Abstract
This chapter presents a series of analyses of data on death rates per 100,000 for 60 metropolitan statistical areas, addressing how these death rates depend on the primary predictors: the nitric oxide pollution index, the sulfur dioxide pollution index, and the average annual precipitation in inches. These analyses demonstrate adaptive regression modeling of univariate continuous outcomes using fractional polynomials, including how to set the number k of folds for computing k-fold likelihood cross-validation (LCV) scores, how to compare alternative models using LCV ratio tests analogous to likelihood ratio tests, and how to adaptively model variances as well as means. The analyses demonstrate the benefits of considering nonlinearity over linearity in primary predictors and of fractional polynomial modeling over standard polynomial modeling.
The chapter also provides a formulation for multiple regression models of univariate continuous outcomes and for k-fold LCV scores. Other alternatives for conducting cross-validation are defined as well. Penalized likelihood criteria (PLCs), including the Akaike information criterion (AIC), Bayesian information criterion (BIC) and Takeuchi information criterion (TIC), are defined and their use in model selection compared to the use of LCV.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Ahlberg, J. H., Nilson, E. N., & Walsh, J. L. (1967). The theory of splines and their applications. New York: Academic.
Allen, D. M. (1974). The relationship between variable selection and data augmentation and a method of prediction. Technometrics, 16, 125–127.
Burman, P. (1989). A comparative study of ordinary cross-validation, ν-fold cross-validation and the repeated learning-testing methods. Biometrika, 76, 503–514.
Claeskens, G., & Hjort, N. L. (2009). Model selection and model averaging. Cambridge: Cambridge University Press.
Geisser, S., & Eddy, W. F. (1979). A predictive approach to model selection. Journal of the American Statistical Association, 74, 153–160.
Gunst, R. F., & Mason, R. L. (1980). Regression analysis and its applications: A data-oriented approach. New York: Dekker.
Hastie, T., Tibshirani, R., & Friedman, J. (2009). The elements of statistical learning (2nd ed.). New York: Springer.
Knafl, G. J., Dixon, J. K., O’Malley, J. P., Grey, M., Deatrick, J. A., Gallo, A., et al. (2012). Scale development based on likelihood cross-validation. Statistical Methods in Medical Research, 21, 599–619.
Knafl, G. J., & Grey, M. (2007). Factor analysis model evaluation through likelihood cross-validation. Statistical Methods in Medical Research, 16, 77–102.
McDonald, G. C., & Ayers, J. A. (1978). Some applications of the “Chernoff Faces”: A technique for graphically representing multivariate data. In P. C. C. Wang (Ed.), Graphical representation of multivariate data (pp. 183–197). New York: Academic.
McDonald, G. C., & Schwing, R. C. (1973). Instabilities of regression estimates relating air pollution to mortality. Technometrics, 15, 463–482.
Royston, P., & Altman, D. G. (1994). Regression using fractional polynomials of continuous covariates: Parsimonious parametric modeling. Applied Statistics, 43, 429–467.
Sclove, S. L. (1987). Application of model-selection criteria to some problems in multivariate analysis. Psychometrika, 52, 333–343.
Stone, M. (1977). An asymptotic equivalence of choice of model by cross-validation and Akaike’s criterion. Journal of the Royal Statistical Society, Series B, 39, 44–47.
Takeuchi, K. (1976). Distribution of informational statistics and a criterion of model fitting. Suri-Kagaku (Mathematical Sciences), 153, 12–18. In Japanese.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Knafl, G.J., Ding, K. (2016). Adaptive Regression Modeling of Univariate Continuous Outcomes. In: Adaptive Regression for Modeling Nonlinear Relationships. Statistics for Biology and Health. Springer, Cham. https://doi.org/10.1007/978-3-319-33946-7_2
Download citation
DOI: https://doi.org/10.1007/978-3-319-33946-7_2
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-33944-3
Online ISBN: 978-3-319-33946-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)