Simulation Study for the Bayesian Reciprocal Adaptive Lasso Quantile Regression
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Lafta, Zahraa Awaid (Author) |
| مؤلفين آخرين: | Flaih, Ahmad Naeem (Co-Author) |
| المجلد/العدد: | مج24, ع4 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2022
|
| الصفحات: | 249 - 264 |
| ISSN: |
1816-9171 |
| رقم MD: | 1345597 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Reciprocal Adaptive Lasso | Gibbs Sampler | Simulation | Full Conditional Posterior Distribution
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
Regression analyses have two major purposes, explanation and the prediction. The explanation concept of the regression model can be capture by introducing the more interpretable model via variable selection procedure, while the prediction ability of the regression model can be capture by balancing between the bias and the variance of the interest parameter estimates. This paper explores the Bayesian adaptive lasso method, a shrinkage method that provides estimation and variable selection procedure, also this method yields more interpretable model with more prediction accuracy. The reciprocal lasso has favorable properties comparing with lasso and for that we utilize two scale mixture formulation, the first one is the scale mixture of normals and the scale mixture of uniforms. New hierarchical prior model and full conditional posterior distribution with the Gibbs sampler algorithm have developed. Two simulation scenarios conducted to test the performance of the proposed Bayesian methods in quantile regression. The results explained that the proposed models are comparable with some methods. |
|---|---|
| ISSN: |
1816-9171 |
عناصر مشابهة
-
Bayesian Lasso in Quantile Regression with a New Prior
بواسطة: Al-Husseini, Fadel Hamid Hadi منشور: (2021) -
Simulation Study for the Reciprocal Lasso Right Censored Response Variable
بواسطة: Mohammed, Fatima Kadhim منشور: (2022) -
New Bayesian Variable Selection for Binary Quantile Regression
بواسطة: Alshaybawee, Taha Hussein منشور: (2023) -
Employing the Bayesian Elastic Net in Quantile Regression with an Application
بواسطة: Almusaedi, Muntadher Hashim Mnati منشور: (2021) -
Bayesian Estimation for Single Index Quantile Regression with Normal Scale Mixture
بواسطة: Alshaybawee, Taha Hussein منشور: (2019)
