Comparison of the Performance of Bayesian Elastic Net Regression and Elastic Net Regression: A Simulation Study
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Mohammed, Bahr Kadhim (Author) |
| مؤلفين آخرين: | Hussein, Ali Ahmad (Co-Author) |
| المجلد/العدد: | مج24, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2022
|
| الصفحات: | 412 - 420 |
| ISSN: |
1816-9171 |
| رقم MD: | 1269677 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Bayesian Elastic Net | Hierarchical Model | Gibbs Sampler | Simulation
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
Bayesian elastic net and classical elastic net are regularization methods that provide variable selection procedure. We discuss the Bayesian elastic net by setting the scale mixture of normal distribution mixing with Rayleigh distribution as double exponential (Laplace) prior distribution of regression coefficient. The new proposed scale mixture produced normal distribution mixing with truncated gamma distribution. The hierarchical prior distributions and new Gibbs sample algorithm have developed. Therefore, variable selection have discussed through some simulation examples. The simulation results show the outperformance of the proposed model. |
|---|---|
| ISSN: |
1816-9171 |
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