Beta
274302

A New Approach for Model Selection with Two Qualitative Regressors

Article

Last updated: 05 Jan 2025

Subjects

-

Tags

Applied Statistics and Econometrics
Statistical computing

Abstract

In social science and statistical literature, ordinal qualitative dependent variable models have received substantial attention in terms of theory and application. However, linear models with ordinal qualitative regressors have been overlooked. In this paper, we propose an approach to regression model selection with two-qualitative regressors, which will be used to build a technique for selecting qualitative variables based on the mean square of the prediction error (MSEP). Several data sets were simulated using two models, and the technique was found to choose the best model in all cases. The findings show that significant improvements in bias and efficiency may be made when compared to other estimates. To diagnose the type of interaction, certain graphs are provided. The proposed approach achieves better accuracy with reduced MSEP, improved stability, and faster convergence compared to other models.

DOI

10.21608/cjmss.2022.274302

Keywords

Classification Performances, model selection, Modeling of Interaction, MSEP, Neighbouring Model, Ordinal Qualitative Variables, Prequential Inference

Authors

First Name

Amr

Last Name

Kamel

MiddleName

R.

Affiliation

Department of Applied Statistics and Econometrics, Faculty of Graduate Studies for Statistical Research, Cairo University, Giza, Egypt, Department of Basic Sciences, Elgazeera High Institute for Computers and Information Systems, Ministry of Higher Education, Cairo, Egypt

Email

amr_ragab@pg.cu.edu.eg

City

-

Orcid

orcid.org/0000-0002-3451-1517

First Name

Abdulaziz

Last Name

Alqarni

MiddleName

A.

Affiliation

Department of General Studies, Jeddah College of Technology, Technical and Vocational Training Corporation, Jeddah, Saudi Arabia

Email

malqarni@tvtc.gov.sa

City

-

Orcid

-

Volume

1

Article Issue

1

Related Issue

37729

Issue Date

2022-11-01

Receive Date

2022-12-14

Publish Date

2022-11-01

Page Start

63

Page End

79

Print ISSN

2974-3435

Online ISSN

2974-3443

Link

https://cjmss.journals.ekb.eg/article_274302.html

Detail API

https://cjmss.journals.ekb.eg/service?article_code=274302

Order

274,302

Type

Original Article

Type Code

2,545

Publication Type

Journal

Publication Title

Computational Journal of Mathematical and Statistical Sciences

Publication Link

https://cjmss.journals.ekb.eg/

MainTitle

A New Approach for Model Selection with Two Qualitative Regressors

Details

Type

Article

Created At

23 Jan 2023