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Identifying Nonlinear Relationships in Regression using the ACE Algorithm

机译:使用ACE算法识别回归中的非线性关系

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This paper introduces an alternating conditional expectation (ACE) algorithm: a non-parametric approach for estimating the transformations that lead to the maximal multiple correlation of a response and a set of independent variables in regression and correlation analysis. These transformations can give the data analyst insight into the relationships between these variables so that this can be best described and non-linear relationships uncovered. Using the Bayesian information criterion (BIC), we show how to find the best closed-form approximations for the optimal ACE transformations. By means of ACE and BIC, the model fit can be considerably improved compared with the conventional linear model as demonstrated in the two simulated and two real datasets in this paper.
机译:本文介绍了一种交替条件期望(ACE)算法:一种非参数方法,用于估计导致回归和相关分析中响应与一组独立变量的最大多重相关的转换。这些转换可以使数据分析人员深入了解这些变量之间的关系,从而可以最好地描述这一点并发现非线性关系。使用贝叶斯信息准则(BIC),我们展示了如何为最佳ACE转换找到最佳的封闭形式近似值。与传统的线性模型相比,借助ACE和BIC,与本文的两个模拟数据集和两个真实数据集所示的模型拟合相比,模型拟合度可以得到显着改善。

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