Neuhaus John, McCulloch Charles, Boylan Ross
Department of Epidemiology and Biostatistics, University of California, San Francisco, CA 94143-0560, United States.
Biometrics. 2025 Jul 3;81(3). doi: 10.1093/biomtc/ujaf094.
Investigators often focus on predicting extreme random effects from mixed effects models fitted to longitudinal or clustered data, and on identifying or "flagging" outliers such as poorly performing hospitals or rapidly deteriorating patients. Our recent work with Gaussian outcomes showed that weighted prediction methods can substantially reduce mean square error of prediction for extremes and substantially increase correct flagging rates compared to previous methods, while controlling the incorrect flagging rates. This paper extends the weighted prediction methods to non-Gaussian outcomes such as binary and count data. Closed-form expressions for predicted random effects and probabilities of correct and incorrect flagging are not available for the usual non-Gaussian outcomes, and the computational challenges are substantial. Therefore, our results include the development of theory to support algorithms that tune predictors that we call "self-calibrated" (which control the incorrect flagging rate using very simple flagging rules) and innovative numerical methods to calculate weighted predictors as well as to evaluate their performance. Comprehensive numerical evaluations show that the novel weighted predictors for non-Gaussian outcomes have substantially lower mean square error of prediction at the extremes and considerably higher correct flagging rates than previously proposed methods, while controlling the incorrect flagging rates. We illustrate our new methods using data on emergency room readmissions for children with asthma.
研究人员通常专注于从适用于纵向或聚类数据的混合效应模型中预测极端随机效应,以及识别或“标记”异常值,如表现不佳的医院或病情迅速恶化的患者。我们最近关于高斯结果的研究表明,与先前的方法相比,加权预测方法可以显著降低极端值预测的均方误差,并显著提高正确标记率,同时控制错误标记率。本文将加权预测方法扩展到非高斯结果,如二元数据和计数数据。对于常见的非高斯结果,预测随机效应以及正确和错误标记概率的闭式表达式不可用,并且计算挑战很大。因此,我们的研究成果包括理论的发展,以支持调整预测器的算法(我们称之为“自校准”,它使用非常简单的标记规则来控制错误标记率),以及创新的数值方法来计算加权预测器并评估其性能。全面的数值评估表明,与先前提出的方法相比,用于非高斯结果的新型加权预测器在极端值处具有显著更低的预测均方误差和更高的正确标记率,同时控制错误标记率。我们使用哮喘儿童急诊再入院数据来说明我们的新方法。