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A new specification of generalized linear models for categorical responses. (English) Zbl 1372.62027

Summary: Many regression models for categorical responses have been introduced, motivated by different paradigms, but it is difficult to compare them because of their different specifications. In this paper we propose a unified specification of regression models for categorical responses, based on a decomposition of the link function into an inverse continuous cumulative distribution function and a ratio of probabilities. This allows us to define a new family of reference models for nominal responses, comparable to the families of adjacent, cumulative and sequential models for ordinal responses. A new equivalence between cumulative and sequential models is shown. Invariances under permutations of the categories are studied for each family of models. We introduce a reversibility property that distinguishes adjacent and cumulative models from sequential models. The new family of reference models is tested on three benchmark classification datasets.

MSC:

62J12 Generalized linear models (logistic models)
62H30 Classification and discrimination; cluster analysis (statistical aspects)
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