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Model Selection Criteria on Beta Regression for Machine Learning

Departamento de Estatística, CAST – Computational Agriculture Statistics Laboratory, Universidade Federal de Pernambuco, Recife 50740-540, Brazil
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Mach. Learn. Knowl. Extr. 2019, 1(1), 427-449; https://doi.org/10.3390/make1010026
Received: 19 January 2019 / Revised: 4 February 2019 / Accepted: 6 February 2019 / Published: 8 February 2019
Beta regression models are a class of supervised learning tools for regression problems with univariate and limited response. Current fitting procedures for beta regression require variable selection based on (potentially problematic) information criteria. We propose model selection criteria that take into account the leverage, residuals, and influence of the observations, both to systematic linear and nonlinear components. To that end, we propose a Predictive Residual Sum of Squares (PRESS)-like machine learning tool and a prediction coefficient, namely P 2 statistic, as a computational procedure. Monte Carlo simulation results on the finite sample behavior of prediction-based model selection criteria P 2 are provided. We also evaluated two versions of the R 2 criterion. Finally, applications to real data are presented. The new criterion proved to be crucial to choose models taking into account the robustness of the maximum likelihood estimation procedure in the presence of influential cases. View Full-Text
Keywords: beta regression; influence; residuals; PRESS; P2 criterion; R2-like criteria beta regression; influence; residuals; PRESS; P2 criterion; R2-like criteria
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Espinheira, P.L.; da Silva, L.C.M.; Silva, A.O.; Ospina, R. Model Selection Criteria on Beta Regression for Machine Learning. Mach. Learn. Knowl. Extr. 2019, 1, 427-449.

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