American Journal of Mathematics and Statistics
p-ISSN: 2162-948X e-ISSN: 2162-8475
2015; 5(6): 329-353
doi:10.5923/j.ajms.20150506.02

Gurprit Grover 1, Alka Sabharwal 2, Sakshi Kaushik 1
1Department of Statistics, University of Delhi, Delhi, India
2Department of Statistics, Kirori Mal College, University of Delhi, Delhi, India
Correspondence to: Alka Sabharwal , Department of Statistics, Kirori Mal College, University of Delhi, Delhi, India.
| Email: | ![]() |
Copyright © 2015 Scientific & Academic Publishing. All Rights Reserved.
This work is licensed under the Creative Commons Attribution International License (CC BY).
http://creativecommons.org/licenses/by/4.0/

Mental and behavioural disorders is a significant contributor of global burden of disease. As per WHO estimates, this burden is likely to increase by 15 percent by 2020, significantly impacting health and major social, human rights and economic consequences in all countries of the world. This paper provides a procedure for estimation of length of stay (LOS) in the hospital, total duration of illness (TDI) and recent duration of illness (RDI) using multivariate normal (MVN) and bivariate (BVN) normal distributions. To accomplish this, a retrospective data of 146 patients with complete record history, diagnosed with mental and behavioural disorders (as per APA’s DSM-V as well as the WHO’s ICD-10) is collected from the Department of Psychiatry, Lady Hardinge Medical College & Smt. S.K, Hospital, New Delhi, India for the calendar year 2013-2014. The estimated values of the above mentioned variables are found to be consistent with the observed values. Finally MVN distribution is applied to estimate the variables LOS and TDI for the patients for whom the information on these variables is not known. The model derived in this paper will facilitate the medical fraternity to not only guide the patients about their approximate length of stay in the hospital at the time of admission, but also assist them in development and management of appropriate interventions for patients.
Keywords: Duration of illness, Length of stay, Mardia test, Mental disorder, Multivariate normal distribution, Psychiatric rating scale
Cite this paper: Gurprit Grover , Alka Sabharwal , Sakshi Kaushik , Estimating Length of Stay and Duration of Illness for Psychiatric Inpatients using Multivariate Modelling, American Journal of Mathematics and Statistics, Vol. 5 No. 6, 2015, pp. 329-353. doi: 10.5923/j.ajms.20150506.02.
is said to have a p-dimensional multivariate normal distribution (MVN) with a mean vector
and variance-covariance matrix
if it has the joint probability density function of the form [29],
has multivariate normal distribution (MVN) with mean vector
and variance-covariance matrix
, i.e.,
, where
,
and
with the joint probability density function [29], ![]() | (1) |
Since
are jointly normal, the conditional density of
given
is![]() | (2) |
![]() | (3) |
Since
is a symmetric matrix,
. Thus,![]() | (4) |
![]() | (5) |
, then
Thus, 
![]() | (6) |
and,
Further,
Then the conditional density of
given
has the form:![]() | (7) |
is normal.The conditional variance of
(same as the conditional variance of
is
and the conditional mean of
is
Thus, the conditional mean and variance of
are [37]![]() | (8) |
has multivariate normal distribution (MVN) with mean vector
and variance-covariance matrix
, i.e.,
, where,
,
and
with the joint probability density function [29], ![]() | (9) |
Proceeding in the similar manner as mentioned in the previous section, the conditional mean and variance of
can be obtained as![]() | (10) |
are two related variables following normal distributions,
and
with correlation coefficient
, then the joint probability density function of
is defined as [29],
Then the conditional expectation under BVN distribution is given as ![]() | (11) |



where c is an optional constant. Ahrens and Dieter showed that a suitable square root transformation of a gamma random variable with mean a ≥ 1 yields a probability density close to the standard normal density [32].
where, 
and, p is the number of variables. The test statistic for skewness,
, is approximately
distributed with p(p+1)(p+2)/6 degrees of freedom. The test statistic for kurtosis
tends to standard normal distribution [26].
Where, L refers to the likelihood under the fitted model and p is the number of parameters in the model. One should select the model that yields the smallest value of AIC because this model is estimated to be “closest" to the unknown reality that generated the data, from among the candidate models considered [28].
|
![]() | Figure 1. Algorithm depicting modelling and its application |
is the most appropriate distribution for LOS. For RDI, lognormal distribution is found to have the minimum AIC value of 767.502. Thus, lognormal distribution with parameters
and
is most suitable distribution for RDI. Since normal distribution gives minimum AIC value of 595.12 for the variable RSS, normal distribution with parameters
is the most accurate distribution for RSS. And for TDI, Gamma distribution has minimum AIC value of 803.578, indicating that Gamma distribution with parameters
and
is the most appropriate distribution for TDI. Table 3 presents the AIC values for different distribution tested for variables LOS, RDI, RSS and TDI along with the maximum likelihood estimations of distributions selected.
|
![]() | Figure 2. Normal approximation of * Length of Stay in hospital (LOS) |
![]() | Figure 3. Normal approximation of * Recent Duration of Illness (RDI) |
![]() | Figure 4. Normal approximation of Rating Scale Score (RSS) |
![]() | Figure 5. Normal approximation of *Total Duration of Illness (TDI) |
(at 20 degrees of freedom, p-value =
) and
, respectively, connoting that *LOS, *RDI, RSS and *TDI are jointly normally distributed. Thus, MVN distribution can be applied to the variables *LOS, *RDI, RSS and *TDI since they satisfy the basic assumption of multivariate normality. The resulting transformed variables are denoted as
.
is observed to be MVN distribution, defined as, ![]() | (12) |

(transformed length of stay in the hospital) defined as
. The mean LOS for each interval is estimated by applying the following equation (derived in methodology section): ![]() | (13) |
represents the mean value of
calculated from simulated data corresponding to a specific interval of
is the observed value of variables
from the data obtained after applying the respective transformations on variables RDI, RSS and TDI, corresponding to a specific interval while
is the mean value of
calculated from the generated data corresponding to the specific interval.
,
are elements of first row of matrix
calculated from the generated data corresponding to the specific interval, where,
,
being covariance between
. The procedure of calculation for the first interval
is illustrated below:1. Firstly, the observed data of 146 patients on variables LOS, RDI, RSS and TDI is transformed to
, where
,
, and
.2. The mean value of
is calculated from the data of 146 patients for whom
is less than or equal to 2 and is found to be 1.2866, while for the same range the mean value of
computed from simulated data was found to be 1.6147.3. The values of variables
for patients with
lied in the ranges
with mean value 2.0766,
with mean value 25.2712 and
with mean value 9.8211.4. The mean vector
, variance-covariance matrix
and matrix
of
calculated from the simulated data corresponding to the ranges of observed
are 
and
.5. Conditional expectation of
is obtained by substituting the above values in equation (13), which is calculated to be 1.5022. 6. The mean LOS (untransformed) in hospital for patients with
is then obtained by squaring the value of
which comes out to be 2.2566 days.Following the above procedure, the mean LOS for all intervals are estimated and presented in Table 4. Figure 5 shows the comparison of observed and estimated LOS given RDI, RSS and TDI of 146 patients of dataset 1 for model derived in this section.![]() | Table 4. Estimated Mean Length of Stay (LOS) given Recent Duration of Illness (RDI), Rating Scale Score (RSS) & Total Duration of Illness (TDI) for 146 Patients with Mental Disorders for Different intervals of *LOS using simulated data of Size 5000 from MVN Distribution ![]() |
![]() | Figure 6. Comparison of observed and estimated Length of Stay (LOS) of 146 patients of dataset 1 for Four Variate Multivariate Normal Distribution Model |
,
and
for application of MVN distribution model. Thus, for first patient,
,
and
.3. The mean vector
, variance-covariance matrix
and matrix
of
are calculated from the simulated data corresponding to the ranges of
, i.e., from simulated data, we have taken means of those observations for which
.4. Conditional expectation of
is obtained by substituting the above values in equation (13). 5. The mean LOS in hospital for first patient is then obtained by squaring the value of
which is found to be 6.5128 days. This gives the mean length of stay in the hospital for the first patient with known RDI, RSS and TDI.The mean LOS for all 9 patients with known RDI, RSS and TDI are estimated by applying the above procedure and are presented in Table 5.
|
is observed to be MVN distribution, defined as, ![]() | (14) |
(transformed length of stay in the hospital) defined as
,
. The mean LOS for each interval is estimated by applying the following equation (derived in methodology section): ![]() | (15) |
represents the mean value of
calculated from simulated data corresponding to a specific interval of
,
is the observed value of variables
from the data obtained after applying the respective transformations on variables RDI and RSS, corresponding to a specific interval while
is the mean value of
calculated from the generated sample corresponding to the specific interval.
,
are elements of first row of matrix
calculated from the generated sample corresponding to the specific interval, where,
,
being covariance between
. The procedure for calculation is similar to the procedure followed for four variate case except that here three variables are considered. The steps for calculating mean LOS the interval
are as follows:1. Firstly, the observed data of 146 patients on variables LOS, RDI and RSS is transformed to
, where 
.2. The mean value of
is calculated from the data of 146 patients for whom
and is found to be 3.5359 while for the same range the mean value of
computed from simulated data is found to be 3.5029.3. The values of variables
for patients with
lied in the ranges
with mean value 3.8995 and
with mean value 28.4699.4. The mean vector
, variance-covariance matrix
and matrix
of
calculated from the simulated data corresponding to the ranges of observed
are 
and
.5. Conditional expectation of
is obtained by substituting the above values in equation (15) which is calculated to be 3.5080. 6. The mean LOS (untransformed) in hospital for patients with
is then obtained by squaring the value of
which comes out to be 12.3061 days. ![]() | Table 6. Estimated Mean Length of Stay (LOS) given Recent Duration of Illness (RDI) and Rating Scale Score (RSS) for 146 Patients with Mental Disorders for Different intervals of using a Generated Sample of Size 5000 from MVN Distribution ![]() |
(transformed recent duration of illness) defined as
,
. The mean RDI for each interval is estimated by applying the following equation (derived in methodology section): ![]() | (16) |
represents the mean value of
calculated from simulated data corresponding to a specific interval of
is the observed value of variables
from the data obtained after applying the respective transformations on variables LOS and RSS, corresponding to a specific interval while
is the mean value of
calculated from the generated sample corresponding to the specific interval.
,
are elements of second row of matrix
calculated from the generated sample corresponding to the specific interval, where,
,
being covariance between
. The procedure for calculation is similar to the procedure described in section 3.5.1 for estimation of mean LOS for 146 Patients of dataset 1. The steps for calculating mean RDI for the first interval
are as follows:1. Firstly, the observed data of 146 patients on variables LOS, RDI and RSS is transformed to
and
, where
.2. The mean value of
is calculated from the data of 146 patients for whom
and is 0.7121 while for the same range the mean value of
computed from simulated data is 0.4565.3. The values of variables
for patients with
lied in the ranges
with mean value 3.9247 and
with mean value 37.9625.4. The mean vector
, variance-covariance matrix
and matrix
of
calculated from the simulated data corresponding to the ranges of observed
are 
.5. Conditional expectation of
is obtained by substituting the above values in equation (16) which is calculated to be 0.4647. 6. The mean RDI (untransformed) for patients with
is then obtained by squaring the value of
which comes out to be 0.2159 days.Following the above procedure, the mean RDI for all intervals are estimated and presented in Table 7.![]() | Table 7. Estimated Mean Recent Duration of Illness (RDI) given Length of Stay (LOS) and Rating scale Score (RSS) for 146 Patients with Mental Disorders for Different intervals of using a Generated Sample of Size 5000 from MVN Distribution ![]() |
is observed to be MVN distribution, defined as, ![]() | (17) |
![]() | (18) |
![]() | Figure 7. Comparison of observed and estimated Length of Stay (LOS) of 146 patients of dataset 1 for Three Variate Normal Distribution Model |
represents the mean value of
calculated from simulated data corresponding to a specific interval of
is the observed value of variables
from the data obtained after applying the respective transformations on variables RDI, RSS and TDI, corresponding to a specific interval while
is the mean value of
calculated from the generated sample corresponding to the specific interval.
,
are elements of last row of matrix
calculated from the generated sample corresponding to the specific interval, where,
,
being covariance between
.The procedure of calculation of TDI for first patient with given mean values of RDI and RSS is as follows: 1. The observed mean values of RDI and RSS for first patient are 15 days and 38.8889 (out of 100) respectively, which are treated as mean values for the purpose of calculations.2. These values of RDI and RSS are transformed as
and
for application of MVN distribution model, i.e., for first patient,
and
.3. The mean vector
, variance-covariance matrix
and matrix
of
are calculated from the simulated data corresponding to the ranges of observed
, i.e., from simulated data, we have taken means of those observations for which
and
.4. Conditional expectation of
is obtained by substituting the above values in equation (18). The mean TDI in hospital for first patients is then obtained by squaring the value of
which comes out to be 77.6514 months. This gives the mean total duration of illness for the first patient with known RDI and RSS. The mean TDI for 12 patients with known RDI and RSS are estimated by applying the above procedure and are presented in Table 8.
|
is observed to be BVN distribution, defined as, ![]() | (19) |
(transformed total duration of illness) defined as
. The mean TDI for each interval is estimated by applying the following equation (derived in methodology section): ![]() | (20) |
is the observed value of variable
from the data obtained after applying the respective transformations on variables RDI and TDI corresponding to a specific interval while
, the mean value of
,
, variance of
and
, the covariance between
are calculated from simulated data corresponding to a specific interval of
. The method for calculating mean TDI for the last interval
is as follows:1. Firstly, the observed data of 146 patients on variables RDI and TDI is transformed to
, by using the transformation
and
.2. The mean value of
calculated from the data of 146 patients for whom
is greater than 18.5 is found to be 20.4939. 3. The mean vector
and variance-covariance matrix
of
calculated from the simulated data corresponding to the ranges of observed
are found to be
.4. Conditional expectation of
obtained by substituting the above values in equation (20) is calculated as 20.5137. 5. The mean TDI (untransformed) for patients with
obtained by squaring the value of
is 420.8123 months.Following the above procedure, the mean TDI for all intervals are estimated and presented in Table 9.![]() | Table 9. Estimated Mean Total Duration of Illness (TDI) given Recent Duration of Illness (RDI) for 146 Patients with Mental Disorders for Different intervals of using a Generated Sample of Size 5000 from MVN Distribution |
![]() | Figure 8. Comparison of observed and estimated Total Duration of Illness (TDI) of 146 patients of dataset 1 for Bivariate Normal Distribution Model |
for application of BVN distribution model, i.e., for fourth patient,
.3. Mean and variance of
and 
and covariance
between
are calculated from the simulated sample corresponding to the ranges of
, i.e., from simulated data, we have taken means of those observations for which
.4. Conditional expectation of
is obtained by substituting the above values in equation (20).The mean TDI given RDI for fourth patient is then obtained by squaring the value of
which comes out to be 80.8669 months. The mean TDI for 12 patients with known RDI are estimated by applying the above procedure and are presented in Table 10.
|
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