具有不可忽略的缺失响应的半参数回归中的核机器

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Zhenzhen Fu, Ke Yang, Yaohua Rong, Yu Shu
{"title":"具有不可忽略的缺失响应的半参数回归中的核机器","authors":"Zhenzhen Fu, Ke Yang, Yaohua Rong, Yu Shu","doi":"10.1007/s42952-024-00279-y","DOIUrl":null,"url":null,"abstract":"<p>Missing data is prevalent in many fields. Among all missing mechanisms, nonignorable missing data is more challenging for model identification. In this paper, we propose a semiparametric regression model estimation method with nonignorable missing responses. To be specific, we first construct a parametric model for the propensity score and apply the generalized method of moments to obtain the estimated propensity score. For nonignorable missing responses, based on the inverse probability weighting approach, we propose the penalized garrotized kernel machine method to flexibly depict the complex nonlinear relationships between the response and the predictors, allow for interactions between the predictors, and eliminate the redundant variables automatically. The cyclical coordinate descent algorithm is provided to solve the corresponding optimization problems. Numerical results and real data analysis indicate that our proposed method achieves better prediction performance compared with the competing ones.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"69 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Kernel machine in semiparametric regression with nonignorable missing responses\",\"authors\":\"Zhenzhen Fu, Ke Yang, Yaohua Rong, Yu Shu\",\"doi\":\"10.1007/s42952-024-00279-y\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>Missing data is prevalent in many fields. Among all missing mechanisms, nonignorable missing data is more challenging for model identification. In this paper, we propose a semiparametric regression model estimation method with nonignorable missing responses. To be specific, we first construct a parametric model for the propensity score and apply the generalized method of moments to obtain the estimated propensity score. For nonignorable missing responses, based on the inverse probability weighting approach, we propose the penalized garrotized kernel machine method to flexibly depict the complex nonlinear relationships between the response and the predictors, allow for interactions between the predictors, and eliminate the redundant variables automatically. The cyclical coordinate descent algorithm is provided to solve the corresponding optimization problems. Numerical results and real data analysis indicate that our proposed method achieves better prediction performance compared with the competing ones.</p>\",\"PeriodicalId\":49992,\"journal\":{\"name\":\"Journal of the Korean Statistical Society\",\"volume\":\"69 1\",\"pages\":\"\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2024-07-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Korean Statistical Society\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s42952-024-00279-y\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Korean Statistical Society","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s42952-024-00279-y","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

缺失数据在许多领域都很普遍。在所有缺失机制中,不可忽略的缺失数据对模型识别来说更具挑战性。本文提出了一种具有不可忽略的缺失响应的半参数回归模型估计方法。具体来说,我们首先为倾向得分构建一个参数模型,然后应用广义矩方法得到估计的倾向得分。对于不可忽略的缺失反应,我们在反概率加权法的基础上,提出了惩罚性加权核机器方法,以灵活地描述反应与预测因子之间复杂的非线性关系,允许预测因子之间的交互作用,并自动消除冗余变量。此外,还提供了循环坐标下降算法来解决相应的优化问题。数值结果和实际数据分析表明,与其他竞争方法相比,我们提出的方法具有更好的预测性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Kernel machine in semiparametric regression with nonignorable missing responses

Kernel machine in semiparametric regression with nonignorable missing responses

Missing data is prevalent in many fields. Among all missing mechanisms, nonignorable missing data is more challenging for model identification. In this paper, we propose a semiparametric regression model estimation method with nonignorable missing responses. To be specific, we first construct a parametric model for the propensity score and apply the generalized method of moments to obtain the estimated propensity score. For nonignorable missing responses, based on the inverse probability weighting approach, we propose the penalized garrotized kernel machine method to flexibly depict the complex nonlinear relationships between the response and the predictors, allow for interactions between the predictors, and eliminate the redundant variables automatically. The cyclical coordinate descent algorithm is provided to solve the corresponding optimization problems. Numerical results and real data analysis indicate that our proposed method achieves better prediction performance compared with the competing ones.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of the Korean Statistical Society
Journal of the Korean Statistical Society 数学-统计学与概率论
CiteScore
1.30
自引率
0.00%
发文量
37
审稿时长
3 months
期刊介绍: The Journal of the Korean Statistical Society publishes research articles that make original contributions to the theory and methodology of statistics and probability. It also welcomes papers on innovative applications of statistical methodology, as well as papers that give an overview of current topic of statistical research with judgements about promising directions for future work. The journal welcomes contributions from all countries.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信