The MELODIC family for simultaneous binary logistic regression in a reduced space

Fuente: arXiv
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Main Authors: de Rooij, Mark, Groenen, Patrick J. F.
Format: Preprint
Published: 2021
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author de Rooij, Mark
Groenen, Patrick J. F.
author_facet de Rooij, Mark
Groenen, Patrick J. F.
contents Logistic regression is a commonly used method for binary classification. Researchers often have more than a single binary response variable and simultaneous analysis is beneficial because it provides insight into the dependencies among response variables as well as between the predictor variables and the responses. Moreover, in such a simultaneous analysis the equations can lend each other strength, which might increase predictive accuracy. In this paper, we propose the MELODIC family for simultaneous binary logistic regression modeling. In this family, the regression models are defined in a Euclidean space of reduced dimension, based on a distance rule. The model may be interpreted in terms of logistic regression coefficients or in terms of a biplot. We discuss a fast iterative majorization (or MM) algorithm for parameter estimation. Two applications are shown in detail: one relating personality characteristics to drug consumption profiles and one relating personality characteristics to depressive and anxiety disorders. We present a thorough comparison of our MELODIC family with alternative approaches for multivariate binary data.
format Preprint
id arxiv_https___arxiv_org_abs_2102_08232
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle The MELODIC family for simultaneous binary logistic regression in a reduced space
de Rooij, Mark
Groenen, Patrick J. F.
Methodology
Computation
Machine Learning
Logistic regression is a commonly used method for binary classification. Researchers often have more than a single binary response variable and simultaneous analysis is beneficial because it provides insight into the dependencies among response variables as well as between the predictor variables and the responses. Moreover, in such a simultaneous analysis the equations can lend each other strength, which might increase predictive accuracy. In this paper, we propose the MELODIC family for simultaneous binary logistic regression modeling. In this family, the regression models are defined in a Euclidean space of reduced dimension, based on a distance rule. The model may be interpreted in terms of logistic regression coefficients or in terms of a biplot. We discuss a fast iterative majorization (or MM) algorithm for parameter estimation. Two applications are shown in detail: one relating personality characteristics to drug consumption profiles and one relating personality characteristics to depressive and anxiety disorders. We present a thorough comparison of our MELODIC family with alternative approaches for multivariate binary data.
title The MELODIC family for simultaneous binary logistic regression in a reduced space
topic Methodology
Computation
Machine Learning
url https://arxiv.org/abs/2102.08232