A Variable Selection Method for Small Area Estimation Modeling of the Proficiency of Adult Competency
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Academic Editor: Wei Zhu
Stats 2022, 5(3), 689-713; https://doi.org/10.3390/stats5030041
Received: 30 June 2022
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Revised: 21 July 2022
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Accepted: 21 July 2022
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Published: 27 July 2022
(This article belongs to the Special Issue Small Area Estimation: Theories, Methods and Applications)
In statistical modeling, it is crucial to have consistent variables that are the most relevant to the outcome variable(s) of interest in the model. With the increasing richness of data from multiple sources, the size of the pool of potential variables is escalating. Some variables, however, could provide redundant information, add noise to the estimation, or waste the degrees of freedom in the model. Therefore, variable selection is needed as a parsimonious process that aims to identify a minimal set of covariates for maximum predictive power. This study illustrated the variable selection methods considered and used in the small area estimation (SAE) modeling of measures related to the proficiency of adult competency that were constructed using survey data collected in the first cycle of the PIAAC. The developed variable selection process consisted of two phases: phase 1 identified a small set of variables that were consistently highly correlated with the outcomes through methods such as correlation matrix and multivariate LASSO analysis; phase 2 utilized a k-fold cross-validation process to select a final set of variables to be used in the final SAE models.
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Keywords:
adult competency; cross-validation; multiple data sources; multivariate LASSO; small area estimation
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MDPI and ACS Style
Ren, W.; Li, J.; Erciulescu, A.; Krenzke, T.; Mohadjer, L. A Variable Selection Method for Small Area Estimation Modeling of the Proficiency of Adult Competency. Stats 2022, 5, 689-713. https://doi.org/10.3390/stats5030041
AMA Style
Ren W, Li J, Erciulescu A, Krenzke T, Mohadjer L. A Variable Selection Method for Small Area Estimation Modeling of the Proficiency of Adult Competency. Stats. 2022; 5(3):689-713. https://doi.org/10.3390/stats5030041
Chicago/Turabian StyleRen, Weijia, Jianzhu Li, Andreea Erciulescu, Tom Krenzke, and Leyla Mohadjer. 2022. "A Variable Selection Method for Small Area Estimation Modeling of the Proficiency of Adult Competency" Stats 5, no. 3: 689-713. https://doi.org/10.3390/stats5030041
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