Gaussian Copula–based Regression Models for the Analysis of Mixed Outcomes: An Application on Household’s Utilization of Health Services Data
In analyzing most correlated outcomes, the popular multivariate Gaussian distribution is very restrictive and therefore dependence modeling using copulas is nowadays very common to take into account the association among mixed outcomes. In this paper, we use Gaussian copula to construct a joint dist...
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| Veröffentlicht in: | Journal of Statistical Theory and Applications 2019-09, Vol.18 (3), p.182-197 |
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| container_title | Journal of Statistical Theory and Applications |
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| creator | Ghahroodi, Z. Rezaei Saba, R. Aliakbari Baghfalaki, T. |
| description | In analyzing most correlated outcomes, the popular multivariate Gaussian distribution is very restrictive and therefore dependence modeling using copulas is nowadays very common to take into account the association among mixed outcomes. In this paper, we use Gaussian copula to construct a joint distribution for three mixed discrete and continuous responses. Our approach entails specifying marginal regression models for the outcomes, and combining them via a copula to form a joint model. Closed form for likelihood function is obtained by considering sampling weights. We also obtain the likelihood function for mixed responses where one of the responses, time to event outcome, may have censored values. Some simulation studies are performed to illustrate the performance of the model. Finally, the model is applied on data involving trivariate mixed outcomes on hospitalization of individuals, based on the survey of household’s utilization of health services. |
| doi_str_mv | 10.2991/jsta.d.190306.009 |
| format | Article |
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| subjects | Copula models Health services marginal model mixed outcomes Normal distribution Regression models Research Article sampling weights Statistical analysis |
| title | Gaussian Copula–based Regression Models for the Analysis of Mixed Outcomes: An Application on Household’s Utilization of Health Services Data |
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