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Absolute model evaluation measures and evaluations of predictive densities

Research Project

Project/Area Number 18K11200
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 60030:Statistical science-related
Research InstitutionTokyo University of Science

Principal Investigator

Kurosawa Takeshi  東京理科大学, 理学部第一部応用数学科, 准教授 (80582303)

Co-Investigator(Kenkyū-buntansha) 江島 伸興  久留米大学, 医学部, 客員教授 (20203630)
Project Period (FY) 2018-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2020: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2019: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywordsモデル評価 / 予測分布 / モデル評価基準 / 一般化線形モデル / モデル評価尺度 / 決定理論 / 回帰相関係数 / エントロピー相関係数 / ベイズ型予測分布 / 打ち切りデータ / 予測分布の優越性評価
Outline of Final Research Achievements

Generalized linear models that are generalizations of the linear models include various types of models such as logistic models, multinomial logit models, and Poisson regression models. These statistical models are widely used in various practical fields. The models are constructed based on data set. It is an important problem that the models are evaluated appropriately by using a goodness-of-fit measure. There do not exist widely used goodness-of-fit measures such that the measure can evaluate the generalized linear models. We have clarified the statistical properties of the proposed model evaluation measures.

Academic Significance and Societal Importance of the Research Achievements

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Report

(5 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (34 results)

All 2022 2021 2020 2019 2018 Other

All Int'l Joint Research (5 results) Journal Article (5 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 5 results,  Open Access: 3 results) Presentation (21 results) (of which Int'l Joint Research: 8 results,  Invited: 2 results) Book (3 results)

  • [Int'l Joint Research] Australian National University(オーストラリア)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] University of Milano Bicocca(イタリア)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] ANU(オーストラリア)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] The Australian National University(オーストリア)

    • Related Report
      2018 Research-status Report
  • [Int'l Joint Research] University of Milano Bicocca(イタリア)

    • Related Report
      2018 Research-status Report
  • [Journal Article] Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model2021

    • Author(s)
      F. Honda and T. Kurosawa
    • Journal Title

      Modern Stochastics: Theory and Applications

      Volume: 8 Pages: 435-463

    • DOI

      10.15559/21-vmsta187

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] An entropy-based tool to help the interpretation of common-factor spaces in factor analysis2021

    • Author(s)
      Nobuoki Eshima, Claudio Giovanni Borroni, Minoru Tabata, and Takeshi Kurosawa
    • Journal Title

      Entropy

      Volume: 23(2) Issue: 2 Pages: 1-13

    • DOI

      10.3390/e23020140

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] On goodness-of-fit measures for Poisson regression models2020

    • Author(s)
      Takeshi Kurosawa, Francis K.C. Hui, A.H. Welsh, Kousuke Shinmura, and Nobuoki Eshima
    • Journal Title

      Australian & New Zealand Journal of Statistics

      Volume: 62(3) Issue: 3 Pages: 340-366

    • DOI

      10.1111/anzs.12303

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Visceral Fat Accumulation Is Associated with Asthma in Patients with Type 2 Diabetes2019

    • Author(s)
      Murakami Daisuke、Anan Futoshi、Masaki Takayuki、Umeno Yoshikazu、Shigenaga Takehiko、Eshima Nobuoki、Nakagawa Takashi
    • Journal Title

      Journal of Diabetes Research

      Volume: 2019 Pages: 1-7

    • DOI

      10.1155/2019/3129286

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] An Entropy-Based Approach for Measuring Factor Contributions in Factor Analysis Models2018

    • Author(s)
      N. Eshima, M. Tabata, C. G. Borroni
    • Journal Title

      entropy

      Volume: 20 Issue: 9 Pages: 1-12

    • DOI

      10.3390/e20090634

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] A goodness-of-fit measure for logistic regressions under separation2022

    • Author(s)
      Naoki Kotani, Takeshi Kurosawa
    • Organizer
      IASC-ARS2022
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] The naive estimators of a Poisson regression model with measurement errors2022

    • Author(s)
      Kentarou Wada, Takeshi Kurosawa
    • Organizer
      IASC-ARS2022
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] ロジスティック回帰モデルにおける分離問題とモデル評価尺度2021

    • Author(s)
      小谷直己,黒沢健
    • Organizer
      応用統計学会2021年度年会
    • Related Report
      2021 Annual Research Report
  • [Presentation] Dominance of posterior predictive densities over plug-in densities for order statistics2021

    • Author(s)
      Takeshi Kurosawa, Kouhei Nishi, Nobuyuki Ozeki
    • Organizer
      Australian and New Zealand Virtual Statistical Conference
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 分離データに対するロジスティック回帰のモデル評価尺度の推定法2021

    • Author(s)
      小谷直己,黒沢健
    • Organizer
      2021年度統計関連学会連合大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] EIVを伴うポアソン回帰モデルのnaive推定量2021

    • Author(s)
      和田賢太郎,黒沢健
    • Organizer
      2021年度統計関連学会連合大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] EIVを伴うポアソン回帰モデルの修正Naive推定量の近似2021

    • Author(s)
      和田賢太郎,黒沢健
    • Organizer
      第35回日本計算機統計学会シンポジウム
    • Related Report
      2021 Annual Research Report
  • [Presentation] Statistical properties of the best estimator for type II censored data2021

    • Author(s)
      尾関伸之,黒沢健
    • Organizer
      統計科学研究部門第4 回統計科学セミ ナー(オンライン)
    • Related Report
      2020 Research-status Report
  • [Presentation] Type II 打ち切りデータに対するベイズ予 測分布の許容性2020

    • Author(s)
      尾関伸之,黒沢健
    • Organizer
      第34 回日本計算機統計学会大会(オンライン)
    • Related Report
      2020 Research-status Report
  • [Presentation] Type II 打切りデータに対するベイズ予測分 布の被覆確率及び未観測値の推定bias2020

    • Author(s)
      尾関伸之,黒沢健
    • Organizer
      2020 年度統計関連学会連 合大会(オンライン)
    • Related Report
      2020 Research-status Report
  • [Presentation] 一般共変量を伴うポアソン回帰モデルの 回帰相関係数の推定量の漸近正規性2019

    • Author(s)
      金澤崚太郎, 黒沢健
    • Organizer
      第33 回日本計算機統計学会シンポジウム
    • Related Report
      2019 Research-status Report
  • [Presentation] A new Liu estimator under a linear constraint2019

    • Author(s)
      Takeshi Kurosawa, Naoto Suzuki
    • Organizer
      International Biometric Society Australasian Region Conference
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] エントロピーに基づく共通因子空間の分析2019

    • Author(s)
      江島伸興
    • Organizer
      2020年度 統計関連連合大会
    • Related Report
      2019 Research-status Report
  • [Presentation] Dominance of posterior predictive densities over plug-in densities for order statistics2019

    • Author(s)
      T. Kurosawa, K. Nishi
    • Organizer
      Seminar 1 in 2019 at Research School of Finance, Actuarial Studies & Statistics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] ロジスティック回帰モデルに対する 回帰相関係数とスパムメール判定への応用2019

    • Author(s)
      黒沢健,井上明也,岩下基
    • Organizer
      日本・オペレーションズリサーチ学会
    • Related Report
      2018 Research-status Report
  • [Presentation] Estimators of Goodness-of-fit Measures for a Poisson Regression Model2019

    • Author(s)
      T. Kurosawa, K. Shinmura, F. K. C. Hui, A. H. Welsh, N. Eshima
    • Organizer
      ISI WSC 2019
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Entropy correlation coefficient for the poisson regression model2018

    • Author(s)
      T. Kurosawa, K. Shinmura, N. Eshima
    • Organizer
      Three-day atms work- shop Multi- and high-dimensional statistics - Copulas - Survival analysis - Model selection
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] 順序統計量に対する事後予測分布の優越性評価2018

    • Author(s)
      西航平,黒沢健
    • Organizer
      2018 年度統計関連学会連合大会
    • Related Report
      2018 Research-status Report
  • [Presentation] 制約条件下の新Liu 型推定量2018

    • Author(s)
      鈴木尚人,黒沢健
    • Organizer
      計算機統計学会
    • Related Report
      2018 Research-status Report
  • [Presentation] Predictive power measures for the poisson regression model2018

    • Author(s)
      T. Kurosawa, K. Shinmura, F. Hui, A. Welsh, N. Eshima
    • Organizer
      Fellows Research Meetings (Goulburn 35)
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 因子分析におけるエントロピーに基づく因子効果評価:試験データ分析への応用2018

    • Author(s)
      江島伸興
    • Organizer
      日本行動計量学会
    • Related Report
      2018 Research-status Report
  • [Book] An Introduction to Latent Class Analysis - Methods and Applications2021

    • Author(s)
      Nobuoki Eshima
    • Total Pages
      190
    • Publisher
      Springer
    • ISBN
      9789811909726
    • Related Report
      2021 Annual Research Report
  • [Book] 医薬データのための統計解析2020

    • Author(s)
      John M. Lachin、宮岡 悦良、遠藤 輝、黒沢 健、下川 朝有、寒水 孝司
    • Total Pages
      704
    • Publisher
      共立出版
    • ISBN
      9784320113817
    • Related Report
      2019 Research-status Report
  • [Book] Statistical Data Analysis and Entropy2019

    • Author(s)
      Nobuoki Eshima
    • Total Pages
      257
    • Publisher
      Springer
    • ISBN
      9789811525513
    • Related Report
      2019 Research-status Report

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Published: 2018-04-23   Modified: 2023-01-30  

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