Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
From MaRDI portal
Publication:542965
DOI10.1214/10-AOAS354zbMATH Open1220.62165arXiv1101.1373OpenAlexW3100094457MaRDI QIDQ542965FDOQ542965
Authors: Xia Wang, Dipak K. Dey 
Publication date: 20 June 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: In the information system research, a question of particular interest is to interpret and to predict the probability of a firm to adopt a new technology such that market promotions are targeted to only those firms that were more likely to adopt the technology. Typically, there exists significant difference between the observed number of ``adopters and ``nonadopters, which is usually coded as binary response. A critical issue involved in modeling such binary response data is the appropriate choice of link functions in a regression model. In this paper we introduce a new flexible skewed link function for modeling binary response data based on the generalized extreme value (GEV) distribution. We show how the proposed GEV links provide more flexible and improved skewed link regression models than the existing skewed links, especially when dealing with imbalance between the observed number of 0's and 1's in a data. The flexibility of the proposed model is illustrated through simulated data sets and a billing data set of the electronic payments system adoption from a Fortune 100 company in 2005.
Full work available at URL: https://arxiv.org/abs/1101.1373
Recommendations
- Maximum likelihood estimation in the generalized extreme value regression model for binary data
- Flexible generalized t-link models for binary response data
- BINARY REGRESSION WITH A CLASS OF SKEWEDtLINK MODELS
- Propriety of posterior distributions arising in categorical and survival models under generalized extreme value distribution
- Bayesian skew-probit regression for binary response data
Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32) Marketing, advertising (90B60) Production models (90B30)
Cites Work
- An introduction to statistical modeling of extreme values
- Bayesian Measures of Model Complexity and Fit
- Bayesian Analysis of Binary and Polychotomous Response Data
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Marginal Likelihood from the Gibbs Output
- Maximum likelihood estimation in a class of nonregular cases
- Bayes Factors
- Marginal Likelihood From the Metropolis–Hastings Output
- The effect of link misspecification on binary regression inference
- On two families of transformations to additivity for binary response data
- Flexible generalized t-link models for binary response data
- Propriety of posterior distribution for dichotomous quantal response models
- A New Skewed Link Model for Dichotomous Quantal Response Data
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
- Observations on Quantit Analysis
Cited In (41)
- A simulation-based study of ZIP regression with various zero-inflated submodels
- Bayesian model diagnostics using functional Bregman divergence
- An introduction to gevistic regression mortality models
- Robust quantile estimation under bivariate extreme value models
- Flexible cloglog links for binomial regression models as an alternative for imbalanced medical data
- On outliers detection and prior distribution sensitivity in standard skew-probit regression models
- Performance of asymmetric links and correction methods for imbalanced data in binary regression
- A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
- The k‐ZIG: Flexible Modeling for Zero‐Inflated Counts
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach
- Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data
- Improving forecast of binary rare events data: a GAM-based approach
- Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study
- Maximum likelihood estimation in the generalized extreme value regression model for binary data
- Bayesian analysis of immigration in Europe with generalized logistic regression
- Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data
- Multilevel Bayesian Models for Survival Times and Longitudinal Patient-Reported Outcomes With Many Zeros
- Zero-inflated generalized extreme value regression model for binary response data and application in health study
- On modelling asymmetric data using two-piece sinh-arcsinh distributions
- Fat-Tailed Regression Modeling with Spliced Distributions
- Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data
- Longitudinal binary response models using alternative links for medical data
- Bayesian skew-probit regression for binary response data
- Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
- A semiparametric Gumbel regression model for analyzing longitudinal data with non-normal tails
- Multilevel joint model of longitudinal continuous and binary outcomes for hierarchically structured data
- A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors
- Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States
- A new class of flexible link functions with application to species co-occurrence in Cape Floristic region
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- Marginalized random-effects models for clustered binomial data through innovative link functions
- A shared spatial model for multivariate extreme-valued binary data with non-random missingness
- New links for binary regression: an application to coca cultivation in Peru
- Assessing intervention efficacy on high-risk drinkers using generalized linear mixed models with a new class of link functions
- Flexible link functions in nonparametric binary regression with Gaussian process priors
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
- Bootstrapping binary GEV regressions for imbalanced datasets
- Flexible link functions in a joint model of binary and longitudinal data
- Posterior propriety for Bayesian binomial regression models with a parametric family of link functions
- Improved estimation for a new class of parametric link functions in binary regression
- Gumbel regression models for a monotone increasing continuous biomarker subject to measurement error
Uses Software
This page was built for publication: Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q542965)
