,Adaptive regression analysis(Ⅳ)——the comparison between the adaptive regression analysis and non - adaptive regression analysis[J].SICHUAN MENTAL HEALTH,2019,32(2):110-115 |
Adaptive regression analysis(Ⅳ)——the comparison between the adaptive regression analysis and non - adaptive regression analysis |
DOI:10.11886/j.issn.1007-3256.2019.02.004 |
English keywords:Adaptive regression analysis Multiple linear regression analysis Variable transformation Independent variable selection |
Fund projects:国家高技术研究发展计划课题资助(2015AA020102) |
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English abstract: |
This article compared the effect of adaptive regression analysis with the effect of non - adaptive regression analysis through a known real data set. The conclusions were as below: while the independent variables had a definite relationship with the dependent variable, the ADAPTIVEREG procedure had a great discriminating ability; the REG procedure had a good screening ability,but it must satisfy two conditions, the first one was that the forward selection or the stepwise selection to screen the independent variables would be used, and the second one was that the model would be assumed to contain an intercept term. While the independent variables in the data set didn't have the relationship with the dependent variable, the ADAPTIVEREG procedure almost completely lost its ability to discriminate; the REG procedure had a good screening ability, but it needed satisfy almost the same two conditions mentioned before. If the independent variables determined by researchers based on their common knowledge and the professional one were related to the dependent variable, a large number of independent variables would be retained in the regression model while the dependent variable was transformed by means of the Logistic transformation and it was assumed that there wasn't an intercept term in the regression model. |
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