Arbeitspapier

Modeling migraine severity with autoregressive ordered probit models

This paper considers the problem of modeling migraine severity assessments and their dependence on weather and time characteristics. Since ordinal severity measurements arise from a single patient, dependencies among the measurements have to be accounted for. For this the autoregressive ordinal probit (AOP) model of M¨uller and Czado (2005) is utilized and fitted by a grouped move multigrid Monte Carlo (GM-MGMC) Gibbs sampler. Initially, covariates are selected using proportional odds models ignoring this dependency. Model fit and model comparison are discussed. The analysis shows that windchill and sunshine length, but not humidity and pressure differences have an effect in addition to a high dependence on previous measurements. A comparison with proportional odds specifications shows that the AOP models are preferred.

Sprache
Englisch

Erschienen in
Series: Discussion Paper ; No. 463

Thema
Proportional odds
autoregressive component
ordinal valued time series
regression
Markov Chain Monte Carlo (MCMC)
deviance
Bayes factor

Ereignis
Geistige Schöpfung
(wer)
Czado, Claudia
Heyn, Anette
Müller, Gernot J.
Ereignis
Veröffentlichung
(wer)
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
(wo)
München
(wann)
2005

DOI
doi:10.5282/ubm/epub.1832
Handle
URN
urn:nbn:de:bvb:19-epub-1832-6
Letzte Aktualisierung
10.03.2025, 11:45 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Czado, Claudia
  • Heyn, Anette
  • Müller, Gernot J.
  • Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

Entstanden

  • 2005

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