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Alex Trindade Assoc. Prof. TTU Mathematics & Statistics Dept. (alex.trindade@ttu)

Alex Trindade Assoc. Prof. TTU Mathematics & Statistics Dept. (alex.trindade@ttu.edu). I’m a Statistician… Your toolbox… . Problem 1. A Model for Predicting Outcomes in Longitudinal Data ( Naranjo , Trindade & Casella, Journal American Statistical Association , 2013).

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Alex Trindade Assoc. Prof. TTU Mathematics & Statistics Dept. (alex.trindade@ttu)

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  1. Alex Trindade Assoc. Prof. TTU Mathematics & Statistics Dept. (alex.trindade@ttu.edu)

  2. I’m a Statistician… Your toolbox… 

  3. Problem 1. A Model for Predicting Outcomes in Longitudinal Data (Naranjo, Trindade & Casella, Journal American Statistical Association, 2013) • Advantages of a State-Space Approach • Flexible, handles trends over time; • Can have multivariate outcomes, covariates, and missing data (in both outcomes & covariates); • Ease of forecasting.

  4. State-Space Model Outcomes @ time t = FUNCTION( X, Y) • Y: outcomes at earlier times, • X: covariates at current and earlier times.

  5. Data Analysis • Lagorio et al (2006) data: 8 patients suffering from Chronic Obstructive Pulmonary Disease (COPD). • Response: 2-vector of lung function (FVC, FEV1). • Exogenous covariates: nitrogen dioxide and fine particulate matter. • Time period: 32 consecutive days in winter 1999, Rome (Italy). • Missing: 60% in response; 10% in covariates. • Main focus: prediction.

  6. Individual Forecasts

  7. Problem 2. Smoothing Reconstructed Non-Parametric Survival Curves (Paige & Trindade, in progress…) • Advantages of a Saddlepoint-Based Approach • Starts from classical Kaplan-Meier weights; • Does not need user-specified tuning parameters; • Accurate reproduction of “true” curve.

  8. Stanford Heart Transplant Data • Classic dataset (c.1980): survival times (days) of 184 patients who underwent heart transplantation. • Events: 113 died. • First died at day 0.5; • Last died at day 2878. • Censored: 71 still alive at end of study (day 3695).

  9. Your data? (alex.trindade@ttu.edu)

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