Performance of asymmetric links and correction methods for imbalanced data in binary regression

Author(s)

Huayanay, Alex de la Cruz ^[1] ; Bazan, Jorge L. ^[2] ; Cancho, Vicente G. ^[2] ; Dey, Dipak K. ^[3]

Affiliation

^[1] USP UFSCar, Interinst Grad Stat, Sao Carlos, SP - Brazil

^[2] Univ Sao Paulo, Dept Appl Math & Stat, Sao Carlos, SP - Brazil

^[3] Univ Connecticut, Dept Stat, Mansfield, CT - USA

• Document type: Journal article
• Source: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION; v. 89, n. 9, p. 1694-1714, JUN 13 2019.
• Web of Science Citations: 0

Abstract

In binary regression, imbalanced data result from the presence of values equal to zero (or one) in a proportion that is significantly greater than the corresponding real values of one (or zero). In this work, we evaluate two methods developed to deal with imbalanced data and compare them to the use of asymmetric links. The results based on simulation study show, that correction methods do not adequately correct bias in the estimation of regression coefficients and that the models with power links and reverse power considered produce better results for certain types of imbalanced data. Additionally, we present an application for imbalanced data, identifying the best model among the various ones proposed. The parameters are estimated using a Bayesian approach, considering the Hamiltonian Monte-Carlo method, utilizing the No-U-Turn Sampler algorithm and the comparisons of models were developed using different criteria for model comparison, predictive evaluation and quantile residuals. (AU)

• FAPESP's process: 17/15452-5 - New regression models to data set with binary and/or bounded response
• Grantee: Jorge Luis Bazan Guzman
• Support type: Scholarships abroad - Research