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http://hdl.handle.net/2445/174612
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DC Field | Value | Language |
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dc.contributor.author | Pesantez-Narvaez, Jessica | - |
dc.contributor.author | Guillén, Montserrat | - |
dc.date.accessioned | 2021-03-04T11:08:56Z | - |
dc.date.available | 2021-03-04T11:08:56Z | - |
dc.date.issued | 2020 | - |
dc.identifier.issn | 1064-1246 | - |
dc.identifier.uri | http://hdl.handle.net/2445/174612 | - |
dc.description.abstract | Logistic regression as a modelling technique of rare binary dependent variables with much fewer events (ones) than non-events (zeros) tends to underestimate their probability of occurrence. The vast literature devoted to the prediction of rare binary data identifies several ways to improve predictive performance by making modifications to the likelihood estimation. We propose two weighting mechanisms for incorporation in a pseudo-likelihood estimation that improve the predictive capacity of rare binary responses in data collected in complex surveys. We multiply sampling weights by specific correctors that lead to lower root mean square errors for event observations in almost all deciles. A case study is discussed where this method is implemented to predict the probability of suffering a workplace accident in a logistic regression model that is estimated with data from a survey conducted in Ecuador. | - |
dc.format.extent | 10 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | IOS Press | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.3233/JIFS-179641 | - |
dc.relation.ispartof | Journal of Intelligent and Fuzzy Systems, 2020, vol. 38, num. 5, p. 5497-5507 | - |
dc.relation.uri | https://doi.org/10.3233/JIFS-179641 | - |
dc.rights | (c) IOS Press, 2020 | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Anàlisi de regressió | - |
dc.subject.classification | Control predictiu | - |
dc.subject.classification | Processament de dades | - |
dc.subject.classification | Enquestes | - |
dc.subject.classification | Equador | - |
dc.subject.other | Regression analysis | - |
dc.subject.other | Predictive control | - |
dc.subject.other | Data processing | - |
dc.subject.other | Surveys | - |
dc.subject.other | Ecuador | - |
dc.title | Penalized logistic regression to improve predictive capacity of rare events in surveys | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 699712 | - |
dc.date.updated | 2021-03-04T11:08:57Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
File | Description | Size | Format | |
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699712.pdf | 324.13 kB | Adobe PDF | View/Open |
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