastic ordering constraint. We show consistency of our estimators and apply them to a highly challenging data set on the length of stay (LoS) of patients in intensive care units. We use the model to provide skillful and calibrated probabilistic predictions for the LoS of individual patients, that outperform the available methods in the literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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