Catalogue Search | MBRL
Are you sure you want to remove the book from the shelf?
{{itemTitle}}
212
result(s) for
"Kneib, Thomas"
Sort by:
Treatment effects beyond the mean using distributional regression: Methods and guidance
This paper introduces distributional regression also known as generalized additive models for location, scale and shape (GAMLSS) as a modeling framework for analyzing treatment effects beyond the mean. In contrast to mean regression models, GAMLSS relate each distributional parameter to covariates. Therefore, they can be used to model the treatment effect not only on the mean but on the whole conditional distribution. Since they encompass a wide range of different distributions, GAMLSS provide a flexible framework for modeling non-normal outcomes in which additionally nonlinear and spatial effects can easily be incorporated. We elaborate on the combination of GAMLSS with program evaluation methods including randomized controlled trials, panel data techniques, difference in differences, instrumental variables, and regression discontinuity design. We provide practical guidance on the usage of GAMLSS by reanalyzing data from the Mexican Progresa program. Contrary to expectations, no significant effects of a cash transfer on the conditional consumption inequality level between treatment and control group are found.
Journal Article
Expectile and quantile regression—David and Goliath?
Recent interest in modern regression modelling has focused on extending available (mean) regression models by describing more general properties of the response distribution. An alternative approach is quantile regression where regression effects on the conditional quantile function of the response are assumed. While quantile regression can be seen as a generalization of median regression, expectiles as alternative are a generalized form of mean regression.
Generally, quantiles provide a natural interpretation even beyond the 0.5 quantile, the median. A comparable simple interpretation is not available for expectiles beyond the 0.5 expectile, the mean. Nonetheless, expectiles have some interesting properties, some of which are discussed in this article. We contrast the two approaches and show how to get quantiles from a fine grid of expectiles. We compare such quantiles from expectiles with direct quantile estimates regarding efficiency. We also look at regression problems where both quantile and expectile curves have the undesirable property that neighbouring curves may cross each other. We propose a modified method to estimate non-crossing expectile curves based on splines. In an application, we look at the expected shortfall, a risk measure used in finance, which requires both expectiles and quantiles for estimation and which can be calculated easily with the proposed methods in the article.
Journal Article
Generalized additive models for location, scale and shape for high dimensional data-a flexible approach based on boosting
Generalized additive models for location, scale and shape (GAMLSSs) are a popular semiparametric modelling approach that, in contrast with conventional generalized additive models, regress not only the expected mean but also every distribution parameter (e.g. location, scale and shape) to a set of covariates. Current fitting procedures for GAMLSSs are infeasible for high dimensional data set-ups and require variable selection based on (potentially problematic) information criteria. The present work describes a boosting algorithm for high dimensional GAMLSSs that was developed to overcome these limitations. Specifically, the new algorithm was designed to allow the simultaneous estimation of predictor effects and variable selection. The algorithm proposed was applied to Munich rental guide data, which are used by landlords and tenants as a reference for the average rent of a flat depending on its characteristics and spatial features. The net rent predictions that resulted from the high dimensional GAMLSSs were found to be highly competitive and covariate-specific prediction intervals showed a major improvement over classical generalized additive models.
Journal Article
Predicting Tree Species From 3D Laser Scanning Point Clouds Using Deep Learning
Automated species classification from 3D point clouds is still a challenge. It is, however, an important task for laser scanning-based forest inventory, ecosystem models, and to support forest management. Here, we tested the performance of an image classification approach based on convolutional neural networks (CNNs) with the aim to classify 3D point clouds of seven tree species based on 2D representation in a computationally efficient way. We were particularly interested in how the approach would perform with artificially increased training data size based on image augmentation techniques. Our approach yielded a high classification accuracy (86%) and the confusion matrix revealed that despite rather small sample sizes of the training data for some tree species, classification accuracy was high. We could partly relate this to the successful application of the image augmentation technique, improving our result by 6% in total and 13, 14, and 24% for ash, oak and pine, respectively. The introduced approach is hence not only applicable to small-sized datasets, it is also computationally effective since it relies on 2D instead of 3D data to be processed in the CNN. Our approach was faster and more accurate when compared to the point cloud-based “PointNet” approach.
Journal Article
Pseudo-document simulation for comparing LDA, GSDMM and GPM topic models on short and sparse text using Twitter data
Topic models are a useful and popular method to find latent topics of documents. However, the short and sparse texts in social media micro-blogs such as Twitter are challenging for the most commonly used Latent Dirichlet Allocation (LDA) topic model. We compare the performance of the standard LDA topic model with the Gibbs Sampler Dirichlet Multinomial Model (GSDMM) and the Gamma Poisson Mixture Model (GPM), which are specifically designed for sparse data. To compare the performance of the three models, we propose the simulation of pseudo-documents as a novel evaluation method. In a case study with short and sparse text, the models are evaluated on tweets filtered by keywords relating to the Covid-19 pandemic. We find that standard coherence scores that are often used for the evaluation of topic models perform poorly as an evaluation metric. The results of our simulation-based approach suggest that the GSDMM and GPM topic models may generate better topics than the standard LDA model.
Journal Article
Nonparametric inference in hidden Markov models using P-splines
Hidden Markov models (HMMs) are flexible time series models in which the distribution of the observations depends on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of parametrically specified distributions. The choice of this class can be difficult, and an unfortunate choice can have serious consequences for example on state estimates, and more generally on the resulting model complexity and interpretation. We demonstrate these practical issues in a real data application concerned with vertical speeds of a diving beaked whale, where we demonstrate that parametric approaches can easily lead to overly complex state processes, impeding meaningful biological inference. In contrast, for the dive data, HMMs with nonparametrically estimated state-dependent distributions are much more parsimonious in terms of the number of states and easier to interpret, while fitting the data equally well. Our nonparametric estimation approach is based on the idea of representing the densities of the state-dependent distributions as linear combinations of a large number of standardized B-spline basis functions, imposing a penalty term on non-smoothness in order to maintain a good balance between goodness-of-fit and smoothness.
Journal Article
Variable Selection and Model Choice in Geoadditive Regression Models
Model choice and variable selection are issues of major concern in practical regression analyses, arising in many biometric applications such as habitat suitability analyses, where the aim is to identify the influence of potentially many environmental conditions on certain species. We describe regression models for breeding bird communities that facilitate both model choice and variable selection, by a boosting algorithm that works within a class of geoadditive regression models comprising spatial effects, nonparametric effects of continuous covariates, interaction surfaces, and varying coefficients. The major modeling components are penalized splines and their bivariate tensor product extensions. All smooth model terms are represented as the sum of a parametric component and a smooth component with one degree of freedom to obtain a fair comparison between the model terms. A generic representation of the geoadditive model allows us to devise a general boosting algorithm that automatically performs model choice and variable selection.
Journal Article
Is age at menopause decreasing? – The consequences of not completing the generational cohort
Background
Due to contradictory results in current research, whether age at menopause is increasing or decreasing in Western countries remains an open question, yet worth studying as later ages at menopause are likely to be related to an increased risk of breast cancer. Using data from breast cancer screening programs to study the temporal trend of age at menopause is difficult since especially younger women in the same generational cohort have often not yet reached menopause. Deleting these younger women in a breast cancer risk analyses may bias the results. The aim of this study is therefore to recover missing menopause ages as a covariate by comparing methods for handling missing data. Additionally, the study makes a contribution to understanding the evolution of age at menopause for several generations born in Portugal between 1920 and 1970.
Methods
Data from a breast cancer screening program in Portugal including 278,282 women aged 45–69 and collected between 1990 and 2010 are used to compare two approaches of imputing age at menopause: (i) a multiple imputation methodology based on a truncated distribution but ignoring the mechanism of missingness; (ii) a copula-based multiple imputation method that simultaneously handles the age at menopause and the missing mechanism. The linear predictors considered in both cases have a semiparametric additive structure accommodating linear and non-linear effects defined via splines or Markov random fields smoothers in the case of spatial variables.
Results
Both imputation methods unveiled an increasing trend of age at menopause when viewed as a function of the birth year for the youngest generation. This trend is hidden if we model only women with an observed age at menopause.
Conclusion
When studying age at menopause, missing ages must be recovered with an adequate procedure for incomplete data. Imputing these missing ages avoids excluding the younger generation cohort of the screening program in breast cancer risk analyses and hence reduces the bias stemming from this exclusion. In addition, imputing the not yet observed ages of menopause for mostly younger women is also crucial when studying the time trend of age at menopause otherwise the analysis will be biased.
Journal Article
Structural Equation Models for Dealing With Spatial Confounding
In regression analyses of spatially structured data, it is common practice to introduce spatially correlated random effects into the regression model to reduce or even avoid unobserved variable bias in the estimation of other covariate effects. If besides the response the covariates are also spatially correlated, the spatial effects may confound the effect of the covariates or vice versa. In this case, the model fails to identify the true covariate effect due to multicollinearity. For highly collinear continuous covariates, path analysis and structural equation modeling techniques prove to be helpful to disentangle direct covariate effects from indirect covariate effects arising from correlation with other variables. This work discusses the applicability of these techniques in regression setups, where spatial and covariate effects coincide at least partly and classical geoadditive models fail to separate these effects. Supplementary materials for this article are available online.
Journal Article