Article ID: | iaor2016324 |
Volume: | 42 |
Issue: | 4 |
Start Page Number: | 1065 |
End Page Number: | 1077 |
Publication Date: | Dec 2015 |
Journal: | Scandinavian Journal of Statistics |
Authors: | Mller Peter, Quintana Fernando A, Papoila Ana Luisa |
Keywords: | statistics: regression, health services |
We propose a random partition model that implements prediction with many candidate covariates and interactions. The model is based on a modified product partition model that includes a regression on covariates by favouring homogeneous clusters in terms of these covariates. Additionally, the model allows for a cluster‐specific choice of the covariates that are included in this evaluation of homogeneity. The variable selection is implemented by introducing a set of cluster‐specific latent indicators that include or exclude covariates. The proposed model is motivated by an application to predicting mortality in an intensive care unit in Lisboa, Portugal.