Supervised dimension reduction for ordinal predictors
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Publication:1662936
DOI10.1016/J.CSDA.2018.03.018zbMATH Open1469.62063arXiv1511.05491OpenAlexW2963483397WikidataQ129986678 ScholiaQ129986678MaRDI QIDQ1662936FDOQ1662936
Authors: Liliana Forzani, Rodrigo García Arancibia, Pamela Llop, Diego Tomassi 
Publication date: 20 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Abstract: In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the regression function. In this paper, a supervised dimension reduction method tailored to ordered categorical predictors is introduced. It uses a model-based dimension reduction approach, inspired by extending sufficient dimension reductions to the context of latent Gaussian variables. The reduction is chosen without modeling the response as a function of the predictors and does not impose any distributional assumption on the response or on the response given the predictors. A likelihood-based estimator of the reduction is derived and an iterative expectation-maximization type algorithm is proposed to alleviate the computational load and thus make the method more practical. A regularized estimator, which simultaneously achieves variable selection and dimension reduction, is also presented. Performance of the proposed method is evaluated through simulations and a real data example for socioeconomic index construction, comparing favorably to widespread use techniques.
Full work available at URL: https://arxiv.org/abs/1511.05491
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Cited In (6)
- Dimension reduction in binary response regression: a joint modeling approach
- On forward sufficient dimension reduction for categorical and ordinal responses
- Supervised dimension reduction of intrinsically low-dimensional data
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- Semisupervised Ordinal Regression Based on Empirical Risk Minimization
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