Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
Möttönen, Jyrki; Lähderanta, Tero; Salonen, Janne; Sillanpää, Mikko J. (2023-03-22)
Taylor & Francis
22.03.2023
Möttönen, J., Lähderanta, T., Salonen, J., & Sillanpää, M. J. (2024). Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso. Communications in Statistics - Theory and Methods, 53(13), 4730–4744. https://doi.org/10.1080/03610926.2023.2189059
https://creativecommons.org/licenses/by/4.0/
© 2023 The Author(s). Published with license by Taylor and Francis Group, LLC. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The terms on which this article has been published allow the posting of the Accepted Manuscript in a repository by the author(s) or with their consent.
https://creativecommons.org/licenses/by/4.0/
© 2023 The Author(s). Published with license by Taylor and Francis Group, LLC. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The terms on which this article has been published allow the posting of the Accepted Manuscript in a repository by the author(s) or with their consent.
https://creativecommons.org/licenses/by/4.0/
Julkaisun pysyvä osoite on
https://urn.fi/URN:NBN:fi:oulu-202401151238
https://urn.fi/URN:NBN:fi:oulu-202401151238
Tiivistelmä
Abstract
Zero-inflated explanatory variables, as opposed to outcome variables, are common, for example, in environmental sciences. In this article, we address the problem of having excess of zero values in some continuous explanatory variables, which are subject to multi-outcome lasso-regularized variable selection. In short, the problem results from the failure of the lasso-type of shrinkage methods to recognize any difference between zero value occurring either in the regression coefficient or in the corresponding value of the explanatory variable. This kind of confounding will obviously increase the number of false positives – all non-zero regression coefficients do not necessarily represent true outcome effects. We present here the adaptive LAD-lasso for multiple outcomes, which extends the earlier work of multi-outcome LAD-lasso with adaptive penalization. In addition to well-known property of having less biased regression coefficients, we show that the adaptivity also improves method’s ability to recover from influences of excess of zero values measured in continuous covariates.
Zero-inflated explanatory variables, as opposed to outcome variables, are common, for example, in environmental sciences. In this article, we address the problem of having excess of zero values in some continuous explanatory variables, which are subject to multi-outcome lasso-regularized variable selection. In short, the problem results from the failure of the lasso-type of shrinkage methods to recognize any difference between zero value occurring either in the regression coefficient or in the corresponding value of the explanatory variable. This kind of confounding will obviously increase the number of false positives – all non-zero regression coefficients do not necessarily represent true outcome effects. We present here the adaptive LAD-lasso for multiple outcomes, which extends the earlier work of multi-outcome LAD-lasso with adaptive penalization. In addition to well-known property of having less biased regression coefficients, we show that the adaptivity also improves method’s ability to recover from influences of excess of zero values measured in continuous covariates.
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