The variable selection of two-part regression model for semicontinuous data

半连续数据两部分回归模型的变量选择

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Abstract

In many research fields, measurement data containing too many zeros are often called semicontinuous data. For semicontinuous data, the most common method is the two-part model, which establishes the corresponding regression model for both the zero-valued part and the nonzero-valued part. Considering that each part of the two-part regression model often encounters a large number of candidate variables, the variable selection becomes an important problem in semicontinuous data analysis. However, there is little research literature on this topic. To bridge this gap, we propose a new type of variable selection methods for the two-part regression model. In this paper, the Bernoulli-Normal two-part (BNT) regression model is presented, and a variable selection method based on Lasso penalty function is proposed. To solve the problem that Lasso estimator does not have Oracle attribute, we then propose a variable selection method based on adaptive Lasso penalty function. The simulation results show that both methods can select variables for BNT regression model and are easy to implement, and the performance of adaptive Lasso method is superior to the Lasso method. We demonstrate the effectiveness of the proposed tools using dietary intake data to further analyze the important factors affecting dietary intake of patients.

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