| Full text | |
| Author(s): |
Coelho, Fabiano R.
;
Russo, Cibele M.
;
Bazan, Jorge L.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 36, n. 3, p. 22-pg., 2022-09-01. |
| Abstract | |
Regression models with probit and logit link functions are the most frequently used for binary response variables. However, traditional approaches may not be adequate when data are unbalanced. This paper deals with standard skew-probit regression models. Parameters were estimated through a new Bayesian approach which consists of the use of Hamiltonian Monte Carlo (HMC) and the original likelihood function. Simulation studies assessed the efficiency of the estimation method and the sensitivity of prior distributions for parameters related to asymmetry calculating the RMSE (root mean square error). The proposed estimation method was compared when used for detecting outliers. The results show that the proposed method is more efficient than INLA and is successful in the recovery of true parameter values. The sensitivity study enabled the proposal of a new prior distribution configuration for the asymmetry parameter, and the randomized quantile residual proved to be more suitable for detecting outliers. The methodology was applied to a diabetes dataset towards illustrating the results. (AU) | |
| FAPESP's process: | 21/11720-0 - Supervised learning on computer-aided discrete response data with applications in imbalanced data |
| Grantee: | Jorge Luis Bazan Guzman |
| Support Opportunities: | Regular Research Grants |