Title
Performance of asymmetric links and correction methods for imbalanced data in binary regression
Date Issued
13 June 2019
Access level
metadata only access
Resource Type
journal article
Author(s)
de la Cruz Huayanay A.
Cancho V.G.
Dey D.K.
University of São Paulo
Publisher(s)
Taylor and Francis Ltd.
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.
Start page
1694
End page
1714
Volume
89
Issue
9
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-85063478263
Source
Journal of Statistical Computation and Simulation
ISSN of the container
00949655
Sponsor(s)
The first author thanks the support from CAPES-Brazil. The second author was partially supported by Fundação de Amparo à Pesquisa do Estado de São Paulo FAPESP-Brazil 2017/15452-5. The third author was supported by FAPESP and CAPES-Brazil.
Sources of information: Directorio de Producción Científica Scopus