Multivariate Analysis Commons^™

Clustering Hospital Performance Using Group-Based Multi-Trajectory Modeling With Singular Bayesian Information Criterion, Gaixin Du

Theses and Dissertations--Epidemiology and Biostatistics

Hospital performance is complex and patient-experience oriented. Currently, the Centers for Medicare and Medicaid Services (CMS) evaluate hospitals yearly with a single score of one to five ("Star Rating") using composite measures from five domains. However, a single composite score cannot fully describe it, and alternative measures should be considered. Healthcare quality improvement needs long-term data to validate effectiveness. Group-based multi-trajectory modeling (GBMTM) estimates probabilities of latent group membership based on longitudinal profiles from multiple outcomes. We use GBMTM to identify groups of hospitals with similar performance in SAS PROC TRAJ.

We downloaded Medicare-eligible hospitals (N=5,111) that provided patient care …

Forecasting Daily Stock Market Return With Multiple Linear Regression, Shengxuan Chen

Mathematics Senior Capstone Papers

The purpose of this project is to use data mining and big data analytic techniques to forecast daily stock market return with multiple linear regression. Using mathematical and statistical models to analyze the stock market is important and challenging. The accuracy of the final results relies on the quality of the input data and the validity of the methodology. In the report, within 5-year period, the data regarding eleven financial and economical features are observed and recorded on each trading day. After preprocessing the raw data with statistical method, we use the multiple linear regression to predict the daily return …

Model Selection For Gaussian Mixture Models For Uncertainty Qualification, Yiyi Chen, Guang Lin, Xuan Liu

The Summer Undergraduate Research Fellowship (SURF) Symposium

Clustering is task of assigning the objects into different groups so that the objects are more similar to each other than in other groups. Gaussian Mixture model with Expectation Maximization method is the one of the most general ways to do clustering on large data set. However, this method needs the number of Gaussian mode as input(a cluster) so it could approximate the original data set. Developing a method to automatically determine the number of single distribution model will help to apply this method to more larger context. In the original algorithm, there is a variable represent the weight of …

Loss-Based Estimation With Cross-Validation: Applications To Microarray Data Analysis And Motif Finding, Sandrine Dudoit, Mark J. Van Der Laan, Sunduz Keles, Annette M. Molinaro, Sandra E. Sinisi, Siew Leng Teng

U.C. Berkeley Division of Biostatistics Working Paper Series

Current statistical inference problems in genomic data analysis involve parameter estimation for high-dimensional multivariate distributions, with typically unknown and intricate correlation patterns among variables. Addressing these inference questions satisfactorily requires: (i) an intensive and thorough search of the parameter space to generate good candidate estimators, (ii) an approach for selecting an optimal estimator among these candidates, and (iii) a method for reliably assessing the performance of the resulting estimator. We propose a unified loss-based methodology for estimator construction, selection, and performance assessment with cross-validation. In this approach, the parameter of interest is defined as the risk minimizer for a suitable …

Tree-Based Multivariate Regression And Density Estimation With Right-Censored Data , Annette M. Molinaro, Sandrine Dudoit, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We propose a unified strategy for estimator construction, selection, and performance assessment in the presence of censoring. This approach is entirely driven by the choice of a loss function for the full (uncensored) data structure and can be stated in terms of the following three main steps. (1) Define the parameter of interest as the minimizer of the expected loss, or risk, for a full data loss function chosen to represent the desired measure of performance. Map the full data loss function into an observed (censored) data loss function having the same expected value and leading to an efficient estimator …