Penalized Kink regression model using different penalty functions with a practical application

Zahraa K. Fahad; Basim Sh. Msallam

doi:10.1117/12.3012592

19 December 2023 Penalized Kink regression model using different penalty functions with a practical application

Zahraa K. Fahad, Basim Sh. Msallam

Proceedings Volume 12936, International Conference on Mathematical and Statistical Physics, Computational Science, Education and Communication (ICMSCE 2023); 129360B (2023) https://doi.org/10.1117/12.3012592
Event: International Conference on Mathematical and Statistical Physics, Computational Science, Education and Communication (ICMSCE 2023), 2023, Istanbul, Turkey

Abstract

In this research, the Penalized Least Squares method (PLS) is presented to estimate the parameters of kink regression model in the presence of the High dimensional problem using by adopting different penalty functions, including the LASSO penalty function, the SCAD penalty function, Minimax Concave Penalty (MCP) function and Elastic-net penalty function which was suggested use. By using simulation, the PLS estimators were compared with different functions for kink regression parameters and it showed the preference PLS (SCAD)and PLS (MCP)for different sample sizes, and the performance of PLS (LASS0) fluctuated, while the performance of PLS ( Elastic Net ) improved and approached the performance of the PLS (SCAD) and PLS (MCP) at a sample size of 30, depending on the correct choice measure and the percentage of correctness. Real data related to the market value and the variables affecting it (which is accounting data) for the Baghdad Soft Drinks Company, which includes 48 explanatory variables for the period 2012-2019 is applied and PLS (Elastic Net) showed its preference in selecting the important variables because it has the minimum MSE value based on the note of the improvement of PLS (Elastic Net) performance with the increase of the sample size.

(2023) Published by SPIE. Downloading of the abstract is permitted for personal use only.

Citation Download Citation

Zahraa K. Fahad and Basim Sh. Msallam "Penalized Kink regression model using different penalty functions with a practical application", Proc. SPIE 12936, International Conference on Mathematical and Statistical Physics, Computational Science, Education and Communication (ICMSCE 2023), 129360B (19 December 2023); https://doi.org/10.1117/12.3012592

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KEYWORDS

Elasticity

Data modeling

Microchannel plates

Statistical modeling

Statistical analysis

Performance modeling

Data storage

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