Multivariate Analysis Commons^™

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin

Electronic Theses and Dissertations

In this work, we seek to develop a variable screening and selection method for Bayesian mixture models with longitudinal data. To develop this method, we consider data from the Health and Retirement Survey (HRS) conducted by University of Michigan. Considering yearly out-of-pocket expenditures as the longitudinal response variable, we consider a Bayesian mixture model with $K$ components. The data consist of a large collection of demographic, financial, and health-related baseline characteristics, and we wish to find a subset of these that impact cluster membership. An initial mixture model without any cluster-level predictors is fit to the data through an MCMC …

Variable Selection Via Penalized Regression And The Genetic Algorithm Using Information Complexity, With Applications For High-Dimensional -Omics Data, Tyler J. Massaro

Doctoral Dissertations

This dissertation is a collection of examples, algorithms, and techniques for researchers interested in selecting influential variables from statistical regression models. Chapters 1, 2, and 3 provide background information that will be used throughout the remaining chapters, on topics including but not limited to information complexity, model selection, covariance estimation, stepwise variable selection, penalized regression, and especially the genetic algorithm (GA) approach to variable subsetting.

In chapter 4, we fully develop the framework for performing GA subset selection in logistic regression models. We present advantages of this approach against stepwise and elastic net regularized regression in selecting variables from a …