Skip to main content
Technical Reports
Navigation
Technical Reports
UCSC-SOE-22-01: Structured mixture of continuation-ratio logits models for ordinal regression
« Previous
Next »
Authors
Jizhou Kang and Athanasios Kottas
Published On
01/10/2022 12:27 PM
Department
Statistics
Abstract
We develop a nonparametric Bayesian modeling approach to ordinal regression based on priors placed directly on the discrete distribution of the ordinal responses. The prior probability models are built from a structured mixture of multinomial distributions. We leverage a continuation-ratio logits representation to formulate the mixture kernel, with mixture weights defined through the logit stick-breaking process that incorporates the covariates through a linear function. The implied regression functions for the response probabilities can be expressed as weighted sums of parametric regression functions, with covariate-dependent weights. Thus, the modeling approach achieves flexible ordinal regression relationships, avoiding linearity or additivity assumptions in the covariate effects. A key model feature is that the parameters for both the mixture kernel and the mixture weights can be associated with a continuation-ratio logits regression structure. Hence, an efficient and relatively easy to implement posterior simulation method can be designed, using PĆ³lya-Gamma data augmentation. Moreover, the model is built from a conditional independence structure for category-specific parameters, which results in additional computational efficiency gains through partial parallel sampling. In addition to the general mixture structure, we study simplified model versions that incorporate covariate dependence only in the mixture kernel parameters or only in the mixture weights. For all proposed models, we discuss approaches to prior specification and develop Markov chain Monte Carlo methods for posterior simulation. The methodology is illustrated with several synthetic and real data examples.
UPDATED: November 8, 2022
Download
UCSC-SOE-22-01
Error | Technical Reports
Technical Reports
Error
The website encountered an unexpected error. Please try again later.