Testing Shape Constrains in Lasso Regularized Joinpoint Regression

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365799" target="_blank" >RIV/00216208:11320/17:10365799 - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/chapter/10.1007/978-3-319-51313-3_6" target="_blank" >https://link.springer.com/chapter/10.1007/978-3-319-51313-3_6</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-51313-3_6" target="_blank" >10.1007/978-3-319-51313-3_6</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Testing Shape Constrains in Lasso Regularized Joinpoint Regression

Popis výsledku v původním jazyce

Joinpoint regression models are very popular in some practical areas mainly due to a very simple interpretation which they offer. In some situations, moreover, it turns out to be also useful to require some additional qualitative prop- erties for the final model to be satisfied. Especially properties related to the mono- tonicity of the fit are of the main interest in this paper. We propose a LASSO regular- ized approach to estimate these types of models where the optional shape constraints can be implemented in a straightforward way as a set of linear inequalities and they are considered simultaneously within the estimation process itself. As the main result we derive a testing approach which can be effectively used to statistically verify the validity of the imposed shape restrictions in piecewise linear continuous models. We also investigate some finite sample properties via a simula- tion study.

Název v anglickém jazyce

Testing Shape Constrains in Lasso Regularized Joinpoint Regression

Popis výsledku anglicky

Joinpoint regression models are very popular in some practical areas mainly due to a very simple interpretation which they offer. In some situations, moreover, it turns out to be also useful to require some additional qualitative prop- erties for the final model to be satisfied. Especially properties related to the mono- tonicity of the fit are of the main interest in this paper. We propose a LASSO regular- ized approach to estimate these types of models where the optional shape constraints can be implemented in a straightforward way as a set of linear inequalities and they are considered simultaneously within the estimation process itself. As the main result we derive a testing approach which can be effectively used to statistically verify the validity of the imposed shape restrictions in piecewise linear continuous models. We also investigate some finite sample properties via a simula- tion study.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Analytical Methods in Statistics

ISBN

978-3-319-51312-6

ISSN

2194-1009

e-ISSN

neuvedeno

Počet stran výsledku

18

Strana od-do

105-122

Název nakladatele

Springer

Místo vydání

Cham

Místo konání akce

Praha

Datum konání akce

10. 11. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000407479100006