Simultaneous Variable Selection, Clustering, and Smoothing in Function on Scalar Regression

Autor: Mehrotra, Suchit, Maity, Arnab
Rok vydání: 2019
Předmět:
Druh dokumentu: Working Paper
Popis: We address the problem of multicollinearity in a function-on-scalar regression model by using a prior which simultaneously selects, clusters, and smooths functional effects. Our methodology groups effects of highly correlated predictors, performing dimension reduction without dropping relevant predictors from the model. We validate our approach via a simulation study, showing superior performance relative to existing dimension reduction approaches in the function-on-scalar literature. We also demonstrate the use of our model on a data set of age specific fertility rates from the United Nations Gender Information database.
Databáze: arXiv