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Tree-structured scale effects in binary and ordinal regression
[journal article]
Abstract In binary and ordinal regression one can distinguish between a location component and a scaling component. While the former determines the location within the range of the response categories, the scaling indicates variance heterogeneity. In particular since it has been demonstrated that misleading ... view more
In binary and ordinal regression one can distinguish between a location component and a scaling component. While the former determines the location within the range of the response categories, the scaling indicates variance heterogeneity. In particular since it has been demonstrated that misleading effects can occur if one ignores the presence of a scaling component, it is important to account for potential scaling effects in the regression model, which is not possible in available recursive partitioning methods. The proposed recursive partitioning method yields two trees: one for the location and one for the scaling. They show in a simple interpretable way how variables interact to determine the binary or ordinal response. The developed algorithm controls for the global significance level and automatically selects the variables that have an impact on the response. The modeling approach is illustrated by several real-world applications.... view less
Keywords
scale construction; model; regression; ALLBUS
Classification
Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
Free Keywords
recursive partitioning; tree-structured modeling; location-scale model; heterogeneity of variances; ordinal responses; Allgemeine Bevölkerungsumfrage der Sozialwissenschaften ALLBUS 2012 (ZA4614); German General Social Survey - ALLBUS 2012 (ZA4616)
Document language
English
Publication Year
2021
Page/Pages
p. 1-12
Journal
Statistics and Computing, 31 (2021) 2
DOI
https://doi.org/10.1007/s11222-020-09992-0
ISSN
1573-1375
Status
Published Version; peer reviewed