Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31114
Authors: 
Czado, Claudia
Heyn, Anette
Müller, Gernot J.
Year of Publication: 
2005
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 463
Abstract: 
This paper considers the problem of modeling migraine severity assessments and their dependence on weather and time characteristics. Since ordinal severity measurements arise from a single patient, dependencies among the measurements have to be accounted for. For this the autoregressive ordinal probit (AOP) model of M¨uller and Czado (2005) is utilized and fitted by a grouped move multigrid Monte Carlo (GM-MGMC) Gibbs sampler. Initially, covariates are selected using proportional odds models ignoring this dependency. Model fit and model comparison are discussed. The analysis shows that windchill and sunshine length, but not humidity and pressure differences have an effect in addition to a high dependence on previous measurements. A comparison with proportional odds specifications shows that the AOP models are preferred.
Subjects: 
Proportional odds
autoregressive component
ordinal valued time series
regression
Markov Chain Monte Carlo (MCMC)
deviance
Bayes factor
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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