Classified Mixed Model Prediction

Jiming Jiang, J. Sunil Rao, Jie Fan, Thuan Nguyen

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

Many practical problems are related to prediction, where the main interest is at subject (e.g., personalized medicine) or (small) sub-population (e.g., small community) level. In such cases, it is possible to make substantial gains in prediction accuracy by identifying a class that a new subject belongs to. This way, the new subject is potentially associated with a random effect corresponding to the same class in the training data, so that method of mixed model prediction can be used to make the best prediction. We propose a new method, called classified mixed model prediction (CMMP), to achieve this goal. We develop CMMP for both prediction of mixed effects and prediction of future observations, and consider different scenarios where there may or may not be a “match” of the new subject among the training-data subjects. Theoretical and empirical studies are carried out to study the properties of CMMP, including prediction intervals based on CMMP, and its comparison with existing methods. In particular, we show that, even if the actual match does not exist between the class of the new observations and those of the training data, CMMP still helps in improving prediction accuracy. Two real-data examples are considered. Supplementary materials for this article are available online.

Original languageEnglish (US)
Pages (from-to)1-11
Number of pages11
JournalJournal of the American Statistical Association
DOIs
StateAccepted/In press - Sep 22 2017

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Mixed Model
Prediction
Mixed model
Mixed Effects
Prediction Interval
Random Effects
Data Model
Medicine
Empirical Study

Keywords

  • CMMP
  • Future observation
  • Linear mixed model
  • Mean squared prediction error
  • Mixed effects
  • Prediction interval

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Classified Mixed Model Prediction. / Jiang, Jiming; Rao, J. Sunil; Fan, Jie; Nguyen, Thuan.

In: Journal of the American Statistical Association, 22.09.2017, p. 1-11.

Research output: Contribution to journalArticle

Jiang, Jiming ; Rao, J. Sunil ; Fan, Jie ; Nguyen, Thuan. / Classified Mixed Model Prediction. In: Journal of the American Statistical Association. 2017 ; pp. 1-11.
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