Hashimoto E M, Ortega E M M, Cordeiro G M, Cancho V G, Silva I
Department of Mathematics, Federal University of Technology - Paraná, Londrina, PR, Brazil.
Department Exact Sciences, University of São Paulo, Piracicaba, SP, Brazil.
J Appl Stat. 2022 Feb 9;50(8):1665-1685. doi: 10.1080/02664763.2022.2036707. eCollection 2023.
Among the models applied to analyze survival data, a standout is the inverse Gaussian distribution, which belongs to the class of models to analyze positive asymmetric data. However, the variance of this distribution depends on two parameters, which prevents establishing a functional relation with a linear predictor when the assumption of constant variance does not hold. In this context, the aim of this paper is to re-parameterize the inverse Gaussian distribution to enable establishing an association between a linear predictor and the variance. We propose deviance residuals to verify the model assumptions. Some simulations indicate that the distribution of these residuals approaches the standard normal distribution and the mean squared errors of the estimators are small for large samples. Further, we fit the new model to hospitalization times of COVID-19 patients in Piracicaba (Brazil) which indicates that men spend more time hospitalized than women, and this pattern is more pronounced for individuals older than 60 years. The re-parameterized inverse Gaussian model proved to be a good alternative to analyze censored data with non-constant variance.
在用于分析生存数据的模型中,逆高斯分布很突出,它属于用于分析正不对称数据的模型类别。然而,这种分布的方差取决于两个参数,当方差恒定的假设不成立时,这就妨碍了与线性预测器建立函数关系。在此背景下,本文的目的是对逆高斯分布进行重新参数化,以便能够在一个线性预测器和方差之间建立关联。我们提出偏差残差来验证模型假设。一些模拟表明,这些残差的分布接近标准正态分布,并且对于大样本,估计量的均方误差很小。此外,我们将新模型应用于巴西皮拉西卡巴市新冠肺炎患者的住院时间,结果表明男性的住院时间比女性长,且这种模式在60岁以上的个体中更为明显。重新参数化的逆高斯模型被证明是分析具有非恒定方差的删失数据的一个很好的替代方法。