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Ridge Parameter in Quantile Regression Models. An Application in Biostatistics

机译:分位数回归模型中的Ridge参数。生物统计学的应用

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In quantile regression, usually the explanatory variables in medical data are highly correlated with each other. Thus, the influence of one variable can't be differentiated from the others. Also, multicollinearity generates unstable regression coefficients with undesirable large variances. It is possible that the estimated coefficients may have the incorrect signs and present problems in the interpretation. In this paper ridge regression is applied to solve the problem of multicollinearity. An optimum ridge coefficient for the ridge regression parameter can be estimated through Bayesian approach. The Bayesian approach is a method to stabilize the ridge parameter. The quantile regression is the best method to predict an extreme value. This study discusses the use of ridge regression in quantile regression with a parameter ridge. Variance inflation factor (VIF) is used to determine the best ridge coefficient. The results show that the quantile regression with ridge regression was suitable for the study of the causes of genetic anemia (Thalassemia) in children.
机译:在分位数回归中,通常医学数据中的解释变量彼此高度相关。因此,一个变量的影响无法与其他变量区分开。同样,多重共线性会产生不稳定的回归系数,并具有不希望的大方差。估计的系数可能具有不正确的符号并在解释中出现问题。本文采用岭回归来解决多重共线性问题。可以通过贝叶斯方法估算出岭回归参数的最佳岭系数。贝叶斯方法是稳定脊参数的方法。分位数回归是预测极值的最佳方法。这项研究讨论了在具有参数脊的分位数回归中使用脊回归。方差膨胀因子(VIF)用于确定最佳脊系数。结果表明,分位数回归与岭回归适用于研究儿童遗传性贫血(地中海贫血)的原因。

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