INTERACTION DETECTION FOR GENERALIZED LINEAR MODELS

摘要

Provided are techniques for interaction detection for generalized linear models. Basic statistics are calculated for a pair of categorical predictor variables and a target variable from a dataset during a single pass over the dataset. It is determined whether there is a significant interaction effect for the pair of categorical predictor variables on the target variable by: calculating a log-likelihood value for a full generalized linear model without estimating model parameters; calculating the model parameters for a reduced generalized linear model with a recursive marginal mean accumulation technique using the basic statistics; calculating a log-likelihood value for the reduced generalized linear model; calculating a likelihood ratio test statistic using the log-likelihood value for the full generalized linear model and the log-likelihood value for the reduced generalized linear model; calculating a p-value of the likelihood ratio test statistic; and comparing the p-value to a significance level.

主权项

1. A method, comprising:
calculating, using a computer, basic statistics for a pair of categorical predictor variables and a target variable from a dataset during a single pass over the dataset; and determining, using the computer, whether there is a significant interaction effect for the pair of categorical predictor variables on the target variable by:
calculating, using the computer, a log-likelihood value for a full generalized linear model without estimating model parameters;calculating, using the computer, the model parameters for a reduced generalized linear model with a recursive marginal mean accumulation technique using the basic statistics;calculating, using the computer, a log-likelihood value for the reduced generalized linear model;calculating, using the computer, a likelihood ratio test statistic using the log-likelihood value for the full generalized linear model and the log-likelihood value for the reduced generalized linear model;calculating, using the computer, a p-value of the likelihood ratio test statistic; andcomparing, using the computer, the p-value to a significance level.