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Liu Y, Mao C, Leiva V, Liu S, Silva Neto WA. Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic. J Appl Stat 2021; 49:1323-1347. [DOI: 10.1080/02664763.2021.1913103] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/23/2022]
Affiliation(s)
- Yonghui Liu
- School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, People's Republic of China
| | - Chaoxuan Mao
- School of Statistics and Mathematics, Shanghai Lixin University of Accounting and Finance, Shanghai, People's Republic of China
| | - Víctor Leiva
- School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso, Chile
| | - Shuangzhe Liu
- Faculty of Science and Technology, University of Canberra, Canberra, Australia
| | - Waldemiro A. Silva Neto
- Faculty of Administration, Accounting and Economics, Universidade Federal de Goias, Goiânia, Brazil
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Abstract
Asthma is one of the most common chronic diseases around the world and represents a serious problem in human health. Predictive models have become important in medical sciences because they provide valuable information for data-driven decision-making. In this work, a methodology of data-influence analytics based on mixed-effects logistic regression models is proposed for detecting potentially influential observations which can affect the quality of these models. Global and local influence diagnostic techniques are used simultaneously in this detection, which are often used separately. In addition, predictive performance measures are considered for this analytics. A study with children and adolescent asthma real data, collected from a public hospital of São Paulo, Brazil, is conducted to illustrate the proposed methodology. The results show that the influence diagnostic methodology is helpful for obtaining an accurate predictive model that provides scientific evidence when data-driven medical decision-making.
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Dasilva A, Dias R, Leiva V, Marchant C, Saulo H. [Invited tutorial] Birnbaum–Saunders regression models: a comparative evaluation of three approaches. J STAT COMPUT SIM 2020. [DOI: 10.1080/00949655.2020.1782912] [Citation(s) in RCA: 8] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/13/2023]
Affiliation(s)
- Alan Dasilva
- Department of Statistics, Universidade de Brasília, Brasília, Brazil
| | - Renata Dias
- Department of Statistics, Universidade de Brasília, Brasília, Brazil
| | - Victor Leiva
- School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso, Chile
| | - Carolina Marchant
- Faculty of Basic Sciences, Universidad Católica del Maule, Talca, Chile
| | - Helton Saulo
- Department of Statistics, Universidade de Brasília, Brasília, Brazil
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