Validation of Stepwise-Based Procedure in GAMLSS
Volume 19, Issue 1 (2021), pp. 96–110
Pub. online: 10 February 2021
Type: Statistical Data Science
Received
1 November 2020
1 November 2020
Accepted
1 January 2021
1 January 2021
Published
10 February 2021
10 February 2021
Abstract
One of the key features in regression models consists in selecting appropriate characteristics that explain the behavior of the response variable, in which stepwise-based procedures occupy a prominent position. In this paper we performed several simulation studies to investigate whether a specific stepwise-based approach, namely Strategy A, properly selects authentic variables into the generalized additive models for location, scale and shape framework, considering Gaussian, zero inflated Poisson and Weibull distributions. Continuous (with linear and nonlinear relationships) and categorical explanatory variables are considered and they are selected through some goodness-of-fit statistics. Overall, we conclude that the Strategy A greatly performed.
Supplementary material
Supplementary MaterialPlease note that the following supplementary files are available online: i) suppl_stepgaic.pdf : p-values for the selected variables in each simulated scenario; and ii) codes_stepgaic.zip : all codes in R software that were used to conduct the simulation studies presented in this paper.