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Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses

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  • Stöber, Jakob
  • Hong, Hyokyoung Grace
  • Czado, Claudia
  • Ghosh, Pulak

Abstract

Joint modeling of multiple health related random variables is essential to develop an understanding for the public health consequences of an aging population. This is particularly true for patients suffering from multiple chronic diseases. The contribution is to introduce a novel model for multivariate data where some response variables are discrete and some are continuous. It is based on pair copula constructions (PCCs) and has two major advantages over existing methodology. First, expressing the joint dependence structure in terms of bivariate copulas leads to a computationally advantageous expression for the likelihood function. This makes maximum likelihood estimation feasible for large multidimensional data sets. Second, different and possibly asymmetric bivariate (conditional) marginal distributions are allowed which is necessary to accurately describe the limiting behavior of conditional distributions for mixed discrete and continuous responses. The advantages and the favorable predictive performance of the model are demonstrated using data from the Second Longitudinal Study of Aging (LSOA II).

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  • Stöber, Jakob & Hong, Hyokyoung Grace & Czado, Claudia & Ghosh, Pulak, 2015. "Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 28-39.
    • Handle: RePEc:eee:csdana:v:88:y:2015:i:c:p:28-39
    DOI: 10.1016/j.csda.2015.02.001
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    Cited by:

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    2. Genest Christian & Scherer Matthias, 2019. "The world of vines: An interview with Claudia Czado," Dependence Modeling, De Gruyter, vol. 7(1), pages 169-180, January.
    3. Hobæk Haff, Ingrid & Aas, Kjersti & Frigessi, Arnoldo & Lacal, Virginia, 2016. "Structure learning in Bayesian Networks using regular vines," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 186-208.
    4. Chu, Amanda M.Y. & Ip, Chun Yin & Lam, Benson S.Y. & So, Mike K.P., 2022. "Vine copula statistical disclosure control for mixed-type data," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).
    5. Zilko, Aurelius A. & Kurowicka, Dorota, 2016. "Copula in a multivariate mixed discrete–continuous model," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 28-55.
    6. Panagiotelis, Anastasios & Czado, Claudia & Joe, Harry & Stöber, Jakob, 2017. "Model selection for discrete regular vine copulas," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 138-152.
    7. Chang, Bo & Joe, Harry, 2019. "Prediction based on conditional distributions of vine copulas," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 45-63.
    8. Saeide Sefidi & Mojtaba Ganjali & Taban Baghfalaki, 2022. "Analysis of ordinal and continuous longitudinal responses using pair copula construction," METRON, Springer;Sapienza Università di Roma, vol. 80(2), pages 255-280, August.
    9. Aas Kjersti & Nagler Thomas & Jullum Martin & Løland Anders, 2021. "Explaining predictive models using Shapley values and non-parametric vine copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 62-81, January.

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