分类响应广义线性模型的一种新设定

A new specification of generalized linear models for categorical responses

Biometrika · 2015
被引 21
ABS 4

中文导读

针对分类响应变量的回归模型因设定不同而难以比较,本文提出一种基于连接函数分解的统一设定,定义了名义响应变量的新参考模型族,并在三个基准分类数据集上进行了测试。

Abstract

Many regression models for categorical responses have been introduced, motivated by different paradigms, but it is difficult to compare them because of their different specifications. In this paper we propose a unified specification of regression models for categorical responses, based on a decomposition of the link function into an inverse continuous cumulative distribution function and a ratio of probabilities. This allows us to define a new family of reference models for nominal responses, comparable to the families of adjacent, cumulative and sequential models for ordinal responses. A new equivalence between cumulative and sequential models is shown. Invariances under permutations of the categories are studied for each family of models. We introduce a reversibility property that distinguishes adjacent and cumulative models from sequential models. The new family of reference models is tested on three benchmark classification datasets.

计量经济学统计学分类数据建模广义线性模型