Validation of stepwise-based procedure in GAMLSS

• Autor(a) principal: Ramires, Thiago G.
• Data de Publicação: 2021
• Outros Autores: Nakamura, Luiz R., Righetto, Ana J., Pescim, Rodrigo R., Mazucheli, Josmar, Rigby, Robert A.
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Institucional da UFLA
• Texto Completo: http://repositorio.ufla.br/jspui/handle/1/50655
• topic: Regression models; Stepwise-based approach; Model selection; Smoothing; Modelos de regressão; Abordagem passo a passo; Seleção de modelo; Suavização

One of the key features in regression models consists in selecting appropriate characteristics that explain the behavior of the response variable, in which stepwise-based procedures occupy a prominent position. In this paper we performed several simulation studies to investigate whether a specific stepwise-based approach, namely Strategy A, properly selects authentic variables into the generalized additive models for location, scale and shape framework, considering Gaussian, zero inflated Poisson and Weibull distributions. Continuous (with linear and nonlinear relationships) and categorical explanatory variables are considered and they are selected through some goodness-of-fit statistics. Overall, we conclude that the Strategy A greatly performed.