Regularization and Model Selection for Ordinal-on-Ordinal Regression with Applications to Food Products' Testing and Survey Data

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Hoshiyar, Aisouda, Gertheiss, Laura H., Gertheiss, Jan
Format: Preprint
Published: 2023
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866910540482215936
author Hoshiyar, Aisouda
Gertheiss, Laura H.
Gertheiss, Jan
author_facet Hoshiyar, Aisouda
Gertheiss, Laura H.
Gertheiss, Jan
contents Ordinal data are quite common in applied statistics. Although some model selection and regularization techniques for categorical predictors and ordinal response models have been developed over the past few years, less work has been done concerning ordinal-on-ordinal regression. Motivated by a consumer test and a survey on the willingness to pay for luxury food products consisting of Likert-type items, we propose a strategy for smoothing and selecting ordinally scaled predictors in the cumulative logit model. First, the group lasso is modified by the use of difference penalties on neighboring dummy coefficients, thus taking into account the predictors' ordinal structure. Second, a fused lasso-type penalty is presented for the fusion of predictor categories and factor selection. The performance of both approaches is evaluated in simulation studies and on real-world data.
format Preprint
id arxiv_https___arxiv_org_abs_2309_16373
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Regularization and Model Selection for Ordinal-on-Ordinal Regression with Applications to Food Products' Testing and Survey Data
Hoshiyar, Aisouda
Gertheiss, Laura H.
Gertheiss, Jan
Methodology
Applications
Ordinal data are quite common in applied statistics. Although some model selection and regularization techniques for categorical predictors and ordinal response models have been developed over the past few years, less work has been done concerning ordinal-on-ordinal regression. Motivated by a consumer test and a survey on the willingness to pay for luxury food products consisting of Likert-type items, we propose a strategy for smoothing and selecting ordinally scaled predictors in the cumulative logit model. First, the group lasso is modified by the use of difference penalties on neighboring dummy coefficients, thus taking into account the predictors' ordinal structure. Second, a fused lasso-type penalty is presented for the fusion of predictor categories and factor selection. The performance of both approaches is evaluated in simulation studies and on real-world data.
title Regularization and Model Selection for Ordinal-on-Ordinal Regression with Applications to Food Products' Testing and Survey Data
topic Methodology
Applications
url https://arxiv.org/abs/2309.16373