生存与计数贝叶斯联合模型的拟合优度检验:在聚类存在下

K. U. S. Kumaranathunga, M. Sooriyarachchi
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引用次数: 0

摘要

贝叶斯统计模型拟合是一种不常见的方法,直到最近,导致缺乏对这些模型的评估技术。然而,随着计算能力的增强和先进估计技术的发展,贝叶斯模型开始流行起来。对于混合响应联合建模等经典多水平模型,虽然已有成熟的拟合优度检验,但对于在贝叶斯框架下拟合的模型,还没有合适的基于模型的拟合优度检验。因此,本研究的重点是为具有存活和计数响应的多水平贝叶斯联合模型开发合适的GOF检验,这是许多领域中经常出现的两种数据类型。该检验方法主要基于四种经典的GOF检验,包括著名的Hosmer-Lemeshow检验和贝叶斯可信区间和贝叶斯区域等贝叶斯概念。此外,模拟研究已用于检验GOF测试的性质,并将其应用于实际例子。新测试在功率方面表现良好,在I型错误率方面可接受。总体而言,该测试在小样本量下表现良好。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Goodness of Fit Test for a Survival and Count Bayesian Joint Model: In the Presence of Clusters
Bayesian statistical model fitting was an uncommon approach until recently, causing a lack of assessment techniques for these models. However, with the enhancement of computational facilities and advanced estimation techniques, Bayesian models have become popular. Though there are developed goodness of fit (GOF) tests available for classical multilevel models including joint modelling of mixed responses, there is no suitable model based GOF test to be applied on such a model which is fitted under a Bayesian framework. Therefore, this study focused on developing a suitable GOF test for multilevel Bayesian joint models having survival and count responses which are two frequently occurring data types in many fields. The novel test is developed mainly based on four classical GOF tests, including the well-known Hosmer-Lemeshow test and, the Bayesian concepts such as Bayesian credible intervals and regions. In addition, a simulation study has been used to examine the properties of the GOF test together with an application to a real-life example. The novel test performed well in terms of power and acceptable in terms of Type I error rates. Overall, the test performed well with small sample sizes.
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