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http://dx.doi.org/10.7465/jkdi.2015.26.6.1305

Parameter estimation of linear function using VUS and HUM maximization  

Hong, Chong Sun (Department of Statistics, Sungkyunkwan University)
Won, Chi Hwan (Department of Statistics, Sungkyunkwan University)
Jeong, Dong Gil (Department of Statistics, Sungkyunkwan University)
Publication Information
Journal of the Korean Data and Information Science Society / v.26, no.6, 2015 , pp. 1305-1315 More about this Journal
Abstract
Consider the risk score which is a function of a linear score for the classification models. The AUC optimization method can be applied to estimate the coefficients of linear score. These estimates obtained by this AUC approach method are shown to be better than the maximum likelihood estimators using logistic models under the general situation which does not fit the logistic assumptions. In this work, the VUS and HUM approach methods are suggested by extending AUC approach method for more realistic discrimination and prediction worlds. Some simulation results are obtained with both various distributions of thresholds and three kinds of link functions such as logit, complementary log-log and modified logit functions. It is found that coefficient prediction results by using the VUS and HUM approach methods for multiple categorical classification are equivalent to or better than those by using logistic models with some link functions.
Keywords
Discrimination; link; manifold; risk; score; surface; threshold;
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Times Cited By KSCI : 5  (Citation Analysis)
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