arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2310.07124stat.ME
收藏

年龄-时期-队列分析的系统模拟:展示贝叶斯正则化的偏差

Systematic simulation of age-period-cohort analysis: Demonstrating bias of Bayesian regularization

Yuta Matsumoto

AI总结:

本研究通过系统模拟评估年龄-时期-队列分析中的三种贝叶斯正则化模型,发现随机游走模型在多数情况下能较好恢复参数,而其他模型存在将队列效应线性成分推向零的偏差。

摘要:

年龄-时期-队列(APC)分析是社会科学中使用的基本时间序列分析之一。本文通过系统模拟评估APC分析,考察人工参数被恢复的程度。我们考虑了三种使用正态先验分布的贝叶斯正则化模型:参考多层次分析的随机效应模型、与内在估计量等价的岭回归模型,以及被称为贝叶斯队列模型的随机游走模型。所提出的模拟通过线性成分的组合生成人工数据,重点关注识别问题对三个效应的线性成分的影响。在13种人工数据案例中,随机游走模型在10种案例中良好地恢复了人工参数,而随机效应模型和岭回归模型仅在4种案例中做到。模型未能恢复人工参数的案例显示,队列效应的估计线性成分接近零。总之,APC分析中的贝叶斯正则化模型存在偏差:索引权重对队列效应有较大影响,且这些约束将队列效应的线性成分推向接近零。然而,随机游走模型减轻了对队列效应线性成分的低估。

英文摘要:

Age-period-cohort (APC) analysis is one of the fundamental time-series analyses used in the social sciences. This paper evaluates APC analysis via systematic simulation in term of how well the artificial parameters are recovered. We consider three models of Bayesian regularization using normal prior distributions: the random effects model with reference to multilevel analysis, the ridge regression model equivalent to the intrinsic estimator, and the random walk model referred to as the Bayesian cohort model. The proposed simulation generates artificial data through combinations of the linear components, focusing on the fact that the identification problem affects the linear components of the three effects. Among the 13 cases of artificial data, the random walk model recovered the artificial parameters well in 10 cases, while the random effects model and the ridge regression model did so in 4 cases. The cases in which the models failed to recover the artificial parameters show the estimated linear component of the cohort effects as close to zero. In conclusion, the models of Bayesian regularization in APC analysis have a bias: the index weights have a large influence on the cohort effects and these constraints drive the linear component of the cohort effects close to zero. However, the random walk model mitigates underestimating the linear component of the cohort effects.

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。

↑