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Best Subset Binary Prediction

Le-Yu Chen, Sokbae Lee

arXiv 9 Oct 2016 · Statistics — Methodology · publishedJournal of Econometrics (2018) · 20 citations (OpenAlex)

arXiv:1610.02738 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the covariates are chosen by maximizing Manski (1975, 1985)'s maximum score objective function subject to a constraint on the maximal number of selected variables. We show that this procedure can be equivalently reformulated as solving a mixed integer optimization problem, which enables computation of the exact or an approximate solution with a definite approximation error bound. In terms of theoretical results, we obtain non-asymptotic upper and lower risk bounds when the dimension of potential covariates is possibly much larger than the sample size. Our upper and lower risk bounds are minimax rate-optimal when the maximal number of selected variables is fixed and does not increase with the sample size. We illustrate usefulness of the best subset binary prediction approach via Monte Carlo simulations and an empirical application of the work-trip transportation mode choice.

Citation extraction

68
references
144
in-text mentions
68
distinct cited
6
self-citations
13,848
main-text words

appendix boundary found by appendix_command · 63% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Jiang and Tanner (2010) Risk Minimization for Time Series Binary Choice with Variable Selection1.00074100%
2Florios and Skouras (2008) Exact computation of max weighted score estimators0.95315487%
3Raskutti, Wainwright, and Yu (2011) Minimax rates of estimation for high-dimensional linear regression over lq-balls0.9416383%
4Manski (1975) Maximum score estimation of the stochastic utility model of choice0.92844100%
5Manski (1985) Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator0.92844100%
6Greenshtein (2006) Best subset selection, persistence in high-dimensional statistical learning and optimization under $L_1$ constraint0.87472100%
7Kitagawa and Tetenov (2018) Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice0.87462100%
8Bertsimas, King, and Mazumder (2016) Best subset selection via a modern optimization lens0.87462100%
9Horowitz (1993) Semiparametric estimation of a work-trip mode choice model0.87452100%
10Tsybakov (2004) Optimal aggregation of classifiers in statistical learning0.87452100%

Showing the top 10 of 68 scored citations.

Cited by, within the corpus

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Citing paperIntensityMentionsSections
1High Dimensional Classification through $_0$-Penalized Empirical Risk Minimization0.84344
2Exact Computation of Maximum Rank Correlation Estimator0.81142
3Sparse Quantile Regression0.64422
4Model Selection for Treatment Choice: Penalized Welfare Maximization0.58533
5Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate0.51121
6Policy Learning with Observational Data0.40511
7Robust Ranking of Happiness Outcomes: A Median Regression Perspective0.40511
8Model Selection in Utility-Maximizing Binary Prediction0.40511
9Finite Sample Inference for the Maximum Score Estimand0.40511
10No-Regret Forecasting with Egalitarian Committees0.40511