Arbeitspapier

Generalized smooth monotonic regression

Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable. In addition the approach allows for dependent variables from an exponential family, including binary and Poisson distributed dependent variables. Flexibility of the smooth estimate is gained by expanding the unknown function in monotonic basis functions. For the estimation of coefficients and the selection of basis functions a likelihood based boosting algorithm is proposed which is simply to implement. Stopping criteria and inference are based on AIC-type measures. The method is applied to several data sets.

Sprache
Englisch

Erschienen in
Series: Discussion Paper ; No. 417

Thema
monotonic regression
additive models
likelihood based boosting

Ereignis
Geistige Schöpfung
(wer)
Tutz, Gerhard
Leitenstorfer, Florian
Ereignis
Veröffentlichung
(wer)
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
(wo)
München
(wann)
2005

DOI
doi:10.5282/ubm/epub.1786
Handle
URN
urn:nbn:de:bvb:19-epub-1786-9
Letzte Aktualisierung
10.03.2025, 11:41 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Tutz, Gerhard
  • Leitenstorfer, Florian
  • Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

Entstanden

  • 2005

Ähnliche Objekte (12)