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A unified framework of constrained regression


Hofner, Benjamin; Kneib, Thomas; Hothorn, Torsten (2016). A unified framework of constrained regression. Statistics and Computing, 26(1-2):1-14.

Abstract

Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a priori knowledge of certain effects, which might be monotonic or periodic (cyclic) or should fulfill boundary conditions. We propose a unified framework to incorporate these constraints for both univariate and bivariate effect estimates and for varying coefficients. As the framework is based on component-wise boosting methods, variables can be selected intrinsically, and effects can be estimated for a wide range of different distributional assumptions. Bootstrap confidence intervals for the effect estimates are derived to assess the models. We present three case studies from environmental sciences to illustrate the proposed seamless modeling framework. All discussed constrained effect estimates are implemented in the comprehensive R package mboost for model-based boosting.

Abstract

Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a priori knowledge of certain effects, which might be monotonic or periodic (cyclic) or should fulfill boundary conditions. We propose a unified framework to incorporate these constraints for both univariate and bivariate effect estimates and for varying coefficients. As the framework is based on component-wise boosting methods, variables can be selected intrinsically, and effects can be estimated for a wide range of different distributional assumptions. Bootstrap confidence intervals for the effect estimates are derived to assess the models. We present three case studies from environmental sciences to illustrate the proposed seamless modeling framework. All discussed constrained effect estimates are implemented in the comprehensive R package mboost for model-based boosting.

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4 citations in Web of Science®
5 citations in Scopus®
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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI)
Dewey Decimal Classification:610 Medicine & health
Language:English
Date:2016
Deposited On:13 Jan 2015 16:35
Last Modified:08 Dec 2017 09:42
Publisher:Springer
ISSN:0960-3174
Additional Information:The final publication is available at Springer via http://dx.doi.org/10.1007/s11222-014-9520-y
Publisher DOI:https://doi.org/10.1007/s11222-014-9520-y

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