Gradient boosting for Dirichlet regression models

IF 1.6 4区 数学 Q2 STATISTICS & PROBABILITY
Michael Balzer, Elisabeth Bergherr, Swen Hutter, Tobias Hepp
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引用次数: 0

Abstract

In various real-world applications, researchers often work with compositional data which appears as proportions, amounts or rates. As a framework for dealing with the unique nature of compositional data, Dirichlet regression models have been introduced. In this article, we propose a novel model-based gradient boosting approach for Dirichlet regression models embedded in the framework of generalized additive models for location, scale and shape. This approach allows for data-driven variable selection in low- as well as high-dimensional data settings. Moreover, the implementation enables the direct calculation of marginal effects for different predictor variables. Thus, it provides an alternative estimation procedure besides the well-established approach based on the maximum likelihood principle. After conducting detailed simulation studies to evaluate the performance of the estimation procedure regarding prediction accuracy and variable selection in low- and high-dimensional settings, we present a real-world application concerning the changes in election results in the Great Recession utilizing a large-scale European dataset. Using our proposed approach, we investigate the effect of protests on voting proportions of distinct party families while identifying important socioeconomic variables and their effect on those voting proportions via variable selection.

Dirichlet回归模型的梯度增强
在各种现实世界的应用中,研究人员经常使用组成数据,这些数据显示为比例、数量或速率。Dirichlet回归模型作为处理组合数据的独特性质的框架已经被引入。在本文中,我们提出了一种新的基于模型的梯度增强方法,用于嵌入在位置、规模和形状的广义加性模型框架中的Dirichlet回归模型。这种方法允许在低维和高维数据设置中进行数据驱动的变量选择。此外,该实现可以直接计算不同预测变量的边际效应。因此,除了基于极大似然原理的既定方法之外,它提供了一种替代的估计程序。在进行了详细的模拟研究以评估在低维和高维环境下预测精度和变量选择方面的估计过程的性能之后,我们利用大规模的欧洲数据集提出了一个关于大衰退中选举结果变化的实际应用。使用我们提出的方法,我们研究了抗议对不同政党家庭投票比例的影响,同时通过变量选择确定重要的社会经济变量及其对这些投票比例的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Asta-Advances in Statistical Analysis
Asta-Advances in Statistical Analysis 数学-统计学与概率论
CiteScore
2.20
自引率
14.30%
发文量
39
审稿时长
>12 weeks
期刊介绍: AStA - Advances in Statistical Analysis, a journal of the German Statistical Society, is published quarterly and presents original contributions on statistical methods and applications and review articles.
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