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arXiv 1503.07642stat.MEmath.STstat.TH
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累积连接有序回归模型中的贝叶斯模型选择

Bayesian Model Choice in Cumulative Link Ordinal Regression Models

Trevelyan J. McKinley, Michelle Morters, James L. N. Wood

摘要:

使用比例优势(PO)模型进行有序回归在文献中无处不在。如果平行线的假设不适用于数据,则另一种方法是指定非比例优势(NPO)模型,其中允许回归参数根据响应水平而变化。然而,往往很难拟合这些模型,如果有大量的解释变量,则模型选择和拟合方面的挑战会进一步加剧。我们对解决这些问题做出了两个贡献:首先,我们开发了一种贝叶斯方法来拟合这些模型,确保随机排序条件对任意有限范围的解释变量保持不变,允许NPO模型拟合任何观察到的数据集。其次,我们使用可逆跳马尔可夫链蒙特卡罗,让模型选择PO和NPO结构的每个解释变量,并显示如何变量选择可以纳入。这些方法适用于任何单调递增的连接函数。我们说明了这些方法的实用性,从纵向研究的个人水平的风险因素影响身体状况评分的狗在南非Zenzele人口的新数据。

英文摘要:

The use of the proportional odds (PO) model for ordinal regression is ubiquitous in the literature. If the assumption of parallel lines does not hold for the data, then an alternative is to specify a non-proportional odds (NPO) model, where the regression parameters are allowed to vary depending on the level of the response. However, it is often difficult to fit these models, and challenges regarding model choice and fitting are further compounded if there are a large number of explanatory variables. We make two contributions towards tackling these issues: firstly, we develop a Bayesian method for fitting these models, that ensures the stochastic ordering conditions hold for an arbitrary finite range of the explanatory variables, allowing NPO models to be fitted to any observed data set. Secondly, we use reversible-jump Markov chain Monte Carlo to allow the model to choose between PO and NPO structures for each explanatory variable, and show how variable selection can be incorporated. These methods can be adapted for any monotonic increasing link functions. We illustrate the utility of these approaches on novel data from a longitudinal study of individual-level risk factors affecting body condition score in a dog population in Zenzele, South Africa.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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