分布(单)指数模型

Distributional (Single) Index Models

Journal of the American Statistical Association · 2021
被引 19
ABS 4

中文导读

提出分布指数模型,结合单指数模型和等张分布回归,半参数估计条件分布,在重症监护患者住院时长数据上优于现有方法。

Abstract

A Distributional (Single) Index Model (DIM) is a semiparametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination of classical single-index models for the estimation of the conditional mean of a response given covariates, and isotonic distributional regression. The model for the index is parametric, whereas the conditional distributions are estimated nonparametrically under a stochastic ordering constraint. We show consistency of our estimators and apply them to a highly challenging dataset on the length of stay (LoS) of patients in intensive care units. We use the model to provide skillful and calibrated probabilistic predictions for the LoS of individual patients, which outperform the available methods in the literature.

计量经济学非参数统计分布回归半参数模型