Copula models are used widely to present the dependency structures among variables. Assume that I have a disease dataset. Assume further that I need to diagnose patients. Suppose that 0 refers to positive and 1 negative sign of the disease. That is, 0 means the patients are healthy. Assume that I would like to build a statistical prediction model based on the dependency structure among variables. As I understand, the linear regression model is a commonly used predictive model. I just wonder, is this model capable of copula models. In other words, can I use the linear regression model based on dependency structures from copula models?
If not, could you please advice me with some statistical predictive model for copula-based models?
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There are huge prediction copula models in the literature. Yes, you can use a copula prediction model for your case. Note, you should use copula, for discrete data, with caution. I tried to write a comment, however, I cannot.
