Search results for " linear models"
showing 10 items of 40 documents
KFAS : Exponential Family State Space Models in R
2017
State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential family, namely Gaussian, Poisson, binomial, negative binomial and gamma distributions. After introducing the basic theory behind Gaussian and non-Gaussian state space models, an illustrative example of Poisson time series forecasting is provided. Finally, a comparison to alternative R packages suitable for non-Gaussian time series modelling is presented.
Implicit differentiation for fast hyperparameter selection in non-smooth convex learning
2022
International audience; Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but non-smooth. We show that the forward-mode differentiation of proximal gradient descent and proximal coordinate descent yield sequences of Jacobians converging toward the exact Jacobian. Using implicit differentiation, we show it is possible to leverage the non-smoothness of the inner problem to speed up the computation. Finally, we provide a bound on the error made on the hypergradient when the inner optimization problem is solved approxim…
Model averaging estimation of generalized linear models with imputed covariates
2015
a b s t r a c t We address the problem of estimating generalized linear models when some covariate values are missing but imputations are available to fill-in the missing values. This situation generates a bias-precision trade- off in the estimation of the model parameters. Extending the generalized missing-indicator method proposed by Dardanoni et al. (2011) for linear regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood estimators (BAML). We also propose a block model averaging strategy that incorporates information on the missing-data patterns and is computationally simple. An empirical application illustrates our…
Weighted-average least squares estimation of generalized linear models
2018
The weighted-average least squares (WALS) approach, introduced by Magnus et al. (2010) in the context of Gaussian linear models, has been shown to enjoy important advantages over other strictly Bayesian and strictly frequentist model averaging estimators when accounting for problems of uncertainty in the choice of the regressors. In this paper we extend the WALS approach to deal with uncertainty about the specification of the linear predictor in the wider class of generalized linear models (GLMs). We study the large-sample properties of the WALS estimator for GLMs under a local misspecification framework that allows the development of asymptotic model averaging theory. We also investigate t…
Using the dglars Package to Estimate a Sparse Generalized Linear Model
2015
dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471-498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method. The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve. dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471-498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, call…
Understanding german fdi in latin america and asia: a comparison of glm estimators
2020
The growth of Foreign Direct Investment (FDI) in developing countries over the last decade has attracted an intense academic and policy-oriented interest for its determinants. Despite the gravity model being considered a useful tool to approximate bilateral FDI flows, the literature has seen a growing debate in relation to its econometric specification, so that which is the best estimator for the gravity equation is far from conclusive. This paper examines the determinants of German outward FDI in Latin America and Asia for the period 1996-2012 by evaluating the performance of alternative Generalized Linear Model (GLM) estimators. Our findings indicate that Negative Binomial Pseudo Maximum …
Perceived Burden among Spouse, Adult Child and Parent Caregivers
2018
Aims To identify what factors are associated with the caregiver burden of spouse caregivers, adult child caregivers, and parent caregivers. Background Caregivers often feel stressed and perceive caregiving as a burden. The caregiver burden has been little studied from the perspective of the personal relationship between caregiver and care recipient. Design Cross-sectional study. Methods A random sample of 4,000 caregivers in Finland was drawn in 2014 and those who remained either spouse, adult child, or parent caregivers at data collection were included in the analysis (N = 1,062). Data collection included recipients' characteristics. Caregivers' perceived burden was measured using the Care…
Internal Test Sets Studies in a Group of Antimalarials
2006
Topological indices have been applied to build QSAR models for a set of 20 an- timalarial cyclic peroxy cetals. In order to evalua te the reliability of the proposed linear models leave-n-out and Internal Test Sets (ITS) approaches have b een considered. The pro- posed procedure resulted in a robust and consensued prediction equation and here it is shown why it is superior to the employed standard c ross-validation algorithms involving multilinear regression models.
Severe reduction of blood lysosomal acid lipase activity in cryptogenic cirrhosis: A nationwide multicentre cohort study
2017
Background and aims Blood lysosomal acid lipase (LAL) is reduced in non-alcoholic steatohepatitis, which is the major cause of cryptogenic cirrhosis (CC); few data on LAL activity in CC do exist. We investigated LAL activity in a cohort of patients with liver cirrhosis. Methods This is a multicentre cohort study including 274 patients with liver cirrhosis of different aetiology from 19 centres of Internal Medicine, Gastroenterology and Hepatology distributed throughout Italy. Blood LAL activity (nmol/spot/h) was measured with dried blood spot extracts using Lalistat 2. Results Overall, 133 patients had CC, and 141 patients had cirrhosis by other causes (61 viral, 53 alcoholic, 20 alcoholic …
Novel and known genetic variants for male breast cancer risk at 8q24.21, 9p21.3, 11q13.3 and 14q24.1: Results from a multicenter study in Italy
2015
Increasing evidence indicates that common genetic variants may contribute to the heritable risk of breast cancer (BC). In this study, we investigated whether single nucleotide polymorphisms (SNPs), within the 8q24.21 multi-cancer susceptibility region and within BC-associated loci widespread in the genome, may influence the risk of BC in men, and whether they may be associated with specific clinical-pathologic characteristics of male BC (MBC). In the frame of the ongoing Italian Multicenter Study on MBC, we performed a case-control study on 386 MBC cases, including 50 BRCA1/2 mutation carriers, and 1105 healthy male controls, including 197 unaffected BRCA1/2 mutation carriers. All 1491 subj…