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Integrative analysis of high-dimensional quantile regression with contrasted penalization
Panpan Ren1, Xu Liu1, Xiao Zhang2
1School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, People's Republic of China.
This study introduces novel high-dimensional integrative quantile regression for analyzing complex big data. Findings show adult children
Area of Science:
- Statistics
- Biostatistics
- Econometrics
Background:
- Big data analysis necessitates methods for high-dimensional, heavy-tailed datasets.
- Integrative analysis combines multiple datasets, outperforming traditional approaches.
- Existing methods struggle with the complexities of multi-dataset analysis.
Purpose of the Study:
- Introduce a novel high-dimensional integrative quantile regression method.
- Accommodate complexities in multi-dataset analysis.
- Improve variable selection and computational efficiency.
Main Methods:
- Developed a novel high-dimensional integrative quantile regression framework.
- Introduced a contrast penalty for across-dataset structures and variable selection.
- Created a new algorithm for computing solution paths and selecting significant variables.
Main Results:
- Monte Carlo simulations demonstrated competitive performance of the proposed method.
- Applied the method to the China Health and Retirement Longitudinal Study.
- Identified key factors influencing elderly support income.
Conclusions:
- Adult children's characteristics and emotional comfort significantly impact elderly support income.
- The proposed method effectively handles high-dimensional, multi-dataset analysis.
- Findings offer practical insights into factors affecting elderly financial well-being.
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