Comparisons of some bivariate regression models

The bivariate negative binomial regression (BNBR) and the bivariate Poisson log-normal regression (BPLR) models have been used to describe count data that are over-dispersed. In this paper, a new bivariate generalized Poisson regression (BGPR) model is defined. An advantage of the new regression model over the BNBR and BPLR models is that the BGPR can be used to model bivariate count data with either over-dispersion or under-dispersion. In this paper, we carry out a simulation study to compare the three regression models when the true data-generating process exhibits over-dispersion. In the simulation experiment, we observe that the bivariate generalized Poisson regression model performs better than the bivariate negative binomial regression model and the BPLR model.     

D-optimal Designs for a Combined Simple Linear and Haar-Wavelet Regression Model

A combined simple linear and Haar-wavelet regression model is the combination of a simple linear model and a Haar-wavelet regression model. In this article we show how to construct D-optimal designs for a combined simple linear and Haar-wavelet regression model. An example is also given.     

Regression analysis of autocorrelated poisson-distribution) data

A regression model assuming Poisson-dia distributed data. with autocorrelated errors falls into the class of regression models that; have the error structure which is both heteroscedastic and autocorrelated. In general, this class of regression models are not estimable. However, due to the properties of the Poisson distribution that the variance is equal to the mean, this regression model on Poisson-distributed data with autocorrelated. errors is estimable. In this note the special structure of the covarlance matrix of the model with the first order auto-correlated error Is derived utilizing this property, A method based on the least squares method of Frome, Kutner, and Beauchamp (1973), supplemented by steps for handling autocorrelation in studies of time series analysis, nonlinear regression, and econometrics is presented for obtaining generalized least squares estimates for the parameters of the model.     

A Bayesian Approach for Zero-Inflated Count Regression Models by Using the Reversible Jump Markov Chain Monte Carlo Method and an Application

In this study, estimation of the parameters of the zero-inflated count regression models and computations of posterior model probabilities of the log-linear models defined for each zero-inflated count regression models are investigated from the Bayesian point of view. In addition, determinations of the most suitable log-linear and regression models are investigated. It is known that zero-inflated count regression models cover zero-inflated Poisson, zero-inflated negative binomial, and zero-inflated generalized Poisson regression models. The classical approach has some problematic points but the Bayesian approach does not have similar flaws. This work points out the reasons for using the Bayesian approach. It also lists advantages and disadvantages of the classical and Bayesian approaches. As an application, a zoological data set, including structural and sampling zeros, is used in the presence of extra zeros. In this work, it is observed that fitting a zero-inflated negative binomial regression model creates no problems at all, even though it is known that fitting a zero-inflated negative binomial regression model is the most problematic procedure in the classical approach. Additionally, it is found that the best fitting model is the log-linear model under the negative binomial regression model, which does not include three-way interactions of factors.     

Semi-non parametric smooth isotonic regression

We propose a new method for smooth isotonic regression analysis. Unlike most existing methods for isotonic regression, the proposed method is akin to parametric regression without order restriction. To account for smoothness and isotonicity simultaneously, we exploit the flexible class of semi-non parametric densities to model isotonic regression functions. Under this framework, the full range of inference techniques for parametric regression models become applicable for model estimation and model validation in isotonic regression.     

Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals

Abstract.  The aim of this paper is to prove the validity of smooth residual bootstrap versions of procedures that are based on the empirical process of residuals estimated from a non-parametric regression model. From this result, consistency of various model tests in non-parametric regression is deduced, such as goodness-of-fit tests for the regression and variance function, tests for equality of regression functions and tests concerning the error distribution.     

Influence analysis in skew-Birnbaum–Saunders regression models and applications

In this paper, we propose a method to assess influence in skew-Birnbaum–Saunders regression models, which are an extension based on the skew-normal distribution of the usual Birnbaum–Saunders (BS) regression model. An interesting characteristic that the new regression model has is the capacity of predicting extreme percentiles, which is not possible with the BS model. In addition, since the observed likelihood function associated with the new regression model is more complex than that from the usual model, we facilitate the parameter estimation using a type-EM algorithm. Moreover, we employ influence diagnostic tools that considers this algorithm. Finally, a numerical illustration includes a brief simulation study and an analysis of real data in order to show the proposed methodology.     

On the Restricted Liu Estimator in the Logistic Regression Model

The logistic regression model is used when the response variables are dichotomous. In the presence of multicollinearity, the variance of the maximum likelihood estimator (MLE) becomes inflated. The Liu estimator for the linear regression model is proposed by Liu to remedy this problem. Urgan and Tez and Mansson et al. examined the Liu estimator (LE) for the logistic regression model. We introduced the restricted Liu estimator (RLE) for the logistic regression model. Moreover, a Monte Carlo simulation study is conducted for comparing the performances of the MLE, restricted maximum likelihood estimator (RMLE), LE, and RLE for the logistic regression model.     

Least circular distance regression for directional data

Least-squares regression is not appropriate when the response variable is circular, and can lead to erroneous results. The reason for this is that the squared difference is not an appropriate measure of distance on the circle. In this paper, a circular analog to least-squares regression is presented for predicting a circular response variable by another circular variable and a set of linear covariates. An alternative maximum-likelihood formulation yields the same regression parameter estimates. Under the maximum-likelihood model, asymptotic standard errors of the parameter estimates are obtained. As an example, the regression model is used to model data from a marine biology study.     

Bivariate Weibull regression model based on censored samples

The most natural parametric distribution to consider is the Weibull model because it allows for both the proportional hazard model and accelerated failure time model. In this paper, we propose a new bivariate Weibull regression model based on censored samples with common covariates. There are some interesting biometrical applications which motivate to study bivariate Weibull regression model in this particular situation. We obtain maximum likelihood estimators for the parameters in the model and test the significance of the regression parameters in the model. We present a simulation study based on 1000 samples and also obtain the power of the test statistics.     

函数型变量倾斜分位回归模型及其应用

本文考虑函数型数据的结构特征,针对两类函数型变量分位回归模型（函数型因变量对标量自变量和函数型因变量对函数型自变量）,基于函数型倾斜分位曲线的定义构建新型函数型倾斜分位回归模型。对于第二类模型,本文分别考虑样条基函数对模型系数展开和函数型主成分基函数对函数型自变量展开,得到倾斜分位回归模型的基本形式。参数估计采用成分梯度Boosting算法最小化加权非对称损失函数,提高计算效率。在理论上证明了倾斜分位回归模型的系数估计量均服从渐近正态分布。模拟和实证研究结果显示,倾斜分位回归模型比已有的逐点分位回归模型具有更好的拟合效果。根据积分均方预测误差准则,本文提出的模型有一致较好的预测能力。     

A Partially Linear Model Using a Gaussian Process Prior

A partially linear model is a semiparametric regression model that consists of parametric and nonparametric regression components in an additive form. In this article, we propose a partially linear model using a Gaussian process regression approach and consider statistical inference of the proposed model. Based on the proposed model, the estimation procedure is described by posterior distributions of the unknown parameters and model comparisons between parametric representation and semi- and nonparametric representation are explored. Empirical analysis of the proposed model is performed with synthetic data and real data applications.     

Estimation of regression parameters in a semiparametric transformation model

A semiparametric approach to model skewed/heteroscedastic regression data is discussed. We work with a semiparametric transform-both-sides regression model, which contains a parametric regression function and a nonparametric transformation. This model is adequate when the relationship between the median response and the explanatory variable has been specified by a theoretical result or a previous empirical study. The transform-both-sides model with a parametric transformation has been studied extensively and applied successfully to a number data sets. Allowing a nonparametric transformation function increases the flexibility of the model. In this article, we estimate the nonparametric transformation function by the conditional kernel density approach developed by Wang and Ruppert (1995), and then use a pseudo-maximum likelihood estimator to estimate the regression parameters. This estimate of the regression parameters has not been studied previously. In this article, the asymptotic distribution of this pseudo-MLE is derived. We also show that when σ, the standard deviation of the error, goes to zero (small σ asymptotics), this estimator is adaptive. Adaptive means that the regression parameters are estimated as precisely as when the transformation is known exactly. A similar result holds in the parametric approaches of Carroll and Ruppert (1984) and Ruppert and Aldershof (1989). Simulated and real examples are provided to illustrate the performance of the proposed estimator for finite sample size.     

Matched survival data in a co-twin control design

When using the co-twin control design for analysis of event times, one needs a model to address the possible within-pair association. One such model is the shared frailty model in which the random frailty variable creates the desired within-pair association. Standard inference for this model requires independence between the random effect and the covariates. We study how violations of this assumption affect inference for the regression coefficients and conclude that substantial bias may occur. We propose an alternative way of making inference for the regression parameters by using a fixed-effects models for survival in matched pairs. Fitting this model to data generated from the frailty model provides consistent and asymptotically normal estimates of regression coefficients, no matter whether the independence assumption is met.     

A dependent Dirichlet process model for survival data with competing risks

In this paper, we first propose a dependent Dirichlet process (DDP) model using a mixture of Weibull models with each mixture component resembling a Cox model for survival data. We then build a Dirichlet process mixture model for competing risks data without regression covariates. Next we extend this model to a DDP model for competing risks regression data by using a multiplicative covariate effect on subdistribution hazards in the mixture components. Though built on proportional hazards (or subdistribution hazards) models, the proposed nonparametric Bayesian regression models do not require the assumption of constant hazard (or subdistribution hazard) ratio. An external time-dependent covariate is also considered in the survival model. After describing the model, we discuss how both cause-specific and subdistribution hazard ratios can be estimated from the same nonparametric Bayesian model for competing risks regression. For use with the regression models proposed, we introduce an omnibus prior that is suitable when little external information is available about covariate effects. Finally we compare the models’ performance with existing methods through simulations. We also illustrate the proposed competing risks regression model with data from a breast cancer study. An R package “DPWeibull” implementing all of the proposed methods is available at CRAN.

     

A note on variable selection in functional regression via random subspace method

Variable selection problem is one of the most important tasks in regression analysis, especially in a high-dimensional setting. In this paper, we study this problem in the context of scalar response functional regression model, which is a linear model with scalar response and functional regressors. The functional model can be represented by certain multiple linear regression model via basis expansions of functional variables. Based on this model and random subspace method of Mielniczuk and Teisseyre (Comput Stat Data Anal 71:725–742, 2014), two simple variable selection procedures for scalar response functional regression model are proposed. The final functional model is selected by using generalized information criteria. Monte Carlo simulation studies conducted and a real data example show very satisfactory performance of new variable selection methods under finite samples. Moreover, they suggest that considered procedures outperform solutions found in the literature in terms of correctly selected model, false discovery rate control and prediction error.     

A simulation study of properties of a regressive logistic model

A regressive logistic model for the analysis of data with dependent binary observations is constructed by successively conditioning on preceding observations. The properties of this model are investigated and compared to those of the ordinary logistic regression model in which the dependence is not considered, using computer simulation. Comparison criteria include the magnitude of the bias and the total mean square error (MSE) of the regression coefficient β and the significance level. The results suggest the regressive model significantly improves the estimation of the regression coefficient     

Marginalized zero-inflated generalized Poisson regression

The generalized Poisson (GP) regression model has been used to model count data that exhibit over-dispersion or under-dispersion. The zero-inflated GP (ZIGP) regression model can additionally handle count data characterized by many zeros. However, the parameters of ZIGP model cannot easily be used for inference on overall exposure effects. In order to address this problem, a marginalized ZIGP is proposed to directly model the population marginal mean count. The parameters of the marginalized zero-inflated GP model are estimated by the method of maximum likelihood. The regression model is illustrated by three real-life data sets.     

On Semiparametric Mode Regression Estimation

It has been found that, for a variety of probability distributions, there is a surprising linear relation between mode, mean, and median. In this article, the relation between mode, mean, and median regression functions is assumed to follow a simple parametric model. We propose a semiparametric conditional mode (mode regression) estimation for an unknown (unimodal) conditional distribution function in the context of regression model, so that any m-step-ahead mean and median forecasts can then be substituted into the resultant model to deliver m-step-ahead mode prediction. In the semiparametric model, Least Squared Estimator (LSEs) for the model parameters and the simultaneous estimation of the unknown mean and median regression functions by the local linear kernel method are combined to infer about the parametric and nonparametric components of the proposed model. The asymptotic normality of these estimators is derived, and the asymptotic distribution of the parameter estimates is also given and is shown to follow usual parametric rates in spite of the presence of the nonparametric component in the model. These results are applied to obtain a data-based test for the dependence of mode regression over mean and median regression under a regression model.     

A fuzzy robust regression approach applied to bedload transport data

Fuzzy least-square regression can be very sensitive to unusual data (e.g., outliers). In this article, we describe how to fit an alternative robust-regression estimator in fuzzy environment, which attempts to identify and ignore unusual data. The proposed approach concerns classical robust regression and estimation methods that are insensitive to outliers. In this regard, based on the least trimmed square estimation method, an estimation procedure is proposed for determining the coefficients of the fuzzy regression model for crisp input-fuzzy output data. The investigated fuzzy regression model is applied to bedload transport data forecasting suspended load by discharge based on a real world data. The accuracy of the proposed method is compared with the well-known fuzzy least-square regression model. The comparison results reveal that the fuzzy robust regression model performs better than the other models in suspended load estimation for the particular dataset. This comparison is done based on a similarity measure between fuzzy sets. The proposed model is general and can be used for modeling natural phenomena whose available observations are reported as imprecise rather than crisp.