uu.seUppsala University Publications
Change search
ReferencesLink to record
Permanent link

Direct link
Predictive Accuracy of Linear Models with Ordinal Regressors
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2016 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This paper considers four approaches to ordinal predictors in linear regression to evaluate how these contrast with respect to predictive accuracy. The two most typical treatments, namely, dummy coding and classic linear regression on assigned level scores are compared with two improved methods; penalized smoothed coefficients and a generalized additive model with cubic splines. A simulation study is conducted to assess all on the basis of predictive performance. Our results show that the dummy based methods surpass the numeric at low sample sizes. Although, as sample size increases, differences between the methods diminish. Tendencies of overfitting are identified among the dummy methods. We conclude by stating that the choice of method not only ought to be context driven, but done in the light of all characteristics.

Place, publisher, year, edition, pages
2016. , 24 p.
Keyword [en]
variable classification, predictive performance, model specification, discretized continuous data
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-273958OAI: oai:DiVA.org:uu-273958DiVA: diva2:895644
Subject / course
Educational program
Freestanding course
Available from: 2016-02-10 Created: 2016-01-19 Last updated: 2016-02-10Bibliographically approved

Open Access in DiVA

fulltext(1689 kB)60 downloads
File information
File name FULLTEXT01.pdfFile size 1689 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Department of Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 60 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 229 hits
ReferencesLink to record
Permanent link

Direct link