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
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Englisch
- Erschienen in
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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)
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Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (wo)
-
München
- (wann)
-
2005
- DOI
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doi:10.5282/ubm/epub.1832
- Handle
- URN
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urn:nbn:de:bvb:19-epub-1832-6
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Czado, Claudia
- Heyn, Anette
- Müller, Gernot J.
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Entstanden
- 2005