Modelos de regressão para resposta binária na presença de dados desbalanceados

• Autor(a) principal: Huayanay, Alex de La Cruz
• Data de Publicação: 2019
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Repositório Institucional da UFSCAR
• Texto Completo: https://repositorio.ufscar.br/handle/ufscar/11103
• topic: Ligação assimétrica; Regressão binária; Dados desbalanceados; Resíduos quantílicos; Medidas de similaridade; Asymmetric link; Binary regression; Imbalanced data; Quantile residuals; Similarity measures; CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA

In binary regression, imbalanced data result from the presence of values equal to zero (or one) in a proportion that is significantly greater than the corresponding real values of one (or zero). In this work, we evaluate two methods developed to deal with imbalanced data and compare them to the use of asymmetric links. The results based on simulation study show, that correction methods do not adequately correct bias in the estimation of regression coefficients and that the models with power links and reverse power considered produce better results for certain types of imbalanced data. Additionally, we present an application for imbalanced data, identifying the best model among the various ones proposed. The parameters are estimated using a Bayesian approach, considering the Hamiltonian Monte-Carlo method, utilizing the No-U-Turn Sampler algorithm and the comparisons of models were developed using different criteria for model comparison, predictive evaluation and quantile residuals.