A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2018-12-30 DOI:10.1155/2018/2834183

Prithish Banerjee, Broti Garai, Himel Mallick, PhD, FASA, S. Chowdhury, Saptarshi Chatterjee

引用次数: 6

Abstract

We consider the problem of modelling count data with excess zeros using Zero-Inflated Poisson (ZIP) regression. Recently, various regularization methods have been developed for variable selection in ZIP models. Among these, EM LASSO is a popular method for simultaneous variable selection and parameter estimation. However, EM LASSO suffers from estimation inefficiency and selection inconsistency. To remedy these problems, we propose a set of EM adaptive LASSO methods using a variety of data-adaptive weights. We show theoretically that the new methods are able to identify the true model consistently, and the resulting estimators can be as efficient as oracle. The methods are further evaluated through extensive synthetic experiments and applied to a German health care demand dataset.

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关于零膨胀Poisson回归的自适应LASSO的一个注记

我们考虑使用零膨胀泊松（ZIP）回归对具有多余零的计数数据进行建模的问题。最近，已经开发了各种正则化方法用于ZIP模型中的变量选择。其中，EM LASSO是一种流行的同时进行变量选择和参数估计的方法。然而，EM LASSO存在估计效率低和选择不一致的问题。为了解决这些问题，我们提出了一组使用各种数据自适应权重的EM自适应LASSO方法。我们从理论上证明了新方法能够一致地识别真实模型，并且由此产生的估计量可以像oracle一样高效。通过广泛的合成实验对这些方法进行了进一步评估，并将其应用于德国医疗保健需求数据集。

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

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.