Bayesian relative composite quantile regression approach of ordinal latent regression model with L1/2 regularization

Tian, Yu-Zhu; Wu, Chun-Ho; Tai, Ling-Nan; Mian, Zhibao; Tian, Mao-Zai

Abstract

Ordinal data frequently occur in various fields such as knowledge level assessment, credit rating, clinical disease diagnosis, and psychological evaluation. The classic models including cumulative logistic regression or probit regression are often used to model such ordinal data. But these modeling approaches conditionally depict the mean characteristic of response variable on a cluster of predictive variables, which often results in non-robust estimation results. As a considerable alternative, composite quantile regression (CQR) approach is usually employed to gain more robust and relatively efficient results. In this paper, we propose a Bayesian CQR modeling approach for ordinal latent regression model. In order to overcome the recognizability problem of the considered model and obtain more robust estimation results, we advocate to using the Bayesian relative CQR approach to estimate regression parameters. Additionally, in regression modeling, it is a highly desirable task to obtain a parsimonious model that retains only important covariates. We incorporate the Bayesian L1/2 penalty into the ordinal latent CQR regression model to simultaneously conduct parameter estimation and variable selection. Finally, the proposed Bayesian relative CQR approach is illustrated by Monte Carlo simulations and a real data application. Simulation results and real data examples show that the suggested Bayesian relative CQR approach has good performance for the ordinal regression models.

Citation

Tian, Y.-Z., Wu, C.-H., Tai, L.-N., Mian, Z., & Tian, M.-Z. (2024). Bayesian relative composite quantile regression approach of ordinal latent regression model with L1/2 regularization. Statistical Analysis and Data Mining, 17(2), Article e11683. https://doi.org/10.1002/sam.11683

• Journal Article Type: Article
• Acceptance Date: Mar 23, 2024
• Online Publication Date: Apr 15, 2024
• Publication Date: Apr 15, 2024
• Deposit Date: Apr 15, 2024
• Publicly Available Date: Apr 16, 2025
• Journal: Statistical Analysis and Data Mining
• Print ISSN: 1932-1864
• Electronic ISSN: 1932-1872
• Publisher: John Wiley and Sons
• Peer Reviewed: Peer Reviewed
• Volume: 17
• Issue: 2
• Article Number: e11683
• DOI: https://doi.org/10.1002/sam.11683
• Keywords: 𝐿 1 / 2 penalty; CQR modeling; Latent regression model; Monte Carlo; Ordinal response
• Public URL: https://hull-repository.worktribe.com/output/4625284