几乎所有我读到线性回归和GLM归结为:,其中是一个非增或非递减的函数和是你估计参数并检验假设。有数十种链接函数以及和转换,以使成为的线性函数。
现在,如果删除的非递增/非递减要求,则我仅知道两个用于拟合参数化线性化模型的选择:trig函数和多项式。两者都会在每个预测的与整个集合之间造成人为的依赖性,因此使其非常不稳健,除非事先有理由认为您的数据实际上是由循环或多项式过程生成的。
这不是某种神秘的边缘情况。这是水与农作物产量之间的实际常识关系(一旦田间水深足够,农作物产量将开始减少),或者是早餐时消耗的卡路里与数学测验表现之间的热量,或工厂工人的数量之间的常识关系。以及它们产生的小部件数量...简而言之,几乎在任何使用线性模型的现实生活中,数据覆盖的范围都足够大,您可以避免收益递减成负收益。
我尝试查找“凹”,“凸”,“曲线”,“非单调”,“浴缸”等术语,但我忘记了其他几个。很少有相关问题,甚至更少可用的答案。因此,实际上,如果您具有以下数据(R代码,y是连续变量x和离散变量组的函数):
updown<-data.frame(y=c(46.98,38.39,44.21,46.28,41.67,41.8,44.8,45.22,43.89,45.71,46.09,45.46,40.54,44.94,42.3,43.01,45.17,44.94,36.27,43.07,41.85,40.5,41.14,43.45,33.52,30.39,27.92,19.67,43.64,43.39,42.07,41.66,43.25,42.79,44.11,40.27,40.35,44.34,40.31,49.88,46.49,43.93,50.87,45.2,43.04,42.18,44.97,44.69,44.58,33.72,44.76,41.55,34.46,32.89,20.24,22,17.34,20.14,20.36,24.39,22.05,24.21,26.11,28.48,29.09,31.98,32.97,31.32,40.44,33.82,34.46,42.7,43.03,41.07,41.02,42.85,44.5,44.15,52.58,47.72,44.1,21.49,19.39,26.59,29.38,25.64,28.06,29.23,31.15,34.81,34.25,36,42.91,38.58,42.65,45.33,47.34,50.48,49.2,55.67,54.65,58.04,59.54,65.81,61.43,67.48,69.5,69.72,67.95,67.25,66.56,70.69,70.15,71.08,67.6,71.07,72.73,72.73,81.24,73.37,72.67,74.96,76.34,73.65,76.44,72.09,67.62,70.24,69.85,63.68,64.14,52.91,57.11,48.54,56.29,47.54,19.53,20.92,22.76,29.34,21.34,26.77,29.72,34.36,34.8,33.63,37.56,42.01,40.77,44.74,40.72,46.43,46.26,46.42,51.55,49.78,52.12,60.3,58.17,57,65.81,72.92,72.94,71.56,66.63,68.3,72.44,75.09,73.97,68.34,73.07,74.25,74.12,75.6,73.66,72.63,73.86,76.26,74.59,74.42,74.2,65,64.72,66.98,64.27,59.77,56.36,57.24,48.72,53.09,46.53),
x=c(216.37,226.13,237.03,255.17,270.86,287.45,300.52,314.44,325.61,341.12,354.88,365.68,379.77,393.5,410.02,420.88,436.31,450.84,466.95,477,491.89,509.27,521.86,531.53,548.11,563.43,575.43,590.34,213.33,228.99,240.07,250.4,269.75,283.33,294.67,310.44,325.36,340.48,355.66,370.43,377.58,394.32,413.22,428.23,436.41,455.58,465.63,475.51,493.44,505.4,521.42,536.82,550.57,563.17,575.2,592.27,86.15,91.09,97.83,103.39,107.37,114.78,119.9,124.39,131.63,134.49,142.83,147.26,152.2,160.9,163.75,172.29,173.62,179.3,184.82,191.46,197.53,201.89,204.71,214.12,215.06,88.34,109.18,122.12,133.19,148.02,158.72,172.93,189.23,204.04,219.36,229.58,247.49,258.23,273.3,292.69,300.47,314.36,325.65,345.21,356.19,367.29,389.87,397.74,411.46,423.04,444.23,452.41,465.43,484.51,497.33,507.98,522.96,537.37,553.79,566.08,581.91,595.84,610.7,624.04,637.53,649.98,663.43,681.67,698.1,709.79,718.33,734.81,751.93,761.37,775.12,790.15,803.39,818.64,833.71,847.81,88.09,105.72,123.35,132.19,151.87,161.5,177.34,186.92,201.35,216.09,230.12,245.47,255.85,273.45,285.91,303.99,315.98,325.48,343.01,360.05,373.17,381.7,398.41,412.66,423.66,443.67,450.39,468.86,483.93,499.91,511.59,529.34,541.35,550.28,568.31,584.7,592.33,615.74,622.45,639.1,651.41,668.08,679.75,692.94,708.83,720.98,734.42,747.83,762.27,778.74,790.97,806.99,820.03,831.55,844.23),
group=factor(rep(c('A','B'),c(81,110))));
plot(y~x,updown,subset=x<500,col=group);
您可能首先尝试进行Box-Cox转换,看看它是否具有机械意义,否则,您可能会使用具有逻辑或渐近链接函数的非线性最小二乘模型进行拟合。
因此,当您发现完整的数据集看起来像这样时,为什么要完全放弃参数模型而又回到样条线这样的黑盒方法...
plot(y~x,updown,col=group);
我的问题是:
- 为了找到代表此类功能关系的链接功能,我应该搜索哪些术语?
要么
- 为了教自己如何设计链接函数到此类函数关系或扩展当前仅用于单调响应的现有函数,我应该阅读和/或搜索什么?
要么
- 哎呀,甚至什么StackExchange标签最适合此类问题!
R
代码有语法错误:group
不应用引号引起来。(2)该图很漂亮:红点显示出线性关系,而黑点可以通过多种方式拟合,包括分段线性回归(通过变化点模型获得),甚至可能是指数关系。但是,我不推荐使用这些方法,因为应该通过了解有关数据产生的原因以及相关学科的理论动机来指导建模选择。它们可能是您进行研究的更好的起点。