2022
DOI: 10.1007/s10260-022-00658-x
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Predictions of machine learning with mixed-effects in analyzing longitudinal data under model misspecification

Abstract: We consider predictions in longitudinal studies, and investigate the well known statistical mixed-effects model, piecewise linear mixed-effects model and six different popular machine learning approaches: decision trees, bagging, random forest, boosting, support-vector machine and neural network. In order to consider the correlated data in machine learning, the random effects is combined into the traditional tree methods and random forest. Our focus is the performance of statistical modelling and machine learn… Show more

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Cited by 7 publications
(3 citation statements)
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“…Our approach can be used anytime we cast some doubts about the Gaussianity of the random effects, or simply whenever we aim at a flexible modeling with no assumptions on their distribution. There has been a wide and partially controversial literature on the diagnosis of random effects misspecification in mixed models (see e.g., Bartolucci et al, 2017; Huang, 2009) and what its impacts are on estimation and inference (see e.g., the recent contributions by Hu et al, 2022 and Schumacher et al, 2021). The debate is still ongoing and includes results indicating a considerable loss of efficiency (Agresti et al, 2004) and others that instead conclude how the wrong Gaussian assumption is not as harmful (McCulloch & Neuhaus, 2011).…”
Section: Discussionmentioning
confidence: 99%
“…Our approach can be used anytime we cast some doubts about the Gaussianity of the random effects, or simply whenever we aim at a flexible modeling with no assumptions on their distribution. There has been a wide and partially controversial literature on the diagnosis of random effects misspecification in mixed models (see e.g., Bartolucci et al, 2017; Huang, 2009) and what its impacts are on estimation and inference (see e.g., the recent contributions by Hu et al, 2022 and Schumacher et al, 2021). The debate is still ongoing and includes results indicating a considerable loss of efficiency (Agresti et al, 2004) and others that instead conclude how the wrong Gaussian assumption is not as harmful (McCulloch & Neuhaus, 2011).…”
Section: Discussionmentioning
confidence: 99%
“…There were several missing data in the dataset (13%). The dataset was thus rebalanced by model-based imputation using the random forest imputation method 76 , 77 .…”
Section: Methodsmentioning
confidence: 99%
“…Those learning techniques can process large amounts of data. The nature of the data is more important than the learning technique [30]. Databases can be balanced or not.…”
Section: Introductionmentioning
confidence: 99%