Bayesian Variable Selection for Semiparametric Logistic Regression

2021 ◽  
Vol 26 (5) ◽  
pp. 44-57
Author(s):  
Zainab Sami ◽  
Taha Alshaybawee
Keyword(s):  
Logistic Regression ◽  
Variable Selection ◽  
Regression Model ◽  
Logistic Regression Model ◽  
Numerical Data ◽  
Real Data ◽  
Bayesian Variable Selection ◽  
Bayesian Lasso ◽  
Posterior Inference ◽  
Semiparametric Logistic Regression

Lasso variable selection is an attractive approach to improve the prediction accuracy. Bayesian lasso approach is suggested to estimate and select the important variables for single index logistic regression model. Laplace distribution is set as prior to the coefficients vector and prior to the unknown link function (Gaussian process). A hierarchical Bayesian lasso semiparametric logistic regression model is constructed and MCMC algorithm is adopted for posterior inference. To evaluate the performance of the proposed method BSLLR is through comparing it to three existing methods BLR, BPR and BBQR. Simulation examples and numerical data are to be considered. The results indicate that the proposed method get the smallest bias, SD, MSE and MAE in simulation and real data. The proposed method BSLLR performs better than other methods. 

scholarly journals Methodology for the validation of the credit scoring model of the retail portfolio

2021 ◽  
Vol 73 (7) ◽  
pp. 41-44
Author(s):  
Y.S. Zhieru
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Final Stage ◽  
Logistic Regression Model ◽  
Credit Scoring ◽  
Real Data ◽  
Scoring Model ◽  
Credit Scoring Model

The final stage of constructing a logistic regression model is checking its validity and testing it on real data. The degree of validity of a logistic regression model is evidenced by its ability to correctly classify borrowers, the model's ability to distinguish "good" borrowers from "bad" borrowers.

scholarly journals Directly and Simultaneously Expressing Absolute and Relative Treatment Effects in Medical Data Models and Applications

Entropy ◽  
2021 ◽  
Vol 23 (11) ◽  
pp. 1517
Author(s):  
Hao Yang Teng ◽  
Zhengjun Zhang
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Regression Models ◽  
Logistic Regression Model ◽  
Treatment Effects ◽  
Real Data ◽  
Medical Data ◽  
Severe Problem ◽  
New Model ◽  
Logistic Regression Models

Logistic regression is widely used in the analysis of medical data with binary outcomes to study treatment effects through (absolute) treatment effect parameters in the models. However, the indicative parameters of relative treatment effects are not introduced in logistic regression models, which can be a severe problem in efficiently modeling treatment effects and lead to the wrong conclusions with regard to treatment effects. This paper introduces a new enhanced logistic regression model that offers a new way of studying treatment effects by measuring the relative changes in the treatment effects and also incorporates the way in which logistic regression models the treatment effects. The new model, called the Absolute and Relative Treatment Effects (AbRelaTEs) model, is viewed as a generalization of logistic regression and an enhanced model with increased flexibility, interpretability, and applicability in real data applications than the logistic regression. The AbRelaTEs model is capable of modeling significant treatment effects via an absolute or relative or both ways. The new model can be easily implemented using statistical software, with the logistic regression model being treated as a special case. As a result, the classical logistic regression models can be replaced by the AbRelaTEs model to gain greater applicability and have a new benchmark model for more efficiently studying treatment effects in clinical trials, economic developments, and many applied areas. Moreover, the estimators of the coefficients are consistent and asymptotically normal under regularity conditions. In both simulation and real data applications, the model provides both significant and more meaningful results.

scholarly journals Variable selection in Logistic regression model with genetic algorithm

2018 ◽  
Vol 6 (3) ◽  
pp. 45-45 ◽  
Author(s):  
Zhongheng Zhang ◽  
Victor Trevino ◽  
Sayed Shahabuddin Hoseini ◽  
Smaranda Belciug ◽  
Arumugam Manivanna Boopathi ◽  
...  
Keyword(s):  
Genetic Algorithm ◽  
Logistic Regression ◽  
Variable Selection ◽  
Regression Model ◽  
Logistic Regression Model

Comparison of robust logistic regression estimators for variables with generalized extreme value distributions

2021 ◽  
Vol 16 (3) ◽  
pp. 177-187
Author(s):  
Şaban Kızılarslan ◽  
Ceren Camkıran
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Logistic Regression Model ◽  
Extreme Values ◽  
Real Data ◽  
Extreme Value ◽  
Small Samples ◽  
Robust Estimators ◽  
Generalized Extreme Value ◽  
Explanatory Variables

The aim of this study is to compare the performance of robust estimators in the presence of explanatory variables with Generalized Extreme Value (GEV) distributions in the logistic regression model. Existence of extreme values in the logistic regression model negatively affects the bias and effectiveness of classical Maximum Likelihood (ML) estimators. For this reason, robust estimators that are less sensitive to extreme values have been developed. Random variables with extreme values may be fit in one of specific distributions. In study, the GEV distribution family was examined and five robust estimators were compared for the Fréchet, Gumbel and Weibull distributions. To the simulation results, the CUBIF estimator is prominent according to both bias and efficiency criteria for small samples. In medium and large samples, while the MALLOWS estimator has the minimum bias, the CUBIF estimator has the best efficiency. The same results apply for different contamination ratios and different scale parameter values of the distributions. Simulation findings were supported by a meteorological real data application.

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