Appendix C: Computational Notes on Censored Regression

2016 ◽  
pp. 487-490
Author(s):  
Karl G. Jöreskog ◽  
Ulf H. Olsson ◽  
Fan Y. Wallentin
Keyword(s):  
Censored Regression

Censored Regression With Noisy Input

2015 ◽  
Vol 63 (19) ◽  
pp. 5071-5082 ◽  
Author(s):  
Zhaoting Liu ◽  
Chunguang Li
Keyword(s):  
Censored Regression ◽  
Noisy Input

scholarly journals Additive models in censored regression

2009 ◽  
Vol 53 (9) ◽  
pp. 3490-3501 ◽  
Author(s):  
Jacobo de Uña Álvarez ◽  
Javier Roca Pardiñas
Keyword(s):  
Additive Models ◽  
Censored Regression

scholarly journals Guided Censored Regression

2014 ◽  
Vol 42 (1) ◽  
pp. 214-233
Author(s):  
Majda Talamakrouni ◽  
Anouar El Ghouch ◽  
Ingrid Van Keilegom
Keyword(s):  
Censored Regression

Extending Extended Logistic Regression: Extended versus Separate versus Ordered versus Censored

2014 ◽  
Vol 142 (8) ◽  
pp. 3003-3014 ◽  
Author(s):  
Jakob W. Messner ◽  
Georg J. Mayr ◽  
Daniel S. Wilks ◽  
Achim Zeileis
Keyword(s):  
Logistic Regression ◽  
Probability Distribution ◽  
Calibration Method ◽  
Logistic Distribution ◽  
Censored Regression ◽  
Ensemble Forecasts ◽  
Predictive Distributions ◽  
Logistic Regression Models ◽  
Weather Forecasts ◽  
Ordered Logistic Regression

Abstract Extended logistic regression is a recent ensemble calibration method that extends logistic regression to provide full continuous probability distribution forecasts. It assumes conditional logistic distributions for the (transformed) predictand and fits these using selected predictand category probabilities. In this study extended logistic regression is compared to the closely related ordered and censored logistic regression models. Ordered logistic regression avoids the logistic distribution assumption but does not yield full probability distribution forecasts, whereas censored regression directly fits the full conditional predictive distributions. The performance of these and other ensemble postprocessing methods is tested on wind speed and precipitation data from several European locations and ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (ECMWF). Ordered logistic regression performed similarly to extended logistic regression for probability forecasts of discrete categories whereas full predictive distributions were better predicted by censored regression.

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